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Central European Journal of Operations Research最新文献

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Some properties of the maximum loss on loan portfolios 贷款组合中最大损失的一些性质
IF 1.7 4区 管理学 Q3 OPERATIONS RESEARCH & MANAGEMENT SCIENCE Pub Date : 2022-12-19 DOI: 10.1007/s10100-022-00837-x
J. Vörös
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引用次数: 0
Optimal taxation of a perfectly competitive firm with Cobb–Douglas production function as a bilevel programming problem 具有柯布-道格拉斯生产函数的完全竞争企业的最优税收问题
IF 1.7 4区 管理学 Q3 OPERATIONS RESEARCH & MANAGEMENT SCIENCE Pub Date : 2022-12-16 DOI: 10.1007/s10100-022-00832-2
Zrinka Lukač
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引用次数: 1
Operating room scheduling with surgical team: a new approach with constraint programming and goal programming 带手术团队的手术室调度:一种新的约束规划和目标规划方法
IF 1.7 4区 管理学 Q3 OPERATIONS RESEARCH & MANAGEMENT SCIENCE Pub Date : 2022-12-14 DOI: 10.1007/s10100-022-00835-z
Şeyda Gür, Mehmet Pınarbaşı, Hacı Mehmet Alakaş, T. Eren
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引用次数: 4
Optimal tax policy for single homogeneous commodity on n markets with export costs as a Stackelberg game 具有出口成本的n个市场上单一同质商品的最优税收政策
IF 1.7 4区 管理学 Q3 OPERATIONS RESEARCH & MANAGEMENT SCIENCE Pub Date : 2022-12-13 DOI: 10.1007/s10100-022-00822-4
Zrinka Lukač
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引用次数: 1
A deterministic model for the inventory policy of countries for procurement of vaccines. 各国疫苗采购库存政策的确定性模型。
IF 1.7 4区 管理学 Q3 OPERATIONS RESEARCH & MANAGEMENT SCIENCE Pub Date : 2022-12-09 DOI: 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.

这些国家是在 COVID-19 大流行期间采购疫苗的单位。交付数量巨大。各国必须根据库存数量的变化承担库存持有成本。该成本取决于国家的疫苗接种速度。这一速度与时间有关。人口中接种疫苗的部分可以用考奇分布的累积分布函数来近似表示。提供了一个用于确定最低成本库存政策的模型,并提供了其最优条件。该模型针对 20 个国家的不同采购数量进行了求解。结果揭示了每个国家的个别行为。
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引用次数: 0
Distorted probability operator for dynamic portfolio optimization in times of socio-economic crisis. 社会经济危机时期用于动态组合优化的扭曲概率算子。
IF 1.7 4区 管理学 Q3 OPERATIONS RESEARCH & MANAGEMENT SCIENCE Pub Date : 2022-12-09 DOI: 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。
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引用次数: 0
Dangers in using earned duration and other earned value metrics to measure a project’s schedule performance 使用赢得的工期和其他赢得的价值指标来衡量项目进度绩效的风险
IF 1.7 4区 管理学 Q3 OPERATIONS RESEARCH & MANAGEMENT SCIENCE Pub Date : 2022-12-04 DOI: 10.1007/s10100-022-00830-4
R. E. Wendell, T. Lowe, Mike M. Gordon
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引用次数: 2
Duality in the analysis of monopsony in the labor market 劳动力市场垄断分析中的二元性
IF 1.7 4区 管理学 Q3 OPERATIONS RESEARCH & MANAGEMENT SCIENCE Pub Date : 2022-11-28 DOI: 10.1007/s10100-022-00828-y
Mira Krpan
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引用次数: 1
Data mining usage in Italian SMEs: an integrated SEM-ANN approach 数据挖掘在意大利中小企业中的应用:一种集成的SEM-ANN方法
IF 1.7 4区 管理学 Q3 OPERATIONS RESEARCH & MANAGEMENT SCIENCE Pub Date : 2022-11-27 DOI: 10.1007/s10100-022-00829-x
M. Pejić Bach, Amir Topalovic, L. Turulja
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引用次数: 4
The cutting stock problem applied to the hardening process in an automotive spring factory 研究了某汽车弹簧厂淬火过程中的切削料问题
IF 1.7 4区 管理学 Q3 OPERATIONS RESEARCH & MANAGEMENT SCIENCE Pub Date : 2022-11-19 DOI: 10.1007/s10100-022-00826-0
Pedro Rochavetz de Lara Andrade, S. A. de Araujo, A. Cherri, Felipe Kesrouani Lemos
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引用次数: 0
期刊
Central European Journal of Operations Research
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