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,...