This paper deals with a stochastic Generalized Assignment Problem with recourse. Only a random subset of the given set of jobs will require to be actually processed. An assignment...
Maria Albareda-Sambola, Maarten H. van der Vlerk, ...
General deviation measures are introduced and studied systematically for their potential applications to risk management in areas like portfolio optimization and engineering. Such...
R. Tyrrell Rockafellar, Stan Uryasev, Michael Zaba...
We argue that when objects are characterized by many attributes, clustering them on the basis of a random subset of these attributes can capture information on the unobserved attr...
We present various techniques to count proportions of permutations with restricted cycle structure in finite permutation groups. For example, we show how a generalized block theo...
We consider traveling wave phenomena for a viscoelastic generalization of Burgers' equation. For asymptotically constant velocity profiles we find three classes of solutions c...