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EOR
2006
104views more  EOR 2006»
14 years 10 months ago
A factor 1/2 approximation algorithm for two-stage stochastic matching problems
We introduce the two-stage stochastic maximum-weight matching problem and demonstrate that this problem is NP-complete. We give a factor 1 2 approximation algorithm and prove its ...
Nan Kong, Andrew J. Schaefer
EOR
2006
50views more  EOR 2006»
14 years 10 months ago
Optimal product rollover strategies
As product life cycles shortened, many firms introduce new products and phase out old products frequently. To plan for a successful product rollover; i.e., introduce a new product...
Wei Shi Lim, Christopher S. Tang
EOR
2006
70views more  EOR 2006»
14 years 10 months ago
Heuristics for matrix bandwidth reduction
In this work, we provide two heuristic algorithms for the matrix bandwidth reduction problem. The first is a genetic algorithm and the second uses node label adjustments. Experime...
Andrew Lim, Brian Rodrigues, Fei Xiao
EOR
2006
118views more  EOR 2006»
14 years 10 months ago
Multi-objective tabu search using a multinomial probability mass function
A tabu search approach to solve multi-objective combinatorial optimization problems is developed in this paper. This procedure selects an objective to become active for a given it...
Sadan Kulturel-Konak, Alice E. Smith, Bryan A. Nor...
EOR
2006
97views more  EOR 2006»
14 years 10 months ago
Bayesian portfolio selection with multi-variate random variance models
We consider multi-period portfolio selection problems for a decision maker with a specified utility function when the variance of security returns is described by a discrete time ...
Refik Soyer, Kadir Tanyeri