The following pages link to Computational Management Science (Q70778):
Displaying 50 items.
- A stochastic programming approach for multi-period portfolio optimization (Q2271799) (← links)
- Computational methods for incentive option valuation (Q2271801) (← links)
- Risk aversion for an electricity retailer with second-order stochastic dominance constraints (Q2271803) (← links)
- Stochastic optimization models for a single-sink transportation problem (Q2271804) (← links)
- Data-driven optimization in management (Q2320463) (← links)
- Sparse precision matrices for minimum variance portfolios (Q2320464) (← links)
- Un-diversifying during crises: is it a good idea? (Q2320465) (← links)
- Volatility versus downside risk: performance protection in dynamic portfolio strategies (Q2320466) (← links)
- The wait-and-judge scenario approach applied to antenna array design (Q2320467) (← links)
- Optimized operating rules for short-term hydropower planning in a stochastic environment (Q2320471) (← links)
- Observational data-based quality assessment of scenario generation for stochastic programs (Q2320473) (← links)
- Preface: special issue on learning and robustness (Q2355187) (← links)
- Numerical study of learning algorithms on Stiefel manifold (Q2355188) (← links)
- Calibrating probability distributions with convex-concave-convex functions: application to CDO pricing (Q2355189) (← links)
- Interaction between financial risk measures and machine learning methods (Q2355190) (← links)
- Incremental accelerated gradient methods for SVM classification: study of the constrained approach (Q2355191) (← links)
- A Cournot-Nash-Bertrand game theory model of a service-oriented Internet with price and quality competition among network transport providers (Q2355192) (← links)
- A copula-based heuristic for scenario generation (Q2355193) (← links)
- Edge detection by spherical separation (Q2355194) (← links)
- Stochastic optimization on social networks with application to service pricing (Q2355196) (← links)
- Computations in stochastic programming (Q2355197) (← links)
- On variance reduction of mean-CVaR Monte Carlo estimators (Q2355198) (← links)
- Decision-making from a risk assessment perspective for corporate mergers and acquisitions (Q2355199) (← links)
- Multi-period forecasting and scenario generation with limited data (Q2355200) (← links)
- A column generation mathematical programming approach for a class-faculty assignment problem with preferences (Q2355201) (← links)
- Cutting plane algorithms for mean-CVaR portfolio optimization with nonconvex transaction costs (Q2355203) (← links)
- Erratum to: ``A copula-based heuristic for scenario generation'' (Q2355204) (← links)
- Design optimization of an internal combustion engine powered CHP system for residential scale application (Q2355205) (← links)
- On distributionally robust multiperiod stochastic optimization (Q2355207) (← links)
- Comparison of policy functions from the optimal learning and adaptive control frameworks (Q2355208) (← links)
- Equilibria and dynamics of supply chain network competition with information asymmetry in quality and minimum quality standards (Q2355209) (← links)
- Analysis of relationship between forward and spot markets in oligopolies under demand and cost uncertainties (Q2355210) (← links)
- Linear vs. quadratic portfolio selection models with hard real-world constraints (Q2355713) (← links)
- Optimization and sustainable development (Q2355714) (← links)
- A heuristic algorithm to solve the single-facility location routing problem on Riemannian surfaces (Q2355716) (← links)
- Constructing optimal sparse portfolios using regularization methods (Q2355718) (← links)
- Probabilistic constraints via SQP solver: application to a renewable energy management problem (Q2355720) (← links)
- Optimal annuity portfolio under inflation risk (Q2355721) (← links)
- Multi-stage stochastic optimization: the distance between stochastic scenario processes (Q2356157) (← links)
- The maximum ratio clique problem (Q2356159) (← links)
- A comparison of Bayesian, hazard, and mixed logit model of bankruptcy prediction (Q2356164) (← links)
- The evolution of cooperation with different fitness functions using probabilistic cellular automata (Q2356165) (← links)
- Risk and reward of home equity borrowing for investment in Canada, a stochastic analysis (Q2356167) (← links)
- The impact of customer behavior models on revenue management systems (Q2356169) (← links)
- Imperfect production process with learning and forgetting effects (Q2356170) (← links)
- Game Theory Explorer: software for the applied game theorist (Q2356171) (← links)
- An integrated approach based on DEA and AHP (Q2356173) (← links)
- Special issue on computational techniques and applications (Q2356174) (← links)
- Sensible decisions based on QoS (Q2386623) (← links)
- Neural networks, linear functions and neglected nonlinearity (Q2386624) (← links)
