Annals of Operations Research

1997 - 2025

Current editor(s): Endre Boros

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Volume 176, month 4, 2010

Introduction to the theory and applications of uncertainty pp. 1-5

Moawia Alghalith and Ardeshir Dalal

Inventory management with partially observed nonstationary demand pp. 7-39

Erhan Bayraktar and Michael Ludkovski

Dominance-based Rough Set Approach to decision under uncertainty and time preference pp. 41-75

Salvatore Greco, Benedetto Matarazzo and Roman Słowiński

Upper bounds for the 0-1 stochastic knapsack problem and a B&B algorithm pp. 77-93

Stefanie Kosuch and Abdel Lisser

Employee stock ownership and diversification pp. 95-107

Harry Markowitz, Joseph Blasi and Douglas Kruse

A new methodology for studying the equity premium pp. 109-126

Elie Appelbaum and Parantap Basu

Run lengths and liquidity pp. 127-152

Sanjiv Das and Paul Hanouna

Economically relevant preferences for all observed epsilon pp. 153-178

Haim Levy, Moshe Leshno and Boaz Leibovitch

Representing risk preferences in expected utility based decision models pp. 179-190

Jack Meyer

Robust portfolios: contributions from operations research and finance pp. 191-220

Frank Fabozzi, Dashan Huang and Guofu Zhou

Asset pricing and portfolio selection based on the multivariate extended skew-Student-t distribution pp. 221-234

C. Adcock

Moment calculations for piecewise-defined functions: an application to stochastic optimization with coherent risk measures pp. 235-258

E. Borgonovo and L. Peccati

Some consequences of correlation aversion in decision science pp. 259-269

Michel Denuit, Louis Eeckhoudt and Beatrice Rey

On risk minimizing portfolios under a Markovian regime-switching Black-Scholes economy pp. 271-291

Robert Elliott and Tak Kuen Siu

Stochastic models for risk estimation in volatile markets: a survey pp. 293-309

Stoyan Stoyanov, Borjana Racheva-Iotova, Svetlozar Rachev and Frank Fabozzi

Business value and risk in the presence of price controls: an option-based analysis of margin squeeze rules in the telecommunications industry pp. 311-332

P. Baecker, G. Grass and U. Hommel

Valuing the switching flexibility of the ethanol-gas flex fuel car pp. 333-348

Carlos Bastian-Pinto, Luiz Brandão and Mariana Lemos Alves

Cost minimization and the stochastic discount factor pp. 349-368

Robert Chambers and John Quiggin

Estimation of production risk and risk preference function: a nonparametric approach pp. 369-378

Subal Kumbhakar and Mike Tsionas

Nondiscrimination and monotonicity in fair division pp. 379-387

John Pratt

Optimal investment strategy to minimize occupation time pp. 389-408

Erhan Bayraktar and Virginia Young

Shared destinies and the measurement of social risk equity pp. 409-424

Thibault Gajdos, John Weymark and Claudio Zoli

Volume 175, month 3, 2010

Preface pp. 1-1

Denis Bouyssou, Silvano Martello and Frank Plastria

Eleven surveys in operations research: II pp. 3-8

Denis Bouyssou, Silvano Martello and Frank Plastria

Some operations research methods for analyzing protein sequences and structures pp. 9-35

Piotr Łukasiak, Jacek Błażewicz and Maciej Miłostan

Integrating Operations Research in Constraint Programming pp. 37-76

Michela Milano and Mark Wallace

Ejection chain and filter-and-fan methods in combinatorial optimization pp. 77-105

César Rego and Fred Glover

An updated survey on the linear ordering problem for weighted or unweighted tournaments pp. 107-158

Irène Charon and Olivier Hudry

Combinatorial optimization and Green Logistics pp. 159-175

Abdelkader Sbihi and Richard Eglese

Generalized Nash Equilibrium Problems pp. 177-211

Francisco Facchinei and Christian Kanzow

Exact algorithms for routing problems under vehicle capacity constraints pp. 213-245

Roberto Baldacci, Paolo Toth and Daniele Vigo

A decade of application of the Choquet and Sugeno integrals in multi-criteria decision aid pp. 247-286

Michel Grabisch and Christophe Labreuche

On the use of graphs in discrete tomography pp. 287-307

Dominique Werra, Marie-Christine Costa, C. Picouleau and Bernard Ries

Mathematical optimization in intensity modulated radiation therapy pp. 309-365

Matthias Ehrgott, Çiğdem Güler, Horst Hamacher and Lizhen Shao

Variable neighbourhood search: methods and applications pp. 367-407

Pierre Hansen, Nenad Mladenović and José Moreno Pérez

Volume 174, month 2, 2010

Special volume on Data Mining pp. 1-2

Victoria Chen

Image denoising via solution paths pp. 3-17

Li Wang and Ji Zhu

A Bayesian approach for the alignment of high-resolution NMR spectra pp. 19-32

Seoung Kim, Zhou Wang and Basavaraj Hiremath

Using clustering to improve sales forecasts in retail merchandising pp. 33-46

Mahesh Kumar and Nitin Patel

A framework of irregularity enlightenment for data pre-processing in data mining pp. 47-66

Siu-Tong Au, Rong Duan, Siamak Hesar and Wei Jiang

Time-based detection of changes to multivariate patterns pp. 67-81

Jing Hu and George Runger

Adjusted support vector machines based on a new loss function pp. 83-101

Shuchun Wang, Wei Jiang and Kwok-Leung Tsui

Financial market forecasting using a two-step kernel learning method for the support vector regression pp. 103-120

Li Wang and Ji Zhu

Alternating local search based VNS for linear classification pp. 121-134

Frank Plastria, Steven De Bruyne and Emilio Carrizosa

Induction over Strategic Agents: a genetic algorithm solution pp. 135-146

Fidan Boylu, Haldun Aytug and Gary Koehler

Analysis of the consistency of a mixed integer programming-based multi-category constrained discriminant model pp. 147-168

J. Brooks and Eva Lee

Optimizing feature selection to improve medical diagnosis pp. 169-183

Ya-Ju Fan and Wanpracha Chaovalitwongse

NeuroGenetic approach for combinatorial optimization: an exploratory analysis pp. 185-199

Anurag Agarwal, Selcuk Colak and Jason Deane

A methodology for knowledge discovery to support product family design pp. 201-218

Seung Moon, Timothy Simpson and Soundar Kumara

Disparate data fusion for protein phosphorylation prediction pp. 219-235

Genetha Gray, Pamela Williams, W. Brown, Jean-Loup Faulon and Kenneth Sale