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    IOR
    2008
    69views more  IOR 2008»
    Truthful Double Auction Mechanisms
    13 years 4 months ago
    Truthful Double Auction Mechanisms
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    Leon Yang Chu, Zuo-Jun Max Shen
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    IOR
    2008
    63views more  IOR 2008»
    (s, S) Optimality in Joint Inventory-Pricing Control: An Alternate Approach
    13 years 4 months ago
    (s, S) Optimality in Joint Inventory-Pricing Control: An Alternate Approach
    Download  www.columbia.edu
    Woonghee Tim Huh, Ganesh Janakiraman
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    IOR
    2008
    53views more  IOR 2008»
    The Innovest Austrian Pension Fund Financial Planning Model InnoALM
    13 years 4 months ago
    The Innovest Austrian Pension Fund Financial Planning Model InnoALM
    Download  www.ceistorvergata.it
    Alois Geyer, William T. Ziemba
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    IOR
    2008
    60views more  IOR 2008»
    Regulated Random Walks and the LCFS Backlog Probability: Analysis and Application
    13 years 4 months ago
    Regulated Random Walks and the LCFS Backlog Probability: Analysis and Application
    Download  www.rotman.utoronto.ca
    Opher Baron
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    IOR
    2008
    104views more  IOR 2008»
    Arrival Rate Approximation by Nonnegative Cubic Splines
    13 years 4 months ago
    Arrival Rate Approximation by Nonnegative Cubic Splines
    Download  rutcor.rutgers.edu
    Estimating the arrival rate function of a non-homogeneous Poisson process based on observed arrival data is a problem naturally arising in many applications. Cubic spline function...
    Farid Alizadeh, Jonathan Eckstein, Nilay Noyan, G&...
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    IOR
    2008
    82views more  IOR 2008»
    Heavy-Traffic Optimality of a Stochastic Network Under Utility-Maximizing Resource Allocation
    13 years 4 months ago
    Heavy-Traffic Optimality of a Stochastic Network Under Utility-Maximizing Resource Allocation
    Download  myweb.polyu.edu.hk
    We study a stochastic network that consists of a set of servers processing multiple classes of jobs. Each class of jobs requires a concurrent occupancy of several servers while be...
    Heng-Qing Ye, David D. Yao
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    IOR
    2008
    51views more  IOR 2008»
    Now or Later: A Simple Policy for Effective Dual Sourcing in Capacitated Systems
    13 years 4 months ago
    Now or Later: A Simple Policy for Effective Dual Sourcing in Capacitated Systems
    Download  opim.wharton.upenn.edu
    Senthil Veeraraghavan, Alan Scheller-Wolf
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    IOR
    2008
    60views more  IOR 2008»
    Modeling and Computing Two-Settlement Oligopolistic Equilibrium in a Congested Electricity Network
    13 years 4 months ago
    Modeling and Computing Two-Settlement Oligopolistic Equilibrium in a Congested Electricity Network
    Download  www.ieor.berkeley.edu
    Jian Yao, Ilan Adler, Shmuel S. Oren
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    IOR
    2008
    102views more  IOR 2008»
    An Optimization Algorithm for the Ordered Open-End Bin-Packing Problem
    13 years 4 months ago
    An Optimization Algorithm for the Ordered Open-End Bin-Packing Problem
    Download  www.crema.unimi.it
    The ordered open-end bin packing problem is a variant of the bin packing problem in which the items to be packed are sorted in a given order and the capacity of each bin can be ex...
    Alberto Ceselli, Giovanni Righini
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    IOR
    2008
    103views more  IOR 2008»
    Portfolio Credit Risk with Extremal Dependence: Asymptotic Analysis and Efficient Simulation
    13 years 4 months ago
    Portfolio Credit Risk with Extremal Dependence: Asymptotic Analysis and Efficient Simulation
    Download  www.tcs.tifr.res.in
    We consider the risk of a portfolio comprised of loans, bonds, and financial instruments that are subject to possible default. In particular, we are interested in performance meas...
    Achal Bassamboo, Sandeep Juneja, Assaf J. Zeevi
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