Browsing Department of Industrial Engineering by Title
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Gainloss based convex risk limits in discretetime trading
(Springer Verlag, 201108)We present an approach for pricing and hedging in incomplete markets, which encompasses other recently introduced approaches for the same purpose. In a discrete time, finite space probability framework conducive to ... 
Gainloss pricing under ambiguity of measure
(E D P Sciences, 2010)Motivated by the observation that the gainloss criterion, while offering economically meaningful prices of contingent claims, is sensitive to the reference measure governing the underlying stock price process (a situation ... 
The general behavior of pull production systems: the allocation problems
(Elsevier, 1999)The design of tandem production systems has been well studied in the literature with the primary focus being on how to improve their e ciency. Considering the large costs associated, a slight improvement in e ciency can ... 
A general theory on spectral properties of statehomogeneous finitestate quasibirthdeath processes
(Elsevier, 2001)In this paper a spectral theory pertaining to QuasiBirth–Death Processes (QBDs) is presented. The QBD, which is a generalization of the birth–death process, is a powerful tool that can be utilized in modeling many stochastic ... 
Generalized column generation for linear programming
(Institute for Operations Research and the Management Sciences (INFORMS), 2002)Column generation is a wellknown and widely practiced technique for solving linear programs with too many variables or constraints to include in the initial formulation explicitly. Instead, the required column information ... 
Generalized second price auction is optimal for discrete types
(Elsevier, 2016)We prove that a variant of the second price auction for the sale of a single good through a Bayesian incentive compatible mechanism that maximizes expected revenue of the seller is optimal when the type space is discrete. ... 
Generating facets for the independence system
(Society for Industrial and Applied Mathematics, 2009)In this paper, we present procedures to obtain facetdefining inequalities for the independence system polytope. These procedures are defined for inequalities which are not necessarily rank inequalities. We illustrate the ... 
Generating robust and stable schedules in a single machine environment
(2004)Scheduling is a decision making process that concerns with allocation of limited resources (machines, material handling equipment, operators, tools, etc.) to competing tasks (operations of jobs) over time with the goal of ... 
Generating shortterm observation schedules for space mission projects
(Kluwer Academic Publishers, 1999)In this paper, we propose a new dispatching rule and a set of local search algorithms based on the filtered beam search, GRASP and simulated annealing methodologies to construct shortterm observation schedules of space ... 
A genuinely polynomial primal simplex algorithm for the assignment problem
(Elsevier, 1993)We present a primal simplex algorithm that solves the assignment problem in 1 2n(n+3)4 pivots. Starting with a problem of size 1, we sequentially solve problems of size 2,3,4,...,n. The algorithm utilizes degeneracy by ... 
A GIS ‐ based framework for hazardous materials transport risk assessment
(WileyBlackwell Publishing, 2001)This article presents a methodology for assessment of the hazardous materials transport risk in a multicommodity, multiple origin – destination setting. The proposed risk assessment methodology was integrated with a ... 
A global error bound for quadratic perturbation of linear programs
(Elsevier, 2002)We prove a global error bound result on the quadratic perturbation of linear programs. The error bound is stated in terms of function values. 
Global manufacturing strategy
(SpringerVerlag, 1995) 
The green network design problem
(Elsevier, 2019)Logistics activities are at the heart of world trade, but they also have unintended consequences on the environment due to the use of land, energy, and other types of natural resources. The significant energy usage by the ... 
Hard turning with variable microgeometry PcBN tools
(Elsevier, 2008)This paper presents investigations on hard turning with variable edge design PcBN inserts. Turning of hardened AISI 4340 steel with uniform and variable edge design PcBN inserts is conducted, forces and tool wear are ... 
Hazard change point estimation
(John Wiley & Sons, 2006) 
Hazardous waste management problem: the case for incineration
(Elsevier, 2007)We define the hazardous waste management problem as the combined decisions of selecting the disposal method, siting the disposal plants and deciding on the waste flow structure. The hazardous waste management problem has ... 
Hazardous waste management system design under population and environmental impact considerations
(Academic Press, 2017)This paper presents a multi objective mixed integer location/routing model that aims to minimize transportation cost and risks for largescale hazardous waste management systems (HWMSs). Risks induced by hazardous wastes ... 
Health network mergers and hospital replanning
(Palgrave Macmillan Ltd., 2010)This paper presents an integer programming formulation for the hospital replanning problem which arises after hospital network mergers. The model finds the best reallocation of resources among hospitals, the assignment ... 
Hedging production schedules against uncertainty in manufacturing environment with a review of robustness and stability research
(Taylor & Francis, 2009)Scheduling is a decisionmaking process that is concerned with the allocation of limited resources to competing tasks (operations of jobs) over a time period with the goal of optimising one or more objectives. In theory, ...