Volume 208, Issue 1

Search all Annals of Operations Research articles

September 2013

Optimization Under Uncertainty: Costs, Risks and Revenues / Cyrus Derman Memorial Volume 1

Issue Editors:

Michael Katehakis,
Sheldon M. Ross,
Jian Yang

32 articles in this issue

Optimization under uncertainty: costs, risks and revenues Cyrus Derman memorial volume I
Michael N. Katehakis
Sheldon M. Ross
Jian Yang
OriginalPaper 12 July 2013 Pages: 1 - 1
Some memories of Cy Derman
Alvin E. Roth
Letter Open access 24 July 2013 Pages: 3 - 3
On the life and work of Cyrus Derman
Michael N. Katehakis
Ingram Olkin
Jian Yang
OriginalPaper Open access 23 July 2013 Pages: 5 - 26
Taut-string solution of the equilibrium no-lag Clark-Scarf serial inventory problem
Arthur F. Veinott Jr.
OriginalPaper 15 August 2012 Pages: 27 - 30
An inequality that subsumes the inequalities of Radon, Bohr, and Shannon
Ingram Olkin
Larry Shepp
OriginalPaper 02 March 2012 Pages: 31 - 36
The multi-armed bandit, with constraints
Eric V. Denardo
Eugene A. Feinberg
Uriel G. Rothblum
OriginalPaper 13 November 2012 Pages: 37 - 62
Derman’s book as inspiration: some results on LP for MDPs
Lodewijk Kallenberg
OriginalPaper Open access 04 January 2012 Pages: 63 - 94
Q-learning and policy iteration algorithms for stochastic shortest path problems
Huizhen Yu
Dimitri P. Bertsekas
OriginalPaper 18 April 2012 Pages: 95 - 132
A generalized coupon collecting model as a parsimonious optimal stochastic assignment model
Sheldon M. Ross
David Teng Wu
OriginalPaper 14 February 2012 Pages: 133 - 146
A concentrated Cauchy distribution with finite moments
Adi Ben-Israel
OriginalPaper 15 October 2011 Pages: 147 - 153
Monotonicity properties of a class of stochastic inventory systems
Awi Federgruen
Min Wang
OriginalPaper 07 April 2012 Pages: 155 - 186
ABCs of the bomber problem and its relatives
Richard Weber
OriginalPaper 17 November 2011 Pages: 187 - 208
A sequential predictor retraining algorithm and its application to market prediction
Haipeng Zheng
Sanjeev R. Kulkarni
H. Vincent Poor
OriginalPaper 28 May 2013 Pages: 209 - 225
Linear programming and the inverse method of images
Paul Zipkin
OriginalPaper 09 November 2012 Pages: 227 - 243
Sharp bounds for NBUE distributions
Mark Brown
OriginalPaper 08 May 2012 Pages: 245 - 250
Supply chain networks with global outsourcing and quick-response production under demand and cost uncertainty
Zugang Liu
Anna Nagurney
OriginalPaper 15 October 2011 Pages: 251 - 289
Estimating arrival rate of nonhomogeneous Poisson processes with semidefinite programming
Farid Alizadeh
David Papp
OriginalPaper 08 January 2013 Pages: 291 - 308
(Approximate) iterated successive approximations algorithm for sequential decision processes
Pelin G. Canbolat
Uriel G. Rothblum
OriginalPaper 08 February 2012 Pages: 309 - 320
Adaptive aggregation for reinforcement learning in average reward Markov decision processes
Ronald Ortner
OriginalPaper 24 January 2012 Pages: 321 - 336
Asymptotically optimal Bayesian sequential change detection and identification rules
Savas Dayanik
Warren B. Powell
Kazutoshi Yamazaki
OriginalPaper Open access 12 April 2012 Pages: 337 - 370
An order-centric treatment of the Bayesian supermodular game
Jian Yang
Xiangtong Qi
OriginalPaper 17 January 2012 Pages: 371 - 381
Batch mode reinforcement learning based on the synthesis of artificial trajectories
Raphael Fonteneau
Susan A. Murphy
Damien Ernst
OriginalPaper 15 November 2012 Pages: 383 - 416
Discounting axioms imply risk neutrality
Matthew J. Sobel
OriginalPaper 08 February 2012 Pages: 417 - 432
Variance minimization for constrained discounted continuous-time MDPs with exponentially distributed stopping times
Jun Fei
Eugene A. Feinberg
OriginalPaper 25 October 2012 Pages: 433 - 450
A simple model of optimal clearance of improvised explosive devices
Peter Kolesar
Kellen Leister
Ronald Woodaman
OriginalPaper 24 April 2012 Pages: 451 - 468
Training and repair policies for stand-by systems
Yeek-Hyun Kim
Lyn C. Thomas
OriginalPaper 19 July 2012 Pages: 469 - 487
Equilibrium balking strategies for a clearing queueing system in alternating environment
Antonis Economou
Athanasia Manou
OriginalPaper 16 November 2011 Pages: 489 - 514
Customer equilibrium and optimal strategies in Markovian queues in series
Apostolos N. Burnetas
OriginalPaper 08 November 2011 Pages: 515 - 529
Production-inventory control policy under warm/cold state-dependent fixed costs and stochastic demand: partial characterization and heuristics
Ozgun Caliskan-Demirag
Youhua (Frank) Chen
Yi Yang
OriginalPaper 19 July 2012 Pages: 531 - 556
Sourcing from suppliers with random yield for price-dependent demand
Wen Chen
Qi Feng
Sridhar Seshadri
OriginalPaper 04 January 2012 Pages: 557 - 579
Inventory replenishment control under supply uncertainty
Taesu Cheong
Chelsea C. White III
OriginalPaper 06 July 2011 Pages: 581 - 592
Martingale methods for pricing inventory penalties under continuous replenishment and compound renewal demands
Junmin Shi
Michael N. Katehakis
Benjamin Melamed
OriginalPaper 20 April 2012 Pages: 593 - 612

Volume 208, Issue 1

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