The following pages link to Computational Management Science (Q70778):
Displaying 50 items.
- Energy efficiency and risk management in public buildings: strategic model for robust planning (Q744254) (← links)
- Capacity expansion and forward contracting in a duopolistic power sector (Q744256) (← links)
- Computational framework for longevity risk management (Q744257) (← links)
- Computational learning of the conditional phase-type (C-Ph) distribution. Learning C-Ph distributions (Q744259) (← links)
- Optimization of a linear function over the set of stochastic efficient solutions (Q744262) (← links)
- Multi-horizon stochastic programming (Q744263) (← links)
- A genetic approach for strategic resource allocation planning (Q839836) (← links)
- Exact methods for large-scale multi-period financial planning problems (Q839841) (← links)
- On multistage stochastic integer programming for incorporating logical constraints in asset and liability management under uncertainty (Q839843) (← links)
- A global optimization problem in portfolio selection (Q839845) (← links)
- A multicriteria approach for rating the credit risk of financial institutions (Q839849) (← links)
- A fixed-center spherical separation algorithm with kernel transformations for classification problems (Q839850) (← links)
- Erratum: Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games (Q839851) (← links)
- Integrated chance constraints: reduced forms and an algorithm (Q867427) (← links)
- An optimization model for stochastic project networks with cash flows (Q867428) (← links)
- Robust capacity assignment in telecommunications (Q867429) (← links)
- Leader-follower equilibria for electric power and \(\text{NO}_x\) allowances markets (Q867430) (← links)
- An algorithm for the job shop scheduling problem based on global equilibrium search techniques (Q867431) (← links)
- Equity models in planar location (Q871686) (← links)
- Automatic formulation of stochastic programs via an algebraic modeling language (Q871689) (← links)
- Studies on a general stock-bond integrated portfolio optimization model (Q871691) (← links)
- Combined discrete-event simulation and ant colony optimisation approach for selecting optimal screening policies for diabetic retinopathy (Q871693) (← links)
- Computational aspects of minimizing conditional value-at-risk (Q926312) (← links)
- On solving the multi-period single-sourcing problem under uncertainty (Q926314) (← links)
- An adaptive Monte Carlo algorithm for computing mixed logit estimators (Q926315) (← links)
- Optimal impulse control on an unbounded domain with nonlinear cost functions (Q926317) (← links)
- Preface: Special issue on dynamic games (Q926552) (← links)
- Optimal stopping problems by two or more decision makers: a survey (Q926553) (← links)
- Algorithms for computing Nash equilibria in deterministic LQ games (Q926554) (← links)
- A dynamic Cournot-Nash game: a representation of a finitely repeated feedback game (Q926556) (← links)
- Developments in differential game theory and numerical methods: Economic and management applications (Q926557) (← links)
- Numerical solutions to coupled-constraint (or generalised Nash) equilibrium problems (Q926559) (← links)
- Dynamic games in management science with interest rate uncertainty (Q926560) (← links)
- Special issue: Computational finance and optimization. Five selected papers based on the presentations at the international workshop on computational management science, economics, finance and engineering, Limassol, Cyprus, March 28--30, 2003. (Q939197) (← links)
- Solving a large scale semi-definite logit model (Q970129) (← links)
- Optimal routing of vehicles with communication capabilities in disasters (Q970130) (← links)
- Towards a practical parallelisation of the simplex method (Q970132) (← links)
- American option pricing under stochastic volatility: an efficient numerical approach (Q970136) (← links)
- American option pricing under stochastic volatility: an empirical evaluation (Q970137) (← links)
- Computational study of the GDPO dual phase-1 algorithm (Q970138) (← links)
- An exact solution framework for a broad class of vehicle routing problems (Q993700) (← links)
- A metaheuristic for the min-max windy rural postman problem with K vehicles (Q993701) (← links)
- Reformulations and solution algorithms for the maximum leaf spanning tree problem (Q993702) (← links)
- A new path-based cutting plane approach for the discrete time-cost tradeoff problem (Q993703) (← links)
- An approximate solution approach for a scenario-based capital budgeting model (Q993706) (← links)
- Optimal portfolios: new variations of an old theme (Q1031945) (← links)
- Portfolio selection with transaction costs under expected shortfall constraints (Q1031948) (← links)
- Using economic and financial information for stock selection (Q1031950) (← links)
- Credit portfolio risk and asset price cycles (Q1031951) (← links)
- Airline network revenue management by multistage stochastic programming (Q1031952) (← links)
