/pdf/convex-analysisnoer-san-nojin-zhan-nituite-5dl2rbmoyr.pdf

Convex Analysisの二,三の進展について

Introduction to linear and nonlinear programming

Remaining useful life estimation - A review on the statistical data driven approaches

A survey of maintenance policies of deteriorating systems

/pdf/sequencing-and-scheduling-algorithms-and-complexity-lnutyrr3kz.pdf

Sequencing and scheduling: algorithms and complexity

https://research.sabanciuniv.edu/14992/1/Renewal_revision2.pdf

Renewal theory for random variables with a heavy tailed distribution and finite variance

In this paper we discuss a general framework for single component replacement models. This framework is based on the regenerative structure of these models and by using results from renewal theory a unified presentation of the discounted and average finite and infinite horizon cost models is given. Moreover, we present sufficient conditions for the numerator of the cost function to have a vanishing singular part. Finally, some well-known replacement models are discussed, and making use of the previous results an easy derivation of their cost functions is presented.

A unified treatment of single component replacement models

In this paper we introduce robust versions of the classical static and dynamic single leg seat allocation models as analyzed by Wollmer, and Lautenbacher and Stidham, respectively. These robust models take into account the inaccurate estimates of the underlying probability distributions. As observed by simulation experiments it turns out that for these robust versions the variability compared to their classical counter parts is considerably reduced with a negligible decrease of average revenue.

An Integrated Approach to Single-Leg Airline Revenue Management: The Role of Robust Optimization

A simple proof of Liang's lower bound for on-line bin packing and the extension to the parametric case

In this paper we discuss necessary and sufficient conditions for different minimax results to hold using only linear programming duality and the finite intersection property for compact sets. It turns out that these necessary and sufficient conditions have a clear interpretation within zero-sum game theory. We apply these results to derive necessary and sufficient conditions for strong duality for a general class of optimization problems.

/pdf/on-linear-programming-duality-and-necessary-and-sufficient-1dqbizhctm.pdf

J. B. G. Frenk

Papers

Renewal theory for random variables with a heavy tailed distribution and finite variance

A unified treatment of single component replacement models

An Integrated Approach to Single-Leg Airline Revenue Management: The Role of Robust Optimization

A simple proof of Liang's lower bound for on-line bin packing and the extension to the parametric case

On Linear Programming Duality and Necessary and Sufficient Conditions in Minimax Theory