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EOR
2008
200views more  EOR 2008»
13 years 4 months ago
A dynamic stochastic programming model for international portfolio management
We develop a multi-stage stochastic programming model for international portfolio management in a dynamic setting. We model uncertainty in asset prices and exchange rates in terms...
Nikolas Topaloglou, Hercules Vladimirou, Stavros A...
EOR
2008
66views more  EOR 2008»
13 years 4 months ago
"Optimistic" weighted Shapley rules in minimum cost spanning tree problems
We introduce optimistic weighted Shapley rules in minimum cost spanning tree problems. We dene them as the weighted Shapley values of the optimistic game v+ introduced in Berganti
Gustavo Bergantiños, Silvia Lorenzo-Freire
EOR
2008
45views more  EOR 2008»
13 years 4 months ago
Small transaction cost asymptotics and dynamic hedging
Claudio Albanese, Stathis Tompaidis
EOR
2008
87views more  EOR 2008»
13 years 4 months ago
Robust surgery loading
We consider the robust surgery loading problem for a hospital's operating theatre department, which concerns assigning surgeries and sufficient planned slack to operating roo...
Erwin W. Hans, Gerhard Wullink, Mark van Houdenhov...
EOR
2008
90views more  EOR 2008»
13 years 4 months ago
An improved simulated annealing algorithm for bandwidth minimization
In this paper, a simulated annealing algorithm is presented for the Bandwidth Minimization Problem for Graphs. This algorithm is based on three distinguished features including an...
Eduardo Rodriguez-Tello, Jin-Kao Hao, Jose Torres-...
EOR
2008
80views more  EOR 2008»
13 years 4 months ago
Few statistical tests for proportions comparison
This article reviews a number of statistical tests for comparing proportions. These statistical tests are presented in a comprehensive way, so that OR practitioners can easily und...
Éric D. Taillard, Philippe Waelti, Jacques ...
EOR
2008
106views more  EOR 2008»
13 years 4 months ago
Global and local real-coded genetic algorithms based on parent-centric crossover operators
Parent-centric real-parameter crossover operators create the offspring in the neighbourhood of one of the parents, the female parent. The other parent, the male one, defines the r...
Carlos García-Martínez, Manuel Lozan...
EOR
2008
82views more  EOR 2008»
13 years 4 months ago
Capacity and entry issues in online exchanges
With the advent of open standards and Internet technologies, the number of sellers who can participate in online exchanges is greatly increased. We model the competition between i...
Subhajyoti Bandyopadhyay, John M. Barron, Alok R. ...
EOR
2008
78views more  EOR 2008»
13 years 4 months ago
Managing the overflow of intensive care patients
Abstract. Many hospitals in the Netherlands are confronted with capacity problems at their Intensive Care Units (ICUs) resulting in cancelling operations, overloading the staff wit...
Nelly Litvak, Marleen van Rijsbergen, Richard J. B...
EOR
2008
133views more  EOR 2008»
13 years 4 months ago
Investigating a hybrid simulated annealing and local search algorithm for constrained optimization
Constrained Optimization Problems (COP) often take place in many practical applications such as kinematics, chemical process optimization, power systems and so on. These problems ...
Chandra Sekhar Pedamallu, Linet Özdamar