Operations research
Año 2010, Número 1
Valerie Tardif, Sridhar Tayur, James Reardon, Reid Stines, Pete Zimmerman
págs. 1-15
Dynamic Pricing with a Prior on Market Response.
Vivek F. Farias, Benjamin van Roy
págs. 16-29
Equilibrum Capacity Expansion Under Stochastic Demand Growth.
Alfredo García, Zhijiang Shen
págs. 30-42
Design for Process Flexibility: Efficiency of the Long Chain and Sparse Structure.
Mabel C. Chou, Geoffrey A. Chua, Chung-Piaw Teo, Huan Zheng
págs. 43-58
Worst-Case Analysis for a General Class of Online LotSizing Heuristics.
Wilco van den Heuvel, A. P. M. Wagelmans
págs. 59-67
The Effect of Lead Time and Demand Uncertainties in (r,q) Inventory Systems.
Jing-Sheng Song, Hanqin Zhang, Yumei Hou, Mingzheng Wang
págs. 68-80
Information Sharing in a Long-Term Supply Chain Relationship: The Role of Customer Review Strategy.
Z. Justin Ren, Morris A. Cohen, Teck H. Ho, Christian Terwiesch
págs. 81-93
Tolga Tezcan, J.G. Dai
págs. 94-110
Inventory Management with an Exogenous Supply Process.
Alp Muharremoglu, Nan Yang
págs. 111-129
págs. 130-148
Data Envelopment Analysis as Nonparametric Least-Squares Regression.
Timo Kuosmanen, Andrew L. Johnson
págs. 149-160
Robust Optimization for Unconstrained Simulation-Based Problems.
Dimitris Bertsimas, Omid Nohadani, Kwong Meng Teo
págs. 161-178
Branch-and-Price-and-Cut for the Split-Delivery Vehicle Routing Problem with Time Windows.
Guy Desaulniers
págs. 179-192
Acceleration operators in the Value Iteration Algorithms for Markov Decision Processes.
Oleksandr Shlakhter, Chi-Guhn Lee, Dmitry Khmelev, Nasser Jaber
págs. 193-202
Percentile Optimization for Markov Decision Processes with Parameter Uncertainty.
Erick Delage, Shie Mannor
págs. 203-213
págs. 214-228
Disjunctive Decomposition for Two-Stage Stochastic Mixed-Binary Programs with Random Recourse.
Lewis Ntaimo
págs. 229-243
Linear Inflation Rules for the Random Yield Problem: Analysis and Computations.
Woonghee Tim Huh, Mahesh Nagarajan
págs. 244-251
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