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COR
2008
14 years 10 months ago
2008
We study the viability of different robust optimization approaches to multiperiod portfolio selection. Robust optimization models treat future asset returns as uncertain coefficie...
COR
2008
14 years 10 months ago
2008
Discrete-time optimal control problems arise naturally in many economic problems. Despite the rapid growth in computing power and new developments in the literature, many economic...
COR
2006
14 years 10 months ago
2006
5 In the probabilistic traveling salesman problem (PTSP), customers require a visit with a given probability, and the best solution is the tour through all customers with the lowe...
COR
2006
14 years 10 months ago
2006
Home health care, i.e. visiting and nursing patients in their homes, is a growing sector in the medical service business. From a staff rostering point of view, the problem is to f...
COR
2006
14 years 10 months ago
2006
This paper considers the problem of scheduling two-operation non-preemptable jobs on two identical semiautomatic machines. A single server is available to carry out the first (or ...