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%% This BibTeX bibliography file was created using BibDesk.
%% http://bibdesk.sourceforge.net/
%% Created for Changhyun Kwon at 2013-06-18 13:00:20 -0400
%% Saved with string encoding Unicode (UTF-8)
@comment{jabref-meta: selector_review:}
@comment{jabref-meta: selector_publisher:}
@comment{jabref-meta: selector_author:}
@comment{jabref-meta: selector_journal:}
@comment{jabref-meta: selector_keywords:}
@article{2009,
Affiliation = {ENS Cachan Paris France},
Author = {A. dePalma and N. Picard and L. Andrieu},
Journal = {Networks and Spatial Economics},
Owner = {Iakovos Toumazis},
Pages = {1-18},
Publisher = {Springer Netherlands},
Timestamp = {2011.10.13},
Title = {Risk in Transport Investments},
Year = {2009}}
@inproceedings{Cerbakova2006,
Author = {{\v{C}}erb{\'a}kov{\'a}, J.},
Booktitle = {Operations Research Proceedings 2005},
Date-Modified = {2013-06-13 18:52:40 +0000},
Owner = {Iakovos Toumazis},
Pages = {817--822},
Publisher = {Springer},
Timestamp = {2011.10.20},
Title = {Worst-case {VaR} and {CVaR}},
Year = {2006}}
@article{AAAFoundationsforTrafficSafety1986,
Author = {{AAA Foundations for Traffic Safety}},
Journal = {Transportation Quarterly},
Owner = {chkwon},
Pages = {461-482},
Timestamp = {2010.02.23},
Title = {Local Response to Hazardous Materials Incidents and Accidents},
Year = {1986}}
@article{Abkowitz1988,
Author = {Abkowitz, M. and Cheng, PD},
Journal = {Accident Analysis and Prevention},
Number = {1},
Owner = {Iakovos Toumazis},
Pages = {39},
Timestamp = {2011.10.13},
Title = {Developing a risk/cost framework for routing truck movements of hazardous materials.},
Volume = {20},
Year = {1988}}
@article{Abkowitz1984,
Author = {Abkowitz, M. and Eiger, A. and Srinivasan, S.},
Journal = {Transportation Research Record},
Owner = {Iakovos Toumazis},
Pages = {22--30},
Publisher = {Transportation Research Board},
Timestamp = {2011.10.13},
Title = {Estimating the release rates and costs of transporting hazardous waste},
Volume = {977},
Year = {1984}}
@article{Abkowitz1992,
Author = {Abkowitz, M. and Lepofsky, M. and Cheng, P.},
Journal = {Transportation Research Record},
Owner = {Iakovos Toumazis},
Pages = {30--35},
Publisher = {Transportation Research Board},
Timestamp = {2011.10.13},
Title = {Selecting criteria for designating hazardous materials highway routes},
Volume = {1333},
Year = {1992}}
@incollection{Acerbi2004,
Author = {Acerbi, C.},
Booktitle = {Risk Measures for the 21st Century},
Editor = {G. Sze{\"o}},
Owner = {Iakovos Toumazis},
Pages = {147--207},
Publisher = {New York: Wiley},
Timestamp = {2011.10.20},
Title = {Coherent representations of subjective risk-aversion},
Year = {2004}}
@article{Acerbi2002,
Author = {Acerbi, C.},
Journal = {Journal of Banking \& Finance},
Number = {7},
Owner = {Iakovos Toumazis},
Pages = {1505--1518},
Publisher = {Elsevier},
Timestamp = {2011.06.16},
Title = {Spectral measures of risk: a coherent representation of subjective risk aversion},
Volume = {26},
Year = {2002}}
@article{Acerbi2002a,
Author = {Acerbi, C. and Tasche, D.},
Journal = {Journal of Banking \& Finance},
Number = {7},
Owner = {Iakovos Toumazis},
Pages = {1487--1503},
Publisher = {Elsevier},
Timestamp = {2011.10.20},
Title = {On the coherence of expected shortfall},
Volume = {26},
Year = {2002}}
@electronic{Administration2007,
Author = {Federal Highway Administration},
Date-Modified = {2012-09-01 21:44:56 +0000},
Owner = {chkwon},
Timestamp = {2010.02.23},
Title = {FHWA Route Log and Finder List - Interstate System - Design},
Year = {2007},
Bdsk-Url-1 = {http://www.fhwa.dot.gov/reports/routefinder/index.cfm}}
@inproceedings{Agarwal2009,
Abstract = {{We propose novel spatio-temporal models to estimate click-through
rates in the context of content recommendation. We track article
CTR at a fixed location over time through a dynamic Gamma-Poisson
model and combine information from correlated locations through dynamic
linear regressions, significantly improving on per-location model.
Our models adjust for user fatigue through an exponential tilt to
the first-view CTR (probability of click on first article exposure)
that is based only on user-specific repeat-exposure features. We
illustrate our approach on data obtained from a module (Today Module)
published regularly on Yahoo! Front Page and demonstrate significant
improvement over commonly used baseline methods. Large scale simulation
experiments to study the performance of our models under different
scenarios provide encouraging results. Throughout, all modeling assumptions
are validated via rigorous exploratory data analysis.}},
Address = {New York, NY, USA},
Author = {Agarwal, Deepak and Chen, Bee C. and Elango, Pradheep},
Booktitle = {WWW '09: Proceedings of the 18th international conference on World wide web},
Citeulike-Article-Id = {4375063},
Citeulike-Linkout-0 = {http://portal.acm.org/citation.cfm?id=1526709.1526713},
Citeulike-Linkout-1 = {http://dx.doi.org/10.1145/1526709.1526713},
Date-Modified = {2012-09-01 21:44:56 +0000},
Isbn = {978-1-60558-487-4},
Keywords = {click\_through\_rates, forecast},
Location = {Madrid, Spain},
Owner = {Iakovos Toumazis},
Pages = {21--30},
Posted-At = {2011-02-24 01:54:38},
Priority = {2},
Publisher = {ACM},
Timestamp = {2011.08.26},
Title = {Spatio-temporal models for estimating click-through rate},
Year = {2009},
Bdsk-Url-1 = {http://dx.doi.org/10.1145/1526709.1526713}}
@book{Ahuja1993,
Author = {Ahuja, R.K. and Magnanti, T.L. and Orlin, J.B.},
Owner = {Iakovos Toumazis},
Publisher = {Prentice hall},
Timestamp = {2011.10.20},
Title = {Network flows: theory, algorithms, and applications},
Year = {1993}}
@article{Ahuja2003,
Abstract = {{In this paper, we study dynamic shortest path problems that determine
a shortest path from a specified source node to every other node
in the network where arc travel times change dynamically. We consider
two problems: the minimum-time walk problem and the minimum-cost
walk problem. The minimum-time walk problem is to find a walk with
the minimum travel time. The minimum-cost walk problem is to find
a walk with the minimum weighted sum of the travel time and the excess
travel time (over the minimum possible travel time). The minimum-time
walk problem is known to be polynomially solvable for a class of
networks called FIFO networks. In this paper, (i) we show that the
minimum-cost walk problem is an NP-hard problem; (ii) we develop
a pseudopolynomial-time algorithm to solve the minimum-cost walk
problem (for integer travel times); and (iii) we develop a polynomial-time
algorithm for the minimum-time walk problem arising in road networks
with traffic lights. {\copyright} 2003 Wiley Periodicals, Inc.}},
Author = {Ahuja, Ravindra K. and Orlin, James B. and Pallottino, Stefano and Scutell\`{a}, Maria G.},
Citeulike-Article-Id = {8908131},
Citeulike-Linkout-0 = {http://dx.doi.org/10.1002/net.10072},
Date-Modified = {2012-09-01 21:44:56 +0000},
Journal = {Networks},
Keywords = {dynamic\_network, routing, shortest\_path},
Number = {4},
Owner = {Iakovos Toumazis},
Pages = {197--205},
Posted-At = {2011-03-01 22:54:33},
Priority = {2},
Publisher = {Wiley Subscription Services, Inc., A Wiley Company},
Timestamp = {2011.08.26},
Title = {Dynamic shortest paths minimizing travel times and costs},
Volume = {41},
Year = {2003},
Bdsk-Url-1 = {http://dx.doi.org/10.1002/net.10072}}
@article{Akgun2000,
Author = {Akgun, V. and Erkut, E. and Batta, R.},
Journal = {European Journal of Operational Research},
Number = {2},
Owner = {Iakovos Toumazis},
Pages = {232--246},
Publisher = {Elsevier},
Timestamp = {2011.10.20},
Title = {On finding dissimilar paths},
Volume = {121},
Year = {2000}}
@article{Akgun2007,
Abstract = {{This paper focuses on the effects of weather systems on hazmat routing.
We start by analyzing the effects of a weather system on a vehicle
traversing a single link. This helps characterize the time-dependent
attributes of a link due to movement of the weather systems. This
analysis is used as a building block for the problem of finding a
least risk path for hazmat transportation on a network exposed to
such weather systems. Several methods are offered to solve the underlying
problem, and computational results are reported. We draw two conclusions
from this paper. First, it is possible to determine the time-dependent
attributes for links on a network provided that some assumptions
on the nature of the weather system are made. Second, heuristics
can provide effective solutions for practical size problems while
allowing for parking the vehicle to avoid weather system effects.}},
Author = {Akgun, V. and Parekh, A. and Batta, R. and Rump, C.},
Citeulike-Article-Id = {9093308},
Citeulike-Linkout-0 = {http://dx.doi.org/10.1016/j.cor.2005.06.005},
Citeulike-Linkout-1 = {http://linkinghub.elsevier.com/retrieve/pii/S0305054805001851},
Date-Modified = {2012-09-01 21:44:56 +0000},
Issn = {03050548},
Journal = {Computers \& Operations Research},
Keywords = {hazmat, routing},
Month = may,
Number = {5},
Owner = {Iakovos Toumazis},
Pages = {1351--1373},
Posted-At = {2011-04-03 19:05:57},
Priority = {2},
Timestamp = {2011.08.26},
Title = {Routing of a hazmat truck in the presence of weather systems},
Volume = {34},
Year = {2007},
Bdsk-Url-1 = {http://dx.doi.org/10.1016/j.cor.2005.06.005}}
@article{Alarie2001,
Abstract = {{We pursue the study of concavity cuts for the disjoint bilinear programming
problem. This optimization problem has two equivalent symmetric linear
maxmin reformulations, leading to two sets of concavity cuts. We
first examine the depth of these cuts by considering the assumptions
on the boundedness of the feasible regions of both maxmin and bilinear
formulations. We next propose a branch and bound algorithm which
make use of concavity cuts. We also present a procedure that
eliminates degenerate solutions. Extensive computational experiences
are reported. Sparse problems with up to 500 variables in each disjoint
sets and 100 constraints, and dense problems with up to 60 variables
again in each sets and 60 constraints are solved in reasonable computing
times.}},
Author = {Alarie, St\'{e}phane and Audet, Charles and Jaumard, Brigitte and Savard, Gilles},
Citeulike-Article-Id = {9040894},
Citeulike-Linkout-0 = {http://dx.doi.org/10.1007/PL00011428},
Citeulike-Linkout-1 = {http://www.springerlink.com/content/4t3h1wu97funnhjb},
Date-Modified = {2012-09-01 21:44:56 +0000},
Day = {25},
Issn = {0025-5610},
Journal = {Mathematical Programming},
Keywords = {bilinear\_programming, disjoint},
Month = apr,
Number = {2},
Owner = {Iakovos Toumazis},
Pages = {373--398},
Posted-At = {2011-03-22 15:52:55},
Priority = {2},
Publisher = {Springer Berlin / Heidelberg},
Timestamp = {2011.08.26},
Title = {Concavity cuts for disjoint bilinear programming},
Volume = {90},
Year = {2001},
Bdsk-Url-1 = {http://dx.doi.org/10.1007/PL00011428}}
@book{Alizadeh2010,
Author = {Alizadeh, A. and Nomikos, N.},
Owner = {Iakovos Toumazis},
Publisher = {Palgrave Macmillan},
Timestamp = {2011.10.20},
Title = {Shipping Derivatives and Risk Management},
Year = {2010}}
@article{Alp1995,
Author = {Alp, E.},
Journal = {INFOR},
Number = {1},
Owner = {Iakovos Toumazis},
Pages = {4--19},
Publisher = {Ottawa: INFOR Journal, 1971-},
Timestamp = {2011.10.13},
Title = {Risk-based transportation planning practice: Overall methodology and a case example},
Volume = {33},
Year = {1995}}
@article{Andreas2008,
Author = {Andreas, A. and Smith, J. and K{\"u}\c{c}{\"u}kyavuz, S.},
Journal = {Journal of Global Optimization},
Number = {4},
Owner = {berglund},
Pages = {443-466},
Timestamp = {2011.03.14},
Title = {Branch-and-price-and-cut algorithms for solving the reliable h-paths problem},
Volume = {42},
Year = {2008}}
@article{Angelidis2008,
Author = {Timotheos Angelidis and George Skiadopoulos},
Journal = {International Journal of Theoretical and Applied Finance (IJTAF)},
Number = {05},
Owner = {Iakovos Toumazis},
Pages = {447-469},
Timestamp = {2011.10.13},
Title = {Measuring The Market Risk Of Freight Rates: A Value-At-Risk Approach},
Volume = {11},
Year = {2008}}
@article{Artzner1999,
Author = {Artzner, P. and Delbaen, F. and Eber, J.M. and Heath, D.},
Journal = {Mathematical Finance},
Number = {3},
Owner = {Iakovos Toumazis},
Pages = {203--228},
Publisher = {Wiley Online Library},
Timestamp = {2011.10.20},
Title = {Coherent measures of risk},
Volume = {9},
Year = {1999}}
@article{Audet1999,
Abstract = {{The disjoint bilinear programming problem can be reformulated using
two distinct linear maxmin programming problems. There is a simple
bijection between the optimal solutions of the reformulations and
the bilinear problem. Moreover, the number of local optima of the
reformulations is less or equal to that of the bilinear problem.
In that sense, the reformulations do not introduce additional complexity.
Necessary optimality conditions (complementarity and monotonicity)
of both reformulations are used to obtain a finitely convergent and
exact branch and bound algorithm for the bilinear problem. Determining
if the optimal value of a bilinear programming problem is bounded
is shown to be strongly NP-complete. The proposed algorithm may be
used to answer this question.}},
Author = {Audet, Charles and Hansen, Pierre and Jaumard, Brigitte and Savard, Gilles},
Citeulike-Article-Id = {9040898},
Citeulike-Linkout-0 = {http://dx.doi.org/10.1007/s101070050072},
Citeulike-Linkout-1 = {http://www.springerlink.com/content/y7w8e5x0du1n0gea},
Date-Modified = {2012-09-01 21:44:56 +0000},
Day = {25},
Issn = {0025-5610},
Journal = {Mathematical Programming},
Keywords = {bilinear\_programming, disjoint},
Month = aug,
Number = {3},
Owner = {Iakovos Toumazis},
Pages = {573--592},
Posted-At = {2011-03-22 15:54:59},
Priority = {2},
Publisher = {Springer Berlin / Heidelberg},
Timestamp = {2011.08.26},
Title = {A symmetrical linear maxmin approach to disjoint bilinear programming},
Volume = {85},
Year = {1999},
Bdsk-Url-1 = {http://dx.doi.org/10.1007/s101070050072}}
@article{Azaron2002,
Abstract = {{In this paper, we apply the stochastic dynamic programming to find
the dynamic shortest path from the source node to the sink node in
stochastic dynamic networks, in which the arc lengths are independent
random variables with exponential distributions. In each node there
is an environmental variable, which evolves in accordance with a
continuous time Markov process. The parameter of the exponential
distribution of the transition time of each arc is also a function
of the state of the environmental variable of its initiative node.
Upon arriving at each node, we can move toward the sink node through
the best outgoing arc or wait. At the beginning, it is assumed that
upon arriving at each node, we know the state of its environmental
variable and also the states of the environmental variables of its
adjacent nodes. Then we extend this assumption such that upon arriving
at each node, we know the states of the environmental variables of
all nodes. In the ship routing problem, which we focus in this paper,
the environmental variables of all nodes are known, but it is shown
that the complexity of the algorithm becomes exponential in this
case.}},
Author = {Azaron, A.},
Citeulike-Article-Id = {7695090},
Citeulike-Linkout-0 = {http://dx.doi.org/10.1016/S0377-2217(01)00385-X},
Citeulike-Linkout-1 = {http://linkinghub.elsevier.com/retrieve/pii/S0377-2217(01)00385-X},
Date-Modified = {2012-09-01 21:44:56 +0000},
Day = {28},
Issn = {03772217},
Journal = {European Journal of Operational Research},
Keywords = {dynamic\_network, routing, shortest\_path},
Month = sep,
Number = {3},
Owner = {Iakovos Toumazis},
Pages = {0+},
Posted-At = {2011-03-01 22:30:19},
Priority = {2},
Timestamp = {2011.08.26},
Title = {Dynamic shortest path in stochastic dynamic networks: Ship routing problem},
Volume = {0},
Year = {2002},
Bdsk-Url-1 = {http://dx.doi.org/10.1016/S0377-2217(01)00385-X}}
@article{Kara2004,
Author = {B.Kara and V. Verter},
Journal = {Transportation Science},
Month = {May},
Number = {2},
Owner = {Iakovos Toumazis},
Pages = {188-196},
Timestamp = {2011.08.23},
Title = {Designing a Road Network for Hazardous Materials Transportation},
Volume = {38},
Year = {2004}}
@electronic{Bar-Gera2011,
Author = {Hillel Bar-Gera},
Howpublished = {http://www.bgu.ac.il/\~{}bargera/tntp/},
Note = {Accessed on April 4, 2011},
Owner = {Iakovos Toumazis},
Timestamp = {2011.04.04},
Title = {Transportation Network Test Problems},
Year = {2011}}
@article{Batta1988,
Abstract = {This paperc onsiderst he problemo f determiningo ptimalp athsf orr
outinga n undesirablev ehicleo n a networke mbedded
on an Euclideanp lane. A typicala pplicationi s the transportingo
f hazardousm aterials.D emand points, or population
centers,a red iscretelyd istributeda t nodes and continuouslyd istributedo
n straight-linlei nkso f the network.T he objective
is to find, without incorporatingth e probabilityo f accidentall eakageo
f hazardousm aterial,a path that minimizest he
weighted sum of lengths over which this vehicle is within a threshold
distance X of population centers. By appropriately
redefiningl ink lengths,w e can use a shortest-patha lgorithmt o solve
the problem.S pecialp ropertieso f the objective
function allow us to efficiently calculate the modified link lengths.
We discuss the properties of the optimal routing
strategya nd the objectivev alue, and offer an economic interpretationo
f the case when X varies.O peratingw ithin the
frameworko f riska nalysis,w e integratet he probabilityo f accidentalr
eleaseo f hazardousm ateriali nto our basic model.
The routing objective becomes the minimization of expected damage,
where accidental leakage of hazardous materials
can inflict damagew ithin a neighborhoodX of the accidents ite. We
also discusso ur computationale xperiencei n using
the model.},
Author = {R. Batta and S. S. Chiu},
Date-Modified = {2013-06-13 18:31:25 +0000},
Journal = {Operations Research},
Month = {Jan - Feb},
Number = {1},
Owner = {Iakovos Toumazis},
Pages = {84-92},
Timestamp = {2011.08.23},
Title = {Optimal Obnoxious Paths on a Network: Transportation of Hazardous Materials.},
Volume = {36},
Year = {1988},
Bdsk-Url-1 = {http://www.jstor.org/stable/171380}}
@book{Bazaraa2009,
Author = {Bazaraa, M.S. and Jarvis, J.J. and Sherali, H.D.},
Owner = {Iakovos Toumazis},
Publisher = {Wiley},
Timestamp = {2011.10.20},
Title = {Linear programming and network flows},
Year = {2009}}
@book{Bazaraa2006,
Author = {Bazaraa, M.S. and Sherali, H.D. and Shetty, C.M.},
Isbn = {0471486000},
Owner = {Iakovos Toumazis},
Publisher = {LibreDigital},
Timestamp = {2011.08.26},
Title = {Nonlinear programming: theory and algorithms},
Year = {2006}}
@article{Beasley1996,
Author = {Beasley, J.E. and Chu, P.C.},
Journal = {European Journal of Operational Research},
Owner = {Paul},
Pages = {392-404},
Timestamp = {2010.04.07},
Title = {A genetic algorithm for the set covering problem},
Volume = {94},
Year = {1996}}
@inproceedings{Becker2007,
Abstract = {{In this paper, we develop and evaluate several probabilistic models
of user click-through behavior that are appropriate for modeling
the click-through rates of items that are presented to the user in
a list. Potential applications include modeling the click-through
rates of search results from a search engine, items ranked by a recommendation
system, and search advertisements returned by a search engine. Our
models capture contextual factors related to the presentation as
well as the underlying relevance or quality of the item. We focus
on two types of contextual factors for a given item; the positional
context of the item and the quality of the other results. We evaluate
our models on a search advertising dataset from Microsoft's Live
search engine and demonstrate that modeling contextual factors improves
the accuracy of click-through models.}},
Author = {Becker, H. and Meek, C. and Chickering, David M.},
Booktitle = {Proceedings of the 22nd National Conference on Artificial Intelligence},
Citeulike-Article-Id = {8839184},
Keywords = {advertising, click\_through\_rates, online},
Location = {Vancouver, Britich Columbia, Canada},
Owner = {Iakovos Toumazis},
Pages = {1310--1315},
Posted-At = {2011-02-18 00:01:30},
Priority = {2},
Publisher = {AAAI Press},
Timestamp = {2011.08.26},
Title = {Modeling contextual factors of click rates},
Volume = {2},
Year = {2007}}
@article{Beder1995,
Author = {Beder, T.S.},
Journal = {Financial Analysts Journal},
Number = {5},
Owner = {Iakovos Toumazis},
Pages = {12--24},
Publisher = {CFA Institute},
Timestamp = {2011.10.13},
Title = {VaR: Seductive but dangerous},
Volume = {51},
Year = {1995}}
@article{Bell2007,
Abstract = {{Previous work on the risk-averse routing of hazardous materials has
focused on ways of finding a single safest route between a pair of
points. For repeated shipments where there is complete uncertainty
about link incident probabilities, it is shown that the safest strategy
is in general to use a mix of routes. Starting with a simple two-route
example, it is shown that maximum exposure can be significantly reduced
by sharing shipments between routes. In order to determine the safest
set of routes and the safest share of traffic between these routes,
a minmax problem is formulated which considers both the loss in the
event of an incident and shipment (travel) cost. Connections to game
theory provide useful insights into the nature of the solution. The
properties of the optimality conditions are explored leading to the
formulation of an equivalent linear programming problem.}},
Author = {Bell, Michael G. H.},
Citeulike-Article-Id = {6912925},
Citeulike-Linkout-0 = {http://dx.doi.org/10.1080/15568310601092013},
Date-Modified = {2012-09-01 21:44:56 +0000},
Journal = {International Journal of Sustainable Transportation},
Keywords = {hazmat, routing},
Number = {2},
Owner = {Iakovos Toumazis},
Pages = {133--142},
Posted-At = {2011-02-24 03:36:40},
Priority = {2},
Publisher = {Taylor \& Francis},
Timestamp = {2011.08.26},
Title = {Mixed Routing Strategies for Hazardous Materials: Decision-Making Under Complete Uncertainty},
Volume = {1},
Year = {2007},
Bdsk-Url-1 = {http://dx.doi.org/10.1080/15568310601092013}}
@book{ben2009robust,
Author = {Ben-Tal, Aharon and El Ghaoui, Laurent and Nemirovski, Arkadi},
Date-Added = {2013-06-11 17:30:06 +0000},
Date-Modified = {2013-06-11 17:30:06 +0000},
Publisher = {Princeton University Press},
Title = {Robust optimization},
Year = {2009}}
@article{Ben-Tal2000,
Author = {Aharon Ben-Tal and Arkadi Nemirovski},
Journal = {Mathematical Programming},
Owner = {Iakovos},
Pages = {411-424},
Timestamp = {2012.10.31},
Title = {Robust Solutions of Linear Programming Problems Contaminated with Uncertian Data},
Volume = {88},
Year = {2000}}
@article{Ben-Tal1999,
Author = {Aharon Ben-Tal and Arkadi Nemirovski},
Journal = {OR Letters},
Owner = {Iakovos},
Pages = {1-13},
Timestamp = {2012.10.31},
Title = {Robust Solutions to Uncertain Linear Programs},
Volume = {25},
Year = {1999}}
@article{Ben-Tal1998,
Author = {Aharon Ben-Tal and Arkadi Nemirovski},
Journal = {Mathematics of Operations Research},
Owner = {Iakovos},
Pages = {769-805},
Timestamp = {2012.10.31},
Title = {Robust Convex Optimization},
Volume = {23},
Year = {1998}}
@article{Berger2007,
Author = {Berger, R. and Coullard, C. and Daskin, M.},
Journal = {Transportation Science},
Owner = {berglund},
Pages = {29-43},
Timestamp = {2011.03.11},
Title = {Location-Routing Problems with Distance Constraints},
Volume = {41},
Year = {2007}}
@article{Berkelaar2002,
Author = {Berkelaar, A. and Cumperayot, P. and Kouwenberg, R.},
Journal = {European Financial Management},
Number = {2},
Owner = {Iakovos Toumazis},
Pages = {139--164},
Publisher = {Wiley Online Library},
Timestamp = {2011.10.20},
Title = {The effect of VaR based risk management on asset prices and the volatility smile},
Volume = {8},
Year = {2002}}
@electronic{Berry2010,
Author = {Romain Berry},
Date-Modified = {2012-09-01 21:44:56 +0000},
Owner = {Iakovos Toumazis},
Timestamp = {2011.10.13},
Title = {Value-at-Risk: An Overview of Analytical VaR},
Year = {2010},
Bdsk-Url-1 = {$http://www.jpmorgan.com/tss/General/Risk_Management/1159360877242$}}
@article{Bertsimas2009,
Author = {Bertsimas, D. and Brown, D.B.},
Journal = {Operations Research},
Owner = {Iakovos Toumazis},
Timestamp = {2011.10.20},
Title = {Constructing Uncertainty Sets for Robust Linear Optimization},
Year = {2009}}
@electronic{Bertsimas2005risk,
Abstract = {{We propose methods for robust discrete optimization in which the
objective function has cost components that are subject to independent
and bounded perturbations. Motivated by risk man-agement practice,
we approximate the problem of optimization of VaR, a widely used
downside risk measure by introducing four approximating models that
origininate in robust optimization. We show that all four models
allow the flexibility of adjusting the level of conservativism such
that the probability of the actual cost being less than a specified
level, in the worst case distribution, is at least 1 ‚{\`a}{\'\i}
{\OE}$\pm$. Under a robust model with ellipsoidal uncertainty set,
we propose a Frank-Wolfe type algorithm that we show converges to
a locally optimal solution, and in computational experiments is remarkably
effective. We propose a robust model that is at most 1 + {\OE}µ
more conservative than the ellipsoidal uncertainty set model and
show that we can reduce the robust model to solving a polynomial
number of nominal problems. We generalize our earlier proposed framework
and show that it results in decreased conservatism, while maintaining
the complexity of the nominal problem. Among the proposed robust
models, we show both theoretically and computationally that the robust
model under ellipsoidal uncertainty set is the least conservative.}},
Author = {Bertsimas, Dimitris and Sim, Melvyn},
Citeulike-Article-Id = {8951006},
Citeulike-Linkout-0 = {http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.91.5305},
Date-Modified = {2012-09-01 21:44:56 +0000},
Keywords = {discrete, risk, robust, var},
Owner = {Iakovos Toumazis},
Posted-At = {2011-03-06 22:23:33},
Priority = {2},
Timestamp = {2011.08.26},
Title = {Robust Discrete Optimization and Downside Risk Measures},
Year = {2005},
Bdsk-Url-1 = {http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.91.5305}}
@article{Bertsimas2004,
Author = {Dimitris Bertsimas and Melvyn Sim},
Journal = {Operations Research},
Owner = {Iakovos},
Pages = {35-53},
Timestamp = {2012.10.31},
Title = {The Price of Robustness},
Volume = {52},
Year = {2004}}
@unpublished{Bertsimas2004discrete,
Abstract = {{We address the complexity and practically efficient methods for robust
discrete optimization under ellipsoidal uncertainty sets. Specifically
we show that the robust counterpart of a discrete optimization problem
with correlated objective function data is NP-hard even though the
nominal problem is polynomially solvable. For uncorrelated and identically
distributed data, however, we show that the robust problem retains
the complexity of the nominal problem. For uncorrelated, but not
identically distributed data we propose an approximation method that
solves the robust problem within arbitrary accuracy. We also propose
a Frank-Wolfe type algorithm for this case, which we prove converges
to a locally optimal solution, and in computational experiments is
remarkably effective. Finally, we propose a generalization of the
robust discrete optimization framework we proposed earlier that (a)
allows the key parameter that controls the tradeoff between robustness
and optimality to depend on the solution and (b)results in increased
flexibility and decreased conservatism, while maintaining the complexity
of the nominal problem.}},
Author = {Bertsimas, D. and Sim, M.},
Citeulike-Article-Id = {8951186},
Keywords = {discrete, robust},
Owner = {Iakovos Toumazis},
Posted-At = {2011-03-06 22:31:58},
Priority = {2},
Timestamp = {2011.08.26},
Title = {Robust Discrete Optimization Under Ellipsoidal Uncertainty Sets},
Year = {2004}}
@article{Bertsimas2003network,
Abstract = {{We propose an approach to address data uncertainty for discrete optimization
and network flow problems that allows controlling the degree of conservatism
of the solution, and is computationally tractable both practically
and theoretically. In particular, when both the cost coefficients
and the data in the constraints of an integer programming problem
are subject to uncertainty, we propose a robust integer programming
problem of moderately larger size that allows controlling the degree
of conservatism of the solution in terms of probabilistic bounds
on constraint violation. When only the cost coefficients are subject
to uncertainty and the problem is a 0-1 discrete optimization problem
on n variables, then we solve the robust counterpart by solving at
most n+1 instances of the original problem. Thus, the robust counterpart
of a polynomially solvable 0-1 discrete optimization problem remains
polynomially solvable. In particular, robust matching, spanning tree,
shortest path, matroid intersection, etc. are polynomially solvable.
We also show that the robust counterpart of an NP-hard a-approximable
0-1 discrete optimization problem, remains a-approximable. Finally,
we propose an algorithm for robust network flows that solves the
robust counterpart by solving a polynomial number of nominal minimum
cost flow problems in a modified network.}},
Author = {Bertsimas, Dimitris and Sim, Melvyn},
Citeulike-Article-Id = {2395932},
Citeulike-Linkout-0 = {http://dx.doi.org/10.1007/s10107-003-0396-4},
Citeulike-Linkout-1 = {http://www.springerlink.com/content/5nhd1pk9bpakh0c2},
Date-Modified = {2012-09-01 21:44:56 +0000},
Day = {1},
Issn = {0025-5610},
Journal = {Mathematical Programming},
Keywords = {discrete\_optimization, network, robust},
Month = sep,
Number = {1},
Owner = {Iakovos Toumazis},
Pages = {49--71},
Posted-At = {2011-02-24 06:30:26},
Priority = {2},
Publisher = {Springer Berlin / Heidelberg},
Timestamp = {2011.08.26},
Title = {Robust discrete optimization and network flows},
Volume = {98},
Year = {2003},
Bdsk-Url-1 = {http://dx.doi.org/10.1007/s10107-003-0396-4}}
@article{Bhadury2003,
Author = {Bhadury, J. and Eiselt, H.A. and Jaramillo, J.H.},
Journal = {Computers and Operations Research},
Owner = {Paul},
Pages = {553-565},
Timestamp = {2010.04.07},
Title = {An alternating heuristic for medianoid and centroid problems in the plane},
Volume = {30},
Year = {2003}}
@misc{Bianco2009,
Author = {Lucio Bianco and Massimiliano Caramia and Stefano Giordani and Veronica Piccialli},
Howpublished = {Presented at the 20th International Symposium of Mathematical Programming},
Note = {Chicago, IL, USA, August 23-28, 2009},
Owner = {chkwon},
Timestamp = {2011.06.27},
Title = {Regulating HazMat Transportation: A Game Theory Approach},
Year = {2009}}
@article{Blokh1996,
Author = {Blokh, D. and Gutin, G.},
Journal = {The Australasian journal of combinatorics},
Owner = {berglund},
Pages = {157-164},
Timestamp = {2011.03.10},
Title = {An approximation algorithm for combinatorial optimization problems with two parameters},
Volume = {14},
Year = {1996}}
@article{Camm1997,
Author = {Camm, J.D. and Chorman, T.E. and Dill, F.A. and Evans, J.R. and Sweeney, D.J. and Wegryn, G.W.},
Journal = {Interfaces},
Owner = {Paul},
Pages = {128-142},
Timestamp = {2010.04.07},
Title = {Blending OR/MS, Judgment, and GIS: Restructuring P\&G's Supply Chain},
Volume = {27},
Year = {1997}}
@article{Cappanera2011,
Abstract = {{This article introduces a game-theoretic approach for allocating
protection resources among the components of a network so as to maximize
its robustness to external disruptions. Specifically, we consider
shortest-path networks where disruptions may result in traffic flow
delays through the affected components or even in the complete loss
of some elements. A multilevel program is proposed to identify the
set of components to harden so as to minimize the length of the shortest
path between a supply node and a demand node after a worst-case disruption
of some unprotected components. An implicit enumeration algorithm
is then developed to solve the multilevel problem to optimality.
The approach is streamlined by solving the lower-level interdiction
problem heuristically at each node of an enumeration tree and by
using some variable fixing rules to reduce the dimension of the lower-level
problems. A thorough computational investigation demonstrates that
the proposed solution method is able to identify optimal protection
strategies for networks of significant size. The paper is concluded
with a study of the sensitivity of the solution approach to variations
of the problem parameters such as the level of disruption and protective
resources and the distribution of the arc lengths and delays.}},
Author = {Cappanera, Paola and Scaparra, Maria P.},
Citeulike-Article-Id = {8837143},
Citeulike-Linkout-0 = {http://dx.doi.org/10.1287/trsc.1100.0340},
Citeulike-Linkout-1 = {http://transci.journal.informs.org/cgi/content/abstract/45/1/64},
Date-Modified = {2012-09-01 21:44:56 +0000},
Day = {1},
Journal = {Transportation Science},
Keywords = {allocation, disruption, game, network, protection},
Month = feb,
Number = {1},
Owner = {Iakovos Toumazis},
Pages = {64--80},
Posted-At = {2011-02-17 16:50:54},
Priority = {4},
Timestamp = {2011.08.26},
Title = {Optimal Allocation of Protective Resources in Shortest-Path Networks},
Volume = {45},
Year = {2011},
Bdsk-Url-1 = {http://dx.doi.org/10.1287/trsc.1100.0340}}
@article{Caron2000,
Author = {Caron, F. and Marchet, G. and Parego, A.},
Journal = {International Journal of Production Research},
Number = {1},
Owner = {Paul},
Pages = {101-117},
Timestamp = {2010.05.09},
Title = {Optimal layout in low-level picker-to-part systems},
Volume = {38},
Year = {2000}}
@article{Caron1998,
Author = {Caron, F. and Marchet, G. and Perego, A.},
Journal = {International Journal of Production Research},
Owner = {Paul},
Pages = {713-732},
Timestamp = {2010.04.28},
Title = {Routing policies and COI-based storage policies in picker-to-part systems},
Volume = {36},
Year = {1998}}
@article{Carotenuto2007,
Author = {Carotenuto, P. and Giordani, S. and Ricciardelli, S.},
Journal = {Computers \& Operations Research},
Number = {5},
Owner = {Iakovos Toumazis},
Pages = {1304--1327},
Publisher = {Elsevier},
Timestamp = {2011.10.20},
Title = {Finding minimum and equitable risk routes for hazmat shipments},
Volume = {34},
Year = {2007}}
@article{Chabini1998,
Author = {Chabini, I.},
Journal = {Transportation Research Record: Journal of the Transportation Research Board},
Number = {-1},
Owner = {Iakovos Toumazis},
Pages = {170--175},
Publisher = {Trans Res Board},
Timestamp = {2011.10.20},
Title = {Discrete dynamic shortest path problems in transportation applications: Complexity and algorithms with optimal run time},
Volume = {1645},
Year = {1998}}
@incollection{Chaerani2005,
Abstract = {{We investigate the robust shortest path problem using the robust
linear optimization methodology as proposed by Ben-Tal and Nemirovski.
We discuss two types of uncertainty, namely, box uncertainty and
ellipsoidal uncertainty. In case of box uncertainty, the robust counterpart
is simple. It is a shortest path problem with the original arc lengths
replaced by their upper bounds. When dealing with ellipsoidal uncertainty,
we obtain a conic quadratic optimization problem with binary variables.
We present an example to show that a subpath of a robust shortest
path is not necessarily a robust shortest path.}},
Address = {Berlin/Heidelberg},
Author = {Chaerani, D. and Roos, C. and Aman, A.},
Booktitle = {Operations Research Proceedings 2004},
Chapter = {42},
Citeulike-Article-Id = {7950256},
Citeulike-Linkout-0 = {http://dx.doi.org/10.1007/3-540-27679-3\_42},
Citeulike-Linkout-1 = {http://www.springerlink.com/content/q172820581017765},
Date-Modified = {2012-09-01 21:44:56 +0000},
Editor = {Fleuren,, Hein and Hertog,, Dick and Kort,, Peter},
Isbn = {3-540-24274-0},
Keywords = {robust, shortest\_path},
Owner = {Iakovos Toumazis},
Pages = {335-342--342},
Posted-At = {2011-03-22 16:16:22},
Priority = {2},
Publisher = {Springer Berlin Heidelberg},
Series = {Operations Research Proceedings},
Timestamp = {2011.08.26},
Title = {The Robust Shortest Path Problem by Means of Robust Linear Optimization},
Volume = {2004},
Year = {2005},
Bdsk-Url-1 = {http://dx.doi.org/10.1007/3-540-27679-3%5C_42}}
@article{Chang2005,
Author = {Chang, T.S. and Nozick, L.K. and Turnquist, M.A.},
Journal = {Transportation science},
Number = {3},
Owner = {Iakovos Toumazis},
Pages = {383},
Timestamp = {2011.10.20},
Title = {Multiobjective path finding in stochastic dynamic networks, with application to routing hazardous materials shipments},
Volume = {39},
Year = {2005}}
@article{Chatterjee2003,
Abstract = {{In this paper, we develop an analytical approach to modeling consumer
response to banner ad exposures at a sponsored content Web site that
reveals significant heterogeneity in (unobservable) click proneness
across consumers. The effect of repeated exposures to banner ads
is negative and nonlinear, and the differential effect of each successive
ad exposure is initially negative, though nonlinear, and levels off
at higher levels of passive ad exposures. Further, significant correlations
between session and consumer click proneness and banner exposure
sensitivity suggest gains from repeated banner exposures when consumers
are less click prone. For a particular number of sessions, more clicks
are generated from consumers who revisit over a longer period of
time, than for those with the same number of sessions in a relatively
shorter timeframe. We also find that consumers are equally likely
to click on banner ads placed early or late in navigation path and
that exposures have a positive cumulative effect in inducing click-through
in future sessions. Our results have implications for online advertising
response measurement and dynamic ad placement, and may help guide
advertising media placement decisions.}},
Author = {Chatterjee, Patrali and Hoffman, Donna L. and Novak, Thomas P.},
Citeulike-Article-Id = {8839204},
Citeulike-Linkout-0 = {http://dx.doi.org/10.1287/mksc.22.4.520.24906},
Citeulike-Linkout-1 = {http://mktsci.journal.informs.org/cgi/content/abstract/22/4/520},
Date-Modified = {2012-09-01 21:44:56 +0000},
Day = {1},
Journal = {Marketing Science},
Keywords = {advertising, click\_through\_rates, online},
Month = jan,
Number = {4},
Owner = {Iakovos Toumazis},
Pages = {520--541},
Posted-At = {2011-02-18 00:03:33},
Priority = {2},
Timestamp = {2011.08.26},
Title = {Modeling the Clickstream: Implications for Web-Based Advertising Efforts},
Volume = {22},
Year = {2003},
Bdsk-Url-1 = {http://dx.doi.org/10.1287/mksc.22.4.520.24906}}
@article{Chen2003,
Abstract = {{The yield management (YM) problem considers the task of maximizing
a company's revenue. For the competitive airline industry, profit
margins depend on a good YM policy. Research on airline YM is abundant
but still limited to heuristics and small cases. We address the YM
problem for a major domestic airline carrier's hub-and-spoke network,
involving 20 cities and 31 flight legs. This is a problem of realistic
size since airline networks are usually separated by hub cities.
Our method is a variant of the orthogonal array experimental designs
and multivariate adaptive regression splines stochastic dynamic programming
method. Our method is demonstrated to outperform state of the art
YM methods.}},
Author = {Chen, Victoria C. P. and G{\"u}nther, Dirk and Johnson, Ellis L.},
Citeulike-Article-Id = {8901513},
Citeulike-Linkout-0 = {http://dx.doi.org/10.2307/3592629},
Citeulike-Linkout-1 = {http://www.jstor.org/stable/3592629},
Comment = {(private-note)Section 2.3 provides an overview that deterministic linear programming (DLP) approach provides an upper bound and probabilistic nonlinear programming (PNLP) or stochastic linear programming (SLP or STOCH) approach provides an lower bound to the dynamic programming (DL) approach in the network capacity control problem.},
Date-Modified = {2012-09-01 21:44:56 +0000},
Issn = {00359254},