Search Results - subject:"Worst–case analysis"

Worst-case global optimization of black-box functions through Kriging and relaxation

Marzat, Julien; Walter, Eric; Piet-Lahanier, Hélène - In: Journal of Global Optimization 55 (2013) 4, pp. 707-727

A new algorithm is proposed to deal with the worst-case optimization of black-box functions evaluated through costly computer simulations. The input variables of these computer experiments are assumed to be of two types. Control variables must be tuned while environmental variables have an...

Persistent link: https://www.econbiz.de/10010634254

Scheduling rules for two-stage flexible flow shop scheduling problem subject to tail group constraint

Li, Zhan-tao; Chen, Qing-xin; Mao, Ning; Wang, Xiaoming; … - In: International journal of production economics 146 (2013) 2, pp. 667-678

Persistent link: https://www.econbiz.de/10010222106

A new three-machine shop scheduling : complexity and approximation algorithm

Dong, Jianming; Chen, Yong; Zhang, An; Yang, Qifan - In: Journal of combinatorial optimization 26 (2013) 4, pp. 799-810

Persistent link: https://www.econbiz.de/10010205258

Several flow shop scheduling problems with truncated position-based learning effect

Wang, Xiao-yuan; Zhou, Zhili; Zhang, Xi; Ji, Ping; … - In: Computers & operations research : and their … 40 (2013) 12, pp. 2906-2929

Persistent link: https://www.econbiz.de/10010210832

A heuristic algorithm for two-stage flexible flow shop scheduling with head group constraint

Li, Zhan-tao; Chen, Qing-xin; Mao, Ning - In: International journal of production research 51 (2013) 3, pp. 751-771

Persistent link: https://www.econbiz.de/10009689277

Worst case analysis of flow shop scheduling problems with a time-dependent learning effect

Li, Gang; Wang, Xiao-yuan; Wang, Ji-bo; Sun, Lin-yan - In: International journal of production economics 142 (2013) 1, pp. 98-104

Persistent link: https://www.econbiz.de/10009732681

Stochastic optimization and worst-case analysis in monetary policy design

Rustem, Berc; Wieland, Volker; Zakovic, Stan - 2005

In this paper we compare expected loss minimization to worst-case or minimax analysis in the design of simple Taylor-style rules for monetary policy using a small model estimated for the euro area by Orphanides and Wieland (2000). We find that rules optimized under a minimax objective in the...

Persistent link: https://www.econbiz.de/10010298304

Stochastic optimization and worst-case analysis in monetary policy design

Rustem, Berc; Wieland, Volker; Zakovic, Stan - Center for Financial Studies - 2005

Persistent link: https://www.econbiz.de/10010958728

Stochastic Optimization and Worst-Case Analysis in Monetary Policy Design

Rustem, Berc; Wieland, Volker; Zakovic, Stan - Center for Financial Studies - 2005

No. 2005/14 Stochastic Optimization and Worst-Case Analysis in Monetary Policy Design Berc Rustem … Prof. Volker Wieland, Ph.D. CFS Working Paper No. 2005/14 Stochastic Optimization and Worst-Case Analysis in … Classification: E52, E58, E61 Keywords: Worst-case analysis, robust control, minimax, monetary policy rules, euro area …

Persistent link: https://www.econbiz.de/10005176433

Approximation algorithms for the parallel flow shop problem

Zhang, Xiandong; van de Velde, Steef - In: European Journal of Operational Research 216 (2012) 3, pp. 544-552

We consider the NP-hard problem of scheduling n jobs in m two-stage parallel flow shops so as to minimize the makespan. This problem decomposes into two subproblems: assigning the jobs to parallel flow shops; and scheduling the jobs assigned to the same flow shop by use of Johnson’s rule. For...

Persistent link: https://www.econbiz.de/10010577572