Sciweavers

IOR
2008
98views more  IOR 2008»
13 years 4 months ago
A Linear Decision-Based Approximation Approach to Stochastic Programming
Xin Chen, Melvyn Sim, Peng Sun, Jiawei Zhang
IOR
2008
63views more  IOR 2008»
13 years 4 months ago
Robust Management of Motion Uncertainty in Intensity-Modulated Radiation Therapy
Thomas Bortfeld, Timothy C. Y. Chan, Alexei Trofim...
IOR
2008
54views more  IOR 2008»
13 years 4 months ago
A Single-Unit Decomposition Approach to Multiechelon Inventory Systems
Alp Muharremoglu, John N. Tsitsiklis
IOR
2008
90views more  IOR 2008»
13 years 4 months ago
Optimal Position-Based Warehouse Ordering in Divergent Two-Echelon Inventory Systems
: A continuous review two-echelon inventory system with a central warehouse and a number of non-identical retailers is considered. The retailers face independent Poisson demand and...
Sven Axsäter, Johan Marklund
IOR
2008
126views more  IOR 2008»
13 years 4 months ago
Fast Simulation of Multifactor Portfolio Credit Risk
This paper develops rare event simulation methods for the estimation of portfolio credit risk -- the risk of losses to a portfolio resulting from defaults of assets in the portfol...
Paul Glasserman, Wanmo Kang, Perwez Shahabuddin
IOR
2008
57views more  IOR 2008»
13 years 4 months ago
Cumulative Dominance and Heuristic Performance in Binary Multiattribute Choice
Manel Baucells, Juan A. Carrasco, Robin M. Hogarth
IOR
2008
96views more  IOR 2008»
13 years 4 months ago
Competition for Procurement Contracts with Service Guarantees
We consider a market with two suppliers and a set of buyers in search of procurement contracts with one of the suppliers. In particular, each buyer needs to process a certain volu...
Fernando Bernstein, Francis de Véricourt