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EOR
2010
14 years 10 months ago
2010
Outer linearization methods for two-stage stochastic linear programs with recourse, such as the L-shaped algorithm, generally apply a single optimality cut on the nonlinear object...
EOR
2010
14 years 10 months ago
2010
Traditionally, clustering problems are investigated under the assumption that all objects must be clustered. A shortcoming of this formulation is that a few distant objects, calle...
EOR
2010
14 years 10 months ago
2010
The resource-constrained project scheduling problem (RCPSP) consists of activities that must be scheduled subject to precedence and resource constraints such that the makespan is ...
EOR
2010
14 years 10 months ago
2010
We study the effects of demand uncertainty on optimal decisions and the expected profit of a pricesetting newsvendor who faces either additive or multiplicative stochastic demand....
EOR
2010
14 years 4 months ago
2010
We analyze the problem of pricing and hedging contingent claims in the multi-period, discrete time, discrete state case using the concept of a sufficiently attractive expected gai...