Search results for "operations"

showing 10 items of 1692 documents

A Unified Approach to Portfolio Optimization with Linear Transaction Costs

2004

In this paper we study the continuous time optimal portfolio selection problem for an investor with a finite horizon who maximizes expected utility of terminal wealth and faces transaction costs in the capital market. It is well known that, depending on a particular structure of transaction costs, such a problem is formulated and solved within either stochastic singular control or stochastic impulse control framework. In this paper we propose a unified framework, which generalizes the contemporary approaches and is capable to deal with any problem where transaction costs are a linear/piecewise-linear function of the volume of trade. We also discuss some methods for solving numerically the p…

Structure (mathematical logic)Transaction costMathematical optimizationComputer sciencejel:C63General Mathematicsjel:C61Function (mathematics)Management Science and Operations ResearchSingular controljel:G11Merton's portfolio problemEconomicsPortfolioPortfolio optimizationportfolio choice transaction costs stochastic singular control stochastic impulse control computational methodsSoftwareExpected utility hypothesisSSRN Electronic Journal
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Strategic sharing of a costly network

2012

We study minimum cost spanning tree problems for a set of users connected to a source. Prim’s algorithm provides a way of finding the minimum cost tree mm. This has led to several definitions in the literature, regarding how to distribute the cost. These rules propose different cost allocations, which can be understood as compensations and/or payments between players, with respect to the status quo point: each user pays for the connection she uses to be linked to the source. In this paper we analyze the rationale behind a distribution of the minimum cost by defining an a priori transfer structure. Our first result states the existence of a transfer structure such that no user is willing to …

Economics and EconometricsMathematical optimizationjel:D630211 other engineering and technologies02 engineering and technologyOutcome (game theory)Subgame perfect equilibriumSet (abstract data type)Distributed minimum spanning treeSubgame perfect equilibrium0502 economics and businessEconomics050207 economicsMinimum cost spanning treeUser paysjel:C71jel:D70Cost allocationFundamentos del Análisis Económico021103 operations researchApplied Mathematics05 social sciencesCost allocationCore (game theory)Tree (data structure)CoreMinimum cost spanning tree; cost allocation; subgame perfect equilibriumTransfer structureJournal of Mathematical Economics
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Assessment of methodologies and data used to calculate desalination costs

2017

Abstract In desalination, similarly with other industries, the cost of the final product is one of the most important criteria that define the commercial success of a specific technology. Therefore, when new projects are planned or new technologies are proposed, the analysis of the expected costs attracts a lot of attention and is compared to (perceived) costs of state-of-the-art desalination or costs of alternative fresh water supply options. This comparison only makes sense if the cost assessment methodologies are based on the same principles and use common assumptions. This paper assesses: (i) the methodologies used to calculate the water cost; (ii) the boundary conditions and (iii) the …

EngineeringOperations researchEmerging technologies020209 energyGeneral Chemical Engineeringmedia_common.quotation_subject02 engineering and technologyDesalinationCost assessmentDesalination costs Energy source Methodology Boundary conditions Input data020401 chemical engineering0202 electrical engineering electronic engineering information engineeringGeneral Materials ScienceQuality (business)0204 chemical engineeringSettore ING-IND/16 - Tecnologie E Sistemi Di LavorazioneWater Science and Technologymedia_commonbusiness.industryManagement scienceMechanical EngineeringWater costFinal productGeneral Chemistry6. Clean waterFresh waterbusinessDesalination
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Monitoring and prediction in early warning systems for rapid mass movements

2015

Rapid mass movements (RMM) pose a substantial risk to people and infrastructure. Reliable and cost-efficient measures have to be taken to reduce this risk. One of these measures includes establishing and advancing the state of practice in the application of early warning systems (EWSs). EWSs have been developed during the past decades and are rapidly increasing. In this paper, we focus on the technical part of EWSs, i.e., the prediction and timely recognition of imminent hazards, as well as on monitoring slopes at risk and released mass movements. Recent innovations in assessing spatial precipitation, monitoring and precursors of the triggering and deformation of RMM offer new opportunities…

lcsh:GE1-350EngineeringOperations researchWarning systembusiness.industry1900 General Earth and Planetary Scienceslcsh:QE1-996.5lcsh:Geography. Anthropology. RecreationState of practicelcsh:TD1-1066lcsh:Geology10122 Institute of Geographylcsh:GRisk analysis (engineering)General Earth and Planetary Sciences910 Geography & travellcsh:Environmental technology. Sanitary engineeringbusinessEarth and Planetary Sciences (all)lcsh:Environmental sciencesNatural Hazards and Earth System Sciences
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The computational complexity of the relative robust shortest path problem with interval data

2004

Abstract The paper deals with the relative robust shortest path problem in a directed arc weighted graph, where arc lengths are specified as intervals containing possible realizations of arc lengths. The complexity status of this problem has been unknown in the literature. We show that the problem is NP -hard.

Discrete mathematicsInformation Systems and ManagementGeneral Computer ScienceManagement Science and Operations ResearchIndustrial and Manufacturing EngineeringLongest path problemWidest path problemEuclidean shortest pathShortest Path Faster AlgorithmTheoryofComputation_ANALYSISOFALGORITHMSANDPROBLEMCOMPLEXITYModeling and SimulationShortest path problemK shortest path routingCanadian traveller problemDistanceMathematicsofComputing_DISCRETEMATHEMATICSMathematicsEuropean Journal of Operational Research
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Existence of fixed point for GP(Λ;Θ)-contractive mappings in GP-metric spaces

2017

We combine some classes of functions with a notion of hybrid $GP_{(\Lambda,\Theta )}$ - $H$ - $F$ - contractive mapping for establishing some  fixed point results in the setting of $GP$-metric spaces. An illustrative example  supports the new theory.

010101 applied mathematicsDiscrete mathematicsMetric space021103 operations researchGeneral Mathematics0211 other engineering and technologies02 engineering and technology0101 mathematicsFixed pointLambda01 natural sciencesMathematicsFilomat
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THE INDICATORS OF LOCUS OF CONTROL IN THE SMALL BUSINESS CONTEXT

2000

There have been divergent opinions as to the suitability of the various indicators of locus of control in business management research. This study examines how the indicators of internal locus and strategic locus of control function in the small business context. The study examines first the interrelations between these indicators and then relation between each of the indicators and the firm's strategic factors. The indicators of locus of control differed from each other in their relation to external control. The indicator of strategic locus of control correlated with the firm's targets, strategic decision-making and success. On the other hand the indicator of internal locus of control is …

Entrepreneurshipbusiness.industrymedia_common.quotation_subjectControl (management)Context (language use)Small businessLocus of controlOperations managementBusinessBusiness managementFunction (engineering)Internal locusIndustrial organizationmedia_commonJournal of Enterprising Culture
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The effect of buyer specific-monitoring procedures on buyer control in dynamic supply chain links

2015

Based on transaction cost analysis (TCA), resource dependency theory (RDT), and supply chain management literature, this study explores the effect of buyer-specific monitoring procedures on buyer control in industrial buyer-seller transactions, particularly in relation to how environmental uncertainty affects the buying firm's ability to exercise control over the supplier firm. The research design is based on primary data from a survey of 168 industrial buyer-seller relationships which map a broad set of dimensions of the economic transactions and structures in these business-to-business relationships. The empirical findings provide support for the hypotheses, and demonstrate that the effec…

Transaction costResource dependence theorySupply chain managementbusiness.industryCorporate governanceSupply chainControl (management)General Business Management and AccountingOutsourcingSupplier relationship managementComputingMilieux_COMPUTERSANDSOCIETYOperations managementbusinessIndustrial organizationInternational Journal of Procurement Management
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Classifying efficient alternatives in SMAA using cross confidence factors

2006

Abstract Stochastic multicriteria acceptability analysis (SMAA) is a family of methods for aiding multicriteria group decision making. These methods are based on exploring the weight space in order to describe the preferences that make each alternative the most preferred one. The main results of the analysis are rank acceptability indices, central weight vectors and confidence factors for different alternatives. The rank acceptability indices describe the variety of different preferences resulting in a certain rank for an alternative; the central weight vectors represent the typical preferences favouring each alternative; and the confidence factors measure whether the criteria data are suff…

Measure (data warehouse)Decision support systemInformation Systems and ManagementGeneral Computer ScienceOperations researchStochastic modellingbusiness.industryLow ConfidenceRank (computer programming)Management Science and Operations ResearchMachine learningcomputer.software_genreIndustrial and Manufacturing EngineeringVariety (cybernetics)Group decision-makingModeling and SimulationData envelopment analysisArtificial intelligencebusinesscomputerMathematicsEuropean Journal of Operational Research
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Operations & Maintenance Business Model Transformation—Multiple Case Studies

2014

Capital goods companies’ service offering has been mainly to provide spare parts and maintenance work. In search of growth, these companies have expanded to new areas, such as Operations & Maintenance. Instead of operating and maintaining e.g. production processes itself, a customer can outsource a wide variety of managed services based on agreed service levels. There has been a special focus on global information management know-how, governance, process know-how, physical assets, and spare and wear parts. In order to get a good coverage of case studies, we selected five large global suppliers and two customer companies in telecommunication, energy, mining, and pulp and paper business. By i…

Information managementService (business)Process managementOrder (business)business.industrySpare partService levelOperations managementBusinessCapital goodBusiness modelOutsourcingModern Economy
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