Pub Date : 2022-12-19DOI: 10.1007/s10100-022-00837-x
J. Vörös
{"title":"Some properties of the maximum loss on loan portfolios","authors":"J. Vörös","doi":"10.1007/s10100-022-00837-x","DOIUrl":"https://doi.org/10.1007/s10100-022-00837-x","url":null,"abstract":"","PeriodicalId":9689,"journal":{"name":"Central European Journal of Operations Research","volume":"1 1","pages":""},"PeriodicalIF":1.7,"publicationDate":"2022-12-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43783839","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2022-12-16DOI: 10.1007/s10100-022-00832-2
Zrinka Lukač
{"title":"Optimal taxation of a perfectly competitive firm with Cobb–Douglas production function as a bilevel programming problem","authors":"Zrinka Lukač","doi":"10.1007/s10100-022-00832-2","DOIUrl":"https://doi.org/10.1007/s10100-022-00832-2","url":null,"abstract":"","PeriodicalId":9689,"journal":{"name":"Central European Journal of Operations Research","volume":"31 1","pages":"891 - 909"},"PeriodicalIF":1.7,"publicationDate":"2022-12-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46648105","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2022-12-14DOI: 10.1007/s10100-022-00835-z
Şeyda Gür, Mehmet Pınarbaşı, Hacı Mehmet Alakaş, T. Eren
{"title":"Operating room scheduling with surgical team: a new approach with constraint programming and goal programming","authors":"Şeyda Gür, Mehmet Pınarbaşı, Hacı Mehmet Alakaş, T. Eren","doi":"10.1007/s10100-022-00835-z","DOIUrl":"https://doi.org/10.1007/s10100-022-00835-z","url":null,"abstract":"","PeriodicalId":9689,"journal":{"name":"Central European Journal of Operations Research","volume":"31 1","pages":"1061 - 1085"},"PeriodicalIF":1.7,"publicationDate":"2022-12-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42811157","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2022-12-13DOI: 10.1007/s10100-022-00822-4
Zrinka Lukač
{"title":"Optimal tax policy for single homogeneous commodity on n markets with export costs as a Stackelberg game","authors":"Zrinka Lukač","doi":"10.1007/s10100-022-00822-4","DOIUrl":"https://doi.org/10.1007/s10100-022-00822-4","url":null,"abstract":"","PeriodicalId":9689,"journal":{"name":"Central European Journal of Operations Research","volume":"31 1","pages":"873 - 890"},"PeriodicalIF":1.7,"publicationDate":"2022-12-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"49200092","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2022-12-09DOI: 10.1007/s10100-022-00831-3
Aysun Pınarbaşı, Béla Vizvári
The countries are the units that procure the vaccines during the COVID-19 pandemic. The delivered quantities are huge. The countries must bear the inventory holding cost according to the variation of stock quantities. This cost depends on the speed of the vaccination in the country. This speed is time-dependent. The vaccinated portion of the population can be approximated by the cumulative distribution function of the Cauchy distribution. A model is provided for determining the minimal-cost inventory policy and its optimality conditions are provided. The model is solved for 20 countries for different numbers of procurements. The results reveal the individual behavior of each country.
{"title":"A deterministic model for the inventory policy of countries for procurement of vaccines.","authors":"Aysun Pınarbaşı, Béla Vizvári","doi":"10.1007/s10100-022-00831-3","DOIUrl":"10.1007/s10100-022-00831-3","url":null,"abstract":"<p><p>The countries are the units that procure the vaccines during the COVID-19 pandemic. The delivered quantities are huge. The countries must bear the inventory holding cost according to the variation of stock quantities. This cost depends on the speed of the vaccination in the country. This speed is time-dependent. The vaccinated portion of the population can be approximated by the cumulative distribution function of the Cauchy distribution. A model is provided for determining the minimal-cost inventory policy and its optimality conditions are provided. The model is solved for 20 countries for different numbers of procurements. The results reveal the individual behavior of each country.</p>","PeriodicalId":9689,"journal":{"name":"Central European Journal of Operations Research","volume":" ","pages":"1-13"},"PeriodicalIF":1.7,"publicationDate":"2022-12-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9734365/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"10399017","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2022-12-09DOI: 10.1007/s10100-022-00834-0
Kerem Uğurlu, Tomasz Brzeczek
A robust optimal control of discrete time Markov chains with finite terminal T and bounded costs or wealth using probability distortion is studied. The time inconsistency of these distortion operators and hence its lack of dynamic programming are discussed. Due to that, dynamic versions of these operators are introduced, and its availability for dynamic programming is demonstrated. Based on dynamic programming algorithm, existence of the optimal policy is justified and an application of the theory to portfolio optimization along with a numerical study is also presented.
本文研究了利用概率变形对具有有限终端 T 和有界成本或财富的离散时间马尔可夫链进行稳健优化控制的问题。本文讨论了这些畸变算子的时间不一致性及其动态编程的不足。因此,引入了这些算子的动态版本,并证明了其在动态编程中的可用性。在动态编程算法的基础上,证明了最优政策的存在,并介绍了该理论在投资组合优化中的应用以及数值研究。
{"title":"Distorted probability operator for dynamic portfolio optimization in times of socio-economic crisis.","authors":"Kerem Uğurlu, Tomasz Brzeczek","doi":"10.1007/s10100-022-00834-0","DOIUrl":"10.1007/s10100-022-00834-0","url":null,"abstract":"<p><p>A robust optimal control of discrete time Markov chains with finite terminal <i>T</i> and bounded costs or wealth using probability distortion is studied. The time inconsistency of these distortion operators and hence its lack of dynamic programming are discussed. Due to that, dynamic versions of these operators are introduced, and its availability for dynamic programming is demonstrated. Based on dynamic programming algorithm, existence of the optimal policy is justified and an application of the theory to portfolio optimization along with a numerical study is also presented.</p>","PeriodicalId":9689,"journal":{"name":"Central European Journal of Operations Research","volume":" ","pages":"1-18"},"PeriodicalIF":1.7,"publicationDate":"2022-12-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9734642/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"10399018","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2022-12-04DOI: 10.1007/s10100-022-00830-4
R. E. Wendell, T. Lowe, Mike M. Gordon
{"title":"Dangers in using earned duration and other earned value metrics to measure a project’s schedule performance","authors":"R. E. Wendell, T. Lowe, Mike M. Gordon","doi":"10.1007/s10100-022-00830-4","DOIUrl":"https://doi.org/10.1007/s10100-022-00830-4","url":null,"abstract":"","PeriodicalId":9689,"journal":{"name":"Central European Journal of Operations Research","volume":"31 1","pages":"665 - 680"},"PeriodicalIF":1.7,"publicationDate":"2022-12-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"49429822","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2022-11-28DOI: 10.1007/s10100-022-00828-y
Mira Krpan
{"title":"Duality in the analysis of monopsony in the labor market","authors":"Mira Krpan","doi":"10.1007/s10100-022-00828-y","DOIUrl":"https://doi.org/10.1007/s10100-022-00828-y","url":null,"abstract":"","PeriodicalId":9689,"journal":{"name":"Central European Journal of Operations Research","volume":"31 1","pages":"975 - 990"},"PeriodicalIF":1.7,"publicationDate":"2022-11-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47739766","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2022-11-27DOI: 10.1007/s10100-022-00829-x
M. Pejić Bach, Amir Topalovic, L. Turulja
{"title":"Data mining usage in Italian SMEs: an integrated SEM-ANN approach","authors":"M. Pejić Bach, Amir Topalovic, L. Turulja","doi":"10.1007/s10100-022-00829-x","DOIUrl":"https://doi.org/10.1007/s10100-022-00829-x","url":null,"abstract":"","PeriodicalId":9689,"journal":{"name":"Central European Journal of Operations Research","volume":"31 1","pages":"941 - 973"},"PeriodicalIF":1.7,"publicationDate":"2022-11-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45716591","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2022-11-19DOI: 10.1007/s10100-022-00826-0
Pedro Rochavetz de Lara Andrade, S. A. de Araujo, A. Cherri, Felipe Kesrouani Lemos
{"title":"The cutting stock problem applied to the hardening process in an automotive spring factory","authors":"Pedro Rochavetz de Lara Andrade, S. A. de Araujo, A. Cherri, Felipe Kesrouani Lemos","doi":"10.1007/s10100-022-00826-0","DOIUrl":"https://doi.org/10.1007/s10100-022-00826-0","url":null,"abstract":"","PeriodicalId":9689,"journal":{"name":"Central European Journal of Operations Research","volume":"31 1","pages":"637 - 664"},"PeriodicalIF":1.7,"publicationDate":"2022-11-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45223095","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}