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Browsing Operations Research Center by Title

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  • Shah, Premal (Premal Y.) (Massachusetts Institute of Technology, 2006)
    We consider in this thesis the problem of pricing American Put Options in a model-free framework where we do not make any assumptions about the price dynamics of the underlying except those implied by the no-arbitrage ...
  • Teo, Kwong Meng (Massachusetts Institute of Technology, 2007)
    We propose a novel robust optimization technique, which is applicable to nonconvex and simulation-based problems. Robust optimization finds decisions with the best worst-case performance under uncertainty. If constraints ...
  • Shapiro, Jeremy F., 1939- (Massachusetts Institute of Technology, Operations Research Center, 1978-11)
    Not Available
  • Bertsimas, Dimitris J.; Teo, Chungpiaw; Vohra, Rakesh (Massachusetts Institute of Technology, Operations Research Center, 1995-06)
    We introduce nonlinear formulations of the multiway cut and multicut problems. By simple linearizations of these formulations we derive several well known formulations and valid inequalities as well as several new ones. ...
  • Magnanti, Thomas L.; Massachusetts Institute of Technology. Operations Research Center (Massachusetts Institute of Technology, Operations Research Center, 1973)
  • Shapiro, Jeremy F., 1939- (Massachusetts Institute of Technology, Operations Research Center, 1982-09)
    Not Available
  • Schulz, Andreas S.; Möhring, Rolf H.; Stork, Frederik; Uetz, Marc (Massachusetts Institute of Technology, Operations Research Center, 2000-02)
    In [9], Maniezzo and Mingozzi study a project scheduling problem with irregular starting time costs. Starting from the assumption that its computational complexity status is open, they develop a branch-and-bound procedure, ...
  • Jaillet, Patrick (Massachusetts Institute of Technology, Operations Research Center, 1990-11)
    We show that the number of vertices of degree k in the Euclidean minimal spanning tree through points drawn uniformly from either the d-dimensional torus or from the d-cube, d > 2, are asymptotically equivalent with ...
  • Shapiro, Jeremy F., 1939- (Massachusetts Institute of Technology, Operations Research Center, 1975-03)
    Not Available
  • Schaack, Christian; Larson, Richard C., 1943- (Massachusetts Institute of Technology, Operations Research Center, 1985-02)
    Consider a multi-priority, nonpreemptive, N-server Poisson arrival queueing system. Service times are negative exponential. In order to save available servers for higher priority customers, arriving customers of each lower ...
  • Schaack, Christian; Larson, Richard C., 1943- (Massachusetts Institute of Technology, Operations Research Center, 1985-05)
    Consider a multi-priority, nonpreemptive, N-server Poisson arrival queueing system. The number of servers requested by an arrival has a known probability distribution. Service times are negative exponential. In order to ...
  • Freund, Robert M.; Ordóñez, Fernando, 1970- (Massachusetts Institute of Technology, Operations Research Center, 2003-02)
    The purpose of this paper is to extend, as much as possible, the modern theory of condition numbers for conic convex optimization: z* := minz ctx s.t. Ax - b Cy C Cx , to the more general non-conic format: z* := minx ctx ...
  • Nguyen, Viên (Massachusetts Institute of Technology, Operations Research Center, 1995)
  • Larson, Richard C., 1943-; Berliner, Leni S. (Massachusetts Institute of Technology, Operations Research Center, 1979-12)
  • Wagner, Michael R. (Michael Robert), 1978- (Massachusetts Institute of Technology, 2006)
    In this thesis we study online optimization problems in routing and scheduling. An online problem is one where the problem instance is revealed incrementally. Decisions can (and sometimes must) be made before all information ...
  • Lu, Xin, Ph. D. Massachusetts Institute of Technology. Operations Research Center (Massachusetts Institute of Technology, 2013)
    In this thesis, we study online optimization problems in routing and allocation applications. Online problems are problems where information is revealed incrementally, and decisions must be made before all information is ...
  • Larson, Richard C., 1943- (Massachusetts Institute of Technology, Operations Research Center, 1973-01)
  • Nielson, Soren S.; Zenios, Stavros A. (Massachusetts Institute of Technology, Operations Research Center, 1990-11)
    We develop an algorithm for solving nonlinear two-stage stochastic problems with network recourse. The algorithm is based on the framework of row-action methods. The problem is formulated by replicating the first-stage ...
  • Tan, Barli; Gershwin, Stanley B. (Massachusetts Institute of Technology, Operations Research Center, 2001-05)
    We study a manufacturing firm that builds a product to stock to meet a random demand. If there is a positive surplus of finished goods, the customers make their purchases without delay and leave. If there is a backlog, the ...
  • Hoesel, Stan Van; Wagelmans, Albert (Massachusetts Institute of Technology, Operations Research Center, 1991-08)
    An important special case of the economic lot-sizing problem is the one in which there are no speculative motives to hold inventory, i.e., the marginal cost of producing one unit in some period plus the cost of holding it ...
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