Operations Research

College of Engineering

Works Published in 2018

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Displaying works 121 - 124 of 124 in total

Sorted by most recent date added to the index first, which may not be the same as publication date order.

2018 journal article

A closed-form solution of the Black-Litterman model with conditional value at risk

OPERATIONS RESEARCH LETTERS, 46(1), 103–108.

By: T. Pang n & C. Karan n

author keywords: Black-Litterman model; Portfolio optimization; CVaR; Elliptical distribution
Source: Web Of Science
Added: August 6, 2018

2018 journal article

Staffing to Stabilize the Tail Probability of Delay in Service Systems with Time-Varying Demand

OPERATIONS RESEARCH, 66(2), 514–534.

By: Y. Liu n

author keywords: staffing algorithms; service systems; capacity planning; many-server queues; efficiency-driven; time-varying arrivals; queues with abandonment; nonstationary queues; nonexponential distributions
Source: Web Of Science
Added: August 6, 2018

2018 journal article

QoS architectures for the IP network

Encyclopedia of Information Science and Technology, 4th Edition, 6609–6617.

By: H. Perros

Source: NC State University Libraries
Added: August 6, 2018

2018 journal article

Nonlinear Kalman filtering for censored observations

Applied Mathematics and Computation, 316, 155–166.

By: J. Arthur*, A. Attarian*, F. Hamilton n & H. Tran n

author keywords: Extended Kalman filter; Censored observation; Parameter estimation; Hepatitis C virus (HCV); Human immunodeficiency virus (HIV)
Sources: Web Of Science, ORCID, Crossref
Added: August 6, 2018