The Annals of Probability, Vol. 18, No. 1 (Jan., 1990), pp. 206-217 (12 pages) This paper studies the average cost for controlled systems given as solutions of the martingale problem for their ...

This course examines formulation and solution of applicable optimization models, including linear, integer, nonlinear, and network problems, efficient algorithm methods, and use of computer modeling ...

This paper presents a new method for the inclusion of nonlinear demand and supply relationships within a linear programming model. An existing method for this purpose is described first and its ...

This course is compulsory on the MSc in Management Science (Operational Research). This course is available on the MSc in Applicable Mathematics, MSc in Management, MSc in Management (CEMS MIM) and ...