Operations Research articles from March 2002

Operations Research archives from March 2002

Scheduling solutions for the paper industry. (Or Practice).
March 1, 2002... This paper describes a decision support system for paper production scheduling. This is the first system to provide an integrated solution to paper production scheduling and to consider interactions between different stages of the manufacturing...

Simplex and interior point specialized algorithms for solving nonoriented multicommodity flow problems. (Articles).
March 1, 2002... Multicommodity network flow models arise in a wide variety of contexts, typical among which is the dimensioning of telecommunication networks. In this paper, we present various approaches based on specialization of the simplex algorithm and...

Survival analysis methods for personal loan data.(build credit-scoring models )
March 1, 2002... Credit scoring is one of the most successful applications of quantitative analysis in business. This paper shows how using survival-analysis tools from reliability and maintenance modeling allows one to build credit-scoring models that assess...

A criterion for burn-in that balances mean residual life and residual variance.(calculating optimum burn-in times to preserve bathtub distributions)
March 1, 2002... Optimum burn-in times have been determined for a variety of criteria such as mean residual life and conditional survival. In this paper we consider a residual coefficient of variation that balances mean residual life with residual variance. To...

Short-term generation asset valuation: a real options approach.
March 1, 2002... This paper discusses using real options to value power plants with unit commitment constraints over a short-term period. We formulate the problem as a multistage stochastic problem and propose a solution procedure that integrates forward-moving...

Searching for an agent who may or may not want to be found.(rendezvous search problem)
March 1, 2002... There is an extensive theory regarding optimal continuous path search for a mobile or immobile "target." The traditional theory assumes that the target is one of three types: (i) an object with a known distribution of paths, (ii) a mobile or...

Order allocation for stock cutting in the paper industry.
March 1, 2002... A common problem encountered in paper-production facilities is that of allocating customer orders to machines so as to minimize the total cost of production. It can be formulated as a dual-angular integer program, with identical machines...

Design of capacitated multicommodity networks with multiple facilities.
March 1, 2002... This paper addresses the problem of designing a multicommodity network using several facilities with different costs and capacities. The problem is addressed in a special context of designing private telecommunications networks using...

Analysis of a Least Recently Used cache management policy for web browsers.
March 1, 2002... Experience shows that document caching by a web browser is a cheap and effective way to improve the performance of the World Wide Web. This study analyzes a LRU (Least Recently Used) policy for cache management in a web browser. In this policy,...

On the relation between option and stock prices: a convex optimization approach.
March 1, 2002... The idea of investigating the relation of option and stock prices based just on the no-arbitrage assumption, but without assuming any model for the underlying price dynamics, has a long history in the financial economics literature. We...

Flexible service capacity: optimal investment and the impact of demand correlation.
March 1, 2002... We consider a firm that provides multiple services using both specialized and flexible capacity. The problem is formulated as a two-stage, single-period stochastic program. The firm invests in capacity before the actual demand is known and...

An inverse problem of the Lanchester square law in estimating time-dependent attrition coefficients. (Technical Note).
March 1, 2002... This paper considers the inverse problem of estimating time-varying attrition coefficients in Lanchester's square law with reinforcements, using observed data on some or all of the battle's strength histories and the reinforcement schedules....

Erratum to: biography of Harvey M. Wagner.(Brief Article)(Correction Notice)
March 1, 2002... An incorrect biography was published for Harvey M. Wagner in Operations Research, Volume 50, Number 1, January-February 2002, p. 246. The correct text is printed below: Harvey M. Wagner ("And Then There Were None") is Professor of...

Erratum to: Some Origins of Operations Research in the Health Services.(Brief Article)(Correction Notice)
March 1, 2002... A sentence was printed incorrectly in the first paragraph of the introduction to the paper entitled "Some Origins of Operations Research in the Health Services" by Charles D. Flagle, published in Operations Research, Volume 50, Number 1,...