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NON-DOMINATED SORTING METHODS FOR MULTI-OBJECTIVE OPTIMIZATION: REVIEW AND NUMERICAL COMPARISON

期刊: JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, 2021; 17 (2)

In multi-objective evolutionary algorithms (MOEAs), non-dominated sorting is one of the critical steps to locate efficient solutions. A large percenta......

OPTIMAL REINSURANCE-INVESTMENT AND DIVIDENDS PROBLEM WITH FIXED TRANSACTION COSTS

期刊: JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, 2021; 17 (2)

In this paper, we consider the dividend optimization problem for a financial corporation with fixed transaction costs. Besides the dividend control, t......

AN EFFICIENT LOW COMPLEXITY ALGORITHM FOR BOX-CONSTRAINED WEIGHTED MAXIMIN DISPERSION PROBLEM

期刊: JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, 2021; 17 (2)

The box-constrained weighted maximin dispersion problem is to find a point in an n-dimensional box such that the minimum of the weighted Euclidean dis......

DESIGNING PRORATED LIFETIME WARRANTY STRATEGY FOR HIGH-VALUE AND DURABLE PRODUCTS UNDER TWO-DIMENSIONAL WARRANTY

期刊: JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, 2021; 17 (2)

This paper considers a prorated lifetime warranty strategy for high-value and durable products under two-dimensional warranty. Different from previous......

ROBUST PORTFOLIO SELECTION FOR INDIVIDUALS: MINIMIZING THE PROBABILITY OF LIFETIME RUIN

期刊: JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, 2021; 17 (2)

Robust portfolio selection has become a popular problem in recent years. In this paper, we study the optimal investment problem for an individual who ......

A NON-ZERO-SUM REINSURANCE-INVESTMENT GAME WITH DELAY AND ASYMMETRIC INFORMATION

期刊: JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, 2021; 17 (2)

In this paper, we investigate a non-zero-sum stochastic differential reinsurance-investment game problem between two insurers. Both insurers can purch......

ON CORRELATED DEFAULTS AND INCOMPLETE INFORMATION

期刊: JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, 2021; 17 (2)

In this paper, we study a continuous time structural asset value model for two correlated firms using a two-dimensional Brownian motion. We consider t......

ON THE STABILITY OF SOLUTIONS FOR THE GENERALIZED VECTOR QUASI-EQUILIBRIUM PROBLEMS VIA FREE-DISPOSAL SET

期刊: JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, 2021; 17 (2)

In this paper, we mainly discuss the stability of generalized vector quasi-equilibrium problems (GVQEPs) where the ordering relations are defined by f......

OPTIMAL STOP-LOSS REINSURANCE WITH JOINT UTILITY CONSTRAINTS

期刊: JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, 2021; 17 (2)

We investigate the optimal reinsurance problems in this paper, specifically, the stop-loss strategies that can bring mutual benefit to both the insura......

AN ADAPTIVE DYNAMIC PROGRAMMING METHOD FOR TORQUE RIPPLE MINIMIZATION OF PMSM

期刊: JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, 2021; 17 (2)

The imperfect sinusoidal flux distribution, cogging torque, and current measurement errors can cause periodic torque ripple in the permanent magnet sy......

AN ALTERNATING LINEARIZATION BUNDLE METHOD FOR A CLASS OF NONCONVEX OPTIMIZATION PROBLEM WITH INEXACT INFORMATION

期刊: JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, 2021; 17 (2)

We propose an alternating linearization bundle method for minimizing the sum of a nonconvex function and a convex function. The convex function is ass......

SIMULATED ANNEALING AND GENETIC ALGORITHM BASED METHOD FOR A BI-LEVEL SERU LOADING PROBLEM WITH WORKER ASSIGNMENT IN SERU PRODUCTION SYSTEMS

期刊: JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, 2021; 17 (2)

Seru production is one of the latest manufacturing modes arising from Japanese production practice. Sera can achieve efficiency, flexibility, and resp......

LOSS-AVERSE SUPPLY CHAIN DECISIONS WITH A CAPITAL CONSTRAINED RETAILER

期刊: JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, 2021; 17 (2)

In real-world transactions, capital constraints restrict the rapid development of the enterprises in the supply chain. The loss aversion behaviors of ......

NOTE ON Z-EIGENVALUE INCLUSION THEOREMS FOR TENSORS

期刊: JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, 2021; 17 (2)

Wang et al. gave four Z-eigenvalue inclusion intervals for tensors in [Discrete and Continuous Dynamical Systems Series B, 1 (2017), 187-198]. However......

SUPPLIER'S INVESTMENT IN MANUFACTURER'S QUALITY IMPROVEMENT WITH EQUITY HOLDING

期刊: JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, 2021; 17 (2)

This paper considers a supply chain in which an upstream supplier sells a component to a downstream manufacturer facing a price and quality sensitive ......

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