Browsing Operations Research Center by Title
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Browsing Operations Research Center by Title
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(Massachusetts Institute of Technology, Operations Research Center, 1997)
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(Massachusetts Institute of Technology, Operations Research Center, 1988)
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(Massachusetts Institute of Technology, 2001)This thesis revisits the portfolio selection problem in cases where returns cannot be modeled as Gaussian. The emphasis is on the development of financially intuitive and statistically sound approaches to portfolio risk ...
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(Massachusetts Institute of Technology, 2004)Traditionally, industrial buyers have focused on long-term contracts for many of their purchasing needs. Recently, however, some high-tech manufacturers have started looking at more flexible contracts for non-strategic ...
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(Massachusetts Institute of Technology, Operations Research Center, 1971-12)Not Available
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(Massachusetts Institute of Technology, 2000)
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(Massachusetts Institute of Technology, Operations Research Center, 1989)
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(Massachusetts Institute of Technology, Operations Research Center, 1985)
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(Massachusetts Institute of Technology, Operations Research Center, 1991-10)This paper develops a potential reduction algorithm for solving a linear-programming problem directly from a "warm start" initial point that is neither feasible nor optimal. The algorithm is of an "interior point" variety ...
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Pre-Conditioners and Relations between Different Measures of Conditioning for Conic Linear Systems (Massachusetts Institute of Technology, Operations Research Center, 2000-06)In recent years, new and powerful research into "condition numbers" for convex optimization has been developed, aimed at capturing the intuitive notion of problem behavior. This research has been shown to be important in ...
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(Massachusetts Institute of Technology, Operations Research Center, 1981-02)Evaluation of public programming currently tends toward plans that are set in advance of any sampling and adhered to throughout. Because increments in the knowledge profile during the course of an evaluation might beckon ...
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(Massachusetts Institute of Technology, 2012)This thesis studies the price of anarchy in supply chains, congested systems and joint ventures. It consists of three main parts. In the first part, we investigate the impact of imperfect competition with nonlinear demand. ...
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(Massachusetts Institute of Technology, Operations Research Center, 2003-12)In this paper we characterize the "price of anarchy", i.e., the inefficiency between user and system optimal solutions, when costs are non-separable, asymmetric and nonlinear, generalizing earlier work that has addressed ...
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(Massachusetts Institute of Technology, 2012)This thesis addresses three issues faced by firms and policy-makers when deciding how to price products and properly incentivize consumers. In the first part of the thesis, we focus on a firm attempting to dynamically ...
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(Massachusetts Institute of Technology, Operations Research Center, 1993)
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(Massachusetts Institute of Technology, 2012)The U.S. military considers Unmanned Underwater Vehicles (UUVs) a critical component of the future for two primary reasons - they are effective force multipliers and a significant risk-reducing agent. As the military's ...
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(Massachusetts Institute of Technology, Operations Research Center, 1990-07)The efficiency of interior-point algorithms for linear programming is related to the effort required to factorize the matrix used to solve for the search direction at each iteration. When the linear program is in symmetric ...
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(Massachusetts Institute of Technology, Operations Research Center, 1982-06)Not Available
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(Massachusetts Institute of Technology, Operations Research Center, 1988-08)In this paper, which is a sequel to [3], we perform probabilistic analysis under the random Euclidean and the random length models of the probabilistic minimum spanning tree (PMST) problem and the two re-optimization ...
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(Massachusetts Institute of Technology, Operations Research Center, 1988)
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