Results 161 to 170 of about 70,247 (289)

Asset liability management modeling using multi-stage mixed-integer stochastic programming

open access: yes
A pension fund has to match the portfolio of long-term liabilities with the portfolio of assets. Key instruments in strategic Asset Liability Management (ALM) are the adjustments of the contribution rate of the sponsor and the reallocation of the ...
Vlerk, Maarten H. van der   +2 more
core  

On Compressible Fluid Flows of Forchheimer‐Type in Rotating Heterogeneous Porous Media

open access: yesMathematical Methods in the Applied Sciences, EarlyView.
ABSTRACT We study the dynamics of compressible fluids in rotating heterogeneous porous media. The fluid flow is of Forchheimer‐type and is subject to a mixed mass and volumetric flux boundary condition. The governing equations are reduced to a nonlinear partial differential equation for the pseudo‐pressure.
Emine Celik, Luan Hoang, Thinh Kieu
wiley   +1 more source

Testable implications of general equilibrium models: an integer programming approach. [PDF]

open access: yes
Focusing on the testable implications on the equilibrium manifold, we show that the rationalizability problem is NP-complete. Subsequently, we present an integer programming (IP) approach to characterizing general equilibrium models. This approach avoids
Cherchye, Laurens   +2 more
core   +2 more sources

A Novel Two‐Stage Flexible Flow Shop Batch Scheduling Model for Grinding Workshops

open access: yesNaval Research Logistics (NRL), EarlyView.
ABSTRACT The growing need for data storage in data centers has increased the demand for mechanical hard disks due to their low cost and high reliability. Aluminum substrates are the most popular base plates for mechanical hard disks because of their high hardness and low cost.
Jun Xu   +4 more
wiley   +1 more source

Heuristic branch-and-price for building long term trainee schedules. [PDF]

open access: yes
Branch-and-price is an increasingly important technique for solving large integer programming models. Staff scheduling has been a particularly fruitful area since these problems typically exhibit a decomposable structure.
Belien, Jeroen, Demeulemeester, Erik
core  

Conditional Generative Modeling for Enhanced Credit Risk Management in Supply Chain Finance

open access: yesNaval Research Logistics (NRL), EarlyView.
ABSTRACT The rapid expansion of cross‐border e‐commerce (CBEC) has created significant opportunities for small‐ and medium‐sized sellers, yet financing remains a critical challenge due to their limited credit histories. Third‐party logistics (3PL)‐led supply chain finance (SCF) has emerged as a promising solution, leveraging in‐transit inventory as ...
Qingkai Zhang, L. Jeff Hong, Houmin Yan
wiley   +1 more source

Approximation in stochastic integer programming

open access: yes
Approximation algorithms are the prevalent solution methods in the field of stochastic programming. Problems in this field are very hard to solve. Indeed, most of the research in this field has concentrated on designing solution methods that approximate ...
Vlerk, Maarten H. van der, Stougie, Leen
core  

Design, implementation and testing of an integrated branch and bound algorithm for piecewise linear and discrete programming problems within an LP framework

open access: yes, 1992
A number of discrete variable representations are well accepted and find regular use within LP systems. These are Binary variables, General Integer variables, Variable Upper Bounds or Semi Continuous variables, Special Ordered Sets of type One and type ...
Mitra, G, Hajian, MT
core  

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