The following pages link to Computational Management Science (Q70778):
Displaying 50 items.
- Quadratic interior-point methods in statistical disclosure control (Q2477609) (← links)
- Portfolio selection under VaR constraints (Q2477611) (← links)
- Distribution assumptions and risk constraints in portfolio optimization (Q2477612) (← links)
- Hybrid artificial neural networks for efficient valuation of real options and financial derivatives (Q2477613) (← links)
- Efficient strategies for deriving the subset VAR models (Q2493224) (← links)
- Bilevel programming approach applied to the flow shop scheduling problem under fuzziness (Q2493226) (← links)
- Intervention analysis to identify significant exposures in pulsing advertising campaigns: an operative procedure (Q2493228) (← links)
- An application of the neural network energy function to machine sequencing (Q2493229) (← links)
- Integer programming approaches in mean-risk models (Q2493230) (← links)
- A C\(++\) computational environment for biomolecular sequence management (Q2493261) (← links)
- Global optimization of mixed-integer bilevel programming problems (Q2493262) (← links)
- Design of induction motors using a mixed-variable approach (Q2493263) (← links)
- Learning networks in rainfall estimation (Q2493265) (← links)
- Exact simulation of final, minimal and maximal values of Brownian motion and jump-diffusions with applications to option pricing (Q2655744) (← links)
- A mixed-integer mathematical modeling approach to exam timetabling (Q2655746) (← links)
- A maximal predictability portfolio using absolute deviation reformulation (Q2655748) (← links)
- A hydrodynamic modelling framework for production networks (Q2655749) (← links)
- Active control of visual sensor for navigation and guidance (Q2655751) (← links)
- Editorial (Q5891243) (← links)
- Editorial (Q5919238) (← links)
- Preface (Q5965562) (← links)
- Editorial (Q5970895) (← links)
- Preface (Q5971195) (← links)
- Gradient-free methods for non-smooth convex stochastic optimization with heavy-tailed noise on convex compact (Q6060544) (← links)
- Solving linear multiplicative programs via branch-and-bound: a computational experience (Q6060545) (← links)
- Competitive facility location under attrition (Q6060546) (← links)
- Mathematical modeling for further improving task scheduling on big data systems (Q6060548) (← links)
- Renewable electricity capacity planning with uncertainty at multiple scales (Q6060549) (← links)
- On efficiency and the Jain's fairness index in integer assignment problems (Q6060550) (← links)
- Approximate variational inequalities and equilibria (Q6060552) (← links)
- An ALNS-based matheuristic algorithm for a multi-product many-to-many maritime inventory routing problem (Q6060554) (← links)
- Preference robust state-dependent distortion risk measure on act space and its application in optimal decision making (Q6060555) (← links)
- Wrong way risk corrections to CVA in CIR reduced-form models (Q6060556) (← links)
- Integration of inventory control, maintenance policy, and quality control for selling products under warranty (Q6060559) (← links)
- Non-smooth setting of stochastic decentralized convex optimization problem over time-varying graphs (Q6060563) (← links)
- Groundwater management and illegality in a differential-evolutionary framework (Q6067191) (← links)
- A criterion space decomposition approach to generalized tri-objective tactical resource allocation (Q6067194) (← links)
- Ellipsoidal buffered area under the curve maximization model with variable selection in credit risk estimation (Q6067195) (← links)
- A sustainable dynamic closed-loop supply chain network equilibrium for collectibles markets (Q6067196) (← links)
- Impact of public news sentiment on stock market index return and volatility (Q6067198) (← links)
- A topological approach for vector quasi-variational inequalities with set-valued functions (Q6067199) (← links)
- Enabling same-day delivery using a drone resupply model with transshipment points (Q6067202) (← links)
- Flexible supply meets flexible demand: prosumer impact on strategic hydro operations (Q6067204) (← links)
- A bilevel approach to ESG multi-portfolio selection (Q6067206) (← links)
- Wasserstein barycenter regression for estimating the joint dynamics of renewable and fossil fuel energy indices (Q6088757) (← links)
- New criteria for existence of solutions for equilibrium problems (Q6088758) (← links)
- Why there is no need to use a big-\(M\) in linear bilevel optimization: a computational study of two ready-to-use approaches (Q6088759) (← links)
- Multi-period power utility optimization under stock return predictability (Q6088760) (← links)
- Evaluating the role of waste-to-energy and cogeneration units in district heatings and electricity markets (Q6088761) (← links)
- Norm constrained minimum variance portfolios with short selling (Q6088763) (← links)
