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Decision, Operations & Information Technologies Research Works
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(2014)We provide the instances used in the paper "The Recoverable Robust Two-Level Network Design Problem", by E. Alvarez-Miranda, I. Ljubic, S. Raghavan and P. Toth, accepted for publication in the INFORMS J. on Computing, ...
Online Supplement to `Efficient Simulation Resource Sharing and Allocation for Selecting the Best' (2012)This is the online supplement to the article by the same authors, "Efficient Simulation Resource Sharing and Allocation for Selecting the Best," published in the IEEE Transactions on Automatic Control.
Note: An Application of the EOQ Model with Nonlinear Holding Cost to Inventory Management of Perishables (2005-07-19)We consider a variation of the economic order quantity (EOQ) model where cumulative holding cost is a nonlinear function of time. This problem has been studied by Weiss (1982), and we here show how it is an approximation ...
(2005-07-01)Quantile estimation has become increasingly important, particularly in the financial industry, where Value-at-Risk has emerged as a standard measurement tool for controlling portfolio risk. In this paper we apply the theory ...