Operations research
Año 2010, Número 5
Marion S. Rauner, Walter J. Gutjahr, Kurt Heidenberger, Joachim Wagner, Joseph Pasia
págs. 1269-1286
An Analysis of the Impact of Passenger Profiling for Transportation Security.
Huseyin Cavusoglu, Byungwan Koh, Srinivasan Raghunathan
págs. 1287-1302
Investment and Market Structure in Industries with Congestion.
Ramesh Johari, Gabriel Y. Weintraub, Benjamin van Roy
págs. 1303-1317
William Chung, J. David Fuller
págs. 1318-1327
Information Acquisition for Capacity Planning via Pricing and Advance Selling: When to Stop and Act?
Tamer Boyaci, Özalp Özer
págs. 1328-1349
Competition and Cooperation in a Two-Stage Supply Chain with Demand Forecasts.
Tetsuo Iida, Paul Zipkin
págs. 1350-1363
Assortment Planning and Inventory Decisions Under Stockout-Based Substitution.
Dorothée Honhon, Vishal Gaur, Sridhar Seshadri
págs. 1364-1379
Dynamic Supplier Contracts Under Asymmetric Inventory Information.
Hao Zhang, Mahesh Nagarajan, Greys Sosic
págs. 1380-1397
On the Accuracy of Fluid Models for Capacity Sizing in Queueing Systems with Impatient Customers.
Achal Bassamboo, Ramandeep S. Randhawa
págs. 1398-1413
Inventory Control with Generalized Expediting.
Eric Logan Huggins, Tava Lennon Olsen
págs. 1414-1426
The cy/0 Rule for Many-Server Queues with Abandonment.
Rami Atar, Chanit Giat, Nahum Shimkin
págs. 1427-1439
An Analytic Method for Evaluating the Performance of Aggregation Rules for Probability Densities.
Stephen C. Hora
págs. 1440-1449
Aggregate Diffusion dynamics in Agent-Based Models with a Spatial Structure.
Gadi Fibich, Ro'i Gibori
págs. 1450-1568
A Computable Plug-In Estimator of Minimum Volume Sets for Novelty Detection.
Chiwoo Park, Jianhua Z. Huang, Yu Ding
págs. 1469-1480
A Confidence Interval Procedure for Expected Shortfall Risk Measurement via Two-Level simulation.
Hai Lan, Barry L. Nelson, Jeremy Staum
págs. 1481-1490
Functional Optimization Through Semilocal Approximate Minimization.
Cristiano Cervellera, Danilo Macciò, Marco Muselli
págs. 1491-1504
Stochastic Root Finding and Efficient Estimation of Convex Risk Measures.
Jörn Dunkel, Stefan Weber
págs. 1505-1521
Renato Guseo, Cinzia Mortarino
págs. 1522-1523
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