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MP
2006
14 years 9 months ago
2006
We present a distribution-free model of incomplete-information games, both with and without private information, in which the players use a robust optimization approach to contend ...
MP
2006
14 years 9 months ago
2006
Abstract. Traditional stochastic programming is risk neutral in the sense that it is concerned with the optimization of an expectation criterion. A common approach to addressing ri...
MP
2006
14 years 9 months ago
2006
Determining if a solution is optimal or near optimal is fundamental in optimization theory, algorithms, and computation. For instance, Karush-Kuhn-Tucker conditions provide necessa...
MP
2006
14 years 9 months ago
2006
Decomposition algorithms such as Lagrangian relaxation and Dantzig-Wolfe decomposition are well-known methods that can be used to generate bounds for mixed-integer linear programmi...
MP
2006
14 years 9 months ago
2006
We study two different lot-sizing problems with time windows that have been proposed recently. For the case of production time windows, in which each client specific order must be ...