A statistical comparison of three goodness-of-fit criteria used in modelling distances.
A stochastic approach to some linear fractional goal programming problems
A stochastic complex network model society.
A stochastic inventory model with perishable and aging items.
A stochastic inventory model with stock dependent demand items.
A stochastic programming approach to managing liquid asset portfolios
Maintaining liquid asset portfolios involves a high carry cost and is mandatory by law for most financial institutions. Taking this into account a financial institution's aim is to manage a liquid asset portfolio in an “optimal” way, such that it keeps the minimum required liquid assets to comply with regulations. In this paper we propose a multi-stage dynamic stochastic programming model for liquid asset portfolio management. The model allows for portfolio rebalancing decisions over a multi-period...
A stopping rule for discounted Markov decision processes with finite action sets
In a Discounted Markov Decision Process (DMDP) with finite action sets the Value Iteration Algorithm, under suitable conditions, leads to an optimal policy in a finite number of steps. Determining an upper bound on the necessary number of steps till gaining convergence is an issue of great theoretical and practical interest as it would provide a computationally feasible stopping rule for value iteration as an algorithm for finding an optimal policy. In this paper we find such a bound depending only...
A structural model with interventions for New Zealand sawn timber production.
A study on meme propagation in multimemetic algorithms
Multimemetic algorithms (MMAs) are a subclass of memetic algorithms in which memes are explicitly attached to genotypes and evolve alongside them. We analyze the propagation of memes in MMAs with a spatial structure. For this purpose we propose an idealized selecto-Lamarckian model that only features selection and local improvement, and study under which conditions good, high-potential memes can proliferate. We compare population models with panmictic and toroidal grid topologies. We show that the...
A study on the budget constrained facility location model considering inventory management cost∗
One of the important issues on the distribution network design is to incorporate inventory management cost into the facility location model. This paper deals with a network model making the decisions on the facility location such as the number of DCs and their locations as well as the decisions on the inventory management such as the ordering quantity and the level of safety stock at each DC. The considered model differs from the previous works by...
A study on the budget constrained facility location model considering inventory management cost∗
One of the important issues on the distribution network design is to incorporate inventory management cost into the facility location model. This paper deals with a network model making the decisions on the facility location such as the number of DCs and their locations as well as the decisions on the inventory management such as the ordering quantity and the level of safety stock at each DC. The considered model differs from the previous works by...
A summary of block replacement policies
A summary of imperfect preventive maintenance policies with minimal repair
A summary of replacement models with changing failure distributions
A support vector machine with the tabu search algorithm for freeway incident detection
A Survey of some Non-Standard Traveling Salesman Problems
A Survey of the m-M Calculus
A survey on combinatorial optimization in dynamic environments∗
This survey presents major results and issues related to the study of NPO problems in dynamic environments, that is, in settings where instances are allowed to undergo some modifications over time. In particular, the survey focuses on two complementary frameworks. The first one is the reoptimization framework, where an instance I that is already solved undergoes some local perturbation. The goal is then to make use of the information provided by the initial solution to compute a new solution. The...
A survey on combinatorial optimization in dynamic environments∗
This survey presents major results and issues related to the study of NPO problems in dynamic environments, that is, in settings where instances are allowed to undergo some modifications over time. In particular, the survey focuses on two complementary frameworks. The first one is the reoptimization framework, where an instance I that is already solved undergoes some local perturbation. The goal is then to make use of the information provided by the initial solution to compute a new solution. The...
A Systematic Approach to the Synthesis of Algorithms.