We present a survey of problems and methods contained in various works on consumption-investment problems with transaction costs in continuous time. The methods are those of optimal stopping, stochastic singular control, and stochastic impulse control. We also describe some open problems in this...

The problem of scheduling a task system with communication delays on multiprocessor systems is known to be NP-hard in its general form as well as many restricted cases even on an unlimited number of processors. In this paper, we study the problem of determining an upper bound on the minimum...

We consider the optimal control problem of certain batch service queueing systems with compound Poisson arrivals and linear holding costs. The control problem involves the determination of the epochs at which the service is initiated as well as the sizes of the batches served. The service times...

The particular entropy method proposed by Hoch et al. [7] for the computation of NMR complex spectra allows an elegant application of the concepts of duality theory. Correspondingly, duality theory casts new light on their choice of entropy. The purpose of this paper is to present the relevant...

The three-dimensional orthogonal packing problem consists of filling a big rectangular box with as many small rectangular boxes as possible. In a recent paper G. Fasano (Alenia Aerospazio, Turin) has given a mixed-integer programming formulation of this problem. Here we extend Fasano's...

We consider the combinatorial stack-up problem motivated by stacking up bins from a conveyor onto pallets. The stack-up problem is to decide whether a given list q of labeled objects can be processed by removing step by step one of the first s objects of q so that the following holds. After each...

We consider the problem of maximizing the expected utility from consumption or terminal wealth in a market where logarithmic securities prices follow a Lévy process. More specifically, we give explicit solutions for power, logarithmic and exponential utility in terms of the Lévy-Khintchine...

A new batch service discipline is introduced that allows for customers of different classes to leave together in one batch. This so-called general batch service discipline is discussed for servers with signals and class-independent or class-dependent exponential service times. The equilibrium...

We present models for inventory systems with perishable commodities (PISs) in which the items are not scrapped after reaching their maximum lifetime but are transferred to a second PIS where they are used to satisfy another random stream of demands. We determine the steady-state distribution of...

This paper deals with the generalized resource-constrained project scheduling problem (GRCPSP) which extends the well-known resource-constrained project scheduling problem (RCPSP) by considering job specific release and due dates, non-negative minimum start-to-start time lags as well as...