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Contents
Vol. 45, 2002 No.1
  No.2
  No.3
  No.4 (Special Issue)

 


Journal of the Operations Research Society of Japan             

Volume 45 Number 1, March 2002
藤田眞一, 田村坦之
一般廃棄物焼却場の立地選定に対する改良型AHPの適用
Shinichi Fujita and Hiroyuki Tamura: An Application of Descriptive Analytic Hierarchy Process to Siting a Municipal Waste Disposal Plant
pp. 1-12
Koji Iida, Ryusuke Hohzaki and Tadahiko Sakamoto
An Optimal Distribution of Searching Effort Relaxing the Assumption of Local Effectiveness
pp. 13-26
Adel Azar, Mehran Hosseiny Farazmand and Ali Asghar Anvary Rostamy
Fuzzy Partitioning and Its Application to Reservoir Operation Problem (A Multistage Approach Using Markov Chain)
pp. 27-35
Tsutomu Anazawa
Optimum Requirement Hamilton Cycle Problem with a Monge-like Property
pp. 36-43
中桐裕子, 栗田治
階層構造を有する成長現象の微分方程式モデル
---家庭用ゲーム機の販売実績に基づく分析例---
Yuko Nakagiri and Osamu Kurita: The Model of Hierarchical Growth Processes by Differential Equations ---The Analysis of the Sales of the Video Game Machines Assuming Two Stage Growth Processes
pp. 44-63
Akiko Takeda, Masakazu Kojima and Katsuki Fujisawa
Enumeration of All Solutions of a Combinatorial Linear Inequality System Arising from the Polyhedral Homotopy Continuation Method
pp. 64-82
Tian-Syung Lan, Chun-Hsiung Lan and Long-Jyi Yeh
Dynamic Machining Project Control Model under Order Quantity and Deadline Constraints
pp. 83-92
Ryusuke Hohzaki, Koji Iida and Toru Komiya
Discrete Search Allocation Game with Energy Constraints
pp. 93-108
ABOUT THE AUTHORS pp. 109-111

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Journal of the Operations Research Society of Japan             

Volume 45 Number 2, June 2002
Liang-Yuh Ouyang, Bor-Ren Chuang and Hung-Chi Chang
Setup Cost and Lead Time Reductions on Stochastic Inventory Models with a Service Level Constraint
pp. 113-122
Teruyoshi Suzuki
Valuing Corporate Debt: The Effect of Cross-Holdings of Stock and Debt
pp. 123-144
Hiroyuki Okano
A Scanline-Based Algorithm for the 2D Free-Form Bin Packing Problem
pp. 145-161
Akira Nakayama and Chien Fei Su
Two Efficient Algorithms for the Generalized Maximum Balanced Flow Problem
pp. 162-173
Tadahiro Mizumachi and Zentaro Nakamura
The Decision Procedure for Profitability of Investment Projects Using the Internal Rate of Return of Single-Period Projects
pp. 174-184
Chung-Tsen Tsao and Ta-Chung Chu
An Improved Fuzzy MCDM Model Based on Ideal and Anti-ideal Concepts
pp. 185-197
Eizo Kinoshita, Kazuyuki Sekitani and Jianming Shi
Mathematical Properties of Dominant AHP and Concurrent Convergence Method
pp. 198-213
小宮享,森雅夫
安全な宇宙環境のためにー3次元経路設定問題
Toru Komiya and Masao Mori: For Clean and Safe Space Environment
-Three Dimensional Standard Routing Problem-
pp. 214-228
ABOUT THE AUTHORS pp. 229-231

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Journal of the Operations Research Society of Japan             

Volume 45 Number 3, September 2002
Patrick S. Chen, Peter Chu and Michelle Lin
On Vargas's Proof of Consistency Test for 3×3 Comparison Matrices in AHP
pp. 233-242
Noboru Takagi and Shozo Tokinaga
Prediction of Chaotic Time-series by Using the Multi-stage Fuzzy Inference Systems and Its Applications to the Analysis of Operational Flexibility
pp. 243-259
Yi-Kuei Lin
Find All Longer and Shorter Boundary Duration Vectors under Project Time and Budget Constraints  
pp. 260-267
八巻直一,杉山学,劉曉東,山田善靖
不満関数を用いる集団区間AHP法
Naokazu Yamaki, Manabu Sugiyama, Xiaodong Liu and Yoshiyasu Yamada:
Group Interval AHP by Using a Dissatisfaction Function
pp. 268-284
Tetsuya Fujie and Akihisa Tamura
On Grotschel-Lovasz-Schrijver's Relaxation of Stable Set Polytopes
pp. 285-292
Hiroshi Iida and Takeaki Uno
A Short Note on the Reducibility of the Collapsing Knapsack Problem
pp. 293-298
Takeshi Koide, Shuichi Shinmori and Hiroaki Ishii
An Efficient Complete Enumeration Method for Network Design Problems and Its Applications
pp. 299-316
Shimpei Yagyu and Hideaki Takagi
A Queueing Model with Input of MPEG Frame Sequence and Interfering Traffic
pp. 317-338
ABOUT THE AUTHORS pp. 339-342

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Journal of the Operations Research Society of Japan             

Volume 45 Number 4, December 2002
Special Issue on Theory, Methodology and Applications in Financial Engineering  
Norio Hibiki
Preface
pp. 343
Hiroshi Konno
Hiroshi Shirakawa March 9, 1960 -- March 16,2002
pp. 344-345
Hideki Iwaki
An Economic Premium Principle in a Continuous-Time Economy  
pp. 346-361
Hiroshi Ishijima
Bayesian Interpretation of Continuous-Time Universal Portfolios
pp. 362-372
Jiah-Shing Chen and Ping-Chan Lin
An Intelligent Financial Ratio Selection -Mechanism for Earning Forecast
pp. 373-384
Nguyen Thu Trang, Naoya Takezawa and Nobuya Takezawa
Real Options and the Evaluation of Research and Development Projects in the Pharmaceutical Industry: A Case Study
pp. 385-403
Young-Jin Kim
An Asymptotic Valuation for the Option under a General Stochastic Volatility
pp. 404-425
Hozumi Morohosi and Masanori Fushimi
Qausirandom Tree Method for Pricing American Style Derivatives
pp. 426-434
田村勉
オプション価格評価から見た低食い違い量列におけるランダム性の効果
Tsutomu Tamura: The Effect of Randomized Low Discrepancy Sequences in Option Pricing
pp. 435-456
熊谷善彰
円ドルレートティックデータの週次フラクタル次元
Yoshiaki Kumagai: Weekly Fractal Dimensions of Yen-Dollar Tick-by-tick Exchange Rates
pp. 457-470
湯前祥二
配当のある年金保険商品に対応する保険会社の最適ポートフォリオ戦略
Shoji Yumae: An Optimal Trading Strategy for Participating Policies
pp. 471-489
山井康浩, 吉羽要直
バリュー・アット・リスクと期待ショートフォールの比較分析
Yasuhiro Yamai and Toshinao Yoshiba: Comparative Analyses of Expected Shortfall and Value-at-Risk
pp. 490-506
竹原均:
ダウンサイドリスクフレームワークでのマネージャー構造最適化
Hitoshi Takehara: Optimizing the Manager Structure in a Downside Risk Framework
pp. 507-528
枇々木規雄
コンパクト表現によるシミュレーション型多期間確率計画モデルの定式化
Norio Hibiki: Compact Representations of Multi-Period Stochastic Program Using Simulated Path Model
pp. 529-549
ABOUT THE AUTHORS pp. 550-552
Acknowledgement to Referees   pp. 553-554
Index to Volume 45  
pp. 555

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