Annals of Operations Research

1997 - 2025

Current editor(s): Endre Boros

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Volume 261, month 2, 2018

Evaluating the effects of environmental regulations on a closed-loop supply chain network: a variational inequality approach pp. 1-43

E. Allevi, A. Gnudi, Igor Konnov and G. Oggioni

Decomposing risk in an exploitation–exploration problem with endogenous termination time pp. 45-77

Francisco Alvarez Gonzalez

Group maintenance policies for an R-out-of-N system with phase-type distribution pp. 79-105

Yonit Barron

Rearrangement algorithm and maximum entropy pp. 107-134

Carole Bernard, Oleg Bondarenko and Steven Vanduffel

Predispatch of hydroelectric power systems with modifications in network topologies pp. 135-153

S. M. S. Carvalho, A. R. L. Oliveira and C. Lyra

Characterization of an inconsistency ranking for pairwise comparison matrices pp. 155-165

László Csató

Waiting time distribution for an exchangeable item repair system with up to two failed components pp. 167-184

Michael Dreyfuss and Alan Stulman

Computing conditional sojourn time of a randomly chosen tagged customer in a $$\textit{BMAP/MSP/}1$$ BMAP / MSP / 1 queue under random order service discipline pp. 185-206

Souvik Ghosh and A. D. Banik

A DEA ranking method based on cross-efficiency intervals and signal-to-noise ratio pp. 207-232

Shiang-Tai Liu

A polyhedral study of the static probabilistic lot-sizing problem pp. 233-254

Xiao Liu and Simge Küçükyavuz

On coalition formation in a non-convex multi-agent inventory problem pp. 255-273

A. Saavedra-Nieves, I. García-Jurado and M. G. Fiestras-Janeiro

Selecting cash management models from a multiobjective perspective pp. 275-288

Francisco Salas-Molina, Juan A. Rodriguez-Aguilar and Pablo Díaz-García

Tax compliance with uncertain income: a stochastic control model pp. 289-301

Gaetano T. Spartà and Gabriele Stabile

A constrained integrated imperfect manufacturing-inventory system with preventive maintenance and partial backordering pp. 303-337

Ata Allah Taleizadeh

Flow shop scheduling problem with conflict graphs pp. 339-363

Nour El Houda Tellache and Mourad Boudhar

Integrating quality into the nonparametric analysis of efficiency: a simulation comparison of popular methods pp. 365-392

Yauheniya Varabyova and Jonas Schreyögg

A note on using the resistance-distance matrix to solve Hamiltonian cycle problem pp. 393-399

V. Ejov, J. A. Filar, M. Haythorpe, J. F. Roddick and S. Rossomakhine

Bounds for parallel machine scheduling with predefined parts of jobs and setup time pp. 401-412

Hyun-Jung Kim

Volume 260, month 1, 2018

Preface: Advances of OR in commodities and financial modelling pp. 1-2

A. Sevtap Selçuk-Kestel, Yeliz Yolcu-Okur and Gerhard-Wilhelm Weber

Object selection in credit scoring using covariance matrix of parameters estimations pp. 3-21

Alexander A. Aduenko, Anastasia P. Motrenko and Vadim V. Strijov

Robust term structure estimation in developed and emerging markets pp. 23-49

Emrah Ahi, Vedat Akgiray and Emrah Sener

Temporal clustering of time series via threshold autoregressive models: application to commodity prices pp. 51-77

Sipan Aslan, Ceylan Yozgatligil and Cem Iyigun

On the methods of pricing American options: case study pp. 79-94

Burcu Aydoğan, Ümit Aksoy and Ömür Uğur

Contingent claim pricing through a continuous time variational bargaining scheme pp. 95-112

N. Azevedo, D. Pinheiro, S. Z. Xanthopoulos and A. N. Yannacopoulos

Efficient simulations for a Bernoulli mixture model of portfolio credit risk pp. 113-128

İsmail Başoğlu, Wolfgang Hörmann and Halis Sak

Do price limits help control stock price volatility? pp. 129-157

Seza Danışoğlu and Z. Nuray Güner

Interaction of fiscal and monetary policy in a monetary union under the zero lower bound constraint pp. 159-196

Stefanie Flotho

Multiresolution analysis of S&P500 time series pp. 197-216

Deniz Kenan Kılıç and Ömür Uğur

A game-theoretical and cryptographical approach to crypto-cloud computing and its economical and financial aspects pp. 217-231

Barış Bülent Kırlar, Serap Ergün, Sırma Zeynep Alparslan Gök and Gerhard-Wilhelm Weber

Robust auction design under multiple priors by linear and integer programming pp. 233-253

Çağıl Koçyiğit, Halil I. Bayrak and Mustafa Ç. Pınar

Individual optimal pension allocation under stochastic dominance constraints pp. 255-291

Miloš Kopa, Vittorio Moriggia and Sebastiano Vitali

Early warning on stock market bubbles via methods of optimization, clustering and inverse problems pp. 293-320

Efsun Kürüm, Gerhard-Wilhelm Weber and Cem Iyigun

The rise of the machines in commodities markets: new evidence obtained using Strongly Typed Genetic Programming pp. 321-352

Viktor Manahov

Option pricing in an exponential MixedTS Lévy process pp. 353-374

Lorenzo Mercuri and Edit Rroji

Risk parity for Mixed Tempered Stable distributed sources of risk pp. 375-393

Lorenzo Mercuri and Edit Rroji

Portfolio selection strategy for fixed income markets with immunization on average pp. 395-415

Sergio Ortobelli, Sebastiano Vitali, Marco Cassader and Tomáš Tichý

Numerical computation of convex risk measures pp. 417-435

G. I. Papayiannis and A. N. Yannacopoulos

Analysis of inventory control model with shortage under time-dependent demand and time-varying holding cost including stochastic deterioration pp. 437-460

Magfura Pervin, Sankar Kumar Roy and Gerhard-Wilhelm Weber

Optimal harvesting for a logistic growth model with predation and a constant elasticity of variance pp. 461-480

S. Pinheiro

Optimal Pricing of competing retailers under uncertain demand-a two layer supply chain model pp. 481-500

Arpita Roy, Shib Sankar Sana and Kripasindhu Chaudhuri

Cash flow matching with risks controlled by buffered probability of exceedance and conditional value-at-risk pp. 501-514

Danjue Shang, Victor Kuzmenko and Stan Uryasev

Constant proportion portfolio insurance in defined contribution pension plan management under discrete-time trading pp. 515-544

Busra Zeynep Temocin, Ralf Korn and A. Sevtap Selcuk-Kestel

Volume 259, month 12, 2017

The Shapley value in the Knaster gain game pp. 1-19

Federica Briata, Andrea Dall’Aglio, Marco Dall’Aglio and Vito Fragnelli

The multi-stripe travelling salesman problem pp. 21-34

Eranda Çela, Vladimir G. Deineko and Gerhard J. Woeginger

Pre-positioning of relief inventories for non-profit organizations: a newsvendor approach pp. 35-63

Jingxian Chen, Liang Liang and Dong-Qing Yao

A flexible elicitation procedure for additive model scale constants pp. 65-83

Adiel T. Almeida-Filho, Adiel T. Almeida and Ana Paula C. S. Costa

An applicable method for modifying over-allocated multi-mode resource constraint schedules in the presence of preemptive resources pp. 85-117

Aidin Delgoshaei, Timon Rabczuk, Ahad Ali and Mohd Khairol Anuar Ariffin

Performance evaluation of the Taiwan railway administration pp. 119-156

Bo Hsiao, LihChyun Shu, Ming-Miin Yu, Li-Kang Shen and Ding-Jiun Wang

Partially concurrent open shop scheduling with integral preemptions pp. 157-171

Hagai Ilani, Elad Shufan and Tal Grinshpoun

Using managerial revenue and cost estimates to value early stage real option investments pp. 173-190

Sebastian Jaimungal and Yuri Lawryshyn

Novel formulations and VNS-based heuristics for single and multiple allocation p-hub maximal covering problems pp. 191-216

Olivera Janković, Stefan Mišković, Zorica Stanimirović and Raca Todosijević

Quantifying sustainable control of inventory systems with non-linear backorder costs pp. 217-239

Lina Johansson and Fredrik Olsson

An aggressive game cross-efficiency evaluation in data envelopment analysis pp. 241-258

Wenli Liu, Ying-Ming Wang and Shulong Lv

Robust multicriteria risk-averse stochastic programming models pp. 259-294

Xiao Liu, Simge Küçükyavuz and Nilay Noyan

Typology and literature review for dial-a-ride problems pp. 295-325

Yves Molenbruch, Kris Braekers and An Caris

An ILP-based local search procedure for the VRP with pickups and deliveries pp. 327-350

Agustín Montero, Juan José Miranda-Bront and Isabel Méndez-Díaz

A new multi-component DEA approach using common set of weights methodology and imprecise data: an application to public sector banks in India with undesirable and shared resources pp. 351-388

Jolly Puri, Shiv Prasad Yadav and Harish Garg

A survey of the standard location-routing problem pp. 389-414

Michael Schneider and Michael Drexl

An EOQ model for decaying item with full advanced payment and conditional discount pp. 415-436

Shayan Tavakoli and Ata Allah Taleizadeh

Model and metaheuristics for a scheduling problem integrating procurement, sale and distribution decisions pp. 437-460

Simon Thevenin, Nicolas Zufferey and Rémy Glardon

The desirable input of undesirable factors in data envelopment analysis pp. 461-484

Victoria Wojcik, Harald Dyckhoff and Sebastian Gutgesell

Most unfavorable deductibles and coverage limits for multiple random risks with Archimedean copulas pp. 485-501

Yinping You and Xiaohu Li

Erratum to: On second-order duality of minimax fractional programming with square root term involving generalized $${\varvec{B}}$$ B - $${\varvec{(p,\,r)}}$$ ( p, r ) -invex functions pp. 503-503

Sonali, N. Kailey and V. Sharma