This work investigates optimization techniques for a multi-period vehicle allocation problem with uncertain transportation requests revealed sequentially over a rolling horizon. Policies derived from deterministic scenarios are compared: they are generated either by simple heuristics, or by more...

This paper proposes a methodology to analyze the implications of the Advanced Measurement Approach (AMA) for the assessment of operational risk put forward by the Basel II Accord. The methodology relies on an integrated procedure for the construction of the distribution of aggregate losses,...

In this paper, we discuss the literature on production planning approaches in the process industry. Our contribution is to underline the differences, as well as the similarities, between issues and models arising in process environments and better known situations arising in discrete...

Traditionally share price returns and their variance have been explained by factors linked to the operations of the company such as systematic risk, corporate size and P/E ratios or by factors related to the influence of the macroeconomic environment. In these models, the institutional...

This paper proposes a methodology to analyze the implications of the Advanced Measurement Approach (AMA) for the assessment of operational risk put forward by the Basel II Accord. The methodology relies on an integrated procedure for the construction of the distribution of aggregate losses,...

This paper proposes a methodology to analyze the implications of the Advanced Measurement Approach (AMA) for the assessment of operational risk put forward by the Basel II Accord. The methodology relies on an integrated procedure for the construction of the distribution of aggregate losses,...

Unconstrained Binary Polynomial Programs (UBPs) are a class of optimization problems relevant in a broad array of fields. In this paper, we examine an example from communication engineering, namely low autocorrelation binary sequences and propose a new dynamic programming approach that is...