Browsing Τμήμα Διοίκησης Επιχειρήσεων και Δημόσιας Διοίκησης / Department of Business and Public Administration by Subject "Mathematical models"

Now showing items 1-5 of 5

    • Article  

      Computational assessment of distributed decomposition methods for stochastic linear programs 

      Vladimirou, Hercules (1998)
      Incorporating uncertainty in optimization models gives rise to large, structured mathematical programs. Decomposition procedures are well-suited for parallelization, thus providing a promising venue for solving large ...
    • Article  

      A dynamic stochastic programming model for international portfolio management 

      Topaloglou, Nikolas; Vladimirou, Hercules; Zenios, Stavros A. (2008)
      We develop a multi-stage stochastic programming model for international portfolio management in a dynamic setting. We model uncertainty in asset prices and exchange rates in terms of scenario trees that reflect the empirical ...
    • Article  

      A model for estimating pollution emissions for individual economic activities 

      Kassinis, George I. (1998)
      To be effective, environmental policies must be informed by reliable assessments of the impact of economic activities. In turn, such impact assessments require comprehensive information on the pollution profiles of particular ...
    • Conference Object  

      Pricing price information in E-commerce [Extended Abstract] 

      Markopoulos, Panos M.; Ungar, Lyle H. (Affiliation: Computer and Information Sci. Dept., University of Pennsylvania, Pittsburgh, PA, United StatesCorrespondence Address: Markopoulos, P.M.Computer and Information Sci. Dept., University of Pennsylvania, Pittsburgh, PA, United Statesemail: markopou@unagi.cis.upenn.edu, 2001)
      Shopbots and Internet sites that help users locate the best price for a product are changing the way people shop by providing valuable information on goods and services. This paper presents a first attempt to measure the ...
    • Article  

      Stochastic linear programs with restricted recourse 

      Vladimirou, Hercules; Zenios, Stavros A. (1997)
      Stochastic programs with recourse provide an effective modeling paradigm for sequential decision problems with uncertain or noisy data, when uncertainty can be modeled by a discrete set of scenarios. In two-stage problems ...