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Annals of Operations Research, Volume 292
Volume 292, Number 1, September 2020
- Fouad El Ouardighi
, Eugene Khmelnitsky, Marc Leandri
Production-based pollution versus deforestation: optimal policy with state-independent and-dependent environmental absorption efficiency restoration process. 1-26 - Michal Friesl
Fixing ice hockey's low scoring flip side? Just flip the sides. 27-45 - Ozgur Kabadurmus
Sustainable, multimodal and reliable supply chain design. 47-70 - Sebastián Lozano, Narges Soltani
A modified discrete Raiffa approach for efficiency assessment and target setting. 71-95 - Kien Trung Nguyen
The inverse connected p-median problem on block graphs under various cost functions. 97-112 - Xinyu Sun
Due-window assignment scheduling in the proportionate flow shop setting. 113-131 - Mick Van Den Eeckhout, Broos Maenhout
Mode generation rules to define activity flexibility for the integrated project staffing problem with discrete time/resource trade-offs. 133-160 - László Csató
The UEFA Champions League seeding is not strategy-proof since the 2015/16 season. 161-169 - Daniel Li Li, Erfang Shan
Efficient quotient extensions of the Myerson value. 171-181 - Martin Wiegand
Discrete analogues of continuous multivariate probability distributions. 183-190 - Arezoo Atighehchian
A two-step stochastic approach for operating rooms scheduling in multi-resource environment. 191-214 - Zahra Azadi, Harsha Gangammanavar, Sandra D. Eksioglu
Developing childhood vaccine administration and inventory replenishment policies that minimize open vial wastage. 215-247 - Antonio Diglio
Towards a stochastic programming modeling framework for districting. 249-285 - Marvin L. King
Combining regression and mixed-integer programming to model counterinsurgency. 287-320 - Chao Lu, Jie Tao
A second-order cone programming based robust data envelopment analysis model for the new-energy vehicle industry. 321-339 - Rabin Kumar Mallick, Kartik Patra
Mixture inventory model of lost sale and back-order with stochastic lead time demand on permissible delay in payments. 341-369 - Site Wang, Harsha Gangammanavar
Statistical estimation of operating reserve requirements using rolling horizon stochastic optimization. 371-397 - Derya Celik Turkoglu
A comparative survey of service facility location problems. 399-468 - Christopher Hojny
Knapsack polytopes: a survey. 469-517 - Giuseppe Pandolfo
Robust mean-variance portfolio through the weighted Lp depth function. 519-531 - Panos Xidonas
Robust portfolio optimization: a categorized bibliographic review. 533-552 - Laurent Alfandari, Victoire Denoyel
Solving utility-maximization selection problems with Multinomial Logit demand: Is the First-Choice model a good approximation? 553-573
Volume 292, Number 2, September 2020
- Giorgio Consigli
Stochastic optimization: theory and applications. 575-580 - Giovanni Pantuso
On the number of stages in multistage stochastic programs. 581-603 - Francesca Maggioni
Bounds in multi-horizon stochastic programs. 605-625 - Henri Gérard
Equivalence between time consistency and nested formula. 627-647 - Andre Luiz Diniz
A combined SDDP/Benders decomposition approach with a risk-averse surface concept for reservoir operation in long term power generation planning. 649-681 - Lukás Adam
Solving joint chance constrained problems using regularization and Benders' decomposition. 683-709 - Efraim Laksman, Ann-Brith Strömberg
The stochastic opportunistic replacement problem, part III: improved bounding procedures. 711-733 - Frantisek Zapletal
Multi-stage emissions management of a steel company. 735-751 - Adham I. Tammam, Miguel F. Anjos
Balancing supply and demand in the presence of renewable generation via demand response for electric water heaters. 753-770 - Debora Daniela Escobar
The distortion principle for insurance pricing: properties, identification and robustness. 771-794 - Giorgio Ferrari
On the singular control of exchange rates. 795-832 - Marco Bonomelli
Joint tails impact in stochastic volatility portfolio selection models. 833-848 - Zhe Yan, Zhiping Chen
A copula-based scenario tree generation algorithm for multiperiod portfolio selection problems. 849-881 - Gianfranco Guastaroba
Enhanced index tracking with CVaR-based ratio measures. 883-931 - Giovanni Bonaccolto
Developing new portfolio strategies by aggregation. 933-971 - Giorgio Consigli
Long-term individual financial planning under stochastic dominance constraints. 973-1000 - Giorgio Consigli
Correction to: Preface: Stochastic optimization: theory and applications. 1001
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