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Full-Text Articles in Operations Research, Systems Engineering and Industrial Engineering
Robust Optimization With Recourse In Portfolio Management: Theory And Applications To Stocks And Projects, Hedieh Ashrafi, Aurelie Thiele
Robust Optimization With Recourse In Portfolio Management: Theory And Applications To Stocks And Projects, Hedieh Ashrafi, Aurelie Thiele
Operations Research and Engineering Management Theses and Dissertations
Many real-world decision problems in engineering and management have uncertain parameters. Robust optimization methodology takes into account the uncertainty in parameters of the model in the decision-making framework. In robust optimization methodology, we assume we do not know the probability distribution of parameters, and we have partial information about parameters. Portfolio management is one of those famous applications that have an uncertain environment. So, for this application, robust methodology would be a good choice. This dissertation contains three main works as the following:\\ In the first work, we provided the combination of European options and a robust optimization model to …
Generalized Relay Network Design And Collaborative Dispatching In Truckload Transportation, Amin Ziaeifar
Generalized Relay Network Design And Collaborative Dispatching In Truckload Transportation, Amin Ziaeifar
Operations Research and Engineering Management Theses and Dissertations
The truckload industry faces a serious problem of high driver shortage and turnover rate which is typically around 100\%. Among the major causes of this problem are extended on-the-road times where drivers handle several truckload pickup and deliveries successively; non-regular schedules and get-home rates; and low utilization of drivers dedicated time. These are by-and-large consequences of the driver-to-load dispatching method, which is based on point-to-point dispatching or direct shipment from origin-to-destination, commonly employed in the industry. In this dissertation, we consider an alternative dispatching method that necessitates careful design of an underlying network. In this scheme, a truckload on its …