The following pages link to Computational Management Science (Q70778):
Displaying 50 items.
- Adaptive evolutionary algorithms for portfolio selection problems (Q6088765) (← links)
- Projected solutions for finite-dimensional quasiequilibrium problems (Q6088767) (← links)
- Using Lagrangian relaxation to locate hydrogen production facilities under uncertain demand: a case study from Norway (Q6088769) (← links)
- Hedging longevity risk in defined contribution pension schemes (Q6088770) (← links)
- Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with conditional value-at-risk (CVaR) constraint (Q6088771) (← links)
- Problem-driven scenario clustering in stochastic optimization (Q6088772) (← links)
- Using machine learning prediction models for quality control: a case study from the automotive industry (Q6088774) (← links)
- Investment disputes and their explicit role in option market uncertainty and overall risk instability (Q6088776) (← links)
- Optimal allocation of demand response considering transmission system congestion (Q6088792) (← links)
- Simplifying capacity planning for electricity systems with hydroelectric and renewable generation (Q6088794) (← links)
- Solving a maritime inventory routing problem under uncertainty using optimization and simulation (Q6088797) (← links)
- Optimization of mixture models on time series networks encoded by visibility graphs: an analysis of the US electricity market (Q6088799) (← links)
- Robust selective maintenance optimization of series-parallel mission-critical systems subject to maintenance quality uncertainty (Q6134300) (← links)
- On quasidifferentiable mathematical programs with equilibrium constraints (Q6134301) (← links)
- A fast Monte Carlo scheme for additive processes and option pricing (Q6134302) (← links)
- Implied volatility smoothing at COVID-19 times (Q6134304) (← links)
- Online decision making for trading wind energy (Q6134306) (← links)
- Modularity in planted partition model (Q6134307) (← links)
- Complementarity formulation of games with random payoffs (Q6134308) (← links)
- Accelerated methods for weakly-quasi-convex optimization problems (Q6134309) (← links)
- A theoretical validation of the DDMRP reorder policy (Q6149559) (← links)
- Emergency exit layout planning using optimization and agent-based simulation (Q6149563) (← links)
- A refinement of the gravity model for competitive facility location (Q6149564) (← links)
- Approximate option pricing under a two-factor Heston-Kou stochastic volatility model (Q6149566) (← links)
- The value of shared information for allocation of drivers in ride-hailing: a proof-of-concept study (Q6149568) (← links)
- Decentralized saddle-point problems with different constants of strong convexity and strong concavity (Q6149570) (← links)
- A constrained swarm optimization algorithm for large-scale long-run investments using Sharpe ratio-based performance measures (Q6149571) (← links)
- A multiobjective optimization approach for threshold determination in extreme value analysis for financial time series (Q6149574) (← links)
- Decentralized optimization over slowly time-varying graphs: algorithms and lower bounds (Q6149575) (← links)
- Potts game on graphs: static equilibria (Q6149576) (← links)
- Decentralized optimization with affine constraints over time-varying networks (Q6149577) (← links)
- Addressing the economic and demographic complexity via a neural network approach: risk measures for reverse mortgages (Q6149578) (← links)
- Decentralized convex optimization on time-varying networks with application to Wasserstein barycenters (Q6149580) (← links)
- Affiliations based bibliometric analysis of publications on parkinson's disease (Q6149585) (← links)
- Preconditioning meets biased compression for efficient distributed optimization (Q6149587) (← links)
- A diversified AHP-tree approach for multiple-criteria supplier selection (Q6166926) (← links)
- Multilevel multi-leader multiple-follower games with nonseparable objectives and shared constraints (Q6166927) (← links)
- The relative efficiency of option hedging strategies using the third-order stochastic dominance (Q6166928) (← links)
- Coordination of power and natural gas markets via financial instruments (Q6166930) (← links)
- Implicit incentives for fund managers with partial information (Q6166931) (← links)
- Numerical estimates of risk factors contingent on credit ratings (Q6166932) (← links)
- Nested Benders's decomposition of capacity-planning problems for electricity systems with hydroelectric and renewable generation (Q6538794) (← links)
- Evaluation of strategy portfolios (Q6538797) (← links)
- Analysis of weakly correlated nodes in market network (Q6538799) (← links)
- Reverse auctions with transportation and convex costs (Q6538800) (← links)
- Distributed continuous-time optimization for convex problems with coupling linear inequality constraints (Q6538801) (← links)
- A distributed approach to meteorological predictions: addressing data imbalance in precipitation prediction models through federated learning and GANs (Q6538803) (← links)
- Multiple obnoxious facility location: the case of protected areas (Q6538805) (← links)
- Notes on random optimal control equilibrium problem via stochastic inverse variational inequalities (Q6538806) (← links)
- Using interpolated implied volatility for analysing exogenous market changes (Q6538807) (← links)
