## Journal of the Operations Research Society of Japan, Volume 50 |

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analysis apply approximation assume assumption candidate locations cell classifier column computation consider constraints convergence convex cost defined delta-hedging demand points denote distribution duration dynamic eigenvector electric network equation equivalent evader evaluation example exists facility feasible solution Figure finite formula function given graph hand-off helpers Hence implied volatility integer iteration Journal Lagrangian Lemma linear location problems lower bound LP relaxation MAP domain Markov chain mass customization Mathematical matroid maximum minimal minimum mobile obtain Operations Research Society optimal solution option pricing paper parameter Pareto set path principal eigenvector probability programming Proof proposed QE(D relaxation problem satisfies SDPA SDPs Section semidefinite programming set covering problem Society of Japan solve Step stochastic process stochastic programming stochastic volatility strategy subgradient subgradient method subset Table Theorem unfulfilled order rate variable vertex volatility model