Operations Research articles from May 2002

Operations Research archives from May 2002

Modeling farmers' response to uncertain rainfall in Burkina Faso: a stochastic programming approach. (OR Practice).
May 1, 2002... Farmers on the Central Plateau of Burkina Faso in West Africa cultivate under precarious conditions. Rainfall variability is extremely high in this area and accounts for much of the uncertainty surrounding the farmers' decision-making process....

An Integer L-shaped algorithm for the capacitated vehicle routing problem with stochastic demands. (Articles).
May 1, 2002... The classical Vehicle Routing Problem consists of determining optimal routes for m identical vehicles, starting and leaving at the depot, such that every customer is visited exactly once. In the capacitated version (CVRP) the total demand...

Optimal lot sizes with geometric production yield and rigid demand.
May 1, 2002... A job shop has to deliver a given number of custom-order items. Production is performed in "lots" that require costly setup, and output quality is stochastic. The size of each lot must be set before output quality is observed. We study...

Global optimization procedures for the capacitated Euclidean and [l.sub.p] distance multifacility location-allocation problems.
May 1, 2002... In this paper, we study the capacitated Euclidean and [l.sub.p], distance location-allocation problems. There exists no global optimization algorithm that has been developed and tested for this class of problems, aside from a total enumeration...

Double auctions across a constrained transmission line.
May 1, 2002... Auctions are a common price-setting mechanism in many areas of the economy. Certain auctions, for example those in deregulated electric power networks, require that there exist sufficient capacity along the power lines connecting the buyers and...

A stochastic convergence model for portfolio selection.
May 1, 2002... Portfolio selection techniques must provide decision makers with a dynamic model framework that incorporates realistic assumptions regarding financial markets, risk preferences, and required portfolio characteristics. Unfortunately, multistage...

Using supply functions for offering generation into an electricity market.
May 1, 2002... In this paper, we study strategies for generators making offers into electricity markets in circumstances where demand is unknown in advance, We concentrate on a model with smooth supply functions and derive conditions under which a single...

Large-scale integer programs in image analysis.
May 1, 2002... An important problem in image analysis is to segment an image into regions with different class labels. This is relevant in applications in medicine and cartography. In a proper statistical framework this problem may be viewed as a discrete...

Confidentiality via camouflage: The CVC approach to disclosure limitation when answering queries to databases.
May 1, 2002... A practical method is presented for giving unlimited, deterministically correct, numerical responses to ad-hoc queries to an online database, while not compromising confidential numerical data. The method is appropriate for any size database,...

The censored newsvendor and the optimal acquisition of information.
May 1, 2002... This paper investigates the effect of demand censoring on the optimal policy in newsvendor inventory models with general parametric demand distributions and unknown parameter values. We show that the newsvendor problem with observable lost...

Production and inventory model using net present value.
May 1, 2002... Using the net present value is the standard methodology in theoretical analysis, and the most frequently used method for making financial decisions. However, net present value is rarely used in production and inventory decisions. The main...

Hybrid Fiber Coaxial network design.
May 1, 2002... Much interest exists in broadband network services to deliver a variety of products to consumers, such as Internet access, telephony, interactive TV, and video on demand. Due to its cost efficiency, Hybrid Fiber Coaxial (HFC) technology is...

An adaptive Bayesian replacement policy with minimal repair. (Technical Notes).
May 1, 2002... In this study, an adaptive Bayesian decision model is developed to determine the optimal replacement age for the systems maintained according to a general age-replacement policy. It is assumed that when a failure occurs, it is either critical...

On the tail of the waiting time in a Markov-modulated M/G/1 queue.
May 1, 2002... We show that the "exponential decay parameter" of the waiting time in a Markov-modulated M/G/1 queue is no larger than that of the corresponding M/G/1 queue with "averaged" parameters, and we give a necessary and sufficient condition for...

Corrigendum: new selection procedures.
May 1, 2002... Chick and Inoue (2001b) presented new two-stage and sequential selection procedures to identify the best system, assuming independent observations are available. Chick and Inoue (2001a) used results from that paper to derive new two-stage...