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IOR
2010
13 years 4 months ago
2010
We study the online version of the classical parallel machine scheduling problem to minimize the total weighted completion time from the perspective of algorithmic mechanism desig...
IOR
2010
13 years 4 months ago
2010
Capacity addition and withdrawal decisions are among the most important strategic decisions made by …rms in oligopolistic industries. In this paper, we develop and analyze a ful...
IOR
2006
13 years 6 months ago
2006
The paper considers robust optimization to cope with uncertainty about the stock return process in one period option hedging problems. The robust approach relates portfolio choice ...
IOR
2006
13 years 6 months ago
2006
The stochastic differential equations for affine jump diffusion models do not yield exact solutions that can be directly simulated. Discretization methods can be used for simulati...
IOR
2006
13 years 6 months ago
2006
Mixed-Integer Programs (MIP's) involving logical implications modelled through big-M coefficients, are notoriously among the hardest to solve. In this paper we propose and an...