Annals of Operations Research

1997 - 2025

Current editor(s): Endre Boros

From Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 200, month 11, 2012

Stochastic modeling and optimization (in honor of András Prékopa’s 80th birthday) pp. 1-2

Darinka Dentcheva, Andrzej Ruszczynski and Tamás Szántai

Optimal risk sharing with general deviation measures pp. 9-21

Bogdan Grechuk and Michael Zabarankin

Pattern definition of the p-efficiency concept pp. 23-36

Miguel Lejeune

Analyzing the quality of the expected value solution in stochastic programming pp. 37-54

Francesca Maggioni and Stein Wallace

Robustness in stochastic programs with risk constraints pp. 55-74

Jitka Dupačová and Miloš Kopa

Polynomial bases on the numerical solution of the multivariate discrete moment problem pp. 75-92

Gergely Mádi-Nagy

Entropy programming modeling of IBNR claims reserves pp. 93-108

Éva Komáromi

Augmented Lagrangian method for probabilistic optimization pp. 109-130

Darinka Dentcheva and Gabriela Martinez

On long-term arbitrage opportunities in Markovian models of financial markets pp. 131-146

Martin Mbele Bidima and Miklos Rasonyi

Scenario decomposition of risk-averse multistage stochastic programming problems pp. 147-170

Ricardo Collado, Dávid Papp and Andrzej Ruszczynski

Convex approximations in stochastic programming by semidefinite programming pp. 171-182

István Deák, Imre Pólik, András Prékopa and Tamás Terlaky

Optimization of the quantile criterion for the convex loss function by a stochastic quasigradient algorithm pp. 183-198

Andrey Kibzun and Evgeniy Matveev

Energy contracts management by stochastic programming techniques pp. 199-222

J. Bonnans, Zhihao Cen and Thibault Christel

Real time estimation of stochastic volatility processes pp. 223-246

László Gerencsér and Zsanett Orlovits

Dynamic consistency for stochastic optimal control problems pp. 247-263

Pierre Carpentier, Jean-Philippe Chancelier, Guy Cohen, Michel Lara and Pierre Girardeau

Combinatorial results on the fitting problems of the multivariate gamma distribution introduced by Prékopa and Szántai pp. 265-278

Gerzson Kéri and Tamás Szántai

On computing optimal (Q,r) replenishment policies under quantity discounts pp. 279-298

Michael Katehakis and Laurens Smit

Some equilibrium problems under uncertainty and random variational inequalities pp. 299-319

Joachim Gwinner and Fabio Raciti

Volume 199, month 10, 2012

Preface: Operations research and systems (ALIO/INFORMS Joint International Meeting) pp. 1-2

Roger Ríos-Mercado, Elena Fernández, José González-Velarde and Lorena Pradenas

Competition among providers in loss networks pp. 3-22

Patrick Maillé and Bruno Tuffin

The minimum cost shortest-path tree game pp. 23-32

F. Fernández and J. Puerto

Combining QCR and CHR for convex quadratic pure 0–1 programming problems with linear constraints pp. 33-49

Aykut Ahlatçıoğlu, Michael Bussieck, Mustafa Esen, Monique Guignard, Jan-Hendrick Jagla and Alexander Meeraus

MIP-based approaches for the container loading problem with multi-drop constraints pp. 51-75

Leonardo Junqueira, Reinaldo Morabito and Denise Sato Yamashita

Polyhedral study of the maximum common induced subgraph problem pp. 77-102

Breno Piva and Cid Souza

A dynamic vehicle routing problem with multiple delivery routes pp. 103-112

Nabila Azi, Michel Gendreau and Jean-Yves Potvin

Integration of timetable planning and rolling stock in rapid transit networks pp. 113-135

Luis Cadarso and Ángel Marín

An inventory model where backordered demand ratio is exponentially decreasing with the waiting time pp. 137-155

Joaquín Sicilia, Luis San-José and Juan García-Laguna

Multi-service multi-facility network design under uncertainty pp. 157-178

Rafael Andrade, Abdel Lisser and Nelson Maculan

Optimal number of bypasses: minimizing cost of calls to wireless phones under Calling Party Pays pp. 179-191

Eduardo González, Leonardo Epstein and Verónica Godoy

Illustrated review of convergence conditions of the value iteration algorithm and the rolling horizon procedure for average-cost MDPs pp. 193-214

Eugenio Vecchia, Silvia Marco and Alain Jean-Marie

Modelling of hydrological persistence for hidden state Markov decision processes pp. 215-224

Aiden Fisher, David Green and Andrew Metcalfe

Determination of storage tanks location for optimal short-term scheduling in multipurpose/multiproduct batch-continuous plants under uncertainties pp. 225-247

Guillermo Durand, Fernando Mele and J. Bandoni

Planning and scheduling of multistage multiproduct batch plants operating under production campaigns pp. 249-268

Yanina Fumero, Gabriela Corsano and Jorge Montagna

Parallel hybrid heuristics for the permutation flow shop problem pp. 269-284

Martín Ravetti, Carlos Riveros, Alexandre Mendes, Mauricio Resende and Panos Pardalos

Scatter search for the cutwidth minimization problem pp. 285-304

Juan Pantrigo, Rafael Martí, Abraham Duarte and Eduardo Pardo

An experimental analysis of evolutionary heuristics for the biobjective traveling purchaser problem pp. 305-341

Carolina Almeida, Richard Gonçalves, Elizabeth Goldbarg, Marco Goldbarg and Myriam Delgado

Multiobjective scatter search for a commercial territory design problem pp. 343-360

M. Salazar-Aguilar, Roger Ríos-Mercado, José González-Velarde and Julián Molina

A multicriteria decision model for assigning priority classes to activities in project management pp. 361-372

Caroline Mota and Adiel Almeida

Evaluation of photovoltaic cells in a multi-criteria decision making process pp. 373-391

M. Socorro García-Cascales, M. Teresa Lamata and J. Miguel Sánchez-Lozano

The MACBETH approach for multi-criteria evaluation of development projects on cross-cutting issues pp. 393-408

Ramiro Sanchez-Lopez, Carlos Bana e Costa and Bernard Baets

Volume 198, month 9, 2012

Editorial polling systems pp. 1-3

I. Adan and E. Winands

A polling model with reneging at polling instants pp. 5-23

M. Boon

Polling models with multi-phase gated service pp. 25-56

R. Mei and A. Roubos

Time-limited polling systems with batch arrivals and phase-type service times pp. 57-82

Ahmad Hanbali, Roland Haan, Richard Boucherie and Jan-Kees Ommeren

Analysis of multiclass Markovian polling systems with feedback and composite scheduling algorithms pp. 83-123

Tetsuji Hirayama

On the stability of a polling system with an adaptive service mechanism pp. 125-144

Natalia Chernova, Sergey Foss and Bara Kim

Gated polling with stationary ergodic walking times, Markovian routing and random feedback pp. 145-164

Dieter Fiems and Eitan Altman

Stability of a spatial polling system with greedy myopic service pp. 165-183

Lasse Leskelä and Falk Unger

Continuous polling models and application to ferry assisted WLAN pp. 185-218

Veeraruna Kavitha and Eitan Altman

Volume 197, month 8, 2012

Editorial: Multiple criteria decision making and operations research pp. 1-4

Yi Peng and Yong Shi

Questionnaire design improvement and missing item scores estimation for rapid and efficient decision making pp. 5-23

Daji Ergu and Gang Kou

Functionality defense through diversity: a design framework to multitier systems pp. 25-45

Jingguo Wang, Raj Sharman and Stanley Zionts

Improving the computational efficiency in a global formulation (GLIDE) for interactive multiobjective optimization pp. 47-70

Francisco Ruiz, Mariano Luque and Kaisa Miettinen

Genetic algorithm-based multi-criteria project portfolio selection pp. 71-86

Lean Yu, Shouyang Wang, Fenghua Wen and Kin Lai

An interactive sorting approach based on the assignment examples of multiple decision makers with different priorities pp. 87-108

Fu-Ling Cai, Xiuwu Liao and Kan-Liang Wang

Robust optimization analysis for multiple attribute decision making problems with imprecise information pp. 109-122

Jiamin Wang

Multiple factor hierarchical clustering algorithm for large scale web page and search engine clickstream data pp. 123-134

Gang Kou and Chunwei Lou

Large scale stochastic inventory routing problems with split delivery and service level constraints pp. 135-158

Yugang Yu, Chengbin Chu, Haoxun Chen and Feng Chu

Combined DEMATEL technique with hybrid MCDM methods for creating the aspired intelligent global manufacturing & logistics systems pp. 159-190

Gwo-Hshiung Tzeng and Chi-Yo Huang

A multiple criteria ranking method based on game cross-evaluation approach pp. 191-200

Jie Wu and Liang Liang

Dynamic multiple criteria decision making in changeable spaces: from habitual domains to innovation dynamics pp. 201-220

Po-Lung Yu and Yen-Chu Chen