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Financial models

  • Bond portfolio optimisation (XLS) 18.50 KB

    Minimise the amount of cash that should be allocated among all available bonds which will maintain the required cash inflow over a number of periods.  

  • Optimal cash balance (XLS) 27.50 KB

    A Markov decision problem for moving funds between cash and an interest bearing account in order to minimise the average cost.  

Scheduling models

  • Machine scheduling (xls) 38.50 KB

    Minimise the weighted tardiness when sequencing jobs on a machine from a given set of jobs. Each job has a processing time, due date and weight.  

  • Personnel scheduling (XLS) 17.50 KB

    Minimise weekly payroll cost while meeting manpower requirements for a five-day shift  

Routing models

  • Plant location problem (XLS) 18.00 KB

    Locate plants in such a way that demand is satisfied in each target city, potential plant capacity is not exceeded, and overall operating costs are minimised.  

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