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331.
Large corporations fund their capital and operational expenses by issuing bonds with a variety of indexations, denominations, maturities and amortization schedules. We propose a multistage linear stochastic programming model that optimizes bond issuance by minimizing the mean funding cost while keeping leverage under control and insolvency risk at an acceptable level. The funding requirements are determined by a fixed investment schedule with uncertain cash flows. Candidate bonds are described in a detailed and realistic manner. A specific scenario tree structure guarantees computational tractability even for long horizon problems. Based on a simplified example, we present a sensitivity analysis of the first stage solution and the stochastic efficient frontier of the mean-risk trade-off. A realistic exercise stresses the importance of controlling leverage. Based on the proposed model, a financial planning tool has been implemented and deployed for Brazilian oil company Petrobras. 相似文献
332.
In this paper we prove that, under certain conditions, Nicodemi extensions of compact multilinear operators between Banach spaces are compact as well. An application of this result to the isometric/isomorphic theory of spaces of compact multilinear operators is provided. 相似文献
333.
Radiation induced mutual grafting of styrene onto polypropylene has been carried using several grafting solutions with different organic solvents and polarity levels. In the mixture of styrene and protic polar solvents high grafting yields were obtained. This behavior suggests that grafting process does not have dependence on swelling of the substrate, something that is expected when a non-polar substrate and a non-polar media are in contact. In this case, the grafting yield may be related to the free radical generation at protic polar solvent; these reactive specimens start the reaction on substrate surface to allow the accessibility of monomer species to active sites. Some reaction mechanisms are proposed. 相似文献
334.
We obtain results on three aspects of Nicodemi extensions of multilinear mappings between Banach spaces: (i) subspace invariance,
(ii) the norms of the extension operators, (iii) when Aron–Berner extensions are Nicodemi extensions. 相似文献
335.
Glaydston Mattos Ribeiro Gilbert Laporte Geraldo Regis Mauri 《European Journal of Operational Research》2012
The workover rig routing problem (WRRP) is a variant of the Vehicle Routing Problem with Time Windows (VRPTW) and arises in the operations of onshore oil fields. In this problem, a set of workover rigs located at different positions must service oil wells requesting maintenance as soon as possible. When a well requires maintenance, its production is reduced or stopped for safety reasons and some workover rig must service it within a given deadline. It is therefore important to service the wells in a timely fashion in order to minimize the production loss. Whereas for classical VRPTWs the objective is to minimize route length, in the WRRP the objective is to minimize the total lost production, equal to the sum of arrival times at the wells, multiplied by production loss rates. The WRRP generalizes the Delivery Man Problem with Time Windows by considering multiple open vehicle routes and multiple depots. This paper compares three metaheuristics for the WRRP: an iterated local search, a clustering search, and an Adaptive Large Neighborhood Search (ALNS). All approaches, in particular ALNS, have yielded good solutions for instances derived from a real-life setting. 相似文献
336.
Cobranchi DP Botelho M Buxton LW Buck RC Kaiser MA 《Journal of chromatography. A》2006,1108(2):248-251
Two distinctly different capillary gas chromatographic methods were used to determine the vapor pressure of 8-2 fluorotelomer alcohol (8-2 FTOH) and 1-H perfluoroheptane at several temperatures. For measurements employing the relative retention-time method, a short polymethylsiloxane column was used from 25 to 65 degrees C. For the 8-2 FTOH, hydrocarbon alcohols and perfluoroalcohols were used as reference standards. For 1-H perfluoroheptane, hydrocarbons were used as reference standards. Vapor pressure estimates could differ by as much as an order of magnitude compared to published results determined by other (nonchromatographic) methods. This variance may be a function of solvent-solute interactions within the gas chromatographic column and the infinite dilution assumption, both used in the relative retention method. For comparison, data were also gathered using headspace gas chromatography (GC) with atomic emission detection (AED). The results from this novel GC/AED method were consistent with prior nonchromatographic results. A discussion of why headspace is the preferred technique for the determination of vapor pressure for fluorinated compounds is presented. 相似文献
337.
Using a technique due to Jiménez–Rodríguez, first we prove the complete latticeability of the set of disjoint non-norm null weakly null sequences and of the set of disjoint non-norm null regular-polynomially null sequences in Banach lattices. Then we apply the mother vector technique to prove the complete latticeability of , which implies the complete latticeability of , where E is a Banach lattice and . 相似文献