Annals of Operations Research

1997 - 2025

Current editor(s): Endre Boros

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Volume 102, month 2, 2001

Preface pp. 13-16

Gündüz Ulusoy and Willy Herroelen

Criticality Analysis in Activity-on-Node Networks with Minimal Time Lags pp. 17-37

Vicente Valls and Pilar Lino

Due Date-Based Metrics for Activity Importance in Stochastic Activity Networks pp. 39-48

R.A. Bowman

A Computational Study on Bounding the Makespan Distribution in Stochastic Project Networks pp. 49-64

Arfst Ludwig, Rolf Möhring and Frederik Stork

A Competitive Heuristic Solution Technique for Resource-Constrained Project Scheduling pp. 65-81

Pilar Tormos and Antonio Lova

A Robust Genetic Algorithm for Resource Allocation in Project Scheduling pp. 83-109

J. Alcaraz and C. Maroto

Project Scheduling with Multiple Modes: A Genetic Algorithm pp. 111-135

Sönke Hartmann

Simulated Annealing for Multi-Mode Resource-Constrained Project Scheduling pp. 137-155

Joanna Józefowska, Marek Mika, Rafał Różycki, Grzegorz Waligóra and Jan Węglarz

Uncertainty Modelling in Software Development Projects (With Case Study) pp. 157-178

Linet Özdamar and Ebru Alanya

An Exact Procedure for the Resource-Constrained Weighted Earliness–Tardiness Project Scheduling Problem pp. 179-196

Mario Vanhoucke, Erik Demeulemeester and Willy Herroelen

A Two Stage Search Heuristic for Scheduling Payments in Projects pp. 197-220

Nalini Dayanand and Rema Padman

Maximizing the Net Present Value of a Project Under Resource Constraints Using a Lagrangian Relaxation Based Heuristic with Tight Upper Bounds pp. 221-236

A. Kimms

Four Payment Models for the Multi-Mode Resource Constrained Project Scheduling Problem with Discounted Cash Flows pp. 237-261

Gündüz Ulusoy, Funda Sivrikaya-Şerifoğlu and Şule Şahin

Analysis of Scheduling Schemes and Heuristic Rules Performance in Resource-Constrained Multiproject Scheduling pp. 263-286

Antonio Lova and Pilar Tormos

Multiple-Project Scheduling with Controllable Project Duration and Hard Resource Constraint: Some Solvable Cases pp. 287-307

Chung-Yee Lee and Lei Lei

Volume 101, month 1, 2001

On Smoothness Properties and Approximability of Optimal Control Functions pp. 23-42

Ursula Felgenhauer

Sensitivity Analysis for Optimal Control Problems Subject to Higher Order State Constraints pp. 43-73

Kazimierz Malanowski and Helmut Maurer

Computational Sensitivity Analysis for State Constrained Optimal Control Problems pp. 75-99

Dirk Augustin and Helmut Maurer

Mesh-Independence of the Lagrange–Newton Method for Nonlinear Optimal Control Problems and their Discretizations pp. 101-117

Walter Alt

A Finite Algorithm for Solving Infinite Dimensional Optimization Problems pp. 119-142

Irwin Schochetman and Robert Smith

Continuity of Approximation by Neural Networks in Lp Spaces pp. 143-147

Paul Kainen, Věra Kůrková and Andrew Vogt

Stability of Discrete Approximations and Necessary Optimality Conditions for Delay-Differential Inclusions pp. 149-170

Boris Mordukhovich and Ruth Trubnik

Solving Strategies and Well-Posedness in Linear Semi-Infinite Programming pp. 171-190

M.J. Cánovas, M.A. López, J. Parra and M.I. Todorov

On Linear and Linearized Generalized Semi-Infinite Optimization Problems pp. 191-208

Jan-J. Rückmann and Oliver Stein

On Logarithmic Smoothing of the Maximum Function pp. 209-220

F. Guerra Vazquez, H. Günzel and H.Th. Jongen

One-Parametric Linear-Quadratic Optimization Problems pp. 221-253

P. Jonker, G. Still and F. Twilt

Normal Forms in One-Parametric Optimization pp. 255-265

A.A. Davydov and H.Th. Jongen

Second-Order Epi-Derivatives of Composite Functionals pp. 267-281

A.B. Levy

On Differentiability of Metric Projections onto Moving Convex Sets pp. 283-298

Darinka Dentcheva

Upper Subderivatives and Generalized Gradients of the Marginal Function of a Non-Lipschitzian Program pp. 299-312

D.E. Ward and G.M. Lee

Contingent Derivatives of Implicit (Multi-) Functions and Stationary Points pp. 313-331

Diethard Klatte and Bernd Kummer

Portfolio Selection Problem with Minimax Type Risk Function pp. 333-349

K.L. Teo and X.Q. Yang

Well-Posedness and Optimization under Perturbations pp. 351-361

T. Zolezzi

Stability in Linear Programming Models: An Index Set Approach pp. 363-382

S. Zlobec

Envelope Theorems in Dynamic Programming pp. 383-390

Fuan Zhao and Adi Ben-Israel

A Note on Backward Error Analysis for Generalized Linear Complementarity Problems pp. 391-399

J. Gwinner

Data Perturbations of Matrices of Pairwise Comparisons pp. 401-425

András Farkas and Pál Rózsa

Log-Sigmoid Multipliers Method in Constrained Optimization pp. 427-460

Roman Polyak

Volume 100, month 12, 2000

Scenarios for Multistage Stochastic Programs pp. 25-53

Jitka Dupačová, Giorgio Consigli and Stein Wallace

Some Aspects of Stability in Stochastic Programming pp. 55-84

Rüdiger Schultz

Improved Bounds and Simulation Procedures on the Value of the Multivariate Normal Probability Distribution Function pp. 85-101

Tamás Szántai

Subroutines for Computing Normal Probabilities of Sets—Computer Experiences pp. 103-122

István Deák

On the Financial Value of Information pp. 123-132

David Edelman

The Stochastically Subordinated Poisson Normal Process for Modelling Financial Assets pp. 133-164

David Edelman and Thomas Gillespie

Stochastic Nonstationary Optimization for Finding Universal Portfolios pp. 165-188

Alexei Gaivoronski and Fabio Stella

Term Structure Models in Multistage Stochastic Programming: Estimation and Approximation pp. 189-209

Karl Frauendorfer and Michael Schürle

A Pricing Model for American Options with Gaussian Interest Rates pp. 211-226

Albert Menkveld and Ton Vorst

A Stochastic Programming Model for Currency Option Hedging pp. 227-249

Jason Wu and Suvrajeet Sen

Stochastic Lagrangian Relaxation Applied to Power Scheduling in a Hydro-Thermal System under Uncertainty pp. 251-272

Matthias Nowak and Werner Römisch

Capacity Planning Model for a Multipurpose Water Reservoir with Target-Priority Operation pp. 273-303

N.C.P. Edirisinghe, E.I. Patterson and N. Saadouli