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 99, month 12, 2000

New Complexity Analysis of the Primal—Dual Newton Method for Linear Optimization pp. 23-39

J. Peng, C. Roos and T. Terlaky

Primal—Dual Constraint Aggregation with Application to Stochastic Programming pp. 41-58

M. Davidson

An Interior Point Algorithm for Computing Saddle Points of Constrained Continuous Minimax pp. 59-77

Stanislav Žaković, Costas Pantelides and Berc Rustem

Decomposition and Linearization for 0-1 Quadratic Programming pp. 79-93

Sourour Elloumi, Alain Faye and Eric Soutif

A Long-Step, Cutting Plane Algorithm for Linear and Convex Programming pp. 95-122

John Mitchell and Srinivasan Ramaswamy

An Algorithm for the Solution of Multiparametric Mixed Integer Linear Programming Problems pp. 123-139

Vivek Dua and Efstratios Pistikopoulos

Parallel Integer Optimization for Crew Scheduling pp. 141-166

Panayiotis Alefragis, Peter Sanders, Tuomo Takkula and Dag Wedelin

Building and Solving Large-Scale Stochastic Programs on an Affordable Distributed Computing System pp. 167-187

Emmanuel Fragnière, Jacek Gondzio and Jean-Philippe Vial

The AURORA Financial Management System: Model and Parallel Implementation Design pp. 189-206

G.Ch. Pflug, A. Świętanowski, Engelbert Dockner and H. Moritsch

Stochastic Optimization of Insurance Portfolios for Managing Exposure to Catastrophic Risks pp. 207-225

Y.M. Ermoliev, T.Y. Ermolieva, G.J. MacDonald and V.I. Norkin

An Asset Liability Management Model for Casualty Insurers: Complexity Reduction vs. Parameterized Decision Rules pp. 227-250

Alexei Gaivoronski and Petter de Lange

Stability Properties of a Bond Portfolio Management Problem pp. 251-265

Jitka Dupačová

Sensitivity of Bond Portfolio's Behavior with Respect to Random Movements in Yield Curve: A Simulation Study pp. 267-286

Marida Bertocchi, Vittorio Moriggia and Jitka Dupačová

Selecting Portfolios with Fixed Costs and Minimum Transaction Lots pp. 287-304

Hans Kellerer, Renata Mansini and M. Speranza

Real Options with Random Controls and the Value of Learning pp. 305-323

Spiros Martzoukos

Valuing Flexibility in Offshore Petroleum Projects pp. 325-349

Morten Lund

A Discrete Maintenance and Replacement Model under Technological Breakthrough Expectations pp. 351-372

Abraham Mehrez, Gad Rabinowitz and Eli Shemesh

Maximization of Manufacturing Yield of Systems with Arbitrary Distributions of Component Values pp. 373-383

Abbas Seifi, K. Ponnambalam and Jiri Vlach

A Learning Framework for Neural Networks Using Constrained Optimization Methods pp. 385-401

Stavros Perantonis, Nikolaos Ampazis and Vassilis Virvilis

Comparative Analysis of Artificial Neural Network Models: Application in Bankruptcy Prediction pp. 403-425

Chris Charalambous, Andreas Charitou and Froso Kaourou

Index Sets in Modeling Languages pp. 427-442

Tony Hürlimann

Volume 98, month 12, 2000

Approximate Optimal Control and Stability of Nonlinear Finite- and Infinite-Dimensional Systems pp. 19-44

S.P. Banks and K. Dinesh

Optimal Control of One-Dimensional Partial Differential Algebraic Equations with Applications pp. 45-64

M. Blatt and K. Schittkowski

The Optimal Control of a Train pp. 65-87

Phil Howlett

Dependence of the Optimal Risk Control Decisions on the Terminal Value for a Financial Corporation pp. 89-99

Michael Taksar

A Survey of Reachability and Controllability for Positive Linear Systems pp. 101-122

L. Caccetta and V.G. Rumchev

Regulation of Overlaps in Technology Development Activities pp. 123-139

John Liu

Some New Bounds for Singular Values and Eigenvalues of Matrix Products pp. 141-148

L.-Z. Lu and C.E.M. Pearce

pth Power Lagrangian Method for Integer Programming pp. 151-170

Duan Li and Douglas White

Global Minimization of Increasing Positively Homogeneous Functions over the Unit Simplex pp. 171-187

A.M. Bagirov and A.M. Rubinov

A Dual Parametrization Method for Convex Semi-Infinite Programming pp. 189-213

S. Ito, Y. Liu and K.L. Teo

Computational Discretization Algorithms for Functional Inequality Constrained Optimization pp. 215-234

K.L. Teo, X.Q. Yang and L.S. Jennings

Beamforming and Interference Cancellation for Capacity Gain in Mobile Networks pp. 235-253

Sven Nordholm, Jörgen Nordberg, Ingvar Claesson and Sven Nordebo

A New Algorithm for Constrained Matrix Least Squares Approximations pp. 255-269

Wei-Yong Yan and John Moore

Single Machine Scheduling with Learning Effect Considerations pp. 273-290

T.C. Cheng and Guoqing Wang

Optimal Production and Setup Scheduling: A One-Machine, Two-Product System pp. 291-311

Jun Yang, Houmina Yan and M.I. Taksar

Asymmetric Earliness and Tardiness Scheduling with Exponential Processing Times on an Unreliable Machine pp. 313-331

Xiaoqiang Cai and Xian Zhou

Average Cost Optimality for an Unreliable Two-Machine Flowshop with Limited Internal Buffer pp. 333-351

Ernst Presman, Suresh Sethi, Hanqin Zhang and Arnab Bisi

Algorithms for the Set Covering Problem pp. 353-371

Alberto Caprara, Paolo Toth and Matteo Fischetti

Volume 97, month 12, 2000

Preface pp. 1-3

Nancy Mead

Some remarks on game theoretical approach to prediction of formation of parliamentary coalitions. The case of Polish elections of 1997 pp. 3-14

Honorata Sosnowska

Structuring the set of MPs in Polish Parliament: A simple clustering exercise pp. 15-29

Jan Owsiński and Sławomir Zadrożny

Forecasting voting behaviour using machine learning – Poland in transition pp. 31-41

G. Szkatuła, J. Hołubiec and D. Wagner

Some remarks on properties for choice functions pp. 45-53

Somdeb Lahiri

On the concepts of rationalizability in games pp. 55-68

Stanisław Ambroszkiewicz

Discrete time dynamic game model for price competition in an oligopoly pp. 69-89

Stanisław Bylka, Stanisław Ambroszkiewicz and Jan Komar

A note on system modelling and control in the case of conflicting objectives pp. 91-97

Wieslaw Krajewski

Optimal portfolio for nonstationary security market pp. 101-110

Anatoli Pervozvanski

Bond portfolio management with repo contracts: the Italian case pp. 111-129

Marida Bertocchi, Rosella Giacometti and Leon Slominski

Optimal portfolio choice under a liability constraint pp. 131-141

Leszek Zaremba and Włodzimierz Smoleński

Multiple criteria linear programming model for portfolio selection pp. 143-162

Wlodzimierz Ogryczak

A review of mathematical models in economic environmental problems pp. 165-201

Zbigniew Nahorski and Hans Ravn

Control and game-theoretic assessment of climate change: Options for Joint Implementation pp. 203-212

Jürgen Scheffran and Stefan Pickl

Uncertainty in energy-economic modelling of the electrical power sector pp. 213-229

Hans Ravn and Klaus Skytte

Modelling a sector undergoing structural change: The case of Danish energy supply pp. 231-247

Henrik Klinge Jacobsen

Decision support method for cost-effective emission control on a regional scale pp. 249-262

Piotr Holnicki and Andrzej Kałuszko

Simulating economic transition processes by genetic programming pp. 265-286

Shu-Heng Chen and Chia-Hsuan Yeh

Indicator space configuration for early warning of violent political conflicts by genetic algorithms pp. 287-311

Petya Ivanova and Todor Tagarev

Means and their applications pp. 337-355

Stanisława Ostasiewicz and Walenty Ostasiewicz

The nearest adjoining order method for pairwise comparisons in the form of difference of ranks pp. 357-378

Leszek Klukowski

Short-run and long-run efficiency measures for multiplant firms pp. 379-388

Chiang Kao