Browsing Department of Industrial Engineering by Title
Now showing items 502521 of 636

Risk based facility location by using fault tree analysis in disaster management
(Elsevier Ltd, 2015)Determining the locations of facilities for prepositioning supplies to be used during a disaster is a strategic decision that directly affects the success of disaster response operations. Locating such facilities close to ... 
Riskaverse control of undiscounted transient Markov models
(Society for Industrial and Applied Mathematics, 2014)We use Markov risk measures to formulate a riskaverse version of the undiscounted total cost problem for a transient controlled Markov process. Using the new concept of a multikernel, we derive conditions for a system to ... 
Robot move sequence determining and multiple parttype scheduling in hybrid flexible flow shop robotic cells
(Elsevier, 2016)We focus on the scheduling problem arising in hybrid flexible flow shops which repeatedly produce a set of multiple parttypes and where the transportation of the parts between the machines is performed by a robot. The ... 
Robotic cell scheduling with operational flexibility
(Elsevier, 2005)In this paper, we study the problem of twomachine, identical parts robotic cell scheduling with operational flexibility. We assume that every part to be processed has a number of operations to be completed in these two ... 
Robust airline scheduling with controllable cruise times and chance constraints
(Taylor & Francis, 20150102)Robust airline schedules can be considered as flight schedules that are likely to minimize passenger delay. Airlines usually add an additional time—e.g., schedule padding—to scheduled gatetogate flight times to make their ... 
Robust airline scheduling with controllable cruise times and chance constraints
(2012)[No abstract available] 
Robust auction design under multiple priors by linear and integer programming
(Springer New York LLC, 2018)It is commonly assumed in the optimal auction design literature that valuations of buyers are independently drawn from a unique distribution. In this paper we study auctions under ambiguity, that is, in an environment where ... 
Robust bilateral trade with discrete types
(Springer Verlag, 2018)Bilateral trade problem is the most common market interaction in which a seller and a buyer bargain over an indivisible object, and the valuation of each agent about the object is private information. We investigate the ... 
Robust gateway placement in wireless mesh networks
(Elsevier, 2018)Wireless mesh networks (WMNs) are communication networks that provide wireless Internet access over areas with limited infrastructure. Each node in a WMN serves several clients in its coverage area and transfers their ... 
Robust intermodal hub location under polyhedral demand uncertainty
(Elsevier, 2016)In this study, we consider the robust uncapacitated multiple allocation phub median problem under polyhedral demand uncertainty. We model the demand uncertainty in two different ways. The hose model assumes that the only ... 
The robust Merton problem of an ambiguity averse investor
(Springer, 2017)We derive a closed form portfolio optimization rule for an investor who is diffident about mean return and volatility estimates, and has a CRRA utility. Confidence is here represented using ellipsoidal uncertainty sets for ... 
The robust network loading problem under hose demand uncertainty: formulation, polyhedral analysis, and computations
(Institute for Operations Research and the Management Sciences (I N F O R M S), 2011)We consider the network loading problem (NLP) under a polyhedral uncertainty description of traffic demands. After giving a compact multicommodity flow formulation of the problem, we state a decomposition property obtained ... 
Robust portfolio choice with CVaR and VaR under distribution and mean return ambiguity
(Springer, 20140109)We consider the problem of optimal portfolio choice using the Conditional ValueatRisk (CVaR) and ValueatRisk (VaR) measures for a market consisting of n risky assets and a riskless asset and where short positions ... 
Robust profit opportunities in risky financial portfolios
(Elsevier, 2005)For risky financial securities with given expected return vector and covariance matrix, we propose the concept of a robust profit opportunity in single and multipleperiod settings. We show that the problem of finding the ... 
Robust scenario optimization based on downsiderisk measure for multiperiod portfolio selection
(Springer, 2007)We develop and test multistage portfolio selection models maximizing expected endofhorizon wealth while minimizing onesided deviation from a target wealth level. The tradeoff between two objectives is controlled by ... 
Robust screening under ambiguity
(Springer, 2017)We consider the problem of screening where a seller puts up for sale an indivisible good, and a buyer with a valuation unknown to the seller wishes to acquire the good. We assume that the buyer valuations are represented ... 
The robust spanning tree problem with interval data
(Elsevier, 2001)Motivated by telecommunications applications we investigate the minimum spanning tree problem where edge costs are interval numbers. Since minimum spanning trees depend on the realization of the edge costs, we de5ne the ... 
Robust trading mechanisms over 0/1 polytopes
(Springer New York LLC, 2018)The problem of designing a trade mechanism (for an indivisible good) between a seller and a buyer is studied in the setting of discrete valuations of both parties using tools of finitedimensional optimization. A robust ... 
Robustness and stability measures for scheduling: singlemachine environment
(Taylor & Francis, 2008)This paper addresses the issue of finding robust and stable schedules with respect to random disruptions. Specifically, two surrogate measures for robustness and stability are developed. The proposed surrogate measures, ... 
The role of repair strategy in warranty cost minimization: an investigation via quasirenewal processes
(Elsevier, 2009)Most companies seek efficient rectification strategies to keep their warranty related costs under control. This study develops and investigates different repair strategies for one and twodimensional warranties with the ...