The following pages link to Computational Management Science (Q70778):
Displaying 50 items.
- Optimal maintenance and scrapping versus the value of back ups (Q1031953) (← links)
- Reversible stopping (``switching'') implies super contact (Q1031954) (← links)
- A multi-parametric programming approach for multilevel hierarchical and decentralised optimisation problems (Q1035276) (← links)
- A discrete approach to designing optimal hedging-point control policies for production-inventory systems with general stochastic behavior (Q1035278) (← links)
- Inner and outer loop optimization in semiconductor manufacturing supply chain management (Q1035280) (← links)
- Persistency and matroid intersection (Q1035281) (← links)
- Comparative studies on dynamic programming and integer programming approaches for concave cost production/inventory control problems (Q1035283) (← links)
- Portfolio selection under downside risk measures and cardinality constraints based on DC programming and DCA (Q1035284) (← links)
- DC programming and DCA for globally solving the value-at-risk (Q1035285) (← links)
- Editorial: Twenty-five years of applied mathematical programming and modelling (Q1616795) (← links)
- Approximation for portfolio optimization in a financial market with shot-noise jumps (Q1616797) (← links)
- ALM models based on second order stochastic dominance (Q1616799) (← links)
- Computation of the Delta of European options under stochastic volatility models (Q1616804) (← links)
- Modeling and implementation of local volatility surfaces in Bayesian framework (Q1616807) (← links)
- Putting a price tag on temperature (Q1616809) (← links)
- Determination and estimation of risk aversion coefficients (Q1616811) (← links)
- 14th international conference on computational management science (Q1722744) (← links)
- Blocks of coordinates, stochastic programming, and markets (Q1722745) (← links)
- Multistage portfolio optimization with multivariate dominance constraints (Q1722747) (← links)
- Optimal strategies with option compensation under mean reverting returns or volatilities (Q1722748) (← links)
- Sensitivity analysis of mixed tempered stable parameters with implications in portfolio optimization (Q1722750) (← links)
- Timing portfolio strategies with exponential Lévy processes (Q1722752) (← links)
- Portfolio choice under cumulative prospect theory: sensitivity analysis and an empirical study (Q1722753) (← links)
- Identifying systemically important financial institutions: a network approach (Q1722754) (← links)
- Tempered stable process, first passage time, and path-dependent option pricing (Q1722755) (← links)
- Pricing and hedging GMWB in the Heston and in the Black-Scholes with stochastic interest rate models (Q1722758) (← links)
- European option pricing under cumulative prospect theory with constant relative sensitivity probability weighting functions (Q1722761) (← links)
- Calibration of one-factor and two-factor hull-white models using swaptions (Q1722763) (← links)
- Simulation and evaluation of the distribution of interest rate risk (Q1722765) (← links)
- Big data analytics: an aid to detection of non-technical losses in power utilities (Q1722770) (← links)
- On the construction of hourly price forward curves for electricity prices (Q1722772) (← links)
- Editorial: Volume 12, issue 4, 2015 (Q1789558) (← links)
- A scalable solution framework for stochastic transmission and generation planning problems (Q1789560) (← links)
- Controlled approximation of the value function in stochastic dynamic programming for multi-reservoir systems (Q1789561) (← links)
- Detection of local tourism systems by threshold accepting (Q1789564) (← links)
- On composite vector variational-like inequalities and vector optimization problems (Q1789565) (← links)
- Computational Management Science special issue on ``Optimisation methods and applications in the energy sector'' (Q1789566) (← links)
- Solution sensitivity-based scenario reduction for stochastic unit commitment (Q1789567) (← links)
- The natural hedge of a gas-fired power plant (Q1789569) (← links)
- A leader-followers model of power transmission capacity expansion in a market driven environment (Q1789571) (← links)
- A dynamic programming model of energy storage and transformer deployments to relieve distribution constraints (Q1789573) (← links)
- An improved Lagrangian relaxation and dual ascent approach to facility location problems (Q1789574) (← links)
- Economics of collective monitoring: a study of environmentally constrained electricity generators (Q1789575) (← links)
- Penalized sample average approximation methods for stochastic programs in economic and secure dispatch of a power system (Q1789576) (← links)
- Monotonic bounds in multistage mixed-integer stochastic programming (Q1789577) (← links)
- Protecting the data-driven newsvendor against rare events: a correction-term approach (Q1789579) (← links)
- A moment matching approach to log-normal portfolio optimization (Q1789581) (← links)
- On the customer lifetime value: a mathematical perspective (Q1789585) (← links)
- On the minimum-cost \(\lambda\)-edge-connected \(k\)-subgraph problem (Q1789587) (← links)
- Advance selling to strategic consumers (Q1789590) (← links)
