Annals of Operations Research

1997 - 2025

Current editor(s): Endre Boros

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Volume 166, month 2, 2009

Introduction to the special issue on APMOD06 pp. 1-4

Antonio Alonso-Ayuso, Laureano Escudero and Andrés Ramos

Use of stochastic and mathematical programming in portfolio theory and practice pp. 5-22

William Ziemba

A confidence voting process for ranking problems based on support vector machines pp. 23-38

Tianshi Jiao, Jiming Peng and Tamás Terlaky

A genetic algorithm for solving linear fractional bilevel problems pp. 39-56

Herminia Calvete, Carmen Galé and Pedro Mateo

A hybrid optimization approach to index tracking pp. 57-71

Rubén Ruiz-Torrubiano and Alberto Suárez

A modified PRP conjugate gradient method pp. 73-90

Gonglin Yuan and Xiwen Lu

Solving a tactical operating room planning problem by a column-generation-based heuristic procedure with four criteria pp. 91-108

H. Fei, C. Chu and N. Meskens

An algorithmic approach for maintenance management based on advanced state space systems and harmonic regressions pp. 109-124

Diego Pedregal, Fausto García and Clive Roberts

An effective solution for a real cutting stock problem in manufacturing plastic rolls pp. 125-146

Ramiro Varela, Camino Vela, Jorge Puente, María Sierra and Inés González-Rodríguez

An improved partial enumeration algorithm for integer programming problems pp. 147-161

Mohammad Sabbagh and Richard Soland

Fuzzy extensions to Integer Programming models of cell-formation problems in machine scheduling pp. 163-181

G. Papaioannou and J. Wilson

Improving directions of negative curvature in an efficient manner pp. 183-201

Alberto Olivares and Javier Moguerza

Modelling either-or relations in integer programming pp. 203-222

L. Foulds, B. Toklu and J. Wilson

On SIP algorithms for minimizing the mean-risk function in the multi-period single-source problem under uncertainty pp. 223-242

A. Alonso-Ayuso, L. Escudero and C. Pizarro

On the existence of a minimum integer representation for weighted voting systems pp. 243-260

Josep Freixas and Xavier Molinero

Optimal pension fund management under multi-period risk minimization pp. 261-270

Soňa Kilianová and Georg Pflug

Properties of a method for polyhedral approximation of the feasible criterion set in convex multiobjective problems pp. 271-279

Roman Efremov and Georgy Kamenev

Portfolio selection in stochastic markets with exponential utility functions pp. 281-297

Ethem Çanakoğlu and Süleyman Özekici

The radar method: an effective line search for piecewise linear concave functions pp. 299-312

C. Beltran-Royo

An XML-based schema for stochastic programs pp. 313-337

R. Fourer, H. Gassmann, Jinpeng Ma and R. Martin

Quadratic mixed integer programming and support vectors for deleting outliers in robust regression pp. 339-353

G. Zioutas, L. Pitsoulis and A. Avramidis

Analysis of stochastic problem decomposition algorithms in computational grids pp. 355-373

Jesús Latorre, Santiago Cerisola, Andrés Ramos and Rafael Palacios

Volume 165, month 1, 2009

Preface pp. 1-4

Marida Bertocchi, Georg Pflug and Hercules Vladimirou

Asset-liability management for Czech pension funds using stochastic programming pp. 5-28

Jitka Dupačová and Jan Polívka

The Expected loss in the discretization of multistage stochastic programming problems—estimation and convergence rate pp. 29-45

Martin Šmíd

Tracking error: a multistage portfolio model pp. 47-66

Diana Barro and Elio Canestrelli

Risk preference modeling with conditional average: an application to portfolio optimization pp. 67-95

Adam Krzemienowski

Moment based approaches to value the risk of contingent claim portfolios pp. 97-121

Gaetano Iaquinta, Fabio Lamantia, Ivar Massabò and Sergio Ortobelli

A simple model of corporate international investment under incomplete information and taxes pp. 123-143

Mondher Bellalah and Zhen Wu

Pooling, pricing and trading of risks pp. 145-160

Sjur Flåm

Standardized versus customized portfolio: a compensating variation approach pp. 161-185

André Palma and Jean-Luc Prigent

Volume 164, month 11, 2008

Preface pp. 1-2

María González-Lima

Retailer’s inventory policies for a one time only manufacturer trade deal of uncertain duration pp. 3-15

Francisco Arcelus, T. Pakkala and Gopalan Srinivasan

Penalization techniques in L ∞ optimization problems with unbounded horizon pp. 17-27

Laura Aragone, Roberto González and Gabriela Reyero

Scheduling jobs on a k-stage flexible flow-shop pp. 29-40

Carlos Paternina-Arboleda, Jairo Montoya-Torres, Milton Acero-Dominguez and Maria Herrera-Hernandez

The economics of water resources for the generation of electricity and other uses pp. 41-61

Alexandre Stamford da Silva and Fernando Campello de Souza

A Petri Net based algorithm for minimizing total tardiness in flexible manufacturing systems pp. 63-78

Gonzalo Mejía and Carlos Montoya

Feedback Stackelberg equilibrium strategies when the private label competes with the national brand pp. 79-95

Nawel Amrouche, Guiomar Martin-Herran and Georges Zaccour

An acceleration of Erlenkotter-Körkel’s algorithms for the uncapacitated facility location problem pp. 97-109

Jaroslav Janáček and Ľuboš Buzna

Tradeoff oriented solutions in multicriteria optimization pp. 111-114

Klaus Hellwig

A graphical characterization of the efficient set for convex multiobjective problems pp. 115-126

Francisco Ruiz, Lourdes Rey and María Muñoz

Bridging radial and non-radial measures of efficiency in DEA pp. 127-138

Necmi Avkiran, Kaoru Tone and Miki Tsutsui

A class of portfolio selection with a four-factor futures price model pp. 139-165

Wei Yan and Shurong Li

A hybrid algorithm for nonlinear minimax problems pp. 167-191

Fusheng Wang and Kecun Zhang

Kronecker representation and decompositional analysis of closed queueing networks with phase-type service distributions and arbitrary buffer sizes pp. 193-210

Tuǧrul Dayar and Akın Meriç

Conditions of reverse bullwhip effect in pricing for price-sensitive demand functions pp. 211-227

Ertunga Özelkan and Churlzu Lim

Application of multi-dimensional procurement auction in single-period inventory models pp. 229-251

Pooya Farahvash and Tayfur Altiok

Volume 163, month 10, 2008

Computer science and decision theory: preface pp. 1-4

Fred Roberts and Alexis Tsoukiàs

Using genetic algorithms to optimize nearest neighbors for data mining pp. 5-18

Hyunchul Ahn and Kyoung-jae Kim

On some ordinal models for decision making under uncertainty pp. 19-48

Denis Bouyssou and Marc Pirlot

Multiagent resource allocation in k-additive domains: preference representation and complexity pp. 49-62

Yann Chevaleyre, Ulle Endriss, Sylvia Estivie and Nicolas Maudet

NP-hardness results for the aggregation of linear orders into median orders pp. 63-88

Olivier Hudry

Reasoning with various kinds of preferences: logic, non-monotonicity, and algorithms pp. 89-114

Souhila Kaci and Leendert Torre

A probabilistic framework for the design of instance-based supervised ranking algorithms in an ordinal setting pp. 115-142

S. Lievens, B. De Baets and K. Cao- Van

Self-tuning of fuzzy belief rule bases for engineering system safety analysis pp. 143-168

Jun Liu, Jian-Bo Yang, Da Ruan, Luis Martinez and Jin Wang

The majority decision function for trees with 3 leaves pp. 169-175

F. McMorris and R. Powers

Ordered sets with interval representation and (m,n)-Ferrers relation pp. 177-196

Meltem Öztürk

A method for obtaining transitive approximations of a binary relation pp. 197-208

Jacinto González-Pachón and Carlos Romero

Computer science and decision theory pp. 209-253

Fred Roberts

Optimization problems involving collections of dependent objects pp. 255-270

David Roberts, Charles Isbell and Michael Littman