確率モデルにおける最適化研究部会終了報告(ペーパーフェア)
スポンサーリンク
概要
- 論文の詳細を見る
- 社団法人日本オペレーションズ・リサーチ学会の論文
- 1993-03-22
著者
関連論文
- 1-F-10 Existence of sports schedules with multiple venues
- パーフェクト双向グラフ(グラフ・ネットワーク(3))
- On the Local Face Structure of 0-1 Polytopes Related to a Class of Combinatorial Optimizaiton Problems
- Adjacency of the Best and Second Best Valued Solutions in Combinatorial Optimization Problems
- Algorithms for Finding a Kth Best Valued Assignment
- ホームスキャンデータを用いた家庭内在庫/購買モデル(マーケッティング(2))
- 2-A-6 On the Pricing of Contingent Claims in Emission Permit Markets
- Real Options in an Oligopoly Market
- Real Options in a Duopoly Market with General Volatility Structure
- 線形計画問題に対する双対内点主シンプレックス法
- A Recursive Algorithm for a Class of Convex Min-Max Problems
- Financing and Investment of Foreign Subsidiary under International Tax Rate Differentials (Financial Modeling and Analysis)
- ON GROTSCHEL-LOVASZ-SCHRIJVER'S RELAXATION OF STABLE SET POLYTOPES
- A REVISION OF MINTY'S ALGORITHM FOR FINDING A MAXIMUM WEIGHT STABLE SET OF A CLAW-FREE GRAPH
- A LINEAR TIME ALGORITHM FOR THE GENERALIZED STABLE SET PROBLEM ON TRIANGULATED BIDIRECTED GRAPHS
- 確率モデルにおける最適化研究部会終了報告(ペーパーフェア)
- 制限付き安定部屋割問題とミニマックス安定部屋割問題(組合せ・グラフ・ネットワーク)
- The Rooted Tree Embedding Problem
- A property of the divorce digraph for a stable marriage
- 経路依存型アメリカンオプションの価格評価(金融工学(2))
- VaR is Subject to a Significan Positive Bias
- An Economic Premium Principle in Multiperiod Economy
- A Numerical Procedure for the General One-Factor Interest Rate Model
- Efficient Numerical Procedures for the Hull-White Extended Vasicek Model(金融(1))
- The Generalized Harmonic Mean and Portfolio Problems with Dependent Assets
- American Put Options with a Finite Set of Time Epochs for Exercise
- ボラティリティがマルコフ連鎖により変動する株式のオプション評価(金融)
- Stochastic Dominance by Functional Characterization Approach : Fundamental Results and Applications
- Risk Aversion and Wealth Effects on Optimal Portfolios with Many Investment Opportunities
- A Generalized Consumption/Investment Decision Problem with Production Possibility
- Optimal Default and Liquidation with Tangible Assets and Debt Renegotiation (Financial Modeling and Analysis)
- マッチングモデルと離散凸解析を用いたその拡張 : アルゴリズムの観点から(セッション2)
- マッチングモデル(モデリング-最適化モデリング-)
- 平面上の凸包における最小ノルム点問題(計算幾何)
- 第22回FMESシンポジウム「デジタル・エンジニアリングと経営工学」(情報の窓)
- 有限点集合の凸包を求める効率のよいアルゴリズム
- Computation of the Quasi-stationary Distributions in M(n)/GI/1/K and GI/M(n)/1/K Queues
- A Unified Approach to GI/M(n)/1/K and M(n)/G/1/K Queues via Finite Quasi-birth-death Processes
- On Separation for Birth-death Processes
- Quasi-limiting Distributions of Skip-free to the Left Markov Chains in Continuous-time
- Option Pricing for a Birth-death Stock Price Model
- A Measure of Dependence and the Relaxation Time for Finite State Markov Chains and On the Relaxation Time for Single Server Queues
- Entrepreneurial Finance Problems with Quasi-hyperbolic Discounting (Mathematical Economics)
- 1-D-6 Optimal policy for attracting FDI : Investment cost subsidy versus tax rate reduction
- 安定結婚からサプライチェーンネットワークの安定性へ(離散凸解析)
- 2-B-4 サプライチェーンネットワークの安定性(離散最適化(5))