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EOR
2010
84views more  EOR 2010»
14 years 10 months ago
Worst-case analysis of demand point aggregation for the Euclidean p-median problem
Solving large-scale p-median problems is usually time consuming. People often aggregate the demand points in a large-scale p-median problem to reduce its problem size and make it ...
Lian Qi, Zuo-Jun Max Shen
EOR
2010
102views more  EOR 2010»
14 years 10 months ago
The Tree of Hubs Location Problem
The Tree-of-Hubs Location Problem is studied. This problem, which combines several aspects of some location, network design and routing problems, is inspired by those transportati...
Iván A. Contreras, Elena Fernández, ...
EOR
2010
125views more  EOR 2010»
14 years 10 months ago
Efficient estimation of large portfolio loss probabilities in t-copula models
We consider the problem of accurately measuring the credit risk of a portfolio consisting of loans, bonds and other financial assets. One particular performance measure of interes...
Joshua C. C. Chan, Dirk P. Kroese
EOR
2010
113views more  EOR 2010»
14 years 7 months ago
Combining integer programming and the randomization method to schedule employees
: We describe a method to find low cost shift schedules with a time-varying service level that is always above a specified minimum. Most previous approaches used a two-step procedu...
Armann Ingolfsson, Fernanda Campello, Xudong Wu, E...
EOR
2010
87views more  EOR 2010»
14 years 10 months ago
On the system optimum of traffic assignment in M/G/c/c state-dependent queueing networks
-- The classical Wardrop System Optimum (SO) assignment model assumes that the users will cooperate with each other in order to minimize the overall travel costs. The importance of...
Frederico R. B. Cruz, Tom Van Woensel, James MacGr...