These papers are working drafts of research which often appear in final form in academic journals. The published versions may differ from the working versions provided here.
SSRN Research Paper Series
The Social Science Research Network’s Research Paper Series includes working papers produced by Stanford GSB the Rock Center.
You may search for authors and topics and download copies of the work there.
Job Shop Scheduling With Due Dates And Variable Processing Times
A multi-pass heuristic scheduling procedure developed for job shop scheduling problems with deterministic processing times is tested with processing times that are random variables. The heuristic procedure, which uses expected processing times,…
Job Shop Scheduling with Due Dates and Overtime Capability
A scheduling procedure is proposed for the static job shop problem with job due dates and a shop with overtime capability. An example is used to demonstrate the procedure and the generation of trade-off curves relating overtime and tota tardiness…
Leverage and the Valuation of Risk Assets: An Empirical Test
Abstract not available.
A Linear Programming Approach to Scheduling Nuclear Isotope Production
This paper reports on the design, implementation and use of a model for scheduling the production of nuclear isotopes. The model is formulated as a multiple-period linear programming problem with several classes of product demand, inventory and…
Management Information Systems For Medical Care Organizations
Abstract not available.
A Mathematical Programming Approach to Identification and Optimization of a Class of Unknown Systems
There exists a class of decision problems for which: (1) models of input-output response functions are not available in a closed-form, functional representation; (2) informational costs associated with learning about the response function are…
A Method Of Software Evaluation: The Case Of Programming Language Translators
This paper presents a method for the specification and evaluation of software modules. The proposed strategy involves the use of existing documentation and synthetic or benchmark programs to evaluate a set of key characteristics that represent…
A Model for Evaluating Retail Site Locations
Abstract not available.
A Note on Adjusting R 2
Abstract not available.
On Finite Stage Decision Processes
We develop finite stage decision processes in the notation of Denardo [3] and provide conditions sufficient to prove that (i) n-stage returns exist (are unique) and are “subfinite”, (ii) optimal returns exist and are finite, (iii) Bellman’s [I]…
On Infinite Stage Decision Processes
This paper extends the author’s [8] work on decision process, developed in the notation of Denardo [5], from the finite state (nonstationary) case to the infinite stage (nonstationary) case. The paper focuses on “structured” policies and…
Optimal Advertising Budgeting for Market Share Models
This paper develops rules for setting advertising budgets when long term effects of advertising and competitive promotional spending are considered in a market share model. In both deterministic and probabilistic cases, the firm’s optimal…
Optimal Portfolio Selection In A Log-normal Market When The Investor's Utility-function Is Logarithmic
The paper analyzes the portfolio choice problem when the investor has logarithmic utility of wealth and asset returns have a multivariate lognormal distribution. It is shown that there exists a surrogate problem (objective function) which has the…
Outward-Looking Strategies: Policies of Developed Countries
Abstract not available.
Performance Evaluation and Project Management
A number of problems have plagued the development of computer systems, especially software projects. One method to help manage such projects is to use performance evaluation techniques for each stage of the development effort. The appropriate…
A Planning Methodology for Product Startups
The problem of maintaining a balance between production output and demand growth during new product introductions is analyzed. In many cases, the introduction of a new product results in both rapid demand growth and significant changes in the…
A Procedure for Job Shop Scheduling with Due Dates, Variable Processing Times, and a Dynamic Arrival Process
An iterative machine procedure is described for job shop scheduling with due dates. The procedure uses a multi-pass heuristic scheduling program originally developed for static problems with deterministic processing times. Examples are included…