The following pages link to Computational Management Science (Q70778):
Displaying 50 items.
- Computational Management Science special issue on ``Robust optimization and applications'' (Q1789591) (← links)
- Polyhedral approximation of ellipsoidal uncertainty sets via extended formulations: a computational case study (Q1789594) (← links)
- Decomposition for adjustable robust linear optimization subject to uncertainty polytope (Q1789596) (← links)
- Likelihood robust optimization for data-driven problems (Q1789597) (← links)
- New product launch decisions with robust optimization (Q1789598) (← links)
- On the average performance of the adjustable RO and its use as an offline tool for multi-period production planning under uncertainty (Q1789600) (← links)
- Volatility forecasting via SVR-GARCH with mixture of Gaussian kernels (Q1789603) (← links)
- A comparison between the robust risk-aware and risk-seeking managers in R\&D portfolio management (Q1789605) (← links)
- Numerical solutions to dynamic portfolio problems with upper bounds (Q1789606) (← links)
- Log-robust portfolio management with parameter ambiguity (Q1789607) (← links)
- Novel approaches for portfolio construction using second order stochastic dominance (Q1789608) (← links)
- Erratum to: ``Polyhedral approximation of ellipsoidal uncertainty sets via extended formulations: a computational case study'' (Q1789609) (← links)
- Special issue on the 12th International Conference on Computational Management Science (Q1789610) (← links)
- A scenario-based framework for supply planning under uncertainty: stochastic programming versus robust optimization approaches (Q1789611) (← links)
- Robust optimization of uncertain multistage inventory systems with inexact data in decision rules (Q1789612) (← links)
- Goldbach's conjecture in max-algebra (Q1789613) (← links)
- Direct solution to constrained tropical optimization problems with application to project scheduling (Q1789614) (← links)
- Flow-based formulations for operational fixed interval scheduling problems with random delays (Q1789616) (← links)
- Pricing catastrophe bonds with multistage stochastic programming (Q1789618) (← links)
- Fast binomial procedures for pricing Parisian/ParAsian options (Q1789619) (← links)
- Quality evaluation of scenario-tree generation methods for solving stochastic programming problems (Q1789621) (← links)
- Regularized decomposition of large scale block-structured robust optimization problems (Q1789623) (← links)
- Optimal trial duration times for multiple change points products lifetime distributions (Q1789624) (← links)
- A joint model of probabilistic/robust constraints for gas transport management in stationary networks (Q1789627) (← links)
- Special issue on the 13th International Conference on Computational Management Science (Q1789628) (← links)
- Chebyshev reduced basis function applied to option valuation (Q1789629) (← links)
- Using tropical optimization to solve constrained minimax single-facility location problems with rectilinear distance (Q1789630) (← links)
- A discrete optimality system for an optimal harvesting problem (Q1789632) (← links)
- On the impact of conditional expectation estimators in portfolio theory (Q1789633) (← links)
- Implied volatility and state price density estimation: arbitrage analysis (Q1789634) (← links)
- Centered solutions for uncertain linear equations (Q1789636) (← links)
- Asset allocation strategies based on penalized quantile regression (Q1789637) (← links)
- A successive linear programming algorithm with non-linear time series for the reservoir management problem (Q1789638) (← links)
- Stochastic dynamic programming approach to managing power system uncertainty with distributed storage (Q1789640) (← links)
- A data-driven distributionally robust bound on the expected optimal value of uncertain mixed 0-1 linear programming (Q1789641) (← links)
- The stochastic programming heritage of Maarten van der Vlerk (Q1989718) (← links)
- Higher-order total variation bounds for expectations of periodic functions and simple integer recourse approximations (Q1989720) (← links)
- Distributionally robust simple integer recourse (Q1989721) (← links)
- Decision-dependent probabilities in stochastic programs with recourse (Q1989722) (← links)
- Stochastic programs with binary distributions: structural properties of scenario trees and algorithms (Q1989724) (← links)
- Strong convexity in risk-averse stochastic programs with complete recourse (Q1989726) (← links)
- Distributionally robust SDDP (Q1989729) (← links)
- New solution approaches for the maximum-reliability stochastic network interdiction problem (Q1989731) (← links)
- On capacity expansion planning under strategic and operational uncertainties based on stochastic dominance risk averse management (Q1989732) (← links)
- A progressive hedging based branch-and-bound algorithm for mixed-integer stochastic programs (Q1989733) (← links)
- A systematic approach for examining the impact of calibration uncertainty in disease modeling (Q1989736) (← links)
- An adaptive model with joint chance constraints for a hybrid wind-conventional generator system (Q1989737) (← links)
- A fractional stochastic integer programming problem for reliability-to-stability ratio in forest harvesting (Q1989738) (← links)
- Optimal insurance portfolios risk-adjusted performance through dynamic stochastic programming (Q1989739) (← links)
- Uncertainty, economics and optimization: recent developments (Q2010367) (← links)
