Browsing Working Papers by Author "Dutta, Goutam"
Now showing items 21-33 of 33
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Multi - period optimization based decision support system for strategic and operations planning
Dutta, Goutam; Fourer, Robert (2009-12-12)We discuss how a generic multi-period optimization based decision support system (DSS) can be used for strategic and operational planning in a company with five fundamental elements, namely, Materials, Facilities, Activities, ... -
A multi-period two stage stochastic programming based decision support system for strategic planning in process industries: a case of an integrated iron and steel company
Gupta, Narain; Dutta, Goutam; Fourer, Robert (Indian Institute of Management, Ahmedabad, 2014)The paper introduces the application of a generic, multiple period, two stage stochastic programming based Decision Support System (DSS) in an integrated steel company. We demonstrate that a generic, user friendly stochastic ... -
Operations research for developing countries: a different view
Dutta, Goutam (2009-12-12)In this paper, we discuss the recent success stories of operations research in developing countries. Personal experiences in developing two similar mathematical models for two steel companies (one in a developing country ... -
Optimization of customized pricing with multiple overlapping competing bids
Dutta, Goutam; Natesan, Sumeetha R. (Indian Institute of Management Ahmedabad, 2016)In this paper, we consider the case of project procurement where there is a single buyer and multiple sellers who are bidding. We consider one seller having one or more competitors. We formulate the pricing problem from ... -
Optimization-based decision support system for strategic and operational planning in process industries
Dutta, Goutam; Fourer, Robert (2010-01-16)We describe how a generic multi-period optimization-based decision support system (DSS) can be used for strategic and operational planning in process industries. Built on five fundamental elements - materials, facilities, ... -
Price movements of the competing airlines in the Indian market: an empirical study (A)
Dutta, Goutam; Santra, Sumitro (Indian Institute of Management Ahmedabad, 2015)In this paper, we analyze the price movements of the Indian domestic airline industry. In the first part, we conduct a detailed econometric analysis of five selected domestic routes. In the second part, we study the weekend ... -
Simulation of expected value method in project risk management in two different construction projects
Dutta, Goutam (Indian Institute of Management Ahmedabad, 2016-03)In this paper, we discuss the application of the expected value method of risk management. In the expected value method, there are two possible state of activity - as planned and risky. In a risky state, an activity will ... -
A Stochastic Linear Programming Model for Asset Liability Management: The Case of an Indian Insurance Company
Garg, Ankur; Tiwari, Apoorva; Dutta, Goutam; Basu, Sankarshan (2009-08-21)Asset - Liability management is one of the most critical tasks for any financial institution, determining its cushion against the risk and the net returns. The problem of asset liability management for an insurance company ... -
Study of retail electricity consumers’ response and perception regarding electricity consumption
Mitra, Krishnendranath; Dutta, Goutam (Indian Institute of Management Ahmedabad, 2018)The price of retail electricity is restricted by regulations and have not increased at a same pace with the ever-growing demand of electricity. However, there exists a considerable amount of consumer surplus that can be ... -
Survey of mathematical programming applications in integrated steel plants
Dutta, Goutam; Fourer, Robert (2009-12-14)Mathematical programming techniques were used in the steel industry as early as 1958, and many applications of optimization in steel production have been reported since then. In this survey, we summarize published applications ... -
System dynamics simulation model of a blast furnace
Dutta, Goutam; Ashtekar, Medha (2009-12-12)In this paper, we present a simulation model of a blast furnace. In a blast furnace the quality and productivity of the output (hot metal) depends on a large number of input variables and operating variables. The complex ... -
Term Structure Estimation In Illiquid Government Bond Markets: An Empirical Analysis For India
Vaidyanathan, Krishnamurthy; Dutta, Goutam; Basu, Sankarshan (2009-03-11)With increasing liquidity of the Indian sovereign debt market from 1997, it has become possible to estimate the term structure in India. However, several frictions that cause individual securities to be priced differently ... -
TERM STRUCTURE ESTIMATION IN ILLIQUID GOVERNMENT BOND MARKETS: AN EMPIRICAL ANALYSIS FOR INDIA
Vaidyanathan, Krishnamurthy; Dutta, Goutam; Basu, Sankarshan (2009-09-02)With increasing liquidity of the Indian sovereign debt market from 1997, it has become possible to estimate the term structure in India. However, several frictions that cause individual securities to be priced differently ...