The following pages link to Computational Management Science (Q70778):
Displaying 50 items.
- New tools in non-linear modelling and prediction (Q70780) (← links)
- Optimal decision making under uncertainty (Q373168) (← links)
- Monte Carlo methods for mean-risk optimization and portfolio selection (Q373169) (← links)
- Robust international portfolio management (Q373171) (← links)
- Robust portfolio optimization with a hybrid heuristic algorithm (Q373173) (← links)
- Regime-switching recurrent reinforcement learning for investment decision making (Q373176) (← links)
- Real options analysis of investment in carbon capture and sequestration technology (Q373179) (← links)
- Single source single-commodity stochastic network design (Q373182) (← links)
- Solving generation expansion planning problems with environmental constraints by a bundle method (Q373184) (← links)
- Theoretical and algorithmic advances in multi-parametric programming and control (Q373189) (← links)
- Supply chain network operations management of a blood banking system with cost and risk minimization (Q373191) (← links)
- Optimal versus satisfactory decision making: a case study of sales with a target (Q373195) (← links)
- Algorithms for the quickest path problem and the reliable quickest path problem (Q373197) (← links)
- DCA for solving the scheduling of lifting vehicle in an automated port container terminal (Q373199) (← links)
- IPM based sparse LP solver on a heterogeneous processor (Q373202) (← links)
- Multistage stochastic programming in strategic telecommunication network planning (Q373205) (← links)
- An exact model for cell formation in group technology (Q373207) (← links)
- An approximate dynamic programming framework for modeling global climate policy under decision-dependent uncertainty (Q373210) (← links)
- Stochastic nuclear outages semidefinite relaxations (Q373211) (← links)
- Optimal electricity generation portfolios. The impact of price spread modelling (Q373214) (← links)
- Simple and efficient classification scheme based on specific vocabulary (Q373216) (← links)
- Mixed convexity and optimization results for an \((S-1,S)\) inventory model under a time limit on backorders (Q395687) (← links)
- Iterative estimation maximization for stochastic linear programs with conditional value-at-risk constraints (Q395689) (← links)
- Dynamic fleet scheduling with uncertain demand and customer flexibility (Q395693) (← links)
- The coastal seaspace patrol sector design and allocation problem (Q395695) (← links)
- Credit spreads, endogenous bankruptcy and liquidity risk (Q395696) (← links)
- Network design for time-constrained delivery using subgraphs (Q395697) (← links)
- Mean-variance versus expected utility in dynamic investment analysis (Q545521) (← links)
- Dynamic modeling of mean-reverting spreads for statistical arbitrage (Q545522) (← links)
- Implementing quasi-Monte Carlo simulations with linear transformations (Q545523) (← links)
- Day-ahead market bidding for a Nordic hydropower producer: taking the Elbas market into account (Q545525) (← links)
- Pricing cliquet options by tree methods (Q545527) (← links)
- Collective adjustment of pension rights in ALM models (Q545530) (← links)
- Bottom-up design of strategic options as finite automata (Q601965) (← links)
- Formulation and analysis of horizontal mergers among oligopolistic firms with insights into the merger paradox: A supply chain network perspective (Q601966) (← links)
- MILP-based approaches for medium-term planning of single-stage continuous multiproduct plants with parallel units (Q601970) (← links)
- DrAmpl: A meta solver for optimization problem analysis (Q601972) (← links)
- On the role of norm constraints in portfolio selection (Q645500) (← links)
- Progressive hedging innovations for a class of stochastic mixed-integer resource allocation problems (Q645501) (← links)
- Path loss prediction in urban environment using learning machines and dimensionality reduction techniques (Q645503) (← links)
- Estimation of risk-neutral density surfaces (Q645506) (← links)
- Kernel logistic regression using truncated Newton method (Q645508) (← links)
- Restricted generalized Nash equilibria and controlled penalty algorithm (Q693196) (← links)
- Participating life insurance policies: an accurate and efficient parallel software for COTS clusters (Q693200) (← links)
- Gain-loss based convex risk limits in discrete-time trading (Q693201) (← links)
- An inventory-transportation system with stochastic demand (Q744222) (← links)
- Simultaneous pursuit of out-of-sample performance and sparsity in index tracking portfolios (Q744224) (← links)
- Integer programs for margining option portfolios by option spreads with more than four legs (Q744225) (← links)
- Editorial to computational techniques in management science (Q744248) (← links)
- Can home-owners benefit from stochastic programming models? A study of mortgage choice in Denmark (Q744251) (← links)
