Browsing Department of Industrial Engineering by Title
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Calibrated American option pricing by stochastic linear programming
(Taylor & Francis, 20130909)We propose an approach for computing the arbitragefree interval for the price of an American option in discrete incomplete market models via linear programming. The main idea is built replicating strategies that use both ... 
A capacitated hub location problem under hose demand uncertainty
(Elsevier, 2017)In this study, we consider a capacitated multiple allocation hub location problem with hose demand uncertainty. Since the routing cost is a function of demand and capacity constraints are imposed on hubs, demand uncertainty ... 
Capturing preferences for inequality aversion in decision support
(Elsevier, 20180116)We investigate the situation where there is interest in ranking distributions (of income, of wealth, of health, of service levels) across a population, in which individuals are considered preferentially indistinguishable ... 
Carbon footprints of construction industries: a global, supply chainlinked analysis
(IEEE Computer Society, 2019)The global construction industry is predicted to grow rapidly over the next decades by developing globalization, urbanization, and infrastructure renewal. Global Construction 2020 forecasts that China, USA, India, Japan, ... 
Cellular manufacturing system design using a holonistic approach
(Taylor & Francis, 2000)We propose an integrated algorithm that will solve the partfamily and machinecell formation problem by simultaneously considering the withincell layout problem. To the best of our knowledge, this is the first study that ... 
Centralized and decentralized management of groundwater with multiple users
(Elsevier, 2011)In this work, we investigate two groundwater inventory management schemes with multiple users in a dynamic gametheoretic structure: (i) under the centralized management scheme, users are allowed to pump water from a common ... 
Characteristic of exit moments and models of enlargement of states for finite Markov chains in terms of global memory functionals
(Springer, 2000)A notion of local and globalmemory functions for discretetype distributions is introduced by analogy with the notion of the memory for continuoustype distributions introduced in Muth's papers. In the class of ... 
A characterization of the optimal set of linear programs based on the augmented lagrangian
(Taylor & Francis, 1999)It is proved that in a certain neighborhood of the optimal set of multipliers, the set of minimizers of the augmented lagrangian nmction generates a new characterization of the optimal solution set of the linear program. 
A class of joint production and transportation planning problems under different delivery policies
(2013)This paper examines a manufacturer's integrated planning problem for the production and the delivery of a set of orders. The manufacturer in this setting can use two vehicle types for outbound shipments. The first type of ... 
Collaborative decision making for air traffic management: a generic mathematical program for the rescheduling problem
(Elsevier, 2019)We propose a model which can be utilized within a collaborative decision making (CDM) framework for rescheduling of arrivals and departures. The proposed mathematical program is expected to be utilized by major stakeholders, ... 
Combinatorial multiarmed bandit problem with probabilistically triggered arms: a case with bounded regret
(IEEE, 201711)In this paper, we study the combinatorial multiarmed bandit problem (CMAB) with probabilistically triggered arms (PTAs). Under the assumption that the arm triggering probabilities (ATPs) are positive for all arms, we prove ... 
Comments on : static and dynamic source locations in undirected networks
(Springer Verlag, 2015)[No abstract available] 
Comparative analysis of PCD drill designs during drilling of CFRP laminates
(Elsevier, 2015)As a result of increased use of CFRPs in the aerospace industry, the machining of CFRPs has been studied extensively. The majority of these studies consider drilling of CFRPs, since it is the most common process in the ... 
A comparative study of cell formation in cellular manufacturing systems
(Taylor & Francis, 1994)This paper analyses and evaluates six of the promising cell formation techniques by comparing and contrasting them in relation to the scores of efficiency indices of the exceptional elements and innercell densities, ... 
A comparative study of computational procedures for the resource constrained project scheduling problem
(Elsevier, 1994)Performance of two new integer programming based heuristics together with some special purpose algorithms for project scheduling are tested from a computational point of view. The objective of the study is to compare the ... 
A comparison of fixed and dynamic pricing policies in revenue management
(2013)We consider the problem of selling a fixed capacity or inventory of items over a finite selling period. Earlier research has shown that using a properly set fixed price during the selling period is asymptotically optimal ... 
A comparison of hazard rate estimators for left truncated and right censored data
(1992)SUMMARY: Left truncation and right censoring arise frequently in practice for life data. This paper is concerned with the estimation of the hazard rate function for such data. Two types of nonparametric estimators based ... 
Comparison of the formulations for a hubandspoke network design problem under congestion
(Elsevier, 2016)In this paper, we study the hub location problem with a powerlaw congestion cost and propose an exact solution approach. We formulate this problem in a conic quadratic form and use a strengthening method which rests on ... 
Competitive markdown timing for perishable and substitutable products☆
(Elsevier, 201610)We model as a duopoly two firms selling their fixed stocks of two substitutable items over a selling season. Each firm starts with an initial price, and has the option to decrease the price once. The problem for each firm ... 
Composite regions of feasibility for certain classes of distance constrained network location problems
(INFORMS, 1996)Distance constrained network location involves locating m new facilities on a transport network G so as to satisfy upper bounds on distances between pairs of new facilities and pairs of new and existing facilities. The ...