EOR
2010
13 years 5 months ago
2010
EOR
2010
13 years 5 months ago
2010
In this work we study the Capacitated p-Center Problem (CpCP) and we propose an exact algorithm to solve it. We study two auxiliary problems and their relation to CpCP, and we pro...
EOR
2010
2010
Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates
13 years 5 months ago
In this paper we study the optimal management of an aggregated pension fund of defined benefit type, in the presence of a stochastic interest rate. We suppose that the sponsor can ...
EOR
2010
13 years 5 months ago
2010
-- The classical Wardrop System Optimum (SO) assignment model assumes that the users will cooperate with each other in order to minimize the overall travel costs. The importance of...
EOR
2010
13 years 5 months ago
2010
Semidefinite Programming (SDP) may be seen as a generalization of Linear Programming (LP). In particular, one may extend interior point algorithms for LP to SDP, but it has proven...
EOR
2010
13 years 5 months ago
2010
EOR
2010
13 years 5 months ago
2010
We consider the unrelated parallel machines scheduling problem where jobs have earliness and tardiness penalties and a common due date. We formulate this problem and some of its v...
EOR
2010
13 years 5 months ago
2010
EOR
2010
13 years 5 months ago
2010
This paper presents a new way of measuring residual income, originally introduced by Magni (2000a,b,c, 2001a,b, 2003). Contrary to the standard residual income, the capital charge...
EOR
2010
13 years 5 months ago
2010