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@article{DBLP:journals/cms/AleskerovKYSZ24, author = {Fuad Aleskerov and Olga Khutorskaya and Viacheslav Yakuba and Anna Stepochkina and Ksenia Zinovyeva}, title = {Affiliations based bibliometric analysis of publications on parkinson's disease}, journal = {Comput. Manag. Sci.}, volume = {21}, number = {1}, pages = {13}, year = {2024}, url = {https://doi.org/10.1007/s10287-023-00495-7}, doi = {10.1007/S10287-023-00495-7}, timestamp = {Sun, 06 Oct 2024 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/AleskerovKYSZ24.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/BarbagalloPF24, author = {Annamaria Barbagallo and Bruno Antonio Pansera and Massimiliano Ferrara}, title = {Notes on random optimal control equilibrium problem via stochastic inverse variational inequalities}, journal = {Comput. Manag. Sci.}, volume = {21}, number = {1}, pages = {24}, year = {2024}, url = {https://doi.org/10.1007/s10287-024-00502-5}, doi = {10.1007/S10287-024-00502-5}, timestamp = {Sat, 08 Jun 2024 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/BarbagalloPF24.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/BarthPAGGK24, author = {Maren S. Barth and Katharina Palm and Henrik Andersson and Tobias Andersson Granberg and Anders N. Gullhav and Andreas Kr{\"{u}}ger}, title = {Emergency exit layout planning using optimization and agent-based simulation}, journal = {Comput. Manag. Sci.}, volume = {21}, number = {1}, pages = {1}, year = {2024}, url = {https://doi.org/10.1007/s10287-023-00482-y}, doi = {10.1007/S10287-023-00482-Y}, timestamp = {Sat, 08 Jun 2024 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/BarthPAGGK24.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/CamattiTFG24, author = {Nicola Camatti and Giacomo di Tollo and Gianni Filograsso and Sara Ghilardi}, title = {Predicting Airbnb pricing: a comparative analysis of artificial intelligence and traditional approaches}, journal = {Comput. Manag. Sci.}, volume = {21}, number = {1}, pages = {30}, year = {2024}, url = {https://doi.org/10.1007/s10287-024-00511-4}, doi = {10.1007/S10287-024-00511-4}, timestamp = {Sat, 08 Jun 2024 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/CamattiTFG24.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/ChenW24, author = {Xiaotie Chen and David L. Woodruff}, title = {Distributions and bootstrap for data-based stochastic programming}, journal = {Comput. Manag. Sci.}, volume = {21}, number = {1}, pages = {33}, year = {2024}, url = {https://doi.org/10.1007/s10287-024-00512-3}, doi = {10.1007/S10287-024-00512-3}, timestamp = {Fri, 31 May 2024 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/ChenW24.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/ChuL24, author = {Carlin C. F. Chu and Simon S. W. Li}, title = {A multiobjective optimization approach for threshold determination in extreme value analysis for financial time series}, journal = {Comput. Manag. Sci.}, volume = {21}, number = {1}, pages = {7}, year = {2024}, url = {https://doi.org/10.1007/s10287-023-00488-6}, doi = {10.1007/S10287-023-00488-6}, timestamp = {Sat, 08 Jun 2024 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/ChuL24.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/CorazzaPM24, author = {Marco Corazza and Claudio Pizzi and Andrea Marchioni}, title = {A financial trading system with optimized indicator setting, trading rule definition, and signal aggregation through Particle Swarm Optimization}, journal = {Comput. Manag. Sci.}, volume = {21}, number = {1}, pages = {26}, year = {2024}, url = {https://doi.org/10.1007/s10287-024-00506-1}, doi = {10.1007/S10287-024-00506-1}, timestamp = {Tue, 02 Apr 2024 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/CorazzaPM24.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/DaiNTV24, author = {Le Xuan Dai and Kien Trung Nguyen and Le Phuong Thao and Pham Thi Vui}, title = {Some robust inverse median problems on trees with interval costs}, journal = {Comput. Manag. Sci.}, volume = {21}, number = {2}, pages = {42}, year = {2024}, url = {https://doi.org/10.1007/s10287-024-00522-1}, doi = {10.1007/S10287-024-00522-1}, timestamp = {Mon, 30 Sep 2024 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/DaiNTV24.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/DornKKNGG24, author = {Yuriy Dorn and Nikita Kornilov and Nikolay Kutuzov and Alexander Nazin and Eduard Gorbunov and Alexander V. Gasnikov}, title = {Implicitly normalized forecaster with clipping for linear and non-linear heavy-tailed multi-armed bandits}, journal = {Comput. Manag. Sci.}, volume = {21}, number = {1}, pages = {19}, year = {2024}, url = {https://doi.org/10.1007/s10287-023-00500-z}, doi = {10.1007/S10287-023-00500-Z}, timestamp = {Mon, 12 Feb 2024 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/cms/DornKKNGG24.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/DreznerZ24, author = {Zvi Drezner and Dawit Zerom}, title = {A refinement of the gravity model for competitive facility location}, journal = {Comput. Manag. Sci.}, volume = {21}, number = {1}, pages = {2}, year = {2024}, url = {https://doi.org/10.1007/s10287-023-00484-w}, doi = {10.1007/S10287-023-00484-W}, timestamp = {Mon, 06 Nov 2023 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/cms/DreznerZ24.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/EgozcueG24, author = {Mart{\'{\i}}n Egozcue and Luis Fuentes Garc{\'{\i}}a}, title = {Optimizing hedonic editing for multiple outcomes: an algorithm}, journal = {Comput. Manag. Sci.}, volume = {21}, number = {2}, pages = {40}, year = {2024}, url = {https://doi.org/10.1007/s10287-024-00521-2}, doi = {10.1007/S10287-024-00521-2}, timestamp = {Sun, 06 Oct 2024 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/EgozcueG24.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/ElKhatibMV24, author = {Youssef El{-}Khatib and Zororo S. Makumbe and Josep Vives}, title = {Approximate option pricing under a two-factor Heston-Kou stochastic volatility model}, journal = {Comput. Manag. Sci.}, volume = {21}, number = {1}, pages = {3}, year = {2024}, url = {https://doi.org/10.1007/s10287-023-00486-8}, doi = {10.1007/S10287-023-00486-8}, timestamp = {Sun, 06 Oct 2024 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/ElKhatibMV24.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/HeymannJ24, author = {Benjamin Heymann and Alejandro Jofr{\'{e}}}, title = {Reverse auctions with transportation and convex costs}, journal = {Comput. Manag. Sci.}, volume = {21}, number = {1}, pages = {20}, year = {2024}, url = {https://doi.org/10.1007/s10287-023-00498-4}, doi = {10.1007/S10287-023-00498-4}, timestamp = {Sun, 25 Feb 2024 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/cms/HeymannJ24.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/HeymannJ24a, author = {Benjamin Heymann and Alejandro Jofr{\'{e}}}, title = {Procurement auctions with losses}, journal = {Comput. Manag. Sci.}, volume = {21}, number = {2}, pages = {38}, year = {2024}, url = {https://doi.org/10.1007/s10287-024-00513-2}, doi = {10.1007/S10287-024-00513-2}, timestamp = {Mon, 05 Aug 2024 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/HeymannJ24a.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/JafarigolT24, author = {Elaheh Jafarigol and Theodore B. Trafalis}, title = {A distributed approach to meteorological predictions: addressing data imbalance in precipitation prediction models through federated learning and GANs}, journal = {Comput. Manag. Sci.}, volume = {21}, number = {1}, pages = {22}, year = {2024}, url = {https://doi.org/10.1007/s10287-024-00504-3}, doi = {10.1007/S10287-024-00504-3}, timestamp = {Sun, 25 Feb 2024 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/cms/JafarigolT24.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/KaucicPS24, author = {Massimiliano Kaucic and Filippo Piccotto and Gabriele Sbaiz}, title = {A constrained swarm optimization algorithm for large-scale long-run investments using Sharpe ratio-based performance measures}, journal = {Comput. Manag. Sci.}, volume = {21}, number = {1}, pages = {6}, year = {2024}, url = {https://doi.org/10.1007/s10287-023-00483-x}, doi = {10.1007/S10287-023-00483-X}, timestamp = {Sat, 08 Jun 2024 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/KaucicPS24.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Kaut24, author = {Michal Kaut}, title = {Handling of long-term storage in multi-horizon stochastic programs}, journal = {Comput. Manag. Sci.}, volume = {21}, number = {1}, pages = {27}, year = {2024}, url = {https://doi.org/10.1007/s10287-024-00508-z}, doi = {10.1007/S10287-024-00508-Z}, timestamp = {Sat, 08 Jun 2024 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/Kaut24.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Khamisov24, author = {Oleg O. Khamisov}, title = {Distributed continuous-time optimization for convex problems with coupling linear inequality constraints}, journal = {Comput. Manag. Sci.}, volume = {21}, number = {1}, pages = {21}, year = {2024}, url = {https://doi.org/10.1007/s10287-024-00501-6}, doi = {10.1007/S10287-024-00501-6}, timestamp = {Sun, 25 Feb 2024 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/cms/Khamisov24.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/KubentayevaYPKKTPGSBS24, author = {Meruza Kubentayeva and Demyan Yarmoshik and Michael Persiianov and Alexey Kroshnin and Ekaterina Kotliarova and Nazarii Tupitsa and Dmitry Pasechnyuk and Alexander V. Gasnikov and Vladimir Shvetsov and Leonid Baryshev and Alexey Shurupov}, title = {Primal-dual gradient methods for searching network equilibria in combined models with nested choice structure and capacity constraints}, journal = {Comput. Manag. Sci.}, volume = {21}, number = {1}, pages = {15}, year = {2024}, url = {https://doi.org/10.1007/s10287-023-00494-8}, doi = {10.1007/S10287-023-00494-8}, timestamp = {Mon, 12 Feb 2024 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/cms/KubentayevaYPKKTPGSBS24.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Kudryavtsev24, author = {Oleg Kudryavtsev}, title = {A simplified Wiener-Hopf factorization method for pricing double barrier options under L{\'{e}}vy processes}, journal = {Comput. Manag. Sci.}, volume = {21}, number = {1}, pages = {37}, year = {2024}, url = {https://doi.org/10.1007/s10287-024-00519-w}, doi = {10.1007/S10287-024-00519-W}, timestamp = {Sun, 06 Oct 2024 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/Kudryavtsev24.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Leonidov24, author = {Andrey Leonidov}, title = {Potts game on graphs: static equilibria}, journal = {Comput. Manag. Sci.}, volume = {21}, number = {1}, pages = {9}, year = {2024}, url = {https://doi.org/10.1007/s10287-023-00490-y}, doi = {10.1007/S10287-023-00490-Y}, timestamp = {Mon, 12 Feb 2024 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/cms/Leonidov24.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/LiberonaSN24, author = {Gianfranco Liberona and David Salas and L{\'{e}}onard von Niederh{\"{a}}usern}, title = {The Value of Shared Information for allocation of drivers in ride-hailing: a proof-of-concept study}, journal = {Comput. Manag. Sci.}, volume = {21}, number = {1}, pages = {4}, year = {2024}, url = {https://doi.org/10.1007/s10287-023-00487-7}, doi = {10.1007/S10287-023-00487-7}, timestamp = {Mon, 13 Nov 2023 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/cms/LiberonaSN24.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/LorenzoPS24, author = {Emilia Di Lorenzo and Gabriella Piscopo and Marilena Sibillo}, title = {Addressing the economic and demographic complexity via a neural network approach: risk measures for reverse mortgages}, journal = {Comput. Manag. Sci.}, volume = {21}, number = {1}, pages = {11}, year = {2024}, url = {https://doi.org/10.1007/s10287-023-00491-x}, doi = {10.1007/S10287-023-00491-X}, timestamp = {Sat, 08 Jun 2024 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/LorenzoPS24.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/MaciakV24, author = {Mat{\'{u}}s Maciak and Sebastiano Vitali}, title = {Using interpolated implied volatility for analysing exogenous market changes}, journal = {Comput. Manag. Sci.}, volume = {21}, number = {1}, pages = {25}, year = {2024}, url = {https://doi.org/10.1007/s10287-024-00505-2}, doi = {10.1007/S10287-024-00505-2}, timestamp = {Sun, 04 Aug 2024 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/MaciakV24.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/MerabetCL24, author = {Lucas Merabet and Bernardo Freitas Paulo da Costa and Vincent Lecl{\`{e}}re}, title = {Policy with guaranteed risk-adjusted performance for multistage stochastic linear problems}, journal = {Comput. Manag. Sci.}, volume = {21}, number = {2}, pages = {43}, year = {2024}, url = {https://doi.org/10.1007/s10287-024-00524-z}, doi = {10.1007/S10287-024-00524-Z}, timestamp = {Mon, 30 Sep 2024 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/MerabetCL24.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/MetelevBRGP24, author = {Dmitry Metelev and Aleksandr Beznosikov and Alexander Rogozin and Alexander V. Gasnikov and Anton V. Proskurnikov}, title = {Decentralized optimization over slowly time-varying graphs: algorithms and lower bounds}, journal = {Comput. Manag. Sci.}, volume = {21}, number = {1}, pages = {8}, year = {2024}, url = {https://doi.org/10.1007/s10287-023-00489-5}, doi = {10.1007/S10287-023-00489-5}, timestamp = {Fri, 22 Mar 2024 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/cms/MetelevBRGP24.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/MetelevRGK24, author = {Dmitry Metelev and Alexander Rogozin and Alexander V. Gasnikov and Dmitry Kovalev}, title = {Decentralized saddle-point problems with different constants of strong convexity and strong concavity}, journal = {Comput. Manag. Sci.}, volume = {21}, number = {1}, pages = {5}, year = {2024}, url = {https://doi.org/10.1007/s10287-023-00485-9}, doi = {10.1007/S10287-023-00485-9}, timestamp = {Mon, 05 Feb 2024 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/cms/MetelevRGK24.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/MiklasKalczynskaK24, author = {Malgorzata Miklas{-}Kalczynska and Pawel Jan Kalczynski}, title = {Multiple obnoxious facility location: the case of protected areas}, journal = {Comput. Manag. Sci.}, volume = {21}, number = {1}, pages = {23}, year = {2024}, url = {https://doi.org/10.1007/s10287-024-00503-4}, doi = {10.1007/S10287-024-00503-4}, timestamp = {Mon, 11 Mar 2024 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/cms/MiklasKalczynskaK24.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/PardalosKG24, author = {Panos M. Pardalos and Valeriy A. Kalyagin and Mario R. Guarracino}, title = {Editorial}, journal = {Comput. Manag. Sci.}, volume = {21}, number = {1}, pages = {35}, year = {2024}, url = {https://doi.org/10.1007/s10287-024-00518-x}, doi = {10.1007/S10287-024-00518-X}, timestamp = {Sun, 02 Jun 2024 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/PardalosKG24.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Pichler24, author = {Alois Pichler}, title = {Connection between higher order measures of risk and stochastic dominance}, journal = {Comput. Manag. Sci.}, volume = {21}, number = {2}, pages = {41}, year = {2024}, url = {https://doi.org/10.1007/s10287-024-00523-0}, doi = {10.1007/S10287-024-00523-0}, timestamp = {Fri, 20 Sep 2024 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/Pichler24.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/PirauBTMG24, author = {Vitali Pirau and Aleksandr Beznosikov and Martin Tak{\'{a}}c and Vladislav Matyukhin and Alexander V. Gasnikov}, title = {Preconditioning meets biased compression for efficient distributed optimization}, journal = {Comput. Manag. Sci.}, volume = {21}, number = {1}, pages = {14}, year = {2024}, url = {https://doi.org/10.1007/s10287-023-00496-6}, doi = {10.1007/S10287-023-00496-6}, timestamp = {Mon, 12 Feb 2024 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/cms/PirauBTMG24.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/RigautCCL24, author = {Tristan Rigaut and Pierre Carpentier and Jean{-}Philippe Chancelier and Michel De Lara}, title = {Decomposition methods for monotone two-time-scale stochastic optimization problems}, journal = {Comput. Manag. Sci.}, volume = {21}, number = {1}, pages = {28}, year = {2024}, url = {https://doi.org/10.1007/s10287-024-00510-5}, doi = {10.1007/S10287-024-00510-5}, timestamp = {Wed, 08 May 2024 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/RigautCCL24.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Rockafellar24, author = {R. Tyrrell Rockafellar}, title = {Distributional robustness, stochastic divergences, and the quadrangle of risk}, journal = {Comput. Manag. Sci.}, volume = {21}, number = {1}, pages = {34}, year = {2024}, url = {https://doi.org/10.1007/s10287-024-00516-z}, doi = {10.1007/S10287-024-00516-Z}, timestamp = {Sun, 19 May 2024 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/Rockafellar24.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/SemenovKK24, author = {Dmitry Semenov and Alexander P. Koldanov and Petr A. Koldanov}, title = {Analysis of weakly correlated nodes in market network}, journal = {Comput. Manag. Sci.}, volume = {21}, number = {1}, pages = {18}, year = {2024}, url = {https://doi.org/10.1007/s10287-023-00499-3}, doi = {10.1007/S10287-023-00499-3}, timestamp = {Mon, 12 Feb 2024 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/cms/SemenovKK24.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/SilvaB24, author = {Allan Jonathan da Silva and Jack Baczynski}, title = {Exploring non-analytical affine jump-diffusion models for path-dependent interest rate derivatives}, journal = {Comput. Manag. Sci.}, volume = {21}, number = {1}, pages = {29}, year = {2024}, url = {https://doi.org/10.1007/s10287-024-00514-1}, doi = {10.1007/S10287-024-00514-1}, timestamp = {Wed, 08 May 2024 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/SilvaB24.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/VermaHRBSS24, author = {Pranjal Pragya Verma and Mohammad Reza Hesamzadeh and Steffen Rebennack and Derek W. Bunn and K. Shanti Swarup and Dipti Srinivasan}, title = {Optimal investment by large consumers in an electricity market with generator market power}, journal = {Comput. Manag. Sci.}, volume = {21}, number = {1}, pages = {36}, year = {2024}, url = {https://doi.org/10.1007/s10287-024-00515-0}, doi = {10.1007/S10287-024-00515-0}, timestamp = {Mon, 17 Jun 2024 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/VermaHRBSS24.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/VillamarA24, author = {Daniel Villamar and Didier Aussel}, title = {A bilevel optimization approach of energy transition in freight transport: {SOS1} method and application to the Ecuadorian case}, journal = {Comput. Manag. Sci.}, volume = {21}, number = {2}, pages = {39}, year = {2024}, url = {https://doi.org/10.1007/s10287-024-00520-3}, doi = {10.1007/S10287-024-00520-3}, timestamp = {Mon, 05 Aug 2024 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/VillamarA24.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/WangKT24, author = {Anlan Wang and Ales Kresta and Tom{\'{a}}s Tich{\'{y}}}, title = {Evaluation of strategy portfolios}, journal = {Comput. Manag. Sci.}, volume = {21}, number = {1}, pages = {17}, year = {2024}, url = {https://doi.org/10.1007/s10287-023-00497-5}, doi = {10.1007/S10287-023-00497-5}, timestamp = {Fri, 08 Mar 2024 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/cms/WangKT24.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/YagiS24, author = {Kenjiro Yagi and Ramteen Sioshansi}, title = {Nested Benders's decomposition of capacity-planning problems for electricity systems with hydroelectric and renewable generation}, journal = {Comput. Manag. Sci.}, volume = {21}, number = {1}, pages = {16}, year = {2024}, url = {https://doi.org/10.1007/s10287-023-00469-9}, doi = {10.1007/S10287-023-00469-9}, timestamp = {Fri, 08 Mar 2024 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/cms/YagiS24.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/YarmoshikRG24, author = {Demyan Yarmoshik and Alexander Rogozin and Alexander V. Gasnikov}, title = {Decentralized optimization with affine constraints over time-varying networks}, journal = {Comput. Manag. Sci.}, volume = {21}, number = {1}, pages = {10}, year = {2024}, url = {https://doi.org/10.1007/s10287-023-00492-w}, doi = {10.1007/S10287-023-00492-W}, timestamp = {Mon, 12 Feb 2024 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/cms/YarmoshikRG24.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/YuferevaPDGK24, author = {Olga Yufereva and Michael Persiianov and Pavel E. Dvurechensky and Alexander V. Gasnikov and Dmitry Kovalev}, title = {Decentralized convex optimization on time-varying networks with application to Wasserstein barycenters}, journal = {Comput. Manag. Sci.}, volume = {21}, number = {1}, pages = {12}, year = {2024}, url = {https://doi.org/10.1007/s10287-023-00493-9}, doi = {10.1007/S10287-023-00493-9}, timestamp = {Mon, 12 Feb 2024 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/cms/YuferevaPDGK24.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/ZephyrLL24, author = {Luckny Z{\'{e}}phyr and Bernard F. Lamond and Pascal Lang}, title = {Hybrid simplicial-randomized approximate stochastic dynamic programming for multireservoir optimization}, journal = {Comput. Manag. Sci.}, volume = {21}, number = {1}, pages = {31}, year = {2024}, url = {https://doi.org/10.1007/s10287-024-00517-y}, doi = {10.1007/S10287-024-00517-Y}, timestamp = {Sun, 19 May 2024 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/ZephyrLL24.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/ZhangGT24, author = {Hongyu Zhang and Ignacio E. Grossmann and Asgeir Tomasgard}, title = {Decomposition methods for multi-horizon stochastic programming}, journal = {Comput. Manag. Sci.}, volume = {21}, number = {1}, pages = {32}, year = {2024}, url = {https://doi.org/10.1007/s10287-024-00509-y}, doi = {10.1007/S10287-024-00509-Y}, timestamp = {Sun, 04 Aug 2024 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/ZhangGT24.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/AgarwalEW23, author = {Ankush Agarwal and Christian{-}Oliver Ewald and Yongjie Wang}, title = {Hedging longevity risk in defined contribution pension schemes}, journal = {Comput. Manag. Sci.}, volume = {20}, number = {1}, pages = {11}, year = {2023}, url = {https://doi.org/10.1007/s10287-023-00440-8}, doi = {10.1007/S10287-023-00440-8}, timestamp = {Sun, 06 Oct 2024 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/AgarwalEW23.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/AlJabouriSD23, author = {Hamzea Al{-}Jabouri and Ahmed Saif and Claver Diallo}, title = {Robust selective maintenance optimization of series-parallel mission-critical systems subject to maintenance quality uncertainty}, journal = {Comput. Manag. Sci.}, volume = {20}, number = {1}, pages = {29}, year = {2023}, url = {https://doi.org/10.1007/s10287-023-00464-0}, doi = {10.1007/S10287-023-00464-0}, timestamp = {Wed, 12 Jul 2023 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/AlJabouriSD23.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/AlleviGDO23, author = {Elisabetta Allevi and Maria Elena De Giuli and Ruth Dom{\'{\i}}nguez and Giorgia Oggioni}, title = {Evaluating the role of waste-to-energy and cogeneration units in district heatings and electricity markets}, journal = {Comput. Manag. Sci.}, volume = {20}, number = {1}, pages = {5}, year = {2023}, url = {https://doi.org/10.1007/s10287-023-00437-3}, doi = {10.1007/S10287-023-00437-3}, timestamp = {Sat, 13 May 2023 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/AlleviGDO23.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/AneseCCP23, author = {Gianluca Anese and Marco Corazza and Michele Costola and Loriana Pelizzon}, title = {Impact of public news sentiment on stock market index return and volatility}, journal = {Comput. Manag. Sci.}, volume = {20}, number = {1}, pages = {20}, year = {2023}, url = {https://doi.org/10.1007/s10287-023-00454-2}, doi = {10.1007/S10287-023-00454-2}, timestamp = {Sat, 10 Jun 2023 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/AneseCCP23.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/AntonelliRS23, author = {Fabio Antonelli and Alessandro Ramponi and Sergio Scarlatti}, title = {Wrong Way Risk corrections to {CVA} in {CIR} reduced-form models}, journal = {Comput. Manag. Sci.}, volume = {20}, number = {1}, pages = {46}, year = {2023}, url = {https://doi.org/10.1007/s10287-023-00480-0}, doi = {10.1007/S10287-023-00480-0}, timestamp = {Sat, 08 Jun 2024 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/AntonelliRS23.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/BalajCG23, author = {Mircea Balaj and Marco Castellani and Massimiliano Giuli}, title = {New criteria for existence of solutions for equilibrium problems}, journal = {Comput. Manag. Sci.}, volume = {20}, number = {1}, pages = {2}, year = {2023}, url = {https://doi.org/10.1007/s10287-023-00433-7}, doi = {10.1007/S10287-023-00433-7}, timestamp = {Tue, 28 Feb 2023 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/cms/BalajCG23.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/BiancardiIV23, author = {Marta Biancardi and Gianluca Iannucci and Giovanni Villani}, title = {Groundwater management and illegality in a differential-evolutionary framework}, journal = {Comput. Manag. Sci.}, volume = {20}, number = {1}, pages = {16}, year = {2023}, url = {https://doi.org/10.1007/s10287-023-00449-z}, doi = {10.1007/S10287-023-00449-Z}, timestamp = {Mon, 26 Jun 2023 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/BiancardiIV23.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/BigiLSS23, author = {Giancarlo Bigi and Lorenzo Lampariello and Simone Sagratella and Valerio Giuseppe Sasso}, title = {Approximate variational inequalities and equilibria}, journal = {Comput. Manag. Sci.}, volume = {20}, number = {1}, pages = {43}, year = {2023}, url = {https://doi.org/10.1007/s10287-023-00476-w}, doi = {10.1007/S10287-023-00476-W}, timestamp = {Mon, 05 Feb 2024 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/cms/BigiLSS23.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/BodnarIPS23, author = {Taras Bodnar and Dmytro Ivasiuk and Nestor Parolya and Wolfgang Schmid}, title = {Multi-period power utility optimization under stock return predictability}, journal = {Comput. Manag. Sci.}, volume = {20}, number = {1}, pages = {4}, year = {2023}, url = {https://doi.org/10.1007/s10287-023-00434-6}, doi = {10.1007/S10287-023-00434-6}, timestamp = {Sat, 13 May 2023 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/BodnarIPS23.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/CambiniRS23, author = {Riccardo Cambini and Rossana Riccardi and Domenico Scopelliti}, title = {Solving linear multiplicative programs via branch-and-bound: a computational experience}, journal = {Comput. Manag. Sci.}, volume = {20}, number = {1}, pages = {38}, year = {2023}, url = {https://doi.org/10.1007/s10287-023-00471-1}, doi = {10.1007/S10287-023-00471-1}, timestamp = {Sun, 04 Aug 2024 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/CambiniRS23.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/CastellaniGL23, author = {Marco Castellani and Massimiliano Giuli and Sara Latini}, title = {Projected solutions for finite-dimensional quasiequilibrium problems}, journal = {Comput. Manag. Sci.}, volume = {20}, number = {1}, pages = {9}, year = {2023}, url = {https://doi.org/10.1007/s10287-023-00444-4}, doi = {10.1007/S10287-023-00444-4}, timestamp = {Mon, 26 Jun 2023 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/CastellaniGL23.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/CesaroneLMRSS23, author = {Francesco Cesarone and Lorenzo Lampariello and Davide Merolla and Jacopo M. Ricci and Simone Sagratella and Valerio Giuseppe Sasso}, title = {A bilevel approach to {ESG} multi-portfolio selection}, journal = {Comput. Manag. Sci.}, volume = {20}, number = {1}, pages = {24}, year = {2023}, url = {https://doi.org/10.1007/s10287-023-00458-y}, doi = {10.1007/S10287-023-00458-Y}, timestamp = {Sun, 04 Aug 2024 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/CesaroneLMRSS23.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/DhingraGS23, author = {Vrinda Dhingra and Shiv Kumar Gupta and Amita Sharma}, title = {Norm constrained minimum variance portfolios with short selling}, journal = {Comput. Manag. Sci.}, volume = {20}, number = {1}, pages = {6}, year = {2023}, url = {https://doi.org/10.1007/s10287-023-00438-2}, doi = {10.1007/S10287-023-00438-2}, timestamp = {Wed, 20 Sep 2023 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/DhingraGS23.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/DrabekKMPV23, author = {Zdenek Dr{\'{a}}bek and Milos Kopa and Mat{\'{u}}s Maciak and Michal Pesta and Sebastiano Vitali}, title = {Investment disputes and their explicit role in option market uncertainty and overall risk instability}, journal = {Comput. Manag. Sci.}, volume = {20}, number = {1}, pages = {15}, year = {2023}, url = {https://doi.org/10.1007/s10287-023-00447-1}, doi = {10.1007/S10287-023-00447-1}, timestamp = {Sun, 04 Aug 2024 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/DrabekKMPV23.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/DreznerZ23, author = {Zvi Drezner and Dawit Zerom}, title = {Competitive facility location under attrition}, journal = {Comput. Manag. Sci.}, volume = {20}, number = {1}, pages = {39}, year = {2023}, url = {https://doi.org/10.1007/s10287-023-00473-z}, doi = {10.1007/S10287-023-00473-Z}, timestamp = {Fri, 22 Sep 2023 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/DreznerZ23.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/FargettaS23, author = {Georgia Fargetta and Laura R. M. Scrimali}, title = {A sustainable dynamic closed-loop supply chain network equilibrium for collectibles markets}, journal = {Comput. Manag. Sci.}, volume = {20}, number = {1}, pages = {19}, year = {2023}, url = {https://doi.org/10.1007/s10287-023-00452-4}, doi = {10.1007/S10287-023-00452-4}, timestamp = {Sat, 13 May 2023 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/FargettaS23.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/FavarettoMT23, author = {Daniela Favaretto and Alessandro Marin and Marco Tolotti}, title = {A theoretical validation of the {DDMRP} reorder policy}, journal = {Comput. Manag. Sci.}, volume = {20}, number = {1}, pages = {8}, year = {2023}, url = {https://doi.org/10.1007/s10287-023-00443-5}, doi = {10.1007/S10287-023-00443-5}, timestamp = {Sat, 11 Mar 2023 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/cms/FavarettoMT23.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/FerrisP23, author = {Michael C. Ferris and Andy Philpott}, title = {Renewable electricity capacity planning with uncertainty at multiple scales}, journal = {Comput. Manag. Sci.}, volume = {20}, number = {1}, pages = {41}, year = {2023}, url = {https://doi.org/10.1007/s10287-023-00472-0}, doi = {10.1007/S10287-023-00472-0}, timestamp = {Wed, 01 Nov 2023 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/cms/FerrisP23.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/FilograssoT23, author = {Gianni Filograsso and Giacomo di Tollo}, title = {Adaptive evolutionary algorithms for portfolio selection problems}, journal = {Comput. Manag. Sci.}, volume = {20}, number = {1}, pages = {7}, year = {2023}, url = {https://doi.org/10.1007/s10287-023-00441-7}, doi = {10.1007/S10287-023-00441-7}, timestamp = {Sat, 11 Mar 2023 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/cms/FilograssoT23.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/FotedarSAC23, author = {Sunney Fotedar and Ann{-}Brith Str{\"{o}}mberg and Torgny Almgren and Stefan Cedergren}, title = {A criterion space decomposition approach to generalized tri-objective tactical resource allocation}, journal = {Comput. Manag. Sci.}, volume = {20}, number = {1}, pages = {17}, year = {2023}, url = {https://doi.org/10.1007/s10287-023-00442-6}, doi = {10.1007/S10287-023-00442-6}, timestamp = {Sat, 13 May 2023 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/FotedarSAC23.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/GiuliS23, author = {Maria Elena De Giuli and Alessandro Spelta}, title = {Wasserstein barycenter regression for estimating the joint dynamics of renewable and fossil fuel energy indices}, journal = {Comput. Manag. Sci.}, volume = {20}, number = {1}, pages = {1}, year = {2023}, url = {https://doi.org/10.1007/s10287-023-00436-4}, doi = {10.1007/S10287-023-00436-4}, timestamp = {Tue, 28 Feb 2023 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/cms/GiuliS23.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/GuminovGK23, author = {Sergey Guminov and Alexander V. Gasnikov and Ilya A. Kuruzov}, title = {Accelerated methods for weakly-quasi-convex optimization problems}, journal = {Comput. Manag. Sci.}, volume = {20}, number = {1}, pages = {36}, year = {2023}, url = {https://doi.org/10.1007/s10287-023-00468-w}, doi = {10.1007/S10287-023-00468-W}, timestamp = {Sun, 06 Aug 2023 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/GuminovGK23.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/HeidariH23, author = {Nooshin Heidari and Ahmad Hemmati}, title = {An ALNS-based matheuristic algorithm for a multi-product many-to-many maritime inventory routing problem}, journal = {Comput. Manag. Sci.}, volume = {20}, number = {1}, pages = {44}, year = {2023}, url = {https://doi.org/10.1007/s10287-023-00478-8}, doi = {10.1007/S10287-023-00478-8}, timestamp = {Wed, 01 Nov 2023 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/cms/HeidariH23.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/KeutchayanOR23, author = {Julien Keutchayan and Janosch Ortmann and Walter Rei}, title = {Problem-driven scenario clustering in stochastic optimization}, journal = {Comput. Manag. Sci.}, volume = {20}, number = {1}, pages = {13}, year = {2023}, url = {https://doi.org/10.1007/s10287-023-00446-2}, doi = {10.1007/S10287-023-00446-2}, timestamp = {Sat, 29 Apr 2023 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/KeutchayanOR23.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/KleinertS23, author = {Thomas Kleinert and Martin Schmidt}, title = {Why there is no need to use a big-M in linear bilevel optimization: a computational study of two ready-to-use approaches}, journal = {Comput. Manag. Sci.}, volume = {20}, number = {1}, pages = {3}, year = {2023}, url = {https://doi.org/10.1007/s10287-023-00435-5}, doi = {10.1007/S10287-023-00435-5}, timestamp = {Sat, 13 May 2023 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/KleinertS23.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/KornilovGDD23, author = {Nikita Kornilov and Alexander V. Gasnikov and Pavel E. Dvurechensky and Darina Dvinskikh}, title = {Gradient-free methods for non-smooth convex stochastic optimization with heavy-tailed noise on convex compact}, journal = {Comput. Manag. Sci.}, volume = {20}, number = {1}, pages = {37}, year = {2023}, url = {https://doi.org/10.1007/s10287-023-00470-2}, doi = {10.1007/S10287-023-00470-2}, timestamp = {Fri, 22 Sep 2023 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/KornilovGDD23.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Koshelev23, author = {Mikhail M. Koshelev}, title = {Modularity in planted partition model}, journal = {Comput. Manag. Sci.}, volume = {20}, number = {1}, pages = {34}, year = {2023}, url = {https://doi.org/10.1007/s10287-023-00466-y}, doi = {10.1007/S10287-023-00466-Y}, timestamp = {Sun, 06 Aug 2023 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/Koshelev23.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/LahaS23, author = {Vivek Laha and Harsh Narayan Singh}, title = {On quasidifferentiable mathematical programs with equilibrium constraints}, journal = {Comput. Manag. Sci.}, volume = {20}, number = {1}, pages = {30}, year = {2023}, url = {https://doi.org/10.1007/s10287-023-00461-3}, doi = {10.1007/S10287-023-00461-3}, timestamp = {Wed, 12 Jul 2023 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/LahaS23.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/LobanovVKBGK23, author = {Aleksandr V. Lobanov and Andrew Veprikov and Georgiy Konin and Aleksandr Beznosikov and Alexander V. Gasnikov and Dmitry Kovalev}, title = {Non-smooth setting of stochastic decentralized convex optimization problem over time-varying Graphs}, journal = {Comput. Manag. Sci.}, volume = {20}, number = {1}, pages = {48}, year = {2023}, url = {https://doi.org/10.1007/s10287-023-00479-7}, doi = {10.1007/S10287-023-00479-7}, timestamp = {Sun, 06 Oct 2024 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/LobanovVKBGK23.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/MariB23, author = {Carlo Mari and Cristiano Baldassari}, title = {Optimization of mixture models on time series networks encoded by visibility graphs: an analysis of the {US} electricity market}, journal = {Comput. Manag. Sci.}, volume = {20}, number = {1}, pages = {28}, year = {2023}, url = {https://doi.org/10.1007/s10287-023-00460-4}, doi = {10.1007/S10287-023-00460-4}, timestamp = {Tue, 07 May 2024 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/MariB23.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/MoghimiCS23, author = {Farzad Hassanzadeh Moghimi and Yihsu Chen and Afzal S. Siddiqui}, title = {Flexible supply meets flexible demand: prosumer impact on strategic hydro operations}, journal = {Comput. Manag. Sci.}, volume = {20}, number = {1}, pages = {23}, year = {2023}, url = {https://doi.org/10.1007/s10287-023-00455-1}, doi = {10.1007/S10287-023-00455-1}, timestamp = {Tue, 12 Sep 2023 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/MoghimiCS23.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/MoshrefJavadiCMH23, author = {Mohammad Moshref{-}Javadi and Kristof P. Van Cauwenberghe and Brent A. McCunney and Ahmad Hemmati}, title = {Enabling same-day delivery using a drone resupply model with transshipment points}, journal = {Comput. Manag. Sci.}, volume = {20}, number = {1}, pages = {22}, year = {2023}, url = {https://doi.org/10.1007/s10287-023-00453-3}, doi = {10.1007/S10287-023-00453-3}, timestamp = {Tue, 12 Sep 2023 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/MoshrefJavadiCMH23.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/MottaAG23, author = {Vinicius Neves Motta and Miguel F. Anjos and Michel Gendreau}, title = {Optimal allocation of demand response considering transmission system congestion}, journal = {Comput. Manag. Sci.}, volume = {20}, number = {1}, pages = {25}, year = {2023}, url = {https://doi.org/10.1007/s10287-023-00456-0}, doi = {10.1007/S10287-023-00456-0}, timestamp = {Tue, 12 Sep 2023 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/MottaAG23.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/MsakniRS23, author = {Mohamed Kais Msakni and Anders Risan and Peter Sch{\"{u}}tz}, title = {Using machine learning prediction models for quality control: a case study from the automotive industry}, journal = {Comput. Manag. Sci.}, volume = {20}, number = {1}, pages = {14}, year = {2023}, url = {https://doi.org/10.1007/s10287-023-00448-0}, doi = {10.1007/S10287-023-00448-0}, timestamp = {Sat, 13 May 2023 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/MsakniRS23.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/MunozPK23, author = {Miguel Angel Mu{\~{n}}oz and Pierre Pinson and Jalal Kazempour}, title = {Online decision making for trading wind energy}, journal = {Comput. Manag. Sci.}, volume = {20}, number = {1}, pages = {33}, year = {2023}, url = {https://doi.org/10.1007/s10287-023-00462-2}, doi = {10.1007/S10287-023-00462-2}, timestamp = {Tue, 07 May 2024 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/MunozPK23.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/NikolaisenVS23, author = {J{\o}rgen Bjaarstad Nikolaisen and Sofie Smith V{\aa}gen and Peter Sch{\"{u}}tz}, title = {Solving a maritime inventory routing problem under uncertainty using optimization and simulation}, journal = {Comput. Manag. Sci.}, volume = {20}, number = {1}, pages = {27}, year = {2023}, url = {https://doi.org/10.1007/s10287-023-00459-x}, doi = {10.1007/S10287-023-00459-X}, timestamp = {Tue, 12 Sep 2023 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/NikolaisenVS23.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/RezaeiniaGG23, author = {Nahid Rezaeinia and Julio Cesar Goez and Mario Guajardo}, title = {On efficiency and the Jain's fairness index in integer assignment problems}, journal = {Comput. Manag. Sci.}, volume = {20}, number = {1}, pages = {42}, year = {2023}, url = {https://doi.org/10.1007/s10287-023-00477-9}, doi = {10.1007/S10287-023-00477-9}, timestamp = {Wed, 01 Nov 2023 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/cms/RezaeiniaGG23.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/RiccardiOAL23, author = {Rossana Riccardi and Giorgia Oggioni and Elisabetta Allevi and Abdel Lisser}, title = {Complementarity formulation of games with random payoffs}, journal = {Comput. Manag. Sci.}, volume = {20}, number = {1}, pages = {35}, year = {2023}, url = {https://doi.org/10.1007/s10287-023-00467-x}, doi = {10.1007/S10287-023-00467-X}, timestamp = {Tue, 12 Sep 2023 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/RiccardiOAL23.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/SalmasniaHSM23, author = {Ali Salmasnia and Soudabeh Hajihaji and Saeid Sharafi and Mohammad Reza Maleki}, title = {Integration of inventory control, maintenance policy, and quality control for selling products under warranty}, journal = {Comput. Manag. Sci.}, volume = {20}, number = {1}, pages = {47}, year = {2023}, url = {https://doi.org/10.1007/s10287-023-00481-z}, doi = {10.1007/S10287-023-00481-Z}, timestamp = {Mon, 06 Nov 2023 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/cms/SalmasniaHSM23.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/SoniaS23, author = {Sonia and Ratna Dev Sarma}, title = {A topological approach for vector quasi-variational inequalities with set-valued functions}, journal = {Comput. Manag. Sci.}, volume = {20}, number = {1}, pages = {21}, year = {2023}, url = {https://doi.org/10.1007/s10287-023-00457-z}, doi = {10.1007/S10287-023-00457-Z}, timestamp = {Tue, 13 Jun 2023 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/SoniaS23.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/SouravlasAS23, author = {Stavros Souravlas and Sofia D. Anastasiadou and Angelo Sifaleras}, title = {Mathematical modeling for further improving task scheduling on Big Data systems}, journal = {Comput. Manag. Sci.}, volume = {20}, number = {1}, pages = {40}, year = {2023}, url = {https://doi.org/10.1007/s10287-023-00474-y}, doi = {10.1007/S10287-023-00474-Y}, timestamp = {Wed, 01 Nov 2023 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/cms/SouravlasAS23.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/StadlerovaJS23, author = {S{\'{a}}rka St{\'{a}}dlerov{\'{a}} and Sanjay Dominik Jena and Peter Sch{\"{u}}tz}, title = {Using Lagrangian relaxation to locate hydrogen production facilities under uncertain demand: a case study from Norway}, journal = {Comput. Manag. Sci.}, volume = {20}, number = {1}, pages = {10}, year = {2023}, url = {https://doi.org/10.1007/s10287-023-00445-3}, doi = {10.1007/S10287-023-00445-3}, timestamp = {Sat, 13 May 2023 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/StadlerovaJS23.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/StainoRCL23, author = {Alessandro Staino and Emilio Russo and Massimo Costabile and Arturo Leccadito}, title = {Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint}, journal = {Comput. Manag. Sci.}, volume = {20}, number = {1}, pages = {12}, year = {2023}, url = {https://doi.org/10.1007/s10287-023-00439-1}, doi = {10.1007/S10287-023-00439-1}, timestamp = {Sat, 13 May 2023 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/StainoRCL23.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/TanakaY23, author = {Katsuhiro Tanaka and Rei Yamamoto}, title = {Ellipsoidal buffered area under the curve maximization model with variable selection in credit risk estimation}, journal = {Comput. Manag. Sci.}, volume = {20}, number = {1}, pages = {18}, year = {2023}, url = {https://doi.org/10.1007/s10287-023-00450-6}, doi = {10.1007/S10287-023-00450-6}, timestamp = {Sat, 29 Apr 2023 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/TanakaY23.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/VitaliKG23, author = {Sebastiano Vitali and Milos Kopa and Gabriel E. Giana}, title = {Implied volatility smoothing at {COVID-19} times}, journal = {Comput. Manag. Sci.}, volume = {20}, number = {1}, pages = {32}, year = {2023}, url = {https://doi.org/10.1007/s10287-023-00465-z}, doi = {10.1007/S10287-023-00465-Z}, timestamp = {Sun, 04 Aug 2024 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/VitaliKG23.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/WangX23, author = {Wei Wang and Huifu Xu}, title = {Preference robust state-dependent distortion risk measure on act space and its application in optimal decision making}, journal = {Comput. Manag. Sci.}, volume = {20}, number = {1}, pages = {45}, year = {2023}, url = {https://doi.org/10.1007/s10287-023-00475-x}, doi = {10.1007/S10287-023-00475-X}, timestamp = {Sat, 14 Oct 2023 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/WangX23.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/YagiS23, author = {Kenjiro Yagi and Ramteen Sioshansi}, title = {Simplifying capacity planning for electricity systems with hydroelectric and renewable generation}, journal = {Comput. Manag. Sci.}, volume = {20}, number = {1}, pages = {26}, year = {2023}, url = {https://doi.org/10.1007/s10287-023-00451-5}, doi = {10.1007/S10287-023-00451-5}, timestamp = {Tue, 12 Sep 2023 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/YagiS23.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/AvilaPL22, author = {Daniel {\'{A}}vila Girardot and Anthony Papavasiliou and Nils L{\"{o}}hndorf}, title = {Parallel and distributed computing for stochastic dual dynamic programming}, journal = {Comput. Manag. Sci.}, volume = {19}, number = {2}, pages = {199--226}, year = {2022}, url = {https://doi.org/10.1007/s10287-021-00411-x}, doi = {10.1007/S10287-021-00411-X}, timestamp = {Mon, 12 Aug 2024 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/AvilaPL22.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/AvilaPL22a, author = {Daniel {\'{A}}vila Girardot and Anthony Papavasiliou and Nils L{\"{o}}hndorf}, title = {Correction to: Parallel and distributed computing for stochastic dual dynamic programming}, journal = {Comput. Manag. Sci.}, volume = {19}, number = {2}, pages = {227--228}, year = {2022}, url = {https://doi.org/10.1007/s10287-021-00417-5}, doi = {10.1007/S10287-021-00417-5}, timestamp = {Mon, 12 Aug 2024 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/AvilaPL22a.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/BattauzR22, author = {Anna Battauz and Francesco Rotondi}, title = {American options and stochastic interest rates}, journal = {Comput. Manag. Sci.}, volume = {19}, number = {4}, pages = {567--604}, year = {2022}, url = {https://doi.org/10.1007/s10287-022-00427-x}, doi = {10.1007/S10287-022-00427-X}, timestamp = {Mon, 05 Dec 2022 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/cms/BattauzR22.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/BoomsmaPH22, author = {Trine Krogh Boomsma and Salvador Pineda and Ditte M{\o}lg{\aa}rd Heide{-}J{\o}rgensen}, title = {The spot and balancing markets for electricity: open- and closed-loop equilibrium models}, journal = {Comput. Manag. Sci.}, volume = {19}, number = {2}, pages = {309--346}, year = {2022}, url = {https://doi.org/10.1007/s10287-021-00418-4}, doi = {10.1007/S10287-021-00418-4}, timestamp = {Mon, 13 Jun 2022 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/BoomsmaPH22.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/BramanteDF22, author = {Riccardo Bramante and Gimmi Dallago and Silvia Facchinetti}, title = {Black's model in a negative interest rate environment, with application to {OTC} derivatives}, journal = {Comput. Manag. Sci.}, volume = {19}, number = {1}, pages = {25--39}, year = {2022}, url = {https://doi.org/10.1007/s10287-021-00408-6}, doi = {10.1007/S10287-021-00408-6}, timestamp = {Tue, 08 Feb 2022 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/cms/BramanteDF22.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/DAmatoDL22, author = {Valeria D'Amato and Rita Laura D'Ecclesia and Susanna Levantesi}, title = {{ESG} score prediction through random forest algorithm}, journal = {Comput. Manag. Sci.}, volume = {19}, number = {2}, pages = {347--373}, year = {2022}, url = {https://doi.org/10.1007/s10287-021-00419-3}, doi = {10.1007/S10287-021-00419-3}, timestamp = {Tue, 07 May 2024 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/DAmatoDL22.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/DengS22, author = {Yunxiao Deng and Suvrajeet Sen}, title = {Predictive stochastic programming}, journal = {Comput. Manag. Sci.}, volume = {19}, number = {1}, pages = {65--98}, year = {2022}, url = {https://doi.org/10.1007/s10287-021-00400-0}, doi = {10.1007/S10287-021-00400-0}, timestamp = {Tue, 08 Feb 2022 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/cms/DengS22.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/FadakiAC22, author = {Masih Fadaki and Babak Abbasi and Prem Chhetri}, title = {Quantum game approach for capacity allocation decisions under strategic reasoning}, journal = {Comput. Manag. Sci.}, volume = {19}, number = {3}, pages = {491--512}, year = {2022}, url = {https://doi.org/10.1007/s10287-022-00424-0}, doi = {10.1007/S10287-022-00424-0}, timestamp = {Wed, 27 Jul 2022 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/FadakiAC22.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/FrezzaBP22, author = {Massimiliano Frezza and Sergio Bianchi and Augusto Pianese}, title = {Forecasting Value-at-Risk in turbulent stock markets via the local regularity of the price process}, journal = {Comput. Manag. Sci.}, volume = {19}, number = {1}, pages = {99--132}, year = {2022}, url = {https://doi.org/10.1007/s10287-021-00412-w}, doi = {10.1007/S10287-021-00412-W}, timestamp = {Tue, 08 Feb 2022 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/cms/FrezzaBP22.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/FuscoM22, author = {Elisa Fusco and Bernardo Maggi}, title = {Computing nonperforming loan prices in banking efficiency analysis}, journal = {Comput. Manag. Sci.}, volume = {19}, number = {1}, pages = {1--23}, year = {2022}, url = {https://doi.org/10.1007/s10287-021-00406-8}, doi = {10.1007/S10287-021-00406-8}, timestamp = {Mon, 05 Feb 2024 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/cms/FuscoM22.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/GambarelliGMF22, author = {Gianfranco Gambarelli and Daniele Gervasio and Francesca Maggioni and Daniel Faccini}, title = {A Stackelberg game for the Italian tax evasion problem}, journal = {Comput. Manag. Sci.}, volume = {19}, number = {2}, pages = {295--307}, year = {2022}, url = {https://doi.org/10.1007/s10287-021-00416-6}, doi = {10.1007/S10287-021-00416-6}, timestamp = {Sun, 02 Oct 2022 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/GambarelliGMF22.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/GloggTS22, author = {Ren{\'{e}} Y. Glogg and Anna Timonina{-}Farkas and Ralf W. Seifert}, title = {Modeling and mitigating supply chain disruptions as a bilevel network flow problem}, journal = {Comput. Manag. Sci.}, volume = {19}, number = {3}, pages = {395--423}, year = {2022}, url = {https://doi.org/10.1007/s10287-022-00421-3}, doi = {10.1007/S10287-022-00421-3}, timestamp = {Tue, 07 May 2024 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/GloggTS22.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/GlushkoFK22, author = {Pavlo Glushko and Csaba I. F{\'{a}}bi{\'{a}}n and Achim Koberstein}, title = {An L-shaped method with strengthened lift-and-project cuts}, journal = {Comput. Manag. Sci.}, volume = {19}, number = {4}, pages = {539--565}, year = {2022}, url = {https://doi.org/10.1007/s10287-022-00426-y}, doi = {10.1007/S10287-022-00426-Y}, timestamp = {Sun, 25 Dec 2022 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/cms/GlushkoFK22.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/GneccoPT22, author = {Giorgio Gnecco and Fabio Pammolli and Berna Tuncay}, title = {Welfare and research and development incentive effects of uniform and differential pricing schemes}, journal = {Comput. Manag. Sci.}, volume = {19}, number = {2}, pages = {229--268}, year = {2022}, url = {https://doi.org/10.1007/s10287-021-00414-8}, doi = {10.1007/S10287-021-00414-8}, timestamp = {Mon, 13 Jun 2022 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/GneccoPT22.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/GrilliS22, author = {Luca Grilli and Domenico Santoro}, title = {Forecasting financial time series with Boltzmann entropy through neural networks}, journal = {Comput. Manag. Sci.}, volume = {19}, number = {4}, pages = {665--681}, year = {2022}, url = {https://doi.org/10.1007/s10287-022-00430-2}, doi = {10.1007/S10287-022-00430-2}, timestamp = {Tue, 06 Dec 2022 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/cms/GrilliS22.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/JadidiFLP22, author = {Omid Jadidi and Fatemeh Firouzi and John S. Loucks and Yong Shin Park}, title = {Multi-criteria supplier selection problem with fuzzy demand: a newsvendor model}, journal = {Comput. Manag. Sci.}, volume = {19}, number = {3}, pages = {375--394}, year = {2022}, url = {https://doi.org/10.1007/s10287-021-00420-w}, doi = {10.1007/S10287-021-00420-W}, timestamp = {Mon, 25 Jul 2022 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/JadidiFLP22.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/KarfiHM22, author = {Kawtar El Karfi and Ren{\'{e}} Henrion and Driss Mentagui}, title = {An agricultural investment problem subject to probabilistic constraints}, journal = {Comput. Manag. Sci.}, volume = {19}, number = {4}, pages = {683--701}, year = {2022}, url = {https://doi.org/10.1007/s10287-022-00431-1}, doi = {10.1007/S10287-022-00431-1}, timestamp = {Tue, 22 Nov 2022 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/cms/KarfiHM22.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/LiuV22, author = {Suyun Liu and Lu{\'{\i}}s Nunes Vicente}, title = {Accuracy and fairness trade-offs in machine learning: a stochastic multi-objective approach}, journal = {Comput. Manag. Sci.}, volume = {19}, number = {3}, pages = {513--537}, year = {2022}, url = {https://doi.org/10.1007/s10287-022-00425-z}, doi = {10.1007/S10287-022-00425-Z}, timestamp = {Mon, 25 Jul 2022 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/LiuV22.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/MahmoudiOD22, author = {Nader Mahmoudi and Lukasz P. Olech and Paul Docherty}, title = {A comprehensive study of domain-specific emoji meanings in sentiment classification}, journal = {Comput. Manag. Sci.}, volume = {19}, number = {2}, pages = {159--197}, year = {2022}, url = {https://doi.org/10.1007/s10287-021-00407-7}, doi = {10.1007/S10287-021-00407-7}, timestamp = {Mon, 13 Jun 2022 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/MahmoudiOD22.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/MarianiPR22, author = {Francesca Mariani and Gloria Polinesi and Maria Cristina Recchioni}, title = {A tail-revisited Markowitz mean-variance approach and a portfolio network centrality}, journal = {Comput. Manag. Sci.}, volume = {19}, number = {3}, pages = {425--455}, year = {2022}, url = {https://doi.org/10.1007/s10287-022-00422-2}, doi = {10.1007/S10287-022-00422-2}, timestamp = {Sun, 02 Oct 2022 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/MarianiPR22.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/MaringerCP22, author = {Dietmar Maringer and Ben Craig and Sandra Paterlini}, title = {Constructing banking networks under decreasing costs of link formation}, journal = {Comput. Manag. Sci.}, volume = {19}, number = {1}, pages = {41--64}, year = {2022}, url = {https://doi.org/10.1007/s10287-021-00393-w}, doi = {10.1007/S10287-021-00393-W}, timestamp = {Sun, 06 Oct 2024 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/MaringerCP22.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/MullerS22, author = {David M{\"{u}}ller and Vladimir Shikhman}, title = {Network manipulation algorithm based on inexact alternating minimization}, journal = {Comput. Manag. Sci.}, volume = {19}, number = {4}, pages = {627--664}, year = {2022}, url = {https://doi.org/10.1007/s10287-022-00429-9}, doi = {10.1007/S10287-022-00429-9}, timestamp = {Mon, 05 Dec 2022 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/cms/MullerS22.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/PichlerW22, author = {Alois Pichler and Michael Weinhardt}, title = {The nested Sinkhorn divergence to learn the nested distance}, journal = {Comput. Manag. Sci.}, volume = {19}, number = {2}, pages = {269--293}, year = {2022}, url = {https://doi.org/10.1007/s10287-021-00415-7}, doi = {10.1007/S10287-021-00415-7}, timestamp = {Mon, 13 Jun 2022 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/PichlerW22.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/SettepanellaAMM22, author = {Simona Settepanella and Gennaro Amendola and Luigi Marengo and Connor Minto}, title = {Divide and conquer: the engineering of delegation}, journal = {Comput. Manag. Sci.}, volume = {19}, number = {4}, pages = {605--626}, year = {2022}, url = {https://doi.org/10.1007/s10287-022-00428-w}, doi = {10.1007/S10287-022-00428-W}, timestamp = {Sat, 08 Jun 2024 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/SettepanellaAMM22.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/ShvimerH22, author = {Yossi Shvimer and Avi Herbon}, title = {Non-tradability interval for heterogeneous rational players in the option markets}, journal = {Comput. Manag. Sci.}, volume = {19}, number = {1}, pages = {133--157}, year = {2022}, url = {https://doi.org/10.1007/s10287-021-00413-9}, doi = {10.1007/S10287-021-00413-9}, timestamp = {Tue, 08 Feb 2022 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/cms/ShvimerH22.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/SundST22, author = {Sebastian Sund and Lars H. Sendstad and Jacco J. J. Thijssen}, title = {Kalman filter approach to real options with active learning}, journal = {Comput. Manag. Sci.}, volume = {19}, number = {3}, pages = {457--490}, year = {2022}, url = {https://doi.org/10.1007/s10287-022-00423-1}, doi = {10.1007/S10287-022-00423-1}, timestamp = {Wed, 27 Jul 2022 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/SundST22.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/ZhangX22, author = {Sainan Zhang and Huifu Xu}, title = {Insurance premium-based shortfall risk measure induced by cumulative prospect theory}, journal = {Comput. Manag. Sci.}, volume = {19}, number = {4}, pages = {703--738}, year = {2022}, url = {https://doi.org/10.1007/s10287-022-00432-0}, doi = {10.1007/S10287-022-00432-0}, timestamp = {Mon, 05 Dec 2022 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/cms/ZhangX22.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/AngeliniCHN21, author = {Flavio Angelini and Katia Colaneri and Stefano Herzel and Marco Nicolosi}, title = {Implicit incentives for fund managers with partial information}, journal = {Comput. Manag. Sci.}, volume = {18}, number = {4}, pages = {539--561}, year = {2021}, url = {https://doi.org/10.1007/s10287-021-00404-w}, doi = {10.1007/S10287-021-00404-W}, timestamp = {Sun, 02 Oct 2022 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/AngeliniCHN21.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Antczak21, author = {Tadeusz Antczak}, title = {A new approximation approach to optimality and duality for a class of nonconvex differentiable vector optimization problems}, journal = {Comput. Manag. Sci.}, volume = {18}, number = {1}, pages = {49--71}, year = {2021}, url = {https://doi.org/10.1007/s10287-020-00379-0}, doi = {10.1007/S10287-020-00379-0}, timestamp = {Tue, 23 Mar 2021 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/cms/Antczak21.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/ArnoneBQT21, author = {Massimo Arnone and Michele Leonardo Bianchi and Anna Grazia Quaranta and Gian Luca Tassinari}, title = {Catastrophic risks and the pricing of catastrophe equity put options}, journal = {Comput. Manag. Sci.}, volume = {18}, number = {2}, pages = {213--237}, year = {2021}, url = {https://doi.org/10.1007/s10287-021-00391-y}, doi = {10.1007/S10287-021-00391-Y}, timestamp = {Tue, 13 Jul 2021 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/ArnoneBQT21.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Ballestra21, author = {Luca Vincenzo Ballestra}, title = {Enhancing finite difference approximations for double barrier options: mesh optimization and repeated Richardson extrapolation}, journal = {Comput. Manag. Sci.}, volume = {18}, number = {2}, pages = {239--263}, year = {2021}, url = {https://doi.org/10.1007/s10287-021-00394-9}, doi = {10.1007/S10287-021-00394-9}, timestamp = {Sat, 08 Jun 2024 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/Ballestra21.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/BandarraG21, author = {Michelle Bandarra and Vincent Guigues}, title = {Single cut and multicut stochastic dual dynamic programming with cut selection for multistage stochastic linear programs: convergence proof and numerical experiments}, journal = {Comput. Manag. Sci.}, volume = {18}, number = {2}, pages = {125--148}, year = {2021}, url = {https://doi.org/10.1007/s10287-021-00387-8}, doi = {10.1007/S10287-021-00387-8}, timestamp = {Tue, 13 Jul 2021 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/BandarraG21.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/BazarganKZ21, author = {Amirhossein Bazargan and Salma Karray and Saeed Zolfaghari}, title = {Can restrictions on redemption timing boost profitability of loyalty programs in competitive environments?}, journal = {Comput. Manag. Sci.}, volume = {18}, number = {1}, pages = {99--124}, year = {2021}, url = {https://doi.org/10.1007/s10287-020-00383-4}, doi = {10.1007/S10287-020-00383-4}, timestamp = {Mon, 26 Jun 2023 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/BazarganKZ21.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/BodnarLTT21, author = {Taras Bodnar and Mathias Lindholm and Erik Thors{\'{e}}n and Joanna Tyrcha}, title = {Quantile-based optimal portfolio selection}, journal = {Comput. Manag. Sci.}, volume = {18}, number = {3}, pages = {299--324}, year = {2021}, url = {https://doi.org/10.1007/s10287-021-00395-8}, doi = {10.1007/S10287-021-00395-8}, timestamp = {Sat, 08 Jun 2024 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/BodnarLTT21.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Bonaccolto21, author = {Giovanni Bonaccolto}, title = {Quantile- based portfolios: post- model- selection estimation with alternative specifications}, journal = {Comput. Manag. Sci.}, volume = {18}, number = {3}, pages = {355--383}, year = {2021}, url = {https://doi.org/10.1007/s10287-021-00396-7}, doi = {10.1007/S10287-021-00396-7}, timestamp = {Thu, 12 Aug 2021 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/Bonaccolto21.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/BuaM21, author = {Gaetano La Bua and Daniele Marazzina}, title = {On the application of Wishart process to the pricing of equity derivatives: the multi-asset case}, journal = {Comput. Manag. Sci.}, volume = {18}, number = {2}, pages = {149--176}, year = {2021}, url = {https://doi.org/10.1007/s10287-021-00388-7}, doi = {10.1007/S10287-021-00388-7}, timestamp = {Tue, 13 Jul 2021 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/BuaM21.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/ChaiyakanT21, author = {Songkomkrit Chaiyakan and Phantipa Thipwiwatpotjana}, title = {Bounds on mean absolute deviation portfolios under interval-valued expected future asset returns}, journal = {Comput. Manag. Sci.}, volume = {18}, number = {2}, pages = {195--212}, year = {2021}, url = {https://doi.org/10.1007/s10287-021-00392-x}, doi = {10.1007/S10287-021-00392-X}, timestamp = {Tue, 13 Jul 2021 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/ChaiyakanT21.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Chen21, author = {Toly Chen}, title = {A diversified AHP-tree approach for multiple-criteria supplier selection}, journal = {Comput. Manag. Sci.}, volume = {18}, number = {4}, pages = {431--453}, year = {2021}, url = {https://doi.org/10.1007/s10287-021-00397-6}, doi = {10.1007/S10287-021-00397-6}, timestamp = {Wed, 03 Nov 2021 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/cms/Chen21.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/DreznerDK21, author = {Tammy Drezner and Zvi Drezner and Pawel Jan Kalczynski}, title = {Directional approach to gradual cover: the continuous case}, journal = {Comput. Manag. Sci.}, volume = {18}, number = {1}, pages = {25--47}, year = {2021}, url = {https://doi.org/10.1007/s10287-020-00378-1}, doi = {10.1007/S10287-020-00378-1}, timestamp = {Thu, 11 Mar 2021 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/cms/DreznerDK21.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/FletenS21, author = {Stein{-}Erik Fleten and R{\"{u}}diger Schultz}, title = {Recent advances in applied optimization under uncertainty}, journal = {Comput. Manag. Sci.}, volume = {18}, number = {3}, pages = {265}, year = {2021}, url = {https://doi.org/10.1007/s10287-021-00410-y}, doi = {10.1007/S10287-021-00410-Y}, timestamp = {Fri, 30 Jul 2021 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/FletenS21.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/GartnerKK21, author = {Timon G{\"{a}}rtner and Serguei Kaniovski and Yuriy Kaniovski}, title = {Numerical estimates of risk factors contingent on credit ratings}, journal = {Comput. Manag. Sci.}, volume = {18}, number = {4}, pages = {563--589}, year = {2021}, url = {https://doi.org/10.1007/s10287-021-00405-9}, doi = {10.1007/S10287-021-00405-9}, timestamp = {Fri, 15 Oct 2021 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/GartnerKK21.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/GloverQZ21, author = {Joseph Ryan Glover and Vinh Quan and Saeed Zolfaghari}, title = {Some new perspectives for solving 0-1 integer programming problems using Balas method}, journal = {Comput. Manag. Sci.}, volume = {18}, number = {2}, pages = {177--193}, year = {2021}, url = {https://doi.org/10.1007/s10287-021-00389-6}, doi = {10.1007/S10287-021-00389-6}, timestamp = {Fri, 18 Jun 2021 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/GloverQZ21.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Juneja21, author = {Januj Amar Juneja}, title = {How do invariant transformations affect the calibration and optimization of the Kalman filtering algorithm used in the estimation of continuous-time affine term structure models?}, journal = {Comput. Manag. Sci.}, volume = {18}, number = {1}, pages = {73--97}, year = {2021}, url = {https://doi.org/10.1007/s10287-020-00380-7}, doi = {10.1007/S10287-020-00380-7}, timestamp = {Tue, 23 Mar 2021 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/cms/Juneja21.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Kaut21, author = {Michal Kaut}, title = {Scenario generation by selection from historical data}, journal = {Comput. Manag. Sci.}, volume = {18}, number = {3}, pages = {411--429}, year = {2021}, url = {https://doi.org/10.1007/s10287-021-00399-4}, doi = {10.1007/S10287-021-00399-4}, timestamp = {Thu, 12 Aug 2021 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/Kaut21.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/KedzoS21, author = {Margareta Gardijan Kedzo and Bosko Sego}, title = {The relative efficiency of option hedging strategies using the third-order stochastic dominance}, journal = {Comput. Manag. Sci.}, volume = {18}, number = {4}, pages = {477--504}, year = {2021}, url = {https://doi.org/10.1007/s10287-021-00401-z}, doi = {10.1007/S10287-021-00401-Z}, timestamp = {Wed, 03 Nov 2021 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/cms/KedzoS21.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/MbeutchaGE21, author = {Yves Mbeutcha and Michel Gendreau and Gr{\'{e}}gory Emiel}, title = {A hybrid dynamic programming - Tabu Search approach for the long-term hydropower scheduling problem}, journal = {Comput. Manag. Sci.}, volume = {18}, number = {3}, pages = {385--410}, year = {2021}, url = {https://doi.org/10.1007/s10287-021-00402-y}, doi = {10.1007/S10287-021-00402-Y}, timestamp = {Thu, 12 Aug 2021 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/MbeutchaGE21.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Messner21, author = {Wolfgang Messner}, title = {Empirically assessing noisy necessary conditions with activation functions}, journal = {Comput. Manag. Sci.}, volume = {18}, number = {1}, pages = {1--23}, year = {2021}, url = {https://doi.org/10.1007/s10287-020-00377-2}, doi = {10.1007/S10287-020-00377-2}, timestamp = {Tue, 23 Mar 2021 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/cms/Messner21.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Pantuso21, author = {Giovanni Pantuso}, title = {A node formulation for multistage stochastic programs with endogenous uncertainty}, journal = {Comput. Manag. Sci.}, volume = {18}, number = {3}, pages = {325--354}, year = {2021}, url = {https://doi.org/10.1007/s10287-021-00390-z}, doi = {10.1007/S10287-021-00390-Z}, timestamp = {Thu, 12 Aug 2021 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/Pantuso21.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/RoohnavazfarMTP21, author = {Mina Roohnavazfar and Daniele Manerba and Lohic Fotio Tiotsop and Seyed Hamid Reza Pasandideh and Roberto Tadei}, title = {Stochastic single machine scheduling problem as a multi-stage dynamic random decision process}, journal = {Comput. Manag. Sci.}, volume = {18}, number = {3}, pages = {267--297}, year = {2021}, url = {https://doi.org/10.1007/s10287-020-00386-1}, doi = {10.1007/S10287-020-00386-1}, timestamp = {Sat, 30 Sep 2023 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/RoohnavazfarMTP21.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/SchweleOPK21, author = {Anna Schwele and Christos Ordoudis and Pierre Pinson and Jalal Kazempour}, title = {Coordination of power and natural gas markets via financial instruments}, journal = {Comput. Manag. Sci.}, volume = {18}, number = {4}, pages = {505--538}, year = {2021}, url = {https://doi.org/10.1007/s10287-021-00403-x}, doi = {10.1007/S10287-021-00403-X}, timestamp = {Wed, 03 Nov 2021 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/cms/SchweleOPK21.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/ZewdeK21, author = {Addis Belete Zewde and Semu Mitiku Kassa}, title = {Multilevel multi-leader multiple-follower games with nonseparable objectives and shared constraints}, journal = {Comput. Manag. Sci.}, volume = {18}, number = {4}, pages = {455--475}, year = {2021}, url = {https://doi.org/10.1007/s10287-021-00398-5}, doi = {10.1007/S10287-021-00398-5}, timestamp = {Mon, 03 Jan 2022 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/cms/ZewdeK21.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/AasgardS20, author = {Ellen Krohn Aasg{\aa}rd and Hans Ivar Skjelbred}, title = {Progressive hedging for stochastic programs with cross-scenario inequality constraints}, journal = {Comput. Manag. Sci.}, volume = {17}, number = {1}, pages = {141--160}, year = {2020}, url = {https://doi.org/10.1007/s10287-019-00359-z}, doi = {10.1007/S10287-019-00359-Z}, timestamp = {Sat, 30 Sep 2023 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/AasgardS20.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/AckooijEGP20, author = {Wim van Ackooij and Debora Daniela Escobar and Martin Glanzer and Georg Ch. Pflug}, title = {Distributionally robust optimization with multiple time scales: valuation of a thermal power plant}, journal = {Comput. Manag. Sci.}, volume = {17}, number = {3}, pages = {357--385}, year = {2020}, url = {https://doi.org/10.1007/s10287-019-00358-0}, doi = {10.1007/S10287-019-00358-0}, timestamp = {Thu, 14 Oct 2021 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/AckooijEGP20.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/AckooijEGP20a, author = {Wim van Ackooij and Debora Daniela Escobar and Martin Glanzer and Georg Ch. Pflug}, title = {Correction to: Distributionally robust optimization with multiple time scales: valuation of a thermal power plant}, journal = {Comput. Manag. Sci.}, volume = {17}, number = {3}, pages = {387}, year = {2020}, url = {https://doi.org/10.1007/s10287-019-00361-5}, doi = {10.1007/S10287-019-00361-5}, timestamp = {Thu, 14 Oct 2021 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/AckooijEGP20a.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Allaj20, author = {Erindi Allaj}, title = {The Black-Litterman model and views from a reverse optimization procedure: an out-of-sample performance evaluation}, journal = {Comput. Manag. Sci.}, volume = {17}, number = {3}, pages = {465--492}, year = {2020}, url = {https://doi.org/10.1007/s10287-020-00373-6}, doi = {10.1007/S10287-020-00373-6}, timestamp = {Sat, 14 Nov 2020 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/cms/Allaj20.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/BernardiCP20, author = {Mauro Bernardi and Roy Cerqueti and Arsen Palestini}, title = {The Skew Normal multivariate risk measurement framework}, journal = {Comput. Manag. Sci.}, volume = {17}, number = {1}, pages = {105--119}, year = {2020}, url = {https://doi.org/10.1007/s10287-019-00350-8}, doi = {10.1007/S10287-019-00350-8}, timestamp = {Tue, 21 Mar 2023 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/cms/BernardiCP20.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/DasORS20, author = {Sanjiv R. Das and Daniel N. Ostrov and Anand Radhakrishnan and Deep Srivastav}, title = {Dynamic portfolio allocation in goals-based wealth management}, journal = {Comput. Manag. Sci.}, volume = {17}, number = {4}, pages = {613--640}, year = {2020}, url = {https://doi.org/10.1007/s10287-019-00351-7}, doi = {10.1007/S10287-019-00351-7}, timestamp = {Sun, 02 Oct 2022 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/DasORS20.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/DasRW20, author = {Soumen Kumar Das and Sankar Kumar Roy and Gerhard{-}Wilhelm Weber}, title = {An exact and a heuristic approach for the transportation-p-facility location problem}, journal = {Comput. Manag. Sci.}, volume = {17}, number = {3}, pages = {389--407}, year = {2020}, url = {https://doi.org/10.1007/s10287-020-00363-8}, doi = {10.1007/S10287-020-00363-8}, timestamp = {Tue, 21 Mar 2023 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/cms/DasRW20.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/DavisonLM20, author = {Matthew Davison and Yuri A. Lawryshyn and Volodymyr Miklyukh}, title = {Optimal inventory policy through dual sourcing}, journal = {Comput. Manag. Sci.}, volume = {17}, number = {2}, pages = {327--355}, year = {2020}, url = {https://doi.org/10.1007/s10287-020-00371-8}, doi = {10.1007/S10287-020-00371-8}, timestamp = {Mon, 26 Jun 2023 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/DavisonLM20.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/DreznerDK20, author = {Tammy Drezner and Zvi Drezner and Pawel Jan Kalczynski}, title = {Directional approach to gradual cover: a maximin objective}, journal = {Comput. Manag. Sci.}, volume = {17}, number = {1}, pages = {121--139}, year = {2020}, url = {https://doi.org/10.1007/s10287-019-00353-5}, doi = {10.1007/S10287-019-00353-5}, timestamp = {Mon, 03 Aug 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/DreznerDK20.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/FerrentinoB20, author = {Rosa Ferrentino and Carmine Boniello}, title = {Customer satisfaction: a mathematical framework for its analysis and its measurement}, journal = {Comput. Manag. Sci.}, volume = {17}, number = {1}, pages = {23--45}, year = {2020}, url = {https://doi.org/10.1007/s10287-018-0305-1}, doi = {10.1007/S10287-018-0305-1}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/FerrentinoB20.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/FletenP20, author = {Stein{-}Erik Fleten and Florentina Paraschiv}, title = {Editorial}, journal = {Comput. Manag. Sci.}, volume = {17}, number = {2}, pages = {161--162}, year = {2020}, url = {https://doi.org/10.1007/s10287-020-00372-7}, doi = {10.1007/S10287-020-00372-7}, timestamp = {Mon, 26 Oct 2020 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/cms/FletenP20.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/GaluzziGCPA20, author = {Bruno G. Galuzzi and Ilaria Giordani and Antonio Candelieri and Riccardo Perego and Francesco Archetti}, title = {Hyperparameter optimization for recommender systems through Bayesian optimization}, journal = {Comput. Manag. Sci.}, volume = {17}, number = {4}, pages = {495--515}, year = {2020}, url = {https://doi.org/10.1007/s10287-020-00376-3}, doi = {10.1007/S10287-020-00376-3}, timestamp = {Fri, 14 May 2021 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/GaluzziGCPA20.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/GiacomettiTFG20, author = {Rosella Giacometti and Gabriele Torri and Giulia Farina and Maria Elena De Giuli}, title = {Risk attribution and interconnectedness in the {EU} via {CDS} data}, journal = {Comput. Manag. Sci.}, volume = {17}, number = {4}, pages = {549--567}, year = {2020}, url = {https://doi.org/10.1007/s10287-020-00385-2}, doi = {10.1007/S10287-020-00385-2}, timestamp = {Wed, 07 Dec 2022 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/cms/GiacomettiTFG20.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/GoudenegeMZ20, author = {Ludovic Gouden{\`{e}}ge and Andrea Molent and Antonino Zanette}, title = {Computing credit valuation adjustment solving coupled PIDEs in the Bates model}, journal = {Comput. Manag. Sci.}, volume = {17}, number = {2}, pages = {163--178}, year = {2020}, url = {https://doi.org/10.1007/s10287-020-00365-6}, doi = {10.1007/S10287-020-00365-6}, timestamp = {Sat, 30 Sep 2023 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/GoudenegeMZ20.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/HorejsovaVKM20, author = {Mark{\'{e}}ta Horejsov{\'{a}} and Sebastiano Vitali and Milos Kopa and Vittorio Moriggia}, title = {Evaluation of scenario reduction algorithms with nested distance}, journal = {Comput. Manag. Sci.}, volume = {17}, number = {2}, pages = {241--275}, year = {2020}, url = {https://doi.org/10.1007/s10287-020-00375-4}, doi = {10.1007/S10287-020-00375-4}, timestamp = {Fri, 14 May 2021 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/HorejsovaVKM20.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/HubnerSS20, author = {Jens H{\"{u}}bner and Martin Schmidt and Marc Christian Steinbach}, title = {Optimization techniques for tree-structured nonlinear problems}, journal = {Comput. Manag. Sci.}, volume = {17}, number = {3}, pages = {409--436}, year = {2020}, url = {https://doi.org/10.1007/s10287-020-00362-9}, doi = {10.1007/S10287-020-00362-9}, timestamp = {Fri, 14 May 2021 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/HubnerSS20.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Krivulin20, author = {Nikolai Krivulin}, title = {Using tropical optimization techniques in bi-criteria decision problems}, journal = {Comput. Manag. Sci.}, volume = {17}, number = {1}, pages = {79--104}, year = {2020}, url = {https://doi.org/10.1007/s10287-018-0341-x}, doi = {10.1007/S10287-018-0341-X}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/Krivulin20.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Krivulin20a, author = {Nikolai Krivulin}, title = {Tropical optimization technique in bi-objective project scheduling under temporal constraints}, journal = {Comput. Manag. Sci.}, volume = {17}, number = {3}, pages = {437--464}, year = {2020}, url = {https://doi.org/10.1007/s10287-020-00374-5}, doi = {10.1007/S10287-020-00374-5}, timestamp = {Sat, 07 Nov 2020 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/cms/Krivulin20a.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/LundeT20, author = {Asger Lunde and Miha Torkar}, title = {Including news data in forecasting macro economic performance of China}, journal = {Comput. Manag. Sci.}, volume = {17}, number = {4}, pages = {585--611}, year = {2020}, url = {https://doi.org/10.1007/s10287-020-00382-5}, doi = {10.1007/S10287-020-00382-5}, timestamp = {Tue, 02 Mar 2021 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/cms/LundeT20.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/MarianiMMZG20, author = {Paolo Mariani and Andrea Marletta and Mauro Mussini and Mariangela Zenga and Erika Grammatica}, title = {A missing value approach to social network data: "Dislike" or "Nothing"?}, journal = {Comput. Manag. Sci.}, volume = {17}, number = {4}, pages = {569--583}, year = {2020}, url = {https://doi.org/10.1007/s10287-020-00381-6}, doi = {10.1007/S10287-020-00381-6}, timestamp = {Tue, 02 Mar 2021 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/cms/MarianiMMZG20.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/MessinaEM20, author = {Enza Messina and Christina Erlwein{-}Sayer and Gautam Mitra}, title = {AI, Machine Learning and sentiment analysis applied to financial markets and consumer markets}, journal = {Comput. Manag. Sci.}, volume = {17}, number = {4}, pages = {493--494}, year = {2020}, url = {https://doi.org/10.1007/s10287-020-00384-3}, doi = {10.1007/S10287-020-00384-3}, timestamp = {Wed, 17 Feb 2021 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/cms/MessinaEM20.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/ObaidT20, author = {Hamoud S. Bin Obaid and Theodore B. Trafalis}, title = {An approximation to max min fairness in multi commodity networks}, journal = {Comput. Manag. Sci.}, volume = {17}, number = {1}, pages = {65--77}, year = {2020}, url = {https://doi.org/10.1007/s10287-018-0336-7}, doi = {10.1007/S10287-018-0336-7}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/ObaidT20.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/ParaschivRS20, author = {Florentina Paraschiv and Stine Marie Reese and Margrethe Ringkj{\o}b Skjelstad}, title = {Portfolio stress testing applied to commodity futures}, journal = {Comput. Manag. Sci.}, volume = {17}, number = {2}, pages = {203--240}, year = {2020}, url = {https://doi.org/10.1007/s10287-020-00370-9}, doi = {10.1007/S10287-020-00370-9}, timestamp = {Fri, 14 May 2021 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/ParaschivRS20.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/ProchazkaW20, author = {Vit Prochazka and Stein W. Wallace}, title = {Scenario tree construction driven by heuristic solutions of the optimization problem}, journal = {Comput. Manag. Sci.}, volume = {17}, number = {2}, pages = {277--307}, year = {2020}, url = {https://doi.org/10.1007/s10287-020-00369-2}, doi = {10.1007/S10287-020-00369-2}, timestamp = {Sat, 30 Sep 2023 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/ProchazkaW20.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/RigamontiW20, author = {Andrea Rigamonti and Alex Weissensteiner}, title = {Asset allocation under predictability and parameter uncertainty using {LASSO}}, journal = {Comput. Manag. Sci.}, volume = {17}, number = {2}, pages = {179--201}, year = {2020}, url = {https://doi.org/10.1007/s10287-020-00367-4}, doi = {10.1007/S10287-020-00367-4}, timestamp = {Sat, 19 Sep 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/RigamontiW20.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/RossiKB20, author = {Giuliano De Rossi and Jakub Kolodziej and Gurvinder Brar}, title = {A recommender system for active stock selection}, journal = {Comput. Manag. Sci.}, volume = {17}, number = {4}, pages = {517--547}, year = {2020}, url = {https://doi.org/10.1007/s10287-018-0342-9}, doi = {10.1007/S10287-018-0342-9}, timestamp = {Tue, 02 Mar 2021 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/cms/RossiKB20.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/SabeghiT20, author = {Narjes Sabeghi and Hamed Reza Tareghian}, title = {Using the generalized maximum covering location model to control a project's progress}, journal = {Comput. Manag. Sci.}, volume = {17}, number = {1}, pages = {1--21}, year = {2020}, url = {https://doi.org/10.1007/s10287-018-0301-5}, doi = {10.1007/S10287-018-0301-5}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/SabeghiT20.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/SinghKW20, author = {Bismark Singh and Bernard Knueven and Jean{-}Paul Watson}, title = {Modeling flexible generator operating regions via chance-constrained stochastic unit commitment}, journal = {Comput. Manag. Sci.}, volume = {17}, number = {2}, pages = {309--326}, year = {2020}, url = {https://doi.org/10.1007/s10287-020-00368-3}, doi = {10.1007/S10287-020-00368-3}, timestamp = {Fri, 14 May 2021 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/SinghKW20.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/VitaleMVG20, author = {Vincenzina Vitale and Flaminia Musella and Paola Vicard and Valentina Guizzi}, title = {Modelling an energy market with Bayesian networks for non-normal data}, journal = {Comput. Manag. Sci.}, volume = {17}, number = {1}, pages = {47--64}, year = {2020}, url = {https://doi.org/10.1007/s10287-018-0320-2}, doi = {10.1007/S10287-018-0320-2}, timestamp = {Sat, 30 Sep 2023 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/VitaleMVG20.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/AyR19, author = {Didem Sari Ay and Sarah M. Ryan}, title = {Observational data-based quality assessment of scenario generation for stochastic programs}, journal = {Comput. Manag. Sci.}, volume = {16}, number = {3}, pages = {521--540}, year = {2019}, url = {https://doi.org/10.1007/s10287-019-00349-1}, doi = {10.1007/S10287-019-00349-1}, timestamp = {Mon, 26 Oct 2020 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/cms/AyR19.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/BarroCC19, author = {Diana Barro and Elio Canestrelli and Giorgio Consigli}, title = {Volatility versus downside risk: performance protection in dynamic portfolio strategies}, journal = {Comput. Manag. Sci.}, volume = {16}, number = {3}, pages = {433--479}, year = {2019}, url = {https://doi.org/10.1007/s10287-018-0310-4}, doi = {10.1007/S10287-018-0310-4}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/BarroCC19.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/BerkhoutHSD19, author = {Joost Berkhout and Bernd Heidergott and Jennifer Sommer and Hans Daduna}, title = {Robustness analysis of generalized Jackson network}, journal = {Comput. Manag. Sci.}, volume = {16}, number = {4}, pages = {697--714}, year = {2019}, url = {https://doi.org/10.1007/s10287-019-00355-3}, doi = {10.1007/S10287-019-00355-3}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/BerkhoutHSD19.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/BomzeCDLL19, author = {Immanuel M. Bomze and Jianqiang Cheng and Peter J. C. Dickinson and Abdel Lisser and Jia Liu}, title = {Notoriously hard (mixed-)binary QPs: empirical evidence on new completely positive approaches}, journal = {Comput. Manag. Sci.}, volume = {16}, number = {4}, pages = {593--619}, year = {2019}, url = {https://doi.org/10.1007/s10287-018-0337-6}, doi = {10.1007/S10287-018-0337-6}, timestamp = {Thu, 14 Oct 2021 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/BomzeCDLL19.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/CareGC19, author = {Algo Car{\`{e}} and Simone Garatti and Marco C. Campi}, title = {The wait-and-judge scenario approach applied to antenna array design}, journal = {Comput. Manag. Sci.}, volume = {16}, number = {3}, pages = {481--499}, year = {2019}, url = {https://doi.org/10.1007/s10287-019-00345-5}, doi = {10.1007/S10287-019-00345-5}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/CareGC19.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/ConsigliHM19, author = {Giorgio Consigli and Asmerilda Hitaj and Elisa Mastrogiacomo}, title = {Portfolio choice under cumulative prospect theory: sensitivity analysis and an empirical study}, journal = {Comput. Manag. Sci.}, volume = {16}, number = {1-2}, pages = {129--154}, year = {2019}, url = {https://doi.org/10.1007/s10287-018-0333-x}, doi = {10.1007/S10287-018-0333-X}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/ConsigliHM19.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/ConsigliK19, author = {Giorgio Consigli and Anton J. Kleywegt}, title = {Data-driven optimization in management}, journal = {Comput. Manag. Sci.}, volume = {16}, number = {3}, pages = {371--374}, year = {2019}, url = {https://doi.org/10.1007/s10287-019-00352-6}, doi = {10.1007/S10287-019-00352-6}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/ConsigliK19.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Flam19, author = {Sjur Didrik Fl{\aa}m}, title = {Blocks of coordinates, stochastic programming, and markets}, journal = {Comput. Manag. Sci.}, volume = {16}, number = {1-2}, pages = {3--16}, year = {2019}, url = {https://doi.org/10.1007/s10287-018-0303-3}, doi = {10.1007/S10287-018-0303-3}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/Flam19.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/FlynnV19, author = {Thomas Flynn and Felisa J. V{\'{a}}zquez{-}Abad}, title = {A simultaneous perturbation weak derivative estimator for stochastic neural networks}, journal = {Comput. Manag. Sci.}, volume = {16}, number = {4}, pages = {715--738}, year = {2019}, url = {https://doi.org/10.1007/s10287-019-00357-1}, doi = {10.1007/S10287-019-00357-1}, timestamp = {Mon, 26 Jun 2023 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/FlynnV19.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/GeorghiouKW19, author = {Angelos Georghiou and Daniel Kuhn and Wolfram Wiesemann}, title = {The decision rule approach to optimization under uncertainty: methodology and applications}, journal = {Comput. Manag. Sci.}, volume = {16}, number = {4}, pages = {545--576}, year = {2019}, url = {https://doi.org/10.1007/s10287-018-0338-5}, doi = {10.1007/S10287-018-0338-5}, timestamp = {Sun, 03 Dec 2023 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/cms/GeorghiouKW19.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/GiacomettiR19, author = {Rosella Giacometti and Ber{\c{c}} Rustem}, title = {14th International Conference on Computational Management Science}, journal = {Comput. Manag. Sci.}, volume = {16}, number = {1-2}, pages = {1--2}, year = {2019}, url = {https://doi.org/10.1007/s10287-019-00343-7}, doi = {10.1007/S10287-019-00343-7}, timestamp = {Mon, 15 Jun 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/GiacomettiR19.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/GiuzioP19, author = {Margherita Giuzio and Sandra Paterlini}, title = {Un-diversifying during crises: Is it a good idea?}, journal = {Comput. Manag. Sci.}, volume = {16}, number = {3}, pages = {401--432}, year = {2019}, url = {https://doi.org/10.1007/s10287-018-0340-y}, doi = {10.1007/S10287-018-0340-Y}, timestamp = {Mon, 26 Oct 2020 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/cms/GiuzioP19.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/GoudenegeMZ19, author = {Ludovic Gouden{\`{e}}ge and Andrea Molent and Antonino Zanette}, title = {Pricing and hedging {GMWB} in the Heston and in the Black-Scholes with stochastic interest rate models}, journal = {Comput. Manag. Sci.}, volume = {16}, number = {1-2}, pages = {217--248}, year = {2019}, url = {https://doi.org/10.1007/s10287-018-0304-2}, doi = {10.1007/S10287-018-0304-2}, timestamp = {Sun, 02 Oct 2022 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/GoudenegeMZ19.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/GutjahrP19, author = {Walter J. Gutjahr and Alois Pichler}, title = {Uncertainty, economics and optimization: recent developments}, journal = {Comput. Manag. Sci.}, volume = {16}, number = {4}, pages = {541--543}, year = {2019}, url = {https://doi.org/10.1007/s10287-019-00360-6}, doi = {10.1007/S10287-019-00360-6}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/GutjahrP19.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/HagenbjorkB19, author = {Johan Hagenbj{\"{o}}rk and J{\"{o}}rgen Blomvall}, title = {Simulation and evaluation of the distribution of interest rate risk}, journal = {Comput. Manag. Sci.}, volume = {16}, number = {1-2}, pages = {297--327}, year = {2019}, url = {https://doi.org/10.1007/s10287-018-0319-8}, doi = {10.1007/S10287-018-0319-8}, timestamp = {Mon, 15 Jun 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/HagenbjorkB19.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/HerzelN19, author = {Stefano Herzel and Marco Nicolosi}, title = {Optimal strategies with option compensation under mean reverting returns or volatilities}, journal = {Comput. Manag. Sci.}, volume = {16}, number = {1-2}, pages = {47--69}, year = {2019}, url = {https://doi.org/10.1007/s10287-017-0296-3}, doi = {10.1007/S10287-017-0296-3}, timestamp = {Sun, 02 Oct 2022 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/HerzelN19.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/HitajMR19, author = {Asmerilda Hitaj and Lorenzo Mercuri and Edit Rroji}, title = {Sensitivity analysis of Mixed Tempered Stable parameters with implications in portfolio optimization}, journal = {Comput. Manag. Sci.}, volume = {16}, number = {1-2}, pages = {71--95}, year = {2019}, url = {https://doi.org/10.1007/s10287-018-0306-0}, doi = {10.1007/S10287-018-0306-0}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/HitajMR19.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Hochrainer-Stigler19, author = {Stefan Hochrainer{-}Stigler and Juraj Balkovic and Kadri Silm and Anna Timonina{-}Farkas}, title = {Large scale extreme risk assessment using copulas: an application to drought events under climate change for Austria}, journal = {Comput. Manag. Sci.}, volume = {16}, number = {4}, pages = {651--669}, year = {2019}, url = {https://doi.org/10.1007/s10287-018-0339-4}, doi = {10.1007/S10287-018-0339-4}, timestamp = {Thu, 14 Oct 2021 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/Hochrainer-Stigler19.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/HolzlKK19, author = {Werner H{\"{o}}lzl and Serguei Kaniovski and Yuriy Kaniovski}, title = {Exploring the dynamics of business survey data using Markov models}, journal = {Comput. Manag. Sci.}, volume = {16}, number = {4}, pages = {621--649}, year = {2019}, url = {https://doi.org/10.1007/s10287-019-00354-4}, doi = {10.1007/S10287-019-00354-4}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/HolzlKK19.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/KaltwasserS19, author = {Pablo Rovira Kaltwasser and Alessandro Spelta}, title = {Identifying systemically important financial institutions: a network approach}, journal = {Comput. Manag. Sci.}, volume = {16}, number = {1-2}, pages = {155--185}, year = {2019}, url = {https://doi.org/10.1007/s10287-018-0327-8}, doi = {10.1007/S10287-018-0327-8}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/KaltwasserS19.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/KieselPS19, author = {R{\"{u}}diger Kiesel and Florentina Paraschiv and Audun S{\ae}ther{\o}}, title = {On the construction of hourly price forward curves for electricity prices}, journal = {Comput. Manag. Sci.}, volume = {16}, number = {1-2}, pages = {345--369}, year = {2019}, url = {https://doi.org/10.1007/s10287-018-0300-6}, doi = {10.1007/S10287-018-0300-6}, timestamp = {Sat, 25 Dec 2021 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/cms/KieselPS19.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Kim19, author = {Young Shin Kim}, title = {Tempered stable process, first passage time, and path-dependent option pricing}, journal = {Comput. Manag. Sci.}, volume = {16}, number = {1-2}, pages = {187--215}, year = {2019}, url = {https://doi.org/10.1007/s10287-018-0326-9}, doi = {10.1007/S10287-018-0326-9}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/Kim19.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Kovacevic19, author = {Raimund M. Kovacevic}, title = {Arbitrage conditions for electricity markets with production and storage}, journal = {Comput. Manag. Sci.}, volume = {16}, number = {4}, pages = {671--696}, year = {2019}, url = {https://doi.org/10.1007/s10287-019-00347-3}, doi = {10.1007/S10287-019-00347-3}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/Kovacevic19.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/LozzaAN19, author = {Sergio Ortobelli Lozza and Enrico Angelelli and Alda Ndoci}, title = {Timing portfolio strategies with exponential L{\'{e}}vy processes}, journal = {Comput. Manag. Sci.}, volume = {16}, number = {1-2}, pages = {97--127}, year = {2019}, url = {https://doi.org/10.1007/s10287-018-0332-y}, doi = {10.1007/S10287-018-0332-Y}, timestamp = {Mon, 28 Aug 2023 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/LozzaAN19.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/MaggioniCB19, author = {Francesca Maggioni and Matteo Cagnolari and Luca Bertazzi}, title = {The value of the right distribution in stochastic programming with application to a Newsvendor problem}, journal = {Comput. Manag. Sci.}, volume = {16}, number = {4}, pages = {739--758}, year = {2019}, url = {https://doi.org/10.1007/s10287-019-00356-2}, doi = {10.1007/S10287-019-00356-2}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/MaggioniCB19.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/MarchandGBG19, author = {Alexia Marchand and Michel Gendreau and Marko Blais and Jonathan Guidi}, title = {Optimized operating rules for short-term hydropower planning in a stochastic environment}, journal = {Comput. Manag. Sci.}, volume = {16}, number = {3}, pages = {501--519}, year = {2019}, url = {https://doi.org/10.1007/s10287-019-00348-2}, doi = {10.1007/S10287-019-00348-2}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/MarchandGBG19.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/MicheliSVGB19, author = {Giovanni Micheli and Emiliano Soda and Maria Teresa Vespucci and Marco Gobbi and Alessandro Bertani}, title = {Big data analytics: an aid to detection of non-technical losses in power utilities}, journal = {Comput. Manag. Sci.}, volume = {16}, number = {1-2}, pages = {329--343}, year = {2019}, url = {https://doi.org/10.1007/s10287-018-0325-x}, doi = {10.1007/S10287-018-0325-X}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/MicheliSVGB19.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/NardonP19, author = {Martina Nardon and Paolo Pianca}, title = {European option pricing under cumulative prospect theory with constant relative sensitivity probability weighting functions}, journal = {Comput. Manag. Sci.}, volume = {16}, number = {1-2}, pages = {249--274}, year = {2019}, url = {https://doi.org/10.1007/s10287-018-0324-y}, doi = {10.1007/S10287-018-0324-Y}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/NardonP19.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Norkin19, author = {Vladimir I. Norkin}, title = {B{\&}B method for discrete partial order optimization}, journal = {Comput. Manag. Sci.}, volume = {16}, number = {4}, pages = {577--592}, year = {2019}, url = {https://doi.org/10.1007/s10287-019-00346-4}, doi = {10.1007/S10287-019-00346-4}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/Norkin19.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Petrova19, author = {Barbora Petrov{\'{a}}}, title = {Multistage portfolio optimization with multivariate dominance constraints}, journal = {Comput. Manag. Sci.}, volume = {16}, number = {1-2}, pages = {17--46}, year = {2019}, url = {https://doi.org/10.1007/s10287-018-0334-9}, doi = {10.1007/S10287-018-0334-9}, timestamp = {Tue, 16 Jun 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/Petrova19.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/RussoT19, author = {Vincenzo Russo and Gabriele Torri}, title = {Calibration of one-factor and two-factor Hull-White models using swaptions}, journal = {Comput. Manag. Sci.}, volume = {16}, number = {1-2}, pages = {275--295}, year = {2019}, url = {https://doi.org/10.1007/s10287-018-0323-z}, doi = {10.1007/S10287-018-0323-Z}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/RussoT19.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/TorriGP19, author = {Gabriele Torri and Rosella Giacometti and Sandra Paterlini}, title = {Sparse precision matrices for minimum variance portfolios}, journal = {Comput. Manag. Sci.}, volume = {16}, number = {3}, pages = {375--400}, year = {2019}, url = {https://doi.org/10.1007/s10287-019-00344-6}, doi = {10.1007/S10287-019-00344-6}, timestamp = {Mon, 26 Oct 2020 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/cms/TorriGP19.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Al-WohaibiR18, author = {Maram Al{-}Wohaibi and Diana Roman}, title = {{ALM} models based on second order stochastic dominance}, journal = {Comput. Manag. Sci.}, volume = {15}, number = {2}, pages = {187--211}, year = {2018}, url = {https://doi.org/10.1007/s10287-018-0299-8}, doi = {10.1007/S10287-018-0299-8}, timestamp = {Mon, 26 Oct 2020 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/cms/Al-WohaibiR18.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/AnimokuUY18, author = {Abdulwahab Animoku and {\"{O}}m{\"{u}}r Ugur and Yeliz Yolcu{-}Okur}, title = {Modeling and implementation of local volatility surfaces in Bayesian framework}, journal = {Comput. Manag. Sci.}, volume = {15}, number = {2}, pages = {239--258}, year = {2018}, url = {https://doi.org/10.1007/s10287-018-0302-4}, doi = {10.1007/S10287-018-0302-4}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/AnimokuUY18.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/AtakanS18, author = {Semih Atakan and Suvrajeet Sen}, title = {A Progressive Hedging based branch-and-bound algorithm for mixed-integer stochastic programs}, journal = {Comput. Manag. Sci.}, volume = {15}, number = {3-4}, pages = {501--540}, year = {2018}, url = {https://doi.org/10.1007/s10287-018-0311-3}, doi = {10.1007/S10287-018-0311-3}, timestamp = {Tue, 16 Jun 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/AtakanS18.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/BaruccaL18, author = {Paolo Barucca and Fabrizio Lillo}, title = {The organization of the interbank network and how {ECB} unconventional measures affected the e-MID overnight market}, journal = {Comput. Manag. Sci.}, volume = {15}, number = {1}, pages = {33--53}, year = {2018}, url = {https://doi.org/10.1007/s10287-017-0293-6}, doi = {10.1007/S10287-017-0293-6}, timestamp = {Thu, 14 Oct 2021 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/BaruccaL18.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/BjerringRW18, author = {Thomas Trier Bjerring and Kourosh Marjani Rasmussen and Alex Weissensteiner}, title = {Portfolio selection under supply chain predictability}, journal = {Comput. Manag. Sci.}, volume = {15}, number = {2}, pages = {139--159}, year = {2018}, url = {https://doi.org/10.1007/s10287-018-0308-y}, doi = {10.1007/S10287-018-0308-Y}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/BjerringRW18.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/BodnarOVZ18, author = {Taras Bodnar and Yarema Okhrin and Valdemar Vitlinskyy and Taras Zabolotskyy}, title = {Determination and estimation of risk aversion coefficients}, journal = {Comput. Manag. Sci.}, volume = {15}, number = {2}, pages = {297--317}, year = {2018}, url = {https://doi.org/10.1007/s10287-018-0317-x}, doi = {10.1007/S10287-018-0317-X}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/BodnarOVZ18.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/BonaccoltoCP18, author = {Giovanni Bonaccolto and Massimiliano Caporin and Sandra Paterlini}, title = {Asset allocation strategies based on penalized quantile regression}, journal = {Comput. Manag. Sci.}, volume = {15}, number = {1}, pages = {1--32}, year = {2018}, url = {https://doi.org/10.1007/s10287-017-0288-3}, doi = {10.1007/S10287-017-0288-3}, timestamp = {Mon, 26 Oct 2020 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/cms/BonaccoltoCP18.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/ChenHH18, author = {Jing Voon Chen and Julia L. Higle and Michael Hintlian}, title = {A systematic approach for examining the impact of calibration uncertainty in disease modeling}, journal = {Comput. Manag. Sci.}, volume = {15}, number = {3-4}, pages = {541--561}, year = {2018}, url = {https://doi.org/10.1007/s10287-018-0329-6}, doi = {10.1007/S10287-018-0329-6}, timestamp = {Tue, 16 Jun 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/ChenHH18.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/ClausSS18, author = {Matthias Claus and R{\"{u}}diger Schultz and Kai Sp{\"{u}}rkel}, title = {Strong convexity in risk-averse stochastic programs with complete recourse}, journal = {Comput. Manag. Sci.}, volume = {15}, number = {3-4}, pages = {411--429}, year = {2018}, url = {https://doi.org/10.1007/s10287-018-0331-z}, doi = {10.1007/S10287-018-0331-Z}, timestamp = {Tue, 16 Jun 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/ClausSS18.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/ConsigliMVM18, author = {Giorgio Consigli and Vittorio Moriggia and Sebastiano Vitali and Lorenzo Mercuri}, title = {Optimal insurance portfolios risk-adjusted performance through dynamic stochastic programming}, journal = {Comput. Manag. Sci.}, volume = {15}, number = {3-4}, pages = {599--632}, year = {2018}, url = {https://doi.org/10.1007/s10287-018-0328-7}, doi = {10.1007/S10287-018-0328-7}, timestamp = {Tue, 29 Dec 2020 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/cms/ConsigliMVM18.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Erlwein-SayerH18, author = {Christina Erlwein{-}Sayer and Ronald Hochreiter}, title = {Twenty-five years of applied mathematical programming and modelling}, journal = {Comput. Manag. Sci.}, volume = {15}, number = {2}, pages = {135--137}, year = {2018}, url = {https://doi.org/10.1007/s10287-018-0322-0}, doi = {10.1007/S10287-018-0322-0}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/Erlwein-SayerH18.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/EscuderoM18, author = {Laureano F. Escudero and Juan F. Monge}, title = {On capacity expansion planning under strategic and operational uncertainties based on stochastic dominance risk averse management}, journal = {Comput. Manag. Sci.}, volume = {15}, number = {3-4}, pages = {479--500}, year = {2018}, url = {https://doi.org/10.1007/s10287-018-0318-9}, doi = {10.1007/S10287-018-0318-9}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/EscuderoM18.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/GauvinDG18, author = {Charles Gauvin and Erick Delage and Michel Gendreau}, title = {A successive linear programming algorithm with non-linear time series for the reservoir management problem}, journal = {Comput. Manag. Sci.}, volume = {15}, number = {1}, pages = {55--86}, year = {2018}, url = {https://doi.org/10.1007/s10287-017-0295-4}, doi = {10.1007/S10287-017-0295-4}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/GauvinDG18.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/HellemoBT18, author = {Lars Hellemo and Paul I. Barton and Asgeir Tomasgard}, title = {Decision-dependent probabilities in stochastic programs with recourse}, journal = {Comput. Manag. Sci.}, volume = {15}, number = {3-4}, pages = {369--395}, year = {2018}, url = {https://doi.org/10.1007/s10287-018-0330-0}, doi = {10.1007/S10287-018-0330-0}, timestamp = {Tue, 16 Jun 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/HellemoBT18.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/LaanRV18, author = {Niels van der Laan and Ward Romeijnders and Maarten H. van der Vlerk}, title = {Higher-order total variation bounds for expectations of periodic functions and simple integer recourse approximations}, journal = {Comput. Manag. Sci.}, volume = {15}, number = {3-4}, pages = {325--349}, year = {2018}, url = {https://doi.org/10.1007/s10287-018-0315-z}, doi = {10.1007/S10287-018-0315-Z}, timestamp = {Tue, 29 Dec 2020 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/cms/LaanRV18.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/LejeuneK18, author = {Miguel A. Lejeune and Janne Kettunen}, title = {A fractional stochastic integer programming problem for reliability-to-stability ratio in forest harvesting}, journal = {Comput. Manag. Sci.}, volume = {15}, number = {3-4}, pages = {583--597}, year = {2018}, url = {https://doi.org/10.1007/s10287-018-0307-z}, doi = {10.1007/S10287-018-0307-Z}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/LejeuneK18.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/MortonRSS18, author = {David P. Morton and Ward Romeijnders and R{\"{u}}diger Schultz and Leen Stougie}, title = {The stochastic programming heritage of Maarten van der Vlerk}, journal = {Comput. Manag. Sci.}, volume = {15}, number = {3-4}, pages = {319--323}, year = {2018}, url = {https://doi.org/10.1007/s10287-018-0335-8}, doi = {10.1007/S10287-018-0335-8}, timestamp = {Tue, 29 Dec 2020 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/cms/MortonRSS18.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/PhilpottMK18, author = {Andrew B. Philpott and Vitor L. de Matos and Lea Kapelevich}, title = {Distributionally robust {SDDP}}, journal = {Comput. Manag. Sci.}, volume = {15}, number = {3-4}, pages = {431--454}, year = {2018}, url = {https://doi.org/10.1007/s10287-018-0314-0}, doi = {10.1007/S10287-018-0314-0}, timestamp = {Sun, 02 Oct 2022 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/PhilpottMK18.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/ProchazkaW18, author = {Vit Prochazka and Stein W. Wallace}, title = {Stochastic programs with binary distributions: structural properties of scenario trees and algorithms}, journal = {Comput. Manag. Sci.}, volume = {15}, number = {3-4}, pages = {397--410}, year = {2018}, url = {https://doi.org/10.1007/s10287-018-0312-2}, doi = {10.1007/S10287-018-0312-2}, timestamp = {Sat, 30 Sep 2023 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/ProchazkaW18.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/PutyatinaS18, author = {Oleksandra Putyatina and J{\"{o}}rn Sass}, title = {Approximation for portfolio optimization in a financial market with shot-noise jumps}, journal = {Comput. Manag. Sci.}, volume = {15}, number = {2}, pages = {161--186}, year = {2018}, url = {https://doi.org/10.1007/s10287-017-0294-5}, doi = {10.1007/S10287-017-0294-5}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/PutyatinaS18.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/SinghMS18, author = {Bismark Singh and David P. Morton and Surya Santoso}, title = {An adaptive model with joint chance constraints for a hybrid wind-conventional generator system}, journal = {Comput. Manag. Sci.}, volume = {15}, number = {3-4}, pages = {563--582}, year = {2018}, url = {https://doi.org/10.1007/s10287-018-0309-x}, doi = {10.1007/S10287-018-0309-X}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/SinghMS18.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/TowleL18, author = {Eli Towle and James R. Luedtke}, title = {New solution approaches for the maximum-reliability stochastic network interdiction problem}, journal = {Comput. Manag. Sci.}, volume = {15}, number = {3-4}, pages = {455--477}, year = {2018}, url = {https://doi.org/10.1007/s10287-018-0321-1}, doi = {10.1007/S10287-018-0321-1}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/TowleL18.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/XieA18, author = {Weijun Xie and Shabbir Ahmed}, title = {Distributionally robust simple integer recourse}, journal = {Comput. Manag. Sci.}, volume = {15}, number = {3-4}, pages = {351--367}, year = {2018}, url = {https://doi.org/10.1007/s10287-018-0313-1}, doi = {10.1007/S10287-018-0313-1}, timestamp = {Thu, 02 Jul 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/XieA18.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/XiongM18, author = {Heng Xiong and Rogemar S. Mamon}, title = {Putting a price tag on temperature}, journal = {Comput. Manag. Sci.}, volume = {15}, number = {2}, pages = {259--296}, year = {2018}, url = {https://doi.org/10.1007/s10287-017-0291-8}, doi = {10.1007/S10287-017-0291-8}, timestamp = {Sat, 30 Sep 2023 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/XiongM18.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/XuB18, author = {Guanglin Xu and Samuel Burer}, title = {A data-driven distributionally robust bound on the expected optimal value of uncertain mixed 0-1 linear programming}, journal = {Comput. Manag. Sci.}, volume = {15}, number = {1}, pages = {111--134}, year = {2018}, url = {https://doi.org/10.1007/s10287-018-0298-9}, doi = {10.1007/S10287-018-0298-9}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/XuB18.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Yolcu-OkurSYI18, author = {Yeliz Yolcu{-}Okur and Tilman Sayer and Bilgi Yilmaz and B. Alper Inkaya}, title = {Computation of the Delta of European options under stochastic volatility models}, journal = {Comput. Manag. Sci.}, volume = {15}, number = {2}, pages = {213--237}, year = {2018}, url = {https://doi.org/10.1007/s10287-018-0316-y}, doi = {10.1007/S10287-018-0316-Y}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/Yolcu-OkurSYI18.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/ZephyrA18, author = {Luckny Z{\'{e}}phyr and C. Lindsay Anderson}, title = {Stochastic dynamic programming approach to managing power system uncertainty with distributed storage}, journal = {Comput. Manag. Sci.}, volume = {15}, number = {1}, pages = {87--110}, year = {2018}, url = {https://doi.org/10.1007/s10287-017-0297-2}, doi = {10.1007/S10287-017-0297-2}, timestamp = {Mon, 26 Oct 2020 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/cms/ZephyrA18.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/AckooijLM17, author = {Wim van Ackooij and Nicolas Lebbe and J{\'{e}}r{\^{o}}me Malick}, title = {Regularized decomposition of large scale block-structured robust optimization problems}, journal = {Comput. Manag. Sci.}, volume = {14}, number = {3}, pages = {393--421}, year = {2017}, url = {https://doi.org/10.1007/s10287-017-0281-x}, doi = {10.1007/S10287-017-0281-X}, timestamp = {Mon, 05 Feb 2024 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/cms/AckooijLM17.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/AgapitosBO17, author = {Alexandros Agapitos and Anthony Brabazon and Michael O'Neill}, title = {Regularised gradient boosting for financial time-series modelling}, journal = {Comput. Manag. Sci.}, volume = {14}, number = {3}, pages = {367--391}, year = {2017}, url = {https://doi.org/10.1007/s10287-017-0280-y}, doi = {10.1007/S10287-017-0280-Y}, timestamp = {Tue, 07 May 2024 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/AgapitosBO17.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Alonso-AyusoM17, author = {Antonio Alonso{-}Ayuso and Francesca Maggioni}, title = {Special issue on the 13th international conference on computational management science}, journal = {Comput. Manag. Sci.}, volume = {14}, number = {4}, pages = {461--463}, year = {2017}, url = {https://doi.org/10.1007/s10287-017-0292-7}, doi = {10.1007/S10287-017-0292-7}, timestamp = {Fri, 18 Sep 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/Alonso-AyusoM17.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Asadabadi17, author = {Mehdi Rajabi Asadabadi}, title = {A developed slope order index {(SOI)} for bottlenecks in projects and production lines}, journal = {Comput. Manag. Sci.}, volume = {14}, number = {2}, pages = {281--291}, year = {2017}, url = {https://doi.org/10.1007/s10287-017-0276-7}, doi = {10.1007/S10287-017-0276-7}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/Asadabadi17.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/BakanYW17, author = {Hacer {\"{O}}z Bakan and Fikriye Yilmaz and Gerhard{-}Wilhelm Weber}, title = {A discrete optimality system for an optimal harvesting problem}, journal = {Comput. Manag. Sci.}, volume = {14}, number = {4}, pages = {519--533}, year = {2017}, url = {https://doi.org/10.1007/s10287-017-0286-5}, doi = {10.1007/S10287-017-0286-5}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/BakanYW17.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/BarmannHMPT17, author = {Andreas B{\"{a}}rmann and Andreas Heidt and Alexander Martin and Sebastian Pokutta and Christoph Thurner}, title = {Erratum to: Polyhedral approximation of ellipsoidal uncertainty sets via extended formulations: a computational case study}, journal = {Comput. Manag. Sci.}, volume = {14}, number = {2}, pages = {293--296}, year = {2017}, url = {https://doi.org/10.1007/s10287-016-0269-y}, doi = {10.1007/S10287-016-0269-Y}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/BarmannHMPT17.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/BezerraA17, author = {Pedro Correia S. Bezerra and Pedro Henrique Melo Albuquerque}, title = {Volatility forecasting via {SVR-GARCH} with mixture of Gaussian kernels}, journal = {Comput. Manag. Sci.}, volume = {14}, number = {2}, pages = {179--196}, year = {2017}, url = {https://doi.org/10.1007/s10287-016-0267-0}, doi = {10.1007/S10287-016-0267-0}, timestamp = {Tue, 25 May 2021 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/BezerraA17.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/BrandaH17, author = {Martin Branda and Step{\'{a}}n H{\'{a}}jek}, title = {Flow-based formulations for operational fixed interval scheduling problems with random delays}, journal = {Comput. Manag. Sci.}, volume = {14}, number = {1}, pages = {161--177}, year = {2017}, url = {https://doi.org/10.1007/s10287-016-0262-5}, doi = {10.1007/S10287-016-0262-5}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/BrandaH17.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/BroadieS17, author = {Mark Broadie and Weiwei Shen}, title = {Numerical solutions to dynamic portfolio problems with upper bounds}, journal = {Comput. Manag. Sci.}, volume = {14}, number = {2}, pages = {215--227}, year = {2017}, url = {https://doi.org/10.1007/s10287-016-0270-5}, doi = {10.1007/S10287-016-0270-5}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/BroadieS17.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/DupacovaK17, author = {Jitka Dupacov{\'{a}} and V{\'{a}}clav Kozm{\'{\i}}k}, title = {{SDDP} for multistage stochastic programs: preprocessing via scenario reduction}, journal = {Comput. Manag. Sci.}, volume = {14}, number = {1}, pages = {67--80}, year = {2017}, url = {https://doi.org/10.1007/s10287-016-0261-6}, doi = {10.1007/S10287-016-0261-6}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/DupacovaK17.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Foschi17, author = {Rachele Foschi}, title = {Optimal trial duration times for multiple change points products lifetime distributions}, journal = {Comput. Manag. Sci.}, volume = {14}, number = {3}, pages = {423--441}, year = {2017}, url = {https://doi.org/10.1007/s10287-017-0285-6}, doi = {10.1007/S10287-017-0285-6}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/Foschi17.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/FrutosG17, author = {Javier de Frutos and V{\'{\i}}ctor Gat{\'{o}}n}, title = {Chebyshev reduced basis function applied to option valuation}, journal = {Comput. Manag. Sci.}, volume = {14}, number = {4}, pages = {465--491}, year = {2017}, url = {https://doi.org/10.1007/s10287-017-0287-4}, doi = {10.1007/S10287-017-0287-4}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/FrutosG17.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/GaudenziZ17, author = {Marcellino Gaudenzi and Antonino Zanette}, title = {Fast binomial procedures for pricing Parisian/ParAsian options}, journal = {Comput. Manag. Sci.}, volume = {14}, number = {3}, pages = {313--331}, year = {2017}, url = {https://doi.org/10.1007/s10287-017-0278-5}, doi = {10.1007/S10287-017-0278-5}, timestamp = {Sun, 02 Oct 2022 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/GaudenziZ17.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Georgiopoulos17, author = {Nick Georgiopoulos}, title = {Pricing catastrophe bonds with multistage stochastic programming}, journal = {Comput. Manag. Sci.}, volume = {14}, number = {3}, pages = {297--312}, year = {2017}, url = {https://doi.org/10.1007/s10287-017-0277-6}, doi = {10.1007/S10287-017-0277-6}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/Georgiopoulos17.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/GrandonHH17, author = {Tatiana Gonz{\'{a}}lez Grand{\'{o}}n and Holger Heitsch and Ren{\'{e}} Henrion}, title = {A joint model of probabilistic/robust constraints for gas transport management in stationary networks}, journal = {Comput. Manag. Sci.}, volume = {14}, number = {3}, pages = {443--460}, year = {2017}, url = {https://doi.org/10.1007/s10287-017-0284-7}, doi = {10.1007/S10287-017-0284-7}, timestamp = {Thu, 27 Jul 2023 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/GrandonHH17.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/HulstHN17, author = {Dori van Hulst and Dick den Hertog and Wim Nuijten}, title = {Robust shift generation in workforce planning}, journal = {Comput. Manag. Sci.}, volume = {14}, number = {1}, pages = {115--134}, year = {2017}, url = {https://doi.org/10.1007/s10287-016-0265-2}, doi = {10.1007/S10287-016-0265-2}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/HulstHN17.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/KawasT17, author = {Ban Kawas and Aur{\'{e}}lie Thiele}, title = {Log-robust portfolio management with parameter ambiguity}, journal = {Comput. Manag. Sci.}, volume = {14}, number = {2}, pages = {229--256}, year = {2017}, url = {https://doi.org/10.1007/s10287-017-0275-8}, doi = {10.1007/S10287-017-0275-8}, timestamp = {Thu, 04 Jul 2024 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/KawasT17.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/KeutchayanGS17, author = {Julien Keutchayan and Michel Gendreau and Antoine Saucier}, title = {Quality evaluation of scenario-tree generation methods for solving stochastic programming problems}, journal = {Comput. Manag. Sci.}, volume = {14}, number = {3}, pages = {333--365}, year = {2017}, url = {https://doi.org/10.1007/s10287-017-0279-4}, doi = {10.1007/S10287-017-0279-4}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/KeutchayanGS17.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/KopaVTH17, author = {Milos Kopa and Sebastiano Vitali and Tom{\'{a}}s Tich{\'{y}} and Radek Hendrych}, title = {Implied volatility and state price density estimation: arbitrage analysis}, journal = {Comput. Manag. Sci.}, volume = {14}, number = {4}, pages = {559--583}, year = {2017}, url = {https://doi.org/10.1007/s10287-017-0283-8}, doi = {10.1007/S10287-017-0283-8}, timestamp = {Sat, 30 Sep 2023 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/KopaVTH17.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/KopaW17, author = {Milos Kopa and Wolfram Wiesemann}, title = {Special issue on the 12th international conference on computational management science}, journal = {Comput. Manag. Sci.}, volume = {14}, number = {1}, pages = {1--4}, year = {2017}, url = {https://doi.org/10.1007/s10287-017-0273-x}, doi = {10.1007/S10287-017-0273-X}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/KopaW17.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Krivulin17, author = {Nikolai Krivulin}, title = {Direct solution to constrained tropical optimization problems with application to project scheduling}, journal = {Comput. Manag. Sci.}, volume = {14}, number = {1}, pages = {91--113}, year = {2017}, url = {https://doi.org/10.1007/s10287-016-0259-0}, doi = {10.1007/S10287-016-0259-0}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/Krivulin17.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Krivulin17a, author = {Nikolai Krivulin}, title = {Using tropical optimization to solve constrained minimax single-facility location problems with rectilinear distance}, journal = {Comput. Manag. Sci.}, volume = {14}, number = {4}, pages = {493--518}, year = {2017}, url = {https://doi.org/10.1007/s10287-017-0289-2}, doi = {10.1007/S10287-017-0289-2}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/Krivulin17a.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/MaggioniPB17, author = {Francesca Maggioni and Florian A. Potra and Marida Bertocchi}, title = {A scenario-based framework for supply planning under uncertainty: stochastic programming versus robust optimization approaches}, journal = {Comput. Manag. Sci.}, volume = {14}, number = {1}, pages = {5--44}, year = {2017}, url = {https://doi.org/10.1007/s10287-016-0272-3}, doi = {10.1007/S10287-016-0272-3}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/MaggioniPB17.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/OrtobelliKT17, author = {Sergio Ortobelli and Noureddine Kouaissah and Tom{\'{a}}s Tich{\'{y}}}, title = {On the impact of conditional expectation estimators in portfolio theory}, journal = {Comput. Manag. Sci.}, volume = {14}, number = {4}, pages = {535--557}, year = {2017}, url = {https://doi.org/10.1007/s10287-017-0282-9}, doi = {10.1007/S10287-017-0282-9}, timestamp = {Sun, 02 Oct 2022 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/OrtobelliKT17.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/RuiterBBH17, author = {Frans J. C. T. de Ruiter and Aharon Ben{-}Tal and Ruud Brekelmans and Dick den Hertog}, title = {Robust optimization of uncertain multistage inventory systems with inexact data in decision rules}, journal = {Comput. Manag. Sci.}, volume = {14}, number = {1}, pages = {45--66}, year = {2017}, url = {https://doi.org/10.1007/s10287-016-0253-6}, doi = {10.1007/S10287-016-0253-6}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/RuiterBBH17.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Szabo17, author = {Peter Szab{\'{o}}}, title = {Goldbach's conjecture in max-algebra}, journal = {Comput. Manag. Sci.}, volume = {14}, number = {1}, pages = {81--89}, year = {2017}, url = {https://doi.org/10.1007/s10287-016-0268-z}, doi = {10.1007/S10287-016-0268-Z}, timestamp = {Sun, 22 Oct 2023 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/Szabo17.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/ValleRM17, author = {Cristiano Arbex Valle and Diana Roman and Gautam Mitra}, title = {Novel approaches for portfolio construction using second order stochastic dominance}, journal = {Comput. Manag. Sci.}, volume = {14}, number = {2}, pages = {257--280}, year = {2017}, url = {https://doi.org/10.1007/s10287-017-0274-9}, doi = {10.1007/S10287-017-0274-9}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/ValleRM17.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/VitaliMK17, author = {Sebastiano Vitali and Vittorio Moriggia and Milos Kopa}, title = {Optimal pension fund composition for an Italian private pension plan sponsor}, journal = {Comput. Manag. Sci.}, volume = {14}, number = {1}, pages = {135--160}, year = {2017}, url = {https://doi.org/10.1007/s10287-016-0263-4}, doi = {10.1007/S10287-016-0263-4}, timestamp = {Tue, 29 Dec 2020 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/cms/VitaliMK17.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/WangT17, author = {Shuyi Wang and Aur{\'{e}}lie Thiele}, title = {A comparison between the robust risk-aware and risk-seeking managers in R{\&}D portfolio management}, journal = {Comput. Manag. Sci.}, volume = {14}, number = {2}, pages = {197--213}, year = {2017}, url = {https://doi.org/10.1007/s10287-016-0271-4}, doi = {10.1007/S10287-016-0271-4}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/WangT17.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/ZhenH17, author = {Jianzhe Zhen and Dick den Hertog}, title = {Centered solutions for uncertain linear equations}, journal = {Comput. Manag. Sci.}, volume = {14}, number = {4}, pages = {585--610}, year = {2017}, url = {https://doi.org/10.1007/s10287-017-0290-9}, doi = {10.1007/S10287-017-0290-9}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/ZhenH17.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/AyoubP16, author = {Josette Ayoub and Michael Poss}, title = {Decomposition for adjustable robust linear optimization subject to uncertainty polytope}, journal = {Comput. Manag. Sci.}, volume = {13}, number = {2}, pages = {219--239}, year = {2016}, url = {https://doi.org/10.1007/s10287-016-0249-2}, doi = {10.1007/S10287-016-0249-2}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/AyoubP16.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/BakkeFHHNW16, author = {Ida Bakke and Stein{-}Erik Fleten and Lars Ivar Hagfors and Verena Hagspiel and Beate Norheim and Sonja Wogrin}, title = {Investment in electric energy storage under uncertainty: a real options approach}, journal = {Comput. Manag. Sci.}, volume = {13}, number = {3}, pages = {483--500}, year = {2016}, url = {https://doi.org/10.1007/s10287-016-0256-3}, doi = {10.1007/S10287-016-0256-3}, timestamp = {Mon, 26 Oct 2020 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/cms/BakkeFHHNW16.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/BarmannHMPT16, author = {Andreas B{\"{a}}rmann and Andreas Heidt and Alexander Martin and Sebastian Pokutta and Christoph Thurner}, title = {Polyhedral approximation of ellipsoidal uncertainty sets via extended formulations: a computational case study}, journal = {Comput. Manag. Sci.}, volume = {13}, number = {2}, pages = {151--193}, year = {2016}, url = {https://doi.org/10.1007/s10287-015-0243-0}, doi = {10.1007/S10287-015-0243-0}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/BarmannHMPT16.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/BertsimasDL16, author = {Dimitris Bertsimas and Iain Dunning and Miles Lubin}, title = {Reformulation versus cutting-planes for robust optimization}, journal = {Comput. Manag. Sci.}, volume = {13}, number = {2}, pages = {195--217}, year = {2016}, url = {https://doi.org/10.1007/s10287-015-0236-z}, doi = {10.1007/S10287-015-0236-Z}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/BertsimasDL16.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/BriasMD16, author = {Antoine Brias and Jean{-}Denis Mathias and Guillaume Deffuant}, title = {Accelerating viability kernel computation with {CUDA} architecture: application to bycatch fishery management}, journal = {Comput. Manag. Sci.}, volume = {13}, number = {3}, pages = {371--391}, year = {2016}, url = {https://doi.org/10.1007/s10287-015-0246-x}, doi = {10.1007/S10287-015-0246-X}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/BriasMD16.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/CetinkayaT16, author = {El{\c{c}}in {\c{C}}etinkaya and Aur{\'{e}}lie Thiele}, title = {New product launch decisions with robust optimization}, journal = {Comput. Manag. Sci.}, volume = {13}, number = {2}, pages = {263--292}, year = {2016}, url = {https://doi.org/10.1007/s10287-015-0237-y}, doi = {10.1007/S10287-015-0237-Y}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/CetinkayaT16.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/CetinkayaT16a, author = {El{\c{c}}in {\c{C}}etinkaya and Aur{\'{e}}lie Thiele}, title = {A moment matching approach to log-normal portfolio optimization}, journal = {Comput. Manag. Sci.}, volume = {13}, number = {4}, pages = {501--520}, year = {2016}, url = {https://doi.org/10.1007/s10287-016-0255-4}, doi = {10.1007/S10287-016-0255-4}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/CetinkayaT16a.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/ContrerasKZ16, author = {Javier Contreras and Jacek B. Krawczyk and James Zuccollo}, title = {Economics of collective monitoring: a study of environmentally constrained electricity generators}, journal = {Comput. Manag. Sci.}, volume = {13}, number = {3}, pages = {349--369}, year = {2016}, url = {https://doi.org/10.1007/s10287-015-0247-9}, doi = {10.1007/S10287-015-0247-9}, timestamp = {Thu, 14 Oct 2021 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/ContrerasKZ16.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/DelageI16, author = {Erick Delage and Dan Andrei Iancu}, title = {Computational management science special issue on "Robust Optimization and Applications"}, journal = {Comput. Manag. Sci.}, volume = {13}, number = {2}, pages = {147--149}, year = {2016}, url = {https://doi.org/10.1007/s10287-016-0252-7}, doi = {10.1007/S10287-016-0252-7}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/DelageI16.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/FengR16, author = {Yonghan Feng and Sarah M. Ryan}, title = {Solution sensitivity-based scenario reduction for stochastic unit commitment}, journal = {Comput. Manag. Sci.}, volume = {13}, number = {1}, pages = {29--62}, year = {2016}, url = {https://doi.org/10.1007/s10287-014-0220-z}, doi = {10.1007/S10287-014-0220-Z}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/FengR16.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/FerrentinoCB16, author = {Rosa Ferrentino and Maria Teresa Cuomo and Carmine Boniello}, title = {On the customer lifetime value: a mathematical perspective}, journal = {Comput. Manag. Sci.}, volume = {13}, number = {4}, pages = {521--539}, year = {2016}, url = {https://doi.org/10.1007/s10287-016-0266-1}, doi = {10.1007/S10287-016-0266-1}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/FerrentinoCB16.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/FletenKS16, author = {Stein{-}Erik Fleten and Daniel Kuhn and Afzal S. Siddiqui}, title = {\emph{Computational Management Science} Special Issue on "Optimisation methods and applications in the energy sector"}, journal = {Comput. Manag. Sci.}, volume = {13}, number = {1}, pages = {1--3}, year = {2016}, url = {https://doi.org/10.1007/s10287-016-0248-3}, doi = {10.1007/S10287-016-0248-3}, timestamp = {Sun, 03 Dec 2023 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/cms/FletenKS16.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Font16, author = {Bego{\~{n}}a Font}, title = {Bootstrap estimation of the efficient frontier}, journal = {Comput. Manag. Sci.}, volume = {13}, number = {4}, pages = {541--570}, year = {2016}, url = {https://doi.org/10.1007/s10287-016-0257-2}, doi = {10.1007/S10287-016-0257-2}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/Font16.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/GranadoWP16, author = {Pedro Crespo Del Granado and Stein W. Wallace and Zhan Pang}, title = {The impact of wind uncertainty on the strategic valuation of distributed electricity storage}, journal = {Comput. Manag. Sci.}, volume = {13}, number = {1}, pages = {5--27}, year = {2016}, url = {https://doi.org/10.1007/s10287-015-0235-0}, doi = {10.1007/S10287-015-0235-0}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/GranadoWP16.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/GuoBS16, author = {Xiaojia Guo and Alexandros Beskos and Afzal S. Siddiqui}, title = {The natural hedge of a gas-fired power plant}, journal = {Comput. Manag. Sci.}, volume = {13}, number = {1}, pages = {63--86}, year = {2016}, url = {https://doi.org/10.1007/s10287-014-0222-x}, doi = {10.1007/S10287-014-0222-X}, timestamp = {Tue, 18 Oct 2022 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/GuoBS16.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/JornstenK16, author = {Kurt J{\"{o}}rnsten and Andreas Klose}, title = {An improved Lagrangian relaxation and dual ascent approach to facility location problems}, journal = {Comput. Manag. Sci.}, volume = {13}, number = {3}, pages = {317--348}, year = {2016}, url = {https://doi.org/10.1007/s10287-015-0244-z}, doi = {10.1007/S10287-015-0244-Z}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/JornstenK16.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/MaggioniAB16, author = {Francesca Maggioni and Elisabetta Allevi and Marida Bertocchi}, title = {Monotonic bounds in multistage mixed-integer stochastic programming}, journal = {Comput. Manag. Sci.}, volume = {13}, number = {3}, pages = {423--457}, year = {2016}, url = {https://doi.org/10.1007/s10287-016-0254-5}, doi = {10.1007/S10287-016-0254-5}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/MaggioniAB16.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/MelamedBG16, author = {Michal Melamed and Aharon Ben{-}Tal and Boaz Golany}, title = {On the average performance of the adjustable {RO} and its use as an offline tool for multi-period production planning under uncertainty}, journal = {Comput. Manag. Sci.}, volume = {13}, number = {2}, pages = {293--315}, year = {2016}, url = {https://doi.org/10.1007/s10287-016-0250-9}, doi = {10.1007/S10287-016-0250-9}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/MelamedBG16.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/MetanT16, author = {Gokhan Metan and Aur{\'{e}}lie Thiele}, title = {Protecting the data-driven newsvendor against rare events: a correction-term approach}, journal = {Comput. Manag. Sci.}, volume = {13}, number = {3}, pages = {459--482}, year = {2016}, url = {https://doi.org/10.1007/s10287-016-0258-1}, doi = {10.1007/S10287-016-0258-1}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/MetanT16.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/PisciellaBV16, author = {Paolo Pisciella and Marida Bertocchi and Maria Teresa Vespucci}, title = {A leader-followers model of power transmission capacity expansion in a market driven environment}, journal = {Comput. Manag. Sci.}, volume = {13}, number = {1}, pages = {87--118}, year = {2016}, url = {https://doi.org/10.1007/s10287-014-0223-9}, doi = {10.1007/S10287-014-0223-9}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/PisciellaBV16.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/SadeghiF16, author = {Elham Sadeghi and Neng Fan}, title = {On the minimum-cost {\(\lambda\)}-edge-connected \emph{k}-subgraph problem}, journal = {Comput. Manag. Sci.}, volume = {13}, number = {4}, pages = {571--596}, year = {2016}, url = {https://doi.org/10.1007/s10287-016-0260-7}, doi = {10.1007/S10287-016-0260-7}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/SadeghiF16.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/SerefSAE16, author = {Michelle M. H. Seref and Onur Seref and Aydin Alptekinoglu and S. Sel{\c{c}}uk Ereng{\"{u}}{\c{c}}}, title = {Advance selling to strategic consumers}, journal = {Comput. Manag. Sci.}, volume = {13}, number = {4}, pages = {597--626}, year = {2016}, url = {https://doi.org/10.1007/s10287-016-0264-3}, doi = {10.1007/S10287-016-0264-3}, timestamp = {Sun, 06 Oct 2024 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/SerefSAE16.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/TongXWZ16, author = {X. J. Tong and Huifu Xu and F. F. Wu and Z. Zhao}, title = {Penalized sample average approximation methods for stochastic programs in economic and secure dispatch of a power system}, journal = {Comput. Manag. Sci.}, volume = {13}, number = {3}, pages = {393--422}, year = {2016}, url = {https://doi.org/10.1007/s10287-016-0251-8}, doi = {10.1007/S10287-016-0251-8}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/TongXWZ16.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/WangGY16, author = {Zizhuo Wang and Peter W. Glynn and Yinyu Ye}, title = {Likelihood robust optimization for data-driven problems}, journal = {Comput. Manag. Sci.}, volume = {13}, number = {2}, pages = {241--261}, year = {2016}, url = {https://doi.org/10.1007/s10287-015-0240-3}, doi = {10.1007/S10287-015-0240-3}, timestamp = {Mon, 26 Jun 2023 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/WangGY16.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/XiS16, author = {Xiaomin Xi and Ramteen Sioshansi}, title = {A dynamic programming model of energy storage and transformer deployments to relieve distribution constraints}, journal = {Comput. Manag. Sci.}, volume = {13}, number = {1}, pages = {119--146}, year = {2016}, url = {https://doi.org/10.1007/s10287-014-0218-6}, doi = {10.1007/S10287-014-0218-6}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/XiS16.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Al-YakoobS15, author = {Salem M. Al{-}Yakoob and Hanif D. Sherali}, title = {A column generation mathematical programming approach for a class-faculty assignment problem with preferences}, journal = {Comput. Manag. Sci.}, volume = {12}, number = {2}, pages = {297--318}, year = {2015}, url = {https://doi.org/10.1007/s10287-013-0163-9}, doi = {10.1007/S10287-013-0163-9}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/Al-YakoobS15.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/AndriaTP15, author = {Joseph Andria and Giacomo di Tollo and Raffaele Pesenti}, title = {Detection of local tourism systems by threshold accepting}, journal = {Comput. Manag. Sci.}, volume = {12}, number = {4}, pages = {559--575}, year = {2015}, url = {https://doi.org/10.1007/s10287-015-0238-x}, doi = {10.1007/S10287-015-0238-X}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/AndriaTP15.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/AzadehHS15, author = {Shadi Sharif Azadeh and M. Hosseinalifam and Gilles Savard}, title = {The impact of customer behavior models on revenue management systems}, journal = {Comput. Manag. Sci.}, volume = {12}, number = {1}, pages = {99--109}, year = {2015}, url = {https://doi.org/10.1007/s10287-014-0204-z}, doi = {10.1007/S10287-014-0204-Z}, timestamp = {Sun, 02 Oct 2022 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/AzadehHS15.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/BremerHM15, author = {Ingo Bremer and Ren{\'{e}} Henrion and Andris M{\"{o}}ller}, title = {Probabilistic constraints via {SQP} solver: application to a renewable energy management problem}, journal = {Comput. Manag. Sci.}, volume = {12}, number = {3}, pages = {435--459}, year = {2015}, url = {https://doi.org/10.1007/s10287-015-0228-z}, doi = {10.1007/S10287-015-0228-Z}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/BremerHM15.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/CesaroneST15, author = {Francesco Cesarone and Andrea Scozzari and Fabio Tardella}, title = {Linear vs. quadratic portfolio selection models with hard real-world constraints}, journal = {Comput. Manag. Sci.}, volume = {12}, number = {3}, pages = {345--370}, year = {2015}, url = {https://doi.org/10.1007/s10287-014-0210-1}, doi = {10.1007/S10287-014-0210-1}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/CesaroneST15.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/ClelandZPY15, author = {Nigel Cleland and Golbon Zakeri and Geoffrey Pritchard and Brent Young}, title = {Boomer-Consumer: a model for load consumption and reserve offers in reserve constrained electricity markets}, journal = {Comput. Manag. Sci.}, volume = {12}, number = {4}, pages = {519--537}, year = {2015}, url = {https://doi.org/10.1007/s10287-015-0241-2}, doi = {10.1007/S10287-015-0241-2}, timestamp = {Fri, 22 Mar 2024 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/cms/ClelandZPY15.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/FastrichPW15, author = {Bj{\"{o}}rn Fastrich and Sandra Paterlini and Peter Winker}, title = {Constructing optimal sparse portfolios using regularization methods}, journal = {Comput. Manag. Sci.}, volume = {12}, number = {3}, pages = {417--434}, year = {2015}, url = {https://doi.org/10.1007/s10287-014-0227-5}, doi = {10.1007/S10287-014-0227-5}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/FastrichPW15.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/JaberG15, author = {Mohamad Y. Jaber and Z. S. Givi}, title = {Imperfect production process with learning and forgetting effects}, journal = {Comput. Manag. Sci.}, volume = {12}, number = {1}, pages = {129--152}, year = {2015}, url = {https://doi.org/10.1007/s10287-014-0205-y}, doi = {10.1007/S10287-014-0205-Y}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/JaberG15.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/JayswalSC15, author = {Anurag Jayswal and Shipra Singh and Sarita Choudhury}, title = {On composite vector variational-like inequalities and vector optimization problems}, journal = {Comput. Manag. Sci.}, volume = {12}, number = {4}, pages = {577--594}, year = {2015}, url = {https://doi.org/10.1007/s10287-015-0239-9}, doi = {10.1007/S10287-015-0239-9}, timestamp = {Sun, 02 Oct 2022 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/JayswalSC15.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Kaut15, author = {Michal Kaut}, title = {Erratum to: {A} copula-based heuristic for scenario generation}, journal = {Comput. Manag. Sci.}, volume = {12}, number = {2}, pages = {341--343}, year = {2015}, url = {https://doi.org/10.1007/s10287-014-0224-8}, doi = {10.1007/S10287-014-0224-8}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/Kaut15.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/KoniczPW15, author = {Agnieszka Karolina Konicz and David Pisinger and Alex Weissensteiner}, title = {Optimal annuity portfolio under inflation risk}, journal = {Comput. Manag. Sci.}, volume = {12}, number = {3}, pages = {461--488}, year = {2015}, url = {https://doi.org/10.1007/s10287-015-0234-1}, doi = {10.1007/S10287-015-0234-1}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/KoniczPW15.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Kozmik15, author = {V{\'{a}}clav Kozm{\'{\i}}k}, title = {On variance reduction of mean-CVaR Monte Carlo estimators}, journal = {Comput. Manag. Sci.}, volume = {12}, number = {2}, pages = {221--242}, year = {2015}, url = {https://doi.org/10.1007/s10287-014-0225-7}, doi = {10.1007/S10287-014-0225-7}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/Kozmik15.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/LeeP15, author = {Jinwook Lee and Andr{\'{a}}s Pr{\'{e}}kopa}, title = {Decision-making from a risk assessment perspective for Corporate Mergers and Acquisitions}, journal = {Comput. Manag. Sci.}, volume = {12}, number = {2}, pages = {243--266}, year = {2015}, url = {https://doi.org/10.1007/s10287-014-0221-y}, doi = {10.1007/S10287-014-0221-Y}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/LeeP15.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Liberti15, author = {Leo Liberti}, title = {Optimization and sustainable development}, journal = {Comput. Manag. Sci.}, volume = {12}, number = {3}, pages = {371--395}, year = {2015}, url = {https://doi.org/10.1007/s10287-014-0219-5}, doi = {10.1007/S10287-014-0219-5}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/Liberti15.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/MatosSFDM15, author = {Vitor L. de Matos and Mauro A. G. Sierra and Erlon Cristian Finardi and Brigida U. Decker and Andr{\'{e}} A. S. Milanezi}, title = {Stochastic model for energy commercialisation of small hydro plants in the Brazilian energy market}, journal = {Comput. Manag. Sci.}, volume = {12}, number = {1}, pages = {111--127}, year = {2015}, url = {https://doi.org/10.1007/s10287-014-0208-8}, doi = {10.1007/S10287-014-0208-8}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/MatosSFDM15.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/MunozW15, author = {Francisco D. Mu{\~{n}}oz and Jean{-}Paul Watson}, title = {A scalable solution framework for stochastic transmission and generation planning problems}, journal = {Comput. Manag. Sci.}, volume = {12}, number = {4}, pages = {491--518}, year = {2015}, url = {https://doi.org/10.1007/s10287-015-0229-y}, doi = {10.1007/S10287-015-0229-Y}, timestamp = {Tue, 14 Feb 2023 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/cms/MunozW15.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/NaseemR15, author = {Almas Naseem and R. Mark Reesor}, title = {Risk and reward of home equity borrowing for investment in Canada, a stochastic analysis}, journal = {Comput. Manag. Sci.}, volume = {12}, number = {1}, pages = {45--79}, year = {2015}, url = {https://doi.org/10.1007/s10287-014-0203-0}, doi = {10.1007/S10287-014-0203-0}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/NaseemR15.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Pakkar15, author = {Mohammad Sadegh Pakkar}, title = {An integrated approach based on {DEA} and {AHP}}, journal = {Comput. Manag. Sci.}, volume = {12}, number = {1}, pages = {153--169}, year = {2015}, url = {https://doi.org/10.1007/s10287-014-0207-9}, doi = {10.1007/S10287-014-0207-9}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/Pakkar15.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/RiosWW15, author = {Ignacio Rios and Roger J.{-}B. Wets and David L. Woodruff}, title = {Multi-period forecasting and scenario generation with limited data}, journal = {Comput. Manag. Sci.}, volume = {12}, number = {2}, pages = {267--295}, year = {2015}, url = {https://doi.org/10.1007/s10287-015-0230-5}, doi = {10.1007/S10287-015-0230-5}, timestamp = {Wed, 07 Dec 2022 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/cms/RiosWW15.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/SavaniS15, author = {Rahul Savani and Bernhard von Stengel}, title = {Game Theory Explorer: software for the applied game theorist}, journal = {Comput. Manag. Sci.}, volume = {12}, number = {1}, pages = {5--33}, year = {2015}, url = {https://doi.org/10.1007/s10287-014-0206-x}, doi = {10.1007/S10287-014-0206-X}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/SavaniS15.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/SchimitSS15, author = {Pedro H. T. Schimit and Buruthagas Oliveira Santos and Carlson Albert Soares}, title = {The evolution of cooperation with different fitness functions using probabilistic cellular automata}, journal = {Comput. Manag. Sci.}, volume = {12}, number = {1}, pages = {35--43}, year = {2015}, url = {https://doi.org/10.1007/s10287-014-0202-1}, doi = {10.1007/S10287-014-0202-1}, timestamp = {Sat, 05 Sep 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/SchimitSS15.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Schultz15, author = {R{\"{u}}diger Schultz}, title = {Computations in stochastic programming}, journal = {Comput. Manag. Sci.}, volume = {12}, number = {2}, pages = {219--220}, year = {2015}, url = {https://doi.org/10.1007/s10287-015-0233-2}, doi = {10.1007/S10287-015-0233-2}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/Schultz15.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Schultz15a, author = {R{\"{u}}diger Schultz}, title = {Editorial, Volume 12, Issue 4, 2015}, journal = {Comput. Manag. Sci.}, volume = {12}, number = {4}, pages = {489--490}, year = {2015}, url = {https://doi.org/10.1007/s10287-015-0245-y}, doi = {10.1007/S10287-015-0245-Y}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/Schultz15a.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/SethuramanB15, author = {Samyukta Sethuraman and Sergiy Butenko}, title = {The maximum ratio clique problem}, journal = {Comput. Manag. Sci.}, volume = {12}, number = {1}, pages = {197--218}, year = {2015}, url = {https://doi.org/10.1007/s10287-013-0197-z}, doi = {10.1007/S10287-013-0197-Z}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/SethuramanB15.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/TakanoNSM15, author = {Yuichi Takano and Keisuke Nanjo and Noriyoshi Sukegawa and Shinji Mizuno}, title = {Cutting plane algorithms for mean-CVaR portfolio optimization with nonconvex transaction costs}, journal = {Comput. Manag. Sci.}, volume = {12}, number = {2}, pages = {319--340}, year = {2015}, url = {https://doi.org/10.1007/s10287-014-0209-7}, doi = {10.1007/S10287-014-0209-7}, timestamp = {Thu, 14 Oct 2021 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/TakanoNSM15.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Timonina15, author = {Anna V. Timonina}, title = {Multi-stage stochastic optimization: the distance between stochastic scenario processes}, journal = {Comput. Manag. Sci.}, volume = {12}, number = {1}, pages = {171--195}, year = {2015}, url = {https://doi.org/10.1007/s10287-013-0185-3}, doi = {10.1007/S10287-013-0185-3}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/Timonina15.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/TokgozAT15, author = {Emre Tokg{\"{o}}z and Samir A. Alwazzi and Theodore B. Trafalis}, title = {A heuristic algorithm to solve the single-facility location routing problem on Riemannian surfaces}, journal = {Comput. Manag. Sci.}, volume = {12}, number = {3}, pages = {397--415}, year = {2015}, url = {https://doi.org/10.1007/s10287-014-0226-6}, doi = {10.1007/S10287-014-0226-6}, timestamp = {Mon, 28 Aug 2023 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/TokgozAT15.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/TrabelsiHHK15, author = {Samir Trabelsi and Roc He and Lawrence He and Martin Kusy}, title = {A comparison of Bayesian, Hazard, and Mixed Logit model of bankruptcy prediction}, journal = {Comput. Manag. Sci.}, volume = {12}, number = {1}, pages = {81--97}, year = {2015}, url = {https://doi.org/10.1007/s10287-013-0200-8}, doi = {10.1007/S10287-013-0200-8}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/TrabelsiHHK15.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Zaccour15, author = {Georges Zaccour}, title = {Special issue on computational techniques and applications}, journal = {Comput. Manag. Sci.}, volume = {12}, number = {1}, pages = {1--3}, year = {2015}, url = {https://doi.org/10.1007/s10287-014-0211-0}, doi = {10.1007/S10287-014-0211-0}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/Zaccour15.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/ZephyrLL15, author = {Luckny Z{\'{e}}phyr and Pascal Lang and Bernard F. Lamond}, title = {Controlled approximation of the value function in stochastic dynamic programming for multi-reservoir systems}, journal = {Comput. Manag. Sci.}, volume = {12}, number = {4}, pages = {539--557}, year = {2015}, url = {https://doi.org/10.1007/s10287-015-0242-1}, doi = {10.1007/S10287-015-0242-1}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/ZephyrLL15.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/AmmanK14, author = {Hans M. Amman and David A. Kendrick}, title = {Comparison of policy functions from the optimal learning and adaptive control frameworks}, journal = {Comput. Manag. Sci.}, volume = {11}, number = {3}, pages = {221--235}, year = {2014}, url = {https://doi.org/10.1007/s10287-014-0215-9}, doi = {10.1007/S10287-014-0215-9}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/AmmanK14.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/AmmanP14, author = {Hans M. Amman and Panos M. Pardalos}, title = {Special issue in honor of Ber{\c{c}} Rustem}, journal = {Comput. Manag. Sci.}, volume = {11}, number = {3}, pages = {195--196}, year = {2014}, url = {https://doi.org/10.1007/s10287-014-0214-x}, doi = {10.1007/S10287-014-0214-X}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/AmmanP14.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/AnaluiP14, author = {Bita Analui and Georg Ch. Pflug}, title = {On distributionally robust multiperiod stochastic optimization}, journal = {Comput. Manag. Sci.}, volume = {11}, number = {3}, pages = {197--220}, year = {2014}, url = {https://doi.org/10.1007/s10287-014-0213-y}, doi = {10.1007/S10287-014-0213-Y}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/AnaluiP14.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/AstorinoGK14, author = {Annabella Astorino and Manlio Gaudioso and Walaa Khalaf}, title = {Edge detection by spherical separation}, journal = {Comput. Manag. Sci.}, volume = {11}, number = {4}, pages = {517--530}, year = {2014}, url = {https://doi.org/10.1007/s10287-013-0193-3}, doi = {10.1007/S10287-013-0193-3}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/AstorinoGK14.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Banez-Chicharro14, author = {Fernando Banez{-}Chicharro and Jes{\'{u}}s M. Latorre and Andr{\'{e}}s Ramos}, title = {Smart charging profiles for electric vehicles}, journal = {Comput. Manag. Sci.}, volume = {11}, number = {1-2}, pages = {87--110}, year = {2014}, url = {https://doi.org/10.1007/s10287-013-0180-8}, doi = {10.1007/S10287-013-0180-8}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/Banez-Chicharro14.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/BeckerG14, author = {Denis M. Becker and Alexei A. Gaivoronski}, title = {Stochastic optimization on social networks with application to service pricing}, journal = {Comput. Manag. Sci.}, volume = {11}, number = {4}, pages = {531--562}, year = {2014}, url = {https://doi.org/10.1007/s10287-013-0201-7}, doi = {10.1007/S10287-013-0201-7}, timestamp = {Tue, 29 Dec 2020 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/cms/BeckerG14.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/CanoMEE14, author = {Emilio L. Cano and Javier M. Moguerza and Tatiana Ermolieva and Yuri M. Ermoliev}, title = {Energy efficiency and risk management in public buildings: strategic model for robust planning}, journal = {Comput. Manag. Sci.}, volume = {11}, number = {1-2}, pages = {25--44}, year = {2014}, url = {https://doi.org/10.1007/s10287-013-0177-3}, doi = {10.1007/S10287-013-0177-3}, timestamp = {Mon, 26 Oct 2020 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/cms/CanoMEE14.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/ChaabaneM14, author = {Djamal Chaabane and Fatma Mebrek}, title = {Optimization of a linear function over the set of stochastic efficient solutions}, journal = {Comput. Manag. Sci.}, volume = {11}, number = {1-2}, pages = {157--178}, year = {2014}, url = {https://doi.org/10.1007/s10287-012-0155-1}, doi = {10.1007/S10287-012-0155-1}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/ChaabaneM14.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/ChinS14, author = {Dorea Chin and Afzal S. Siddiqui}, title = {Capacity expansion and forward contracting in a duopolistic power sector}, journal = {Comput. Manag. Sci.}, volume = {11}, number = {1-2}, pages = {57--86}, year = {2014}, url = {https://doi.org/10.1007/s10287-013-0166-6}, doi = {10.1007/S10287-013-0166-6}, timestamp = {Tue, 18 Oct 2022 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/ChinS14.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/CouellanJ14, author = {Nicolas P. Couellan and Sophie Jan}, title = {Incremental accelerated gradient methods for {SVM} classification: study of the constrained approach}, journal = {Comput. Manag. Sci.}, volume = {11}, number = {4}, pages = {419--444}, year = {2014}, url = {https://doi.org/10.1007/s10287-013-0186-2}, doi = {10.1007/S10287-013-0186-2}, timestamp = {Tue, 09 Mar 2021 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/cms/CouellanJ14.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/DAmatoHPR14, author = {Valeria D'Amato and Steven Haberman and Gabriella Piscopo and Maria Russolillo}, title = {Computational framework for longevity risk management}, journal = {Comput. Manag. Sci.}, volume = {11}, number = {1-2}, pages = {111--137}, year = {2014}, url = {https://doi.org/10.1007/s10287-013-0178-2}, doi = {10.1007/S10287-013-0178-2}, timestamp = {Tue, 07 May 2024 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/DAmatoHPR14.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/DiangelakisPP14, author = {Nikolaos A. Diangelakis and Christos Panos and Efstratios N. Pistikopoulos}, title = {Design optimization of an internal combustion engine powered {CHP} system for residential scale application}, journal = {Comput. Manag. Sci.}, volume = {11}, number = {3}, pages = {237--266}, year = {2014}, url = {https://doi.org/10.1007/s10287-014-0212-z}, doi = {10.1007/S10287-014-0212-Z}, timestamp = {Sat, 05 Sep 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/DiangelakisPP14.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/GotohTY14, author = {Jun{-}ya Gotoh and Akiko Takeda and Rei Yamamoto}, title = {Interaction between financial risk measures and machine learning methods}, journal = {Comput. Manag. Sci.}, volume = {11}, number = {4}, pages = {365--402}, year = {2014}, url = {https://doi.org/10.1007/s10287-013-0175-5}, doi = {10.1007/S10287-013-0175-5}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/GotohTY14.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/GuitouniM14, author = {Adel Guitouni and Hatem Masri}, title = {An orienteering model for the search and rescue problem}, journal = {Comput. Manag. Sci.}, volume = {11}, number = {4}, pages = {459--473}, year = {2014}, url = {https://doi.org/10.1007/s10287-013-0179-1}, doi = {10.1007/S10287-013-0179-1}, timestamp = {Thu, 14 Oct 2021 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/GuitouniM14.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/GulpinarO14, author = {Nalan G{\"{u}}lpinar and Fernando S. Oliveira}, title = {Analysis of relationship between forward and spot markets in oligopolies under demand and cost uncertainties}, journal = {Comput. Manag. Sci.}, volume = {11}, number = {3}, pages = {267--283}, year = {2014}, url = {https://doi.org/10.1007/s10287-014-0217-7}, doi = {10.1007/S10287-014-0217-7}, timestamp = {Sat, 05 Sep 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/GulpinarO14.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/KanamoriT14, author = {Takafumi Kanamori and Akiko Takeda}, title = {Numerical study of learning algorithms on Stiefel manifold}, journal = {Comput. Manag. Sci.}, volume = {11}, number = {4}, pages = {319--340}, year = {2014}, url = {https://doi.org/10.1007/s10287-013-0181-7}, doi = {10.1007/S10287-013-0181-7}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/KanamoriT14.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Kaut14, author = {Michal Kaut}, title = {A copula-based heuristic for scenario generation}, journal = {Comput. Manag. Sci.}, volume = {11}, number = {4}, pages = {503--516}, year = {2014}, url = {https://doi.org/10.1007/s10287-013-0184-4}, doi = {10.1007/S10287-013-0184-4}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/Kaut14.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/KautMWTHF14, author = {Michal Kaut and Kjetil T. Midthun and Adrian S. Werner and Asgeir Tomasgard and Lars Hellemo and Marte Fodstad}, title = {Multi-horizon stochastic programming}, journal = {Comput. Manag. Sci.}, volume = {11}, number = {1-2}, pages = {179--193}, year = {2014}, url = {https://doi.org/10.1007/s10287-013-0182-6}, doi = {10.1007/S10287-013-0182-6}, timestamp = {Thu, 14 Oct 2021 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/KautMWTHF14.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/MarshallS14, author = {Adele H. Marshall and Barry Shaw}, title = {Computational learning of the conditional phase-type (C-Ph) distribution}, journal = {Comput. Manag. Sci.}, volume = {11}, number = {1-2}, pages = {139--155}, year = {2014}, url = {https://doi.org/10.1007/s10287-012-0157-z}, doi = {10.1007/S10287-012-0157-Z}, timestamp = {Thu, 14 Oct 2021 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/MarshallS14.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/NagurneyL14, author = {Anna Nagurney and Dong Li}, title = {Equilibria and dynamics of supply chain network competition with information asymmetry in quality and minimum quality standards}, journal = {Comput. Manag. Sci.}, volume = {11}, number = {3}, pages = {285--315}, year = {2014}, url = {https://doi.org/10.1007/s10287-014-0216-8}, doi = {10.1007/S10287-014-0216-8}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/NagurneyL14.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/NagurneyW14, author = {Anna Nagurney and Tilman Wolf}, title = {A Cournot-Nash-Bertrand game theory model of a service-oriented Internet with price and quality competition among network transport providers}, journal = {Comput. Manag. Sci.}, volume = {11}, number = {4}, pages = {475--502}, year = {2014}, url = {https://doi.org/10.1007/s10287-013-0183-5}, doi = {10.1007/S10287-013-0183-5}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/NagurneyW14.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Pardalos14, author = {Panos M. Pardalos}, title = {Preface: Special issue on learning and robustness}, journal = {Comput. Manag. Sci.}, volume = {11}, number = {4}, pages = {317--318}, year = {2014}, url = {https://doi.org/10.1007/s10287-013-0187-1}, doi = {10.1007/S10287-013-0187-1}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/Pardalos14.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/ParpasW14, author = {Panos Parpas and Wolfram Wiesemann}, title = {Editorial to computational techniques in management science}, journal = {Comput. Manag. Sci.}, volume = {11}, number = {1-2}, pages = {3--4}, year = {2014}, url = {https://doi.org/10.1007/s10287-013-0198-y}, doi = {10.1007/S10287-013-0198-Y}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/ParpasW14.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Pau14, author = {Louis{-}Fran{\c{c}}ois Pau}, title = {Discovering the dynamics of smart business networks}, journal = {Comput. Manag. Sci.}, volume = {11}, number = {4}, pages = {445--458}, year = {2014}, url = {https://doi.org/10.1007/s10287-013-0162-x}, doi = {10.1007/S10287-013-0162-X}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/Pau14.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/RasmussenMP14, author = {Kourosh Marjani Rasmussen and Claus A. Madsen and Rolf Poulsen}, title = {Can home-owners benefit from stochastic programming models? {A} study of mortgage choice in Denmark}, journal = {Comput. Manag. Sci.}, volume = {11}, number = {1-2}, pages = {5--23}, year = {2014}, url = {https://doi.org/10.1007/s10287-013-0170-x}, doi = {10.1007/S10287-013-0170-X}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/RasmussenMP14.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/TrafalisARL14, author = {Theodore B. Trafalis and Indra Adrianto and Michael B. Richman and S. Lakshmivarahan}, title = {Machine-learning classifiers for imbalanced tornado data}, journal = {Comput. Manag. Sci.}, volume = {11}, number = {4}, pages = {403--418}, year = {2014}, url = {https://doi.org/10.1007/s10287-013-0174-6}, doi = {10.1007/S10287-013-0174-6}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/TrafalisARL14.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/VeremyevTUR14, author = {Alexander Veremyev and Peter Tsyurmasto and Stan Uryasev and R. Tyrrell Rockafellar}, title = {Calibrating probability distributions with convex-concave-convex functions: application to {CDO} pricing}, journal = {Comput. Manag. Sci.}, volume = {11}, number = {4}, pages = {341--364}, year = {2014}, url = {https://doi.org/10.1007/s10287-013-0176-4}, doi = {10.1007/S10287-013-0176-4}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/VeremyevTUR14.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/VizgunovGKKKP14, author = {Arsenii Vizgunov and Boris Goldengorin and Valeriy A. Kalyagin and Alexander P. Koldanov and Petr A. Koldanov and Panos M. Pardalos}, title = {Network approach for the Russian stock market}, journal = {Comput. Manag. Sci.}, volume = {11}, number = {1-2}, pages = {45--55}, year = {2014}, url = {https://doi.org/10.1007/s10287-013-0165-7}, doi = {10.1007/S10287-013-0165-7}, timestamp = {Tue, 21 Mar 2023 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/cms/VizgunovGKKKP14.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/X14, title = {Editorial announcement}, journal = {Comput. Manag. Sci.}, volume = {11}, number = {1-2}, pages = {1}, year = {2014}, url = {https://doi.org/10.1007/s10287-013-0199-x}, doi = {10.1007/S10287-013-0199-X}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/X14.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/AubinCD13, author = {Jean{-}Pierre Aubin and Luxi Chen and Marie{-}H{\'{e}}l{\`{e}}ne Durand}, title = {Dynamic decentralization of harvesting constraints in the management of tychastic evolution of renewable resources}, journal = {Comput. Manag. Sci.}, volume = {10}, number = {4}, pages = {281--298}, year = {2013}, url = {https://doi.org/10.1007/s10287-013-0192-4}, doi = {10.1007/S10287-013-0192-4}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/AubinCD13.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/BabonneauHV13, author = {Fr{\'{e}}d{\'{e}}ric Babonneau and Alain Haurie and Marc Vielle}, title = {A robust meta-game for climate negotiations}, journal = {Comput. Manag. Sci.}, volume = {10}, number = {4}, pages = {299--329}, year = {2013}, url = {https://doi.org/10.1007/s10287-013-0188-0}, doi = {10.1007/S10287-013-0188-0}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/BabonneauHV13.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/BakerB13, author = {Christopher M. Baker and Michael Bode}, title = {Spatial control of invasive species in conservation landscapes}, journal = {Comput. Manag. Sci.}, volume = {10}, number = {4}, pages = {331--351}, year = {2013}, url = {https://doi.org/10.1007/s10287-013-0196-0}, doi = {10.1007/S10287-013-0196-0}, timestamp = {Mon, 28 Aug 2023 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/BakerB13.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/BautinKKKP13, author = {Grigory A. Bautin and Valeriy A. Kalyagin and Alexander P. Koldanov and Petr A. Koldanov and Panos M. Pardalos}, title = {Simple measure of similarity for the market graph construction}, journal = {Comput. Manag. Sci.}, volume = {10}, number = {2-3}, pages = {105--124}, year = {2013}, url = {https://doi.org/10.1007/s10287-013-0169-3}, doi = {10.1007/S10287-013-0169-3}, timestamp = {Tue, 21 Mar 2023 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/cms/BautinKKKP13.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/BertazziC13, author = {Luca Bertazzi and Simona S. M. Cherubini}, title = {An inventory-transportation system with stochastic demand}, journal = {Comput. Manag. Sci.}, volume = {10}, number = {1}, pages = {1--20}, year = {2013}, url = {https://doi.org/10.1007/s10287-012-0156-0}, doi = {10.1007/S10287-012-0156-0}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/BertazziC13.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/BretonZ13, author = {Mich{\`{e}}le Breton and Georges Zaccour}, title = {Preface}, journal = {Comput. Manag. Sci.}, volume = {10}, number = {4}, pages = {277--279}, year = {2013}, url = {https://doi.org/10.1007/s10287-013-0195-1}, doi = {10.1007/S10287-013-0195-1}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/BretonZ13.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/DoyenCGMHBBJPT13, author = {Luc Doyen and Abdoul Ciss{\'{e}} and Sophie Gourguet and Lauriane Mouysset and Pierre{-}Yves Hardy and Christophe B{\'{e}}n{\'{e}} and Fabian Blanchard and Fr{\'{e}}d{\'{e}}ric Jiguet and Jean{-}Christophe P{\'{e}}reau and Olivier Th{\'{e}}baud}, title = {Ecological-economic modelling for the sustainable management of biodiversity}, journal = {Comput. Manag. Sci.}, volume = {10}, number = {4}, pages = {353--364}, year = {2013}, url = {https://doi.org/10.1007/s10287-013-0194-2}, doi = {10.1007/S10287-013-0194-2}, timestamp = {Sat, 30 Sep 2023 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/DoyenCGMHBBJPT13.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/FingerFL13, author = {Karl Finger and Daniel Fricke and Thomas Lux}, title = {Network analysis of the e-MID overnight money market: the informational value of different aggregation levels for intrinsic dynamic processes}, journal = {Comput. Manag. Sci.}, volume = {10}, number = {2-3}, pages = {187--211}, year = {2013}, url = {https://doi.org/10.1007/s10287-013-0171-9}, doi = {10.1007/S10287-013-0171-9}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/FingerFL13.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/FiqueP13, author = {Jose Fique and Frank Page}, title = {Rollover risk and endogenous network dynamics}, journal = {Comput. Manag. Sci.}, volume = {10}, number = {2-3}, pages = {213--230}, year = {2013}, url = {https://doi.org/10.1007/s10287-013-0172-8}, doi = {10.1007/S10287-013-0172-8}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/FiqueP13.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/HalajK13, author = {Grzegorz Halaj and Christoffer Kok}, title = {Assessing interbank contagion using simulated networks}, journal = {Comput. Manag. Sci.}, volume = {10}, number = {2-3}, pages = {157--186}, year = {2013}, url = {https://doi.org/10.1007/s10287-013-0168-4}, doi = {10.1007/S10287-013-0168-4}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/HalajK13.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/KrawczykPSS13, author = {Jacek B. Krawczyk and Alastair Pharo and Oana{-}Silvia Serea and Stewart Sinclair}, title = {Computation of viability kernels: a case study of by-catch fisheries}, journal = {Comput. Manag. Sci.}, volume = {10}, number = {4}, pages = {365--396}, year = {2013}, url = {https://doi.org/10.1007/s10287-013-0189-z}, doi = {10.1007/S10287-013-0189-Z}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/KrawczykPSS13.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Liu13, author = {Zugang Liu}, title = {The co-evolution of integrated corporate financial networks and supply chain networks with insolvency risk}, journal = {Comput. Manag. Sci.}, volume = {10}, number = {2-3}, pages = {253--275}, year = {2013}, url = {https://doi.org/10.1007/s10287-013-0161-y}, doi = {10.1007/S10287-013-0161-Y}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/Liu13.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/MatsypuraT13, author = {Dmytro Matsypura and Vadim G. Timkovsky}, title = {Integer programs for margining option portfolios by option spreads with more than four legs}, journal = {Comput. Manag. Sci.}, volume = {10}, number = {1}, pages = {51--76}, year = {2013}, url = {https://doi.org/10.1007/s10287-012-0159-x}, doi = {10.1007/S10287-012-0159-X}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/MatsypuraT13.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Nagurney13, author = {Anna Nagurney}, title = {Financial networks}, journal = {Comput. Manag. Sci.}, volume = {10}, number = {2-3}, pages = {77--80}, year = {2013}, url = {https://doi.org/10.1007/s10287-013-0173-7}, doi = {10.1007/S10287-013-0173-7}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/Nagurney13.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/NagurneyYF13, author = {Anna Nagurney and Min Yu and Jonas Flod{\'{e}}n}, title = {Supply chain network sustainability under competition and frequencies of activities from production to distribution}, journal = {Comput. Manag. Sci.}, volume = {10}, number = {4}, pages = {397--422}, year = {2013}, url = {https://doi.org/10.1007/s10287-013-0190-6}, doi = {10.1007/S10287-013-0190-6}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/NagurneyYF13.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/QiangKH13, author = {Qiang Qiang and Ke Ke and Yihong Hu}, title = {Financial networks with socially responsible investing}, journal = {Comput. Manag. Sci.}, volume = {10}, number = {2-3}, pages = {231--252}, year = {2013}, url = {https://doi.org/10.1007/s10287-013-0164-8}, doi = {10.1007/S10287-013-0164-8}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/QiangKH13.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/ShirokikhPBB13, author = {Oleg Shirokikh and Grigory Pastukhov and Vladimir Boginski and Sergiy Butenko}, title = {Computational study of the {US} stock market evolution: a rank correlation-based network model}, journal = {Comput. Manag. Sci.}, volume = {10}, number = {2-3}, pages = {81--103}, year = {2013}, url = {https://doi.org/10.1007/s10287-012-0160-4}, doi = {10.1007/S10287-012-0160-4}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/ShirokikhPBB13.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Solorzano-Margain13, author = {Juan Pablo Solorzano{-}Margain and Seraf{\'{\i}}n Mart{\'{\i}}nez{-}Jaramillo and Fabrizio Lopez{-}Gallo}, title = {Financial contagion: extending the exposures network of the Mexican financial system}, journal = {Comput. Manag. Sci.}, volume = {10}, number = {2-3}, pages = {125--155}, year = {2013}, url = {https://doi.org/10.1007/s10287-013-0167-5}, doi = {10.1007/S10287-013-0167-5}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/Solorzano-Margain13.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/TakedaNGK13, author = {Akiko Takeda and Mahesan Niranjan and Jun{-}ya Gotoh and Yoshinobu Kawahara}, title = {Simultaneous pursuit of out-of-sample performance and sparsity in index tracking portfolios}, journal = {Comput. Manag. Sci.}, volume = {10}, number = {1}, pages = {21--49}, year = {2013}, url = {https://doi.org/10.1007/s10287-012-0158-y}, doi = {10.1007/S10287-012-0158-Y}, timestamp = {Sun, 02 Oct 2022 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/TakedaNGK13.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Wagener13, author = {Florian Wagener}, title = {Shallow lake economics run deep: nonlinear aspects of an economic-ecological interest conflict}, journal = {Comput. Manag. Sci.}, volume = {10}, number = {4}, pages = {423--450}, year = {2013}, url = {https://doi.org/10.1007/s10287-013-0191-5}, doi = {10.1007/S10287-013-0191-5}, timestamp = {Mon, 05 Feb 2024 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/cms/Wagener13.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/CalvetePI12, author = {Herminia I. Calvete and Lourdes del Pozo and Jos{\'{e}} A. Iranzo}, title = {Algorithms for the quickest path problem and the reliable quickest path problem}, journal = {Comput. Manag. Sci.}, volume = {9}, number = {2}, pages = {255--272}, year = {2012}, url = {https://doi.org/10.1007/s10287-012-0138-2}, doi = {10.1007/S10287-012-0138-2}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/CalvetePI12.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/ChenCT12, author = {Hui Chen and Ann Melissa Campbell and Barrett W. Thomas}, title = {Network design for time-constrained delivery using subgraphs}, journal = {Comput. Manag. Sci.}, volume = {9}, number = {4}, pages = {531--542}, year = {2012}, url = {https://doi.org/10.1007/s10287-012-0154-2}, doi = {10.1007/S10287-012-0154-2}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/ChenCT12.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/EisenblatterS12, author = {Andreas Eisenbl{\"{a}}tter and Jonas Schweiger}, title = {Multistage stochastic programming in strategic telecommunication network planning}, journal = {Comput. Manag. Sci.}, volume = {9}, number = {3}, pages = {303--321}, year = {2012}, url = {https://doi.org/10.1007/s10287-012-0143-5}, doi = {10.1007/S10287-012-0143-5}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/EisenblatterS12.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/EleyatN12, author = {Mujahed Eleyat and Lasse Natvig}, title = {{IPM} based sparse {LP} solver on a heterogeneous processor}, journal = {Comput. Manag. Sci.}, volume = {9}, number = {2}, pages = {287--299}, year = {2012}, url = {https://doi.org/10.1007/s10287-012-0137-3}, doi = {10.1007/S10287-012-0137-3}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/EleyatN12.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/FastrichW12, author = {Bj{\"{o}}rn Fastrich and Peter Winker}, title = {Robust portfolio optimization with a hybrid heuristic algorithm}, journal = {Comput. Manag. Sci.}, volume = {9}, number = {1}, pages = {63--88}, year = {2012}, url = {https://doi.org/10.1007/s10287-010-0127-2}, doi = {10.1007/S10287-010-0127-2}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/FastrichW12.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/FonsecaWR12, author = {Raquel J. Fonseca and Wolfram Wiesemann and Ber{\c{c}} Rustem}, title = {Robust international portfolio management}, journal = {Comput. Manag. Sci.}, volume = {9}, number = {1}, pages = {31--62}, year = {2012}, url = {https://doi.org/10.1007/s10287-011-0132-0}, doi = {10.1007/S10287-011-0132-0}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/FonsecaWR12.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/FuWW12, author = {Jianping Fu and Xingchun Wang and Yongjin Wang}, title = {Credit spreads, endogenous bankruptcy and liquidity risk}, journal = {Comput. Manag. Sci.}, volume = {9}, number = {4}, pages = {515--530}, year = {2012}, url = {https://doi.org/10.1007/s10287-012-0153-3}, doi = {10.1007/S10287-012-0153-3}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/FuWW12.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/GorgeLZ12, author = {Agn{\`{e}}s Gorge and Abdel Lisser and Riadh Zorgati}, title = {Stochastic nuclear outages semidefinite relaxations}, journal = {Comput. Manag. Sci.}, volume = {9}, number = {3}, pages = {363--379}, year = {2012}, url = {https://doi.org/10.1007/s10287-012-0148-0}, doi = {10.1007/S10287-012-0148-0}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/GorgeLZ12.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/HeydariOS12, author = {Somayeh Heydari and Nick Ovenden and Afzal S. Siddiqui}, title = {Real options analysis of investment in carbon capture and sequestration technology}, journal = {Comput. Manag. Sci.}, volume = {9}, number = {1}, pages = {109--138}, year = {2012}, url = {https://doi.org/10.1007/s10287-010-0124-5}, doi = {10.1007/S10287-010-0124-5}, timestamp = {Tue, 18 Oct 2022 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/HeydariOS12.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/HochreiterK12, author = {Ronald Hochreiter and Daniel Kuhn}, title = {Optimal decision making under uncertainty}, journal = {Comput. Manag. Sci.}, volume = {9}, number = {1}, pages = {1--2}, year = {2012}, url = {https://doi.org/10.1007/s10287-011-0136-9}, doi = {10.1007/S10287-011-0136-9}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/HochreiterK12.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/HuangS12, author = {Pu Huang and Dharmashankar Subramanian}, title = {Iterative estimation maximization for stochastic linear programs with conditional value-at-risk constraints}, journal = {Comput. Manag. Sci.}, volume = {9}, number = {4}, pages = {441--458}, year = {2012}, url = {https://doi.org/10.1007/s10287-011-0135-x}, doi = {10.1007/S10287-011-0135-X}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/HuangS12.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/KrawczykSV12, author = {Jacek B. Krawczyk and Christopher Sissons and Daniel Vincent}, title = {Optimal versus satisfactory decision making: a case study of sales with a target}, journal = {Comput. Manag. Sci.}, volume = {9}, number = {2}, pages = {233--254}, year = {2012}, url = {https://doi.org/10.1007/s10287-012-0141-7}, doi = {10.1007/S10287-012-0141-7}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/KrawczykSV12.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/KrushinskyG12, author = {Dmitry Krushinsky and Boris Goldengorin}, title = {An exact model for cell formation in group technology}, journal = {Comput. Manag. Sci.}, volume = {9}, number = {3}, pages = {323--338}, year = {2012}, url = {https://doi.org/10.1007/s10287-012-0146-2}, doi = {10.1007/S10287-012-0146-2}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/KrushinskyG12.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/LeYM12, author = {Hoai Minh Le and Adnan Yassine and Riadh Moussi}, title = {{DCA} for solving the scheduling of lifting vehicle in an automated port container terminal}, journal = {Comput. Manag. Sci.}, volume = {9}, number = {2}, pages = {273--286}, year = {2012}, url = {https://doi.org/10.1007/s10287-012-0140-8}, doi = {10.1007/S10287-012-0140-8}, timestamp = {Mon, 26 Oct 2020 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/cms/LeYM12.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/LundaySL12, author = {Brian J. Lunday and Hanif D. Sherali and Kevin E. Lunday}, title = {The coastal seaspace patrol sector design and allocation problem}, journal = {Comput. Manag. Sci.}, volume = {9}, number = {4}, pages = {483--514}, year = {2012}, url = {https://doi.org/10.1007/s10287-012-0152-4}, doi = {10.1007/S10287-012-0152-4}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/LundaySL12.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/MaringerR12, author = {Dietmar Maringer and Tikesh Ramtohul}, title = {Regime-switching recurrent reinforcement learning for investment decision making}, journal = {Comput. Manag. Sci.}, volume = {9}, number = {1}, pages = {89--107}, year = {2012}, url = {https://doi.org/10.1007/s10287-011-0131-1}, doi = {10.1007/S10287-011-0131-1}, timestamp = {Sun, 06 Oct 2024 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/MaringerR12.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/NagurneyMY12, author = {Anna Nagurney and Amir H. Masoumi and Min Yu}, title = {Supply chain network operations management of a blood banking system with cost and risk minimization}, journal = {Comput. Manag. Sci.}, volume = {9}, number = {2}, pages = {205--231}, year = {2012}, url = {https://doi.org/10.1007/s10287-011-0133-z}, doi = {10.1007/S10287-011-0133-Z}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/NagurneyMY12.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/ParpasW12, author = {Panos Parpas and Wolfram Wiesemann}, title = {Editorial}, journal = {Comput. Manag. Sci.}, volume = {9}, number = {3}, pages = {301--302}, year = {2012}, url = {https://doi.org/10.1007/s10287-012-0151-5}, doi = {10.1007/S10287-012-0151-5}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/ParpasW12.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Pflug12, author = {Georg Pflug}, title = {Preface}, journal = {Comput. Manag. Sci.}, volume = {9}, number = {2}, pages = {161--162}, year = {2012}, url = {https://doi.org/10.1007/s10287-012-0142-6}, doi = {10.1007/S10287-012-0142-6}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/Pflug12.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/PistikopoulosDP12, author = {Efstratios N. Pistikopoulos and Luis F. Dom{\'{\i}}nguez and Christos Panos and Konstantinos I. Kouramas and Altannar Chinchuluun}, title = {Theoretical and algorithmic advances in multi-parametric programming and control}, journal = {Comput. Manag. Sci.}, volume = {9}, number = {2}, pages = {183--203}, year = {2012}, url = {https://doi.org/10.1007/s10287-012-0144-4}, doi = {10.1007/S10287-012-0144-4}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/PistikopoulosDP12.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/SagastizabalS12, author = {Claudia A. Sagastiz{\'{a}}bal and Mikhail V. Solodov}, title = {Solving generation expansion planning problems with environmental constraints by a bundle method}, journal = {Comput. Manag. Sci.}, volume = {9}, number = {2}, pages = {163--182}, year = {2012}, url = {https://doi.org/10.1007/s10287-012-0139-1}, doi = {10.1007/S10287-012-0139-1}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/SagastizabalS12.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/SavoyZ12, author = {Jacques Savoy and Olena Zubaryeva}, title = {Simple and efficient classification scheme based on specific vocabulary}, journal = {Comput. Manag. Sci.}, volume = {9}, number = {3}, pages = {401--415}, year = {2012}, url = {https://doi.org/10.1007/s10287-012-0149-z}, doi = {10.1007/S10287-012-0149-Z}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/SavoyZ12.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/ThapaliaWKC12, author = {Biju Kr. Thapalia and Stein W. Wallace and Michal Kaut and Teodor Gabriel Crainic}, title = {Single source single-commodity stochastic network design}, journal = {Comput. Manag. Sci.}, volume = {9}, number = {1}, pages = {139--160}, year = {2012}, url = {https://doi.org/10.1007/s10287-010-0129-0}, doi = {10.1007/S10287-010-0129-0}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/ThapaliaWKC12.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/TokgozK12, author = {Emre Tokg{\"{o}}z and Hillel Kumin}, title = {Mixed convexity and optimization results for an (\emph{S} - 1, \emph{S}) inventory model under a time limit on backorders}, journal = {Comput. Manag. Sci.}, volume = {9}, number = {4}, pages = {417--440}, year = {2012}, url = {https://doi.org/10.1007/s10287-011-0134-y}, doi = {10.1007/S10287-011-0134-Y}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/TokgozK12.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/TurnerLDHS12, author = {Jonathan P. Turner and Soonhui Lee and Mark S. Daskin and Tito Homem{-}de{-}Mello and Karen R. Smilowitz}, title = {Dynamic fleet scheduling with uncertain demand and customer flexibility}, journal = {Comput. Manag. Sci.}, volume = {9}, number = {4}, pages = {459--481}, year = {2012}, url = {https://doi.org/10.1007/s10287-012-0145-3}, doi = {10.1007/S10287-012-0145-3}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/TurnerLDHS12.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/WebsterSP12, author = {Mort Webster and Nidhi Santen and Panos Parpas}, title = {An approximate dynamic programming framework for modeling global climate policy under decision-dependent uncertainty}, journal = {Comput. Manag. Sci.}, volume = {9}, number = {3}, pages = {339--362}, year = {2012}, url = {https://doi.org/10.1007/s10287-012-0147-1}, doi = {10.1007/S10287-012-0147-1}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/WebsterSP12.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/XuZ12, author = {Huifu Xu and Dali Zhang}, title = {Monte Carlo methods for mean-risk optimization and portfolio selection}, journal = {Comput. Manag. Sci.}, volume = {9}, number = {1}, pages = {3--29}, year = {2012}, url = {https://doi.org/10.1007/s10287-010-0123-6}, doi = {10.1007/S10287-010-0123-6}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/XuZ12.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/ZieglerSW12, author = {Daniel Ziegler and Katrin Schmitz and Christoph Weber}, title = {Optimal electricity generation portfolios}, journal = {Comput. Manag. Sci.}, volume = {9}, number = {3}, pages = {381--399}, year = {2012}, url = {https://doi.org/10.1007/s10287-012-0150-6}, doi = {10.1007/S10287-012-0150-6}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/ZieglerSW12.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Anagnostopoulos11, author = {Konstantinos P. Anagnostopoulos and Georgios Mamanis}, title = {Multiobjective evolutionary algorithms for complex portfolio optimization problems}, journal = {Comput. Manag. Sci.}, volume = {8}, number = {3}, pages = {259--279}, year = {2011}, url = {https://doi.org/10.1007/s10287-009-0113-8}, doi = {10.1007/S10287-009-0113-8}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/Anagnostopoulos11.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/CorsaroAMP11, author = {Stefania Corsaro and Pasquale L. De Angelis and Zelda Marino and Francesca Perla}, title = {Participating life insurance policies: an accurate and efficient parallel software for {COTS} clusters}, journal = {Comput. Manag. Sci.}, volume = {8}, number = {3}, pages = {219--236}, year = {2011}, url = {https://doi.org/10.1007/s10287-009-0100-0}, doi = {10.1007/S10287-009-0100-0}, timestamp = {Tue, 16 Aug 2022 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/CorsaroAMP11.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/FariaF11, author = {Eduardo Faria and Stein{-}Erik Fleten}, title = {Day-ahead market bidding for a Nordic hydropower producer: taking the Elbas market into account}, journal = {Comput. Manag. Sci.}, volume = {8}, number = {1-2}, pages = {75--101}, year = {2011}, url = {https://doi.org/10.1007/s10287-009-0108-5}, doi = {10.1007/S10287-009-0108-5}, timestamp = {Mon, 26 Oct 2020 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/cms/FariaF11.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Fukushima11, author = {Masao Fukushima}, title = {Restricted generalized Nash equilibria and controlled penalty algorithm}, journal = {Comput. Manag. Sci.}, volume = {8}, number = {3}, pages = {201--218}, year = {2011}, url = {https://doi.org/10.1007/s10287-009-0097-4}, doi = {10.1007/S10287-009-0097-4}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/Fukushima11.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/GaudenziZ11, author = {Marcellino Gaudenzi and Antonino Zanette}, title = {Pricing cliquet options by tree methods}, journal = {Comput. Manag. Sci.}, volume = {8}, number = {1-2}, pages = {125--135}, year = {2011}, url = {https://doi.org/10.1007/s10287-009-0109-4}, doi = {10.1007/S10287-009-0109-4}, timestamp = {Sun, 02 Oct 2022 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/GaudenziZ11.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/GelenbeLSM11, author = {Erol Gelenbe and Peixiang Liu and Boleslaw K. Szymanski and Christopher Morrell}, title = {Cognitive and self-selective routing for sensor networks}, journal = {Comput. Manag. Sci.}, volume = {8}, number = {3}, pages = {237--258}, year = {2011}, url = {https://doi.org/10.1007/s10287-009-0102-y}, doi = {10.1007/S10287-009-0102-Y}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/GelenbeLSM11.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/GotohT11, author = {Jun{-}ya Gotoh and Akiko Takeda}, title = {On the role of norm constraints in portfolio selection}, journal = {Comput. Manag. Sci.}, volume = {8}, number = {4}, pages = {323}, year = {2011}, url = {https://doi.org/10.1007/s10287-011-0130-2}, doi = {10.1007/S10287-011-0130-2}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/GotohT11.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/HaneveldSV11, author = {Willem K. Klein Haneveld and Matthijs H. Streutker and Maarten H. van der Vlerk}, title = {Collective adjustment of pension rights in {ALM} models}, journal = {Comput. Manag. Sci.}, volume = {8}, number = {1-2}, pages = {137--156}, year = {2011}, url = {https://doi.org/10.1007/s10287-009-0111-x}, doi = {10.1007/S10287-009-0111-X}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/HaneveldSV11.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/KautW11, author = {Michal Kaut and Stein W. Wallace}, title = {Shape-based scenario generation using copulas}, journal = {Comput. Manag. Sci.}, volume = {8}, number = {1-2}, pages = {181--199}, year = {2011}, url = {https://doi.org/10.1007/s10287-009-0110-y}, doi = {10.1007/S10287-009-0110-Y}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/KautW11.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/KrinkP11, author = {Thiemo Krink and Sandra Paterlini}, title = {Multiobjective optimization using differential evolution for real-world portfolio optimization}, journal = {Comput. Manag. Sci.}, volume = {8}, number = {1-2}, pages = {157--179}, year = {2011}, url = {https://doi.org/10.1007/s10287-009-0107-6}, doi = {10.1007/S10287-009-0107-6}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/KrinkP11.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Kuhn11, author = {Daniel Kuhn}, title = {Preface}, journal = {Comput. Manag. Sci.}, volume = {8}, number = {1-2}, pages = {1--2}, year = {2011}, url = {https://doi.org/10.1007/s10287-009-0112-9}, doi = {10.1007/S10287-009-0112-9}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/Kuhn11.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/MaaloufTA11, author = {Maher Maalouf and Theodore B. Trafalis and Indra Adrianto}, title = {Kernel logistic regression using truncated Newton method}, journal = {Comput. Manag. Sci.}, volume = {8}, number = {4}, pages = {415--428}, year = {2011}, url = {https://doi.org/10.1007/s10287-010-0128-1}, doi = {10.1007/S10287-010-0128-1}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/MaaloufTA11.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/MacLeanZZ11, author = {Leonard C. MacLean and Yonggan Zhao and William T. Ziemba}, title = {Mean-variance versus expected utility in dynamic investment analysis}, journal = {Comput. Manag. Sci.}, volume = {8}, number = {1-2}, pages = {3--22}, year = {2011}, url = {https://doi.org/10.1007/s10287-009-0106-7}, doi = {10.1007/S10287-009-0106-7}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/MacLeanZZ11.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/MonteiroTV11, author = {Ana Margarida Monteiro and Reha H. T{\"{u}}t{\"{u}}nc{\"{u}} and Lu{\'{\i}}s Nunes Vicente}, title = {Estimation of risk-neutral density surfaces}, journal = {Comput. Manag. Sci.}, volume = {8}, number = {4}, pages = {387--414}, year = {2011}, url = {https://doi.org/10.1007/s10287-010-0126-3}, doi = {10.1007/S10287-010-0126-3}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/MonteiroTV11.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/PiacentiniR11, author = {Mauro Piacentini and Francesco Rinaldi}, title = {Path loss prediction in urban environment using learning machines and dimensionality reduction techniques}, journal = {Comput. Manag. Sci.}, volume = {8}, number = {4}, pages = {371--385}, year = {2011}, url = {https://doi.org/10.1007/s10287-010-0121-8}, doi = {10.1007/S10287-010-0121-8}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/PiacentiniR11.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Pinar11, author = {Mustafa {\c{C}}. Pinar}, title = {Gain-loss based convex risk limits in discrete-time trading}, journal = {Comput. Manag. Sci.}, volume = {8}, number = {3}, pages = {299--321}, year = {2011}, url = {https://doi.org/10.1007/s10287-010-0122-7}, doi = {10.1007/S10287-010-0122-7}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/Pinar11.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Sabino11, author = {Piergiacomo Sabino}, title = {Implementing quasi-Monte Carlo simulations with linear transformations}, journal = {Comput. Manag. Sci.}, volume = {8}, number = {1-2}, pages = {51--74}, year = {2011}, url = {https://doi.org/10.1007/s10287-009-0104-9}, doi = {10.1007/S10287-009-0104-9}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/Sabino11.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/TrafalisOR11, author = {Theodore B. Trafalis and Olutayo O. Oladunni and Michael B. Richman}, title = {Linear classification tikhonov regularization knowledge-based support vector machine for tornado forecasting}, journal = {Comput. Manag. Sci.}, volume = {8}, number = {3}, pages = {281--297}, year = {2011}, url = {https://doi.org/10.1007/s10287-009-0120-9}, doi = {10.1007/S10287-009-0120-9}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/TrafalisOR11.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Triantafyllopoulos11, author = {Kostas Triantafyllopoulos and Giovanni Montana}, title = {Dynamic modeling of mean-reverting spreads for statistical arbitrage}, journal = {Comput. Manag. Sci.}, volume = {8}, number = {1-2}, pages = {23--49}, year = {2011}, url = {https://doi.org/10.1007/s10287-009-0105-8}, doi = {10.1007/S10287-009-0105-8}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/Triantafyllopoulos11.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/WatsonW11, author = {Jean{-}Paul Watson and David L. Woodruff}, title = {Progressive hedging innovations for a class of stochastic mixed-integer resource allocation problems}, journal = {Comput. Manag. Sci.}, volume = {8}, number = {4}, pages = {355--370}, year = {2011}, url = {https://doi.org/10.1007/s10287-010-0125-4}, doi = {10.1007/S10287-010-0125-4}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/WatsonW11.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/WinkerLS11, author = {Peter Winker and Marianna Lyra and Chris Sharpe}, title = {Least median of squares estimation by optimization heuristics with an application to the {CAPM} and a multi-factor model}, journal = {Comput. Manag. Sci.}, volume = {8}, number = {1-2}, pages = {103--123}, year = {2011}, url = {https://doi.org/10.1007/s10287-009-0103-x}, doi = {10.1007/S10287-009-0103-X}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/WinkerLS11.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/AitSahliaGG10, author = {Farid AitSahlia and Manisha Goswami and Suchandan Guha}, title = {American option pricing under stochastic volatility: an efficient numerical approach}, journal = {Comput. Manag. Sci.}, volume = {7}, number = {2}, pages = {171--187}, year = {2010}, url = {https://doi.org/10.1007/s10287-008-0082-3}, doi = {10.1007/S10287-008-0082-3}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/AitSahliaGG10.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/AitSahliaGG10a, author = {Farid AitSahlia and Manisha Goswami and Suchandan Guha}, title = {American option pricing under stochastic volatility: an empirical evaluation}, journal = {Comput. Manag. Sci.}, volume = {7}, number = {2}, pages = {189--206}, year = {2010}, url = {https://doi.org/10.1007/s10287-008-0083-2}, doi = {10.1007/S10287-008-0083-2}, timestamp = {Sat, 30 Sep 2023 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/AitSahliaGG10a.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Al-YakoobSA10, author = {Salem M. Al{-}Yakoob and Hanif D. Sherali and Mona Al{-}Jazzaf}, title = {A mixed-integer mathematical modeling approach to exam timetabling}, journal = {Comput. Manag. Sci.}, volume = {7}, number = {1}, pages = {19}, year = {2010}, url = {https://doi.org/10.1007/s10287-007-0066-8}, doi = {10.1007/S10287-007-0066-8}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/Al-YakoobSA10.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/BaldacciBMR10, author = {Roberto Baldacci and Enrico Bartolini and Aristide Mingozzi and Roberto Roberti}, title = {An exact solution framework for a broad class of vehicle routing problems}, journal = {Comput. Manag. Sci.}, volume = {7}, number = {3}, pages = {229--268}, year = {2010}, url = {https://doi.org/10.1007/s10287-009-0118-3}, doi = {10.1007/S10287-009-0118-3}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/BaldacciBMR10.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Becker10, author = {Martin Becker}, title = {Exact simulation of final, minimal and maximal values of Brownian motion and jump-diffusions with applications to option pricing}, journal = {Comput. Manag. Sci.}, volume = {7}, number = {1}, pages = {1}, year = {2010}, url = {https://doi.org/10.1007/s10287-007-0065-9}, doi = {10.1007/S10287-007-0065-9}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/Becker10.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/BenaventCS10, author = {Enrique Benavent and {\'{A}}ngel Corber{\'{a}}n and Jos{\'{e}} M. Sanchis}, title = {A metaheuristic for the min-max windy rural postman problem with {K} vehicles}, journal = {Comput. Manag. Sci.}, volume = {7}, number = {3}, pages = {269--287}, year = {2010}, url = {https://doi.org/10.1007/s10287-009-0119-2}, doi = {10.1007/S10287-009-0119-2}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/BenaventCS10.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/CaoHE10, author = {Chengyu Cao and Naira Hovakimyan and Johnny Evers}, title = {Active control of visual sensor for navigation and guidance}, journal = {Comput. Manag. Sci.}, volume = {7}, number = {1}, pages = {85}, year = {2010}, url = {https://doi.org/10.1007/s10287-008-0077-0}, doi = {10.1007/S10287-008-0077-0}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/CaoHE10.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/CostaP10, author = {Anabela Costa and Jos{\'{e}} M. P. Paix{\~{a}}o}, title = {An approximate solution approach for a scenario-based capital budgeting model}, journal = {Comput. Manag. Sci.}, volume = {7}, number = {3}, pages = {337--353}, year = {2010}, url = {https://doi.org/10.1007/s10287-009-0117-4}, doi = {10.1007/S10287-009-0117-4}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/CostaP10.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/FourerO10, author = {Robert Fourer and Dominique Orban}, title = {DrAmpl: a meta solver for optimization problem analysis}, journal = {Comput. Manag. Sci.}, volume = {7}, number = {4}, pages = {437--463}, year = {2010}, url = {https://doi.org/10.1007/s10287-009-0101-z}, doi = {10.1007/S10287-009-0101-Z}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/FourerO10.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Hadjiconstantinou10, author = {Eleni Hadjiconstantinou and Evelina Klerides}, title = {A new path-based cutting plane approach for the discrete time-cost tradeoff problem}, journal = {Comput. Manag. Sci.}, volume = {7}, number = {3}, pages = {313--336}, year = {2010}, url = {https://doi.org/10.1007/s10287-009-0115-6}, doi = {10.1007/S10287-009-0115-6}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/Hadjiconstantinou10.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Hall10, author = {J. A. J. Hall}, title = {Towards a practical parallelisation of the simplex method}, journal = {Comput. Manag. Sci.}, volume = {7}, number = {2}, pages = {139--170}, year = {2010}, url = {https://doi.org/10.1007/s10287-008-0080-5}, doi = {10.1007/S10287-008-0080-5}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/Hall10.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/JinE10, author = {Mingzhou Jin and Burak Eksioglu}, title = {Optimal routing of vehicles with communication capabilities in disasters}, journal = {Comput. Manag. Sci.}, volume = {7}, number = {2}, pages = {121--137}, year = {2010}, url = {https://doi.org/10.1007/s10287-008-0079-y}, doi = {10.1007/S10287-008-0079-Y}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/JinE10.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/KonnoKK10, author = {Hiroshi Konno and Sadanori Kameda and Naoya Kawadai}, title = {Solving a large scale semi-definite logit model}, journal = {Comput. Manag. Sci.}, volume = {7}, number = {2}, pages = {111--120}, year = {2010}, url = {https://doi.org/10.1007/s10287-008-0078-z}, doi = {10.1007/S10287-008-0078-Z}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/KonnoKK10.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/KonnoMY10, author = {Hiroshi Konno and Yuuhei Morita and Rei Yamamoto}, title = {A maximal predictability portfolio using absolute deviation reformulation}, journal = {Comput. Manag. Sci.}, volume = {7}, number = {1}, pages = {47}, year = {2010}, url = {https://doi.org/10.1007/s10287-008-0075-2}, doi = {10.1007/S10287-008-0075-2}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/KonnoMY10.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Kotsialos10, author = {Apostolos Kotsialos}, title = {A hydrodynamic modelling framework for production networks}, journal = {Comput. Manag. Sci.}, volume = {7}, number = {1}, pages = {61}, year = {2010}, url = {https://doi.org/10.1007/s10287-008-0076-1}, doi = {10.1007/S10287-008-0076-1}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/Kotsialos10.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/LiuPP10, author = {Songsong Liu and Jos{\'{e}} Mauricio Pinto and Lazaros G. Papageorgiou}, title = {MILP-based approaches for medium-term planning of single-stage continuous multiproduct plants with parallel units}, journal = {Comput. Manag. Sci.}, volume = {7}, number = {4}, pages = {407--435}, year = {2010}, url = {https://doi.org/10.1007/s10287-009-0096-5}, doi = {10.1007/S10287-009-0096-5}, timestamp = {Wed, 07 Dec 2022 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/cms/LiuPP10.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/LucenaMS10, author = {Abilio Lucena and Nelson Maculan and Luidi Simonetti}, title = {Reformulations and solution algorithms for the maximum leaf spanning tree problem}, journal = {Comput. Manag. Sci.}, volume = {7}, number = {3}, pages = {289--311}, year = {2010}, url = {https://doi.org/10.1007/s10287-009-0116-5}, doi = {10.1007/S10287-009-0116-5}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/LucenaMS10.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Maros10, author = {Istv{\'{a}}n Maros}, title = {Computational study of the {GDPO} dual phase-1 algorithm}, journal = {Comput. Manag. Sci.}, volume = {7}, number = {2}, pages = {207--223}, year = {2010}, url = {https://doi.org/10.1007/s10287-009-0094-7}, doi = {10.1007/S10287-009-0094-7}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/Maros10.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Nagurney10, author = {Anna Nagurney}, title = {Formulation and analysis of horizontal mergers among oligopolistic firms with insights into the merger paradox: a supply chain network perspective}, journal = {Comput. Manag. Sci.}, volume = {7}, number = {4}, pages = {377--406}, year = {2010}, url = {https://doi.org/10.1007/s10287-009-0095-6}, doi = {10.1007/S10287-009-0095-6}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/Nagurney10.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Oliveira10, author = {Fernando S. Oliveira}, title = {Bottom-up design of strategic options as finite automata}, journal = {Comput. Manag. Sci.}, volume = {7}, number = {4}, pages = {355--375}, year = {2010}, url = {https://doi.org/10.1007/s10287-008-0084-1}, doi = {10.1007/S10287-008-0084-1}, timestamp = {Sat, 05 Sep 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/Oliveira10.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Toth10, author = {Paolo Toth}, title = {Foreword}, journal = {Comput. Manag. Sci.}, volume = {7}, number = {3}, pages = {225--227}, year = {2010}, url = {https://doi.org/10.1007/s10287-009-0114-7}, doi = {10.1007/S10287-009-0114-7}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/Toth10.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/AlessandriCM09, author = {Angelo Alessandri and Lucia Cassettari and Roberto Mosca}, title = {Nonparametric nonlinear regression using polynomial and neural approximators: a numerical comparison}, journal = {Comput. Manag. Sci.}, volume = {6}, number = {1}, pages = {5--24}, year = {2009}, url = {https://doi.org/10.1007/s10287-008-0074-3}, doi = {10.1007/S10287-008-0074-3}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/AlessandriCM09.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/AstorinoG09, author = {Annabella Astorino and Manlio Gaudioso}, title = {A fixed-center spherical separation algorithm with kernel transformations for classification problems}, journal = {Comput. Manag. Sci.}, volume = {6}, number = {3}, pages = {357--372}, year = {2009}, url = {https://doi.org/10.1007/s10287-007-0051-2}, doi = {10.1007/S10287-007-0051-2}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/AstorinoG09.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/BaldacciBCC09, author = {Roberto Baldacci and Marco A. Boschetti and Nicos Christofides and Simon Christofides}, title = {Exact methods for large-scale multi-period financial planning problems}, journal = {Comput. Manag. Sci.}, volume = {6}, number = {3}, pages = {281--306}, year = {2009}, url = {https://doi.org/10.1007/s10287-006-0037-5}, doi = {10.1007/S10287-006-0037-5}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/BaldacciBCC09.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/BaourakisCDPZ09, author = {George Baourakis and M. Conisescu and Gert Van Dijk and Panos M. Pardalos and Constantin Zopounidis}, title = {A multicriteria approach for rating the credit risk of financial institutions}, journal = {Comput. Manag. Sci.}, volume = {6}, number = {3}, pages = {347--356}, year = {2009}, url = {https://doi.org/10.1007/s10287-007-0050-3}, doi = {10.1007/S10287-007-0050-3}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/BaourakisCDPZ09.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Bartholomew-Biggs09, author = {Mike C. Bartholomew{-}Biggs and S. J. Kane}, title = {A global optimization problem in portfolio selection}, journal = {Comput. Manag. Sci.}, volume = {6}, number = {3}, pages = {329--345}, year = {2009}, url = {https://doi.org/10.1007/s10287-006-0038-4}, doi = {10.1007/S10287-006-0038-4}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/Bartholomew-Biggs09.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/CarrionGS09, author = {Miguel Carri{\'{o}}n and Uwe Gotzes and R{\"{u}}diger Schultz}, title = {Risk aversion for an electricity retailer with second-order stochastic dominance constraints}, journal = {Comput. Manag. Sci.}, volume = {6}, number = {2}, pages = {233--250}, year = {2009}, url = {https://doi.org/10.1007/s10287-008-0091-2}, doi = {10.1007/S10287-008-0091-2}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/CarrionGS09.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/DeliasM09, author = {Pavlos Delias and Nikolaos F. Matsatsinis}, title = {A genetic approach for strategic resource allocation planning}, journal = {Comput. Manag. Sci.}, volume = {6}, number = {3}, pages = {269--280}, year = {2009}, url = {https://doi.org/10.1007/s10287-006-0036-6}, doi = {10.1007/S10287-006-0036-6}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/DeliasM09.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/DestreroMMVO09, author = {Augusto Destrero and Sofia Mosci and Christine De Mol and Alessandro Verri and Francesca Odone}, title = {Feature selection for high-dimensional data}, journal = {Comput. Manag. Sci.}, volume = {6}, number = {1}, pages = {25--40}, year = {2009}, url = {https://doi.org/10.1007/s10287-008-0070-7}, doi = {10.1007/S10287-008-0070-7}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/DestreroMMVO09.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/DinhCT09, author = {Tao Pham Dinh and Nam Nguyen Canh and Hoai An Le Thi}, title = {{DC} programming and {DCA} for globally solving the value-at-risk}, journal = {Comput. Manag. Sci.}, volume = {6}, number = {4}, pages = {477--501}, year = {2009}, url = {https://doi.org/10.1007/s10287-009-0099-2}, doi = {10.1007/S10287-009-0099-2}, timestamp = {Fri, 09 Apr 2021 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/DinhCT09.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/DuPT09, author = {Peng Du and Jiming Peng and Tam{\'{a}}s Terlaky}, title = {Self-adaptive support vector machines: modelling and experiments}, journal = {Comput. Manag. Sci.}, volume = {6}, number = {1}, pages = {41--51}, year = {2009}, url = {https://doi.org/10.1007/s10287-008-0071-6}, doi = {10.1007/S10287-008-0071-6}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/DuPT09.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/DupacovaBM09, author = {Jitka Dupacov{\'{a}} and Marida Bertocchi and Vittorio Moriggia}, title = {Testing the structure of multistage stochastic programs}, journal = {Comput. Manag. Sci.}, volume = {6}, number = {2}, pages = {161--185}, year = {2009}, url = {https://doi.org/10.1007/s10287-008-0092-1}, doi = {10.1007/S10287-008-0092-1}, timestamp = {Tue, 29 Dec 2020 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/cms/DupacovaBM09.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/EscuderoGMP09, author = {Laureano F. Escudero and Mar{\'{\i}}a Araceli Gar{\'{\i}}n and Mar{\'{\i}}a Merino and Gloria P{\'{e}}rez}, title = {On multistage Stochastic Integer Programming for incorporating logical constraints in asset and liability management under uncertainty}, journal = {Comput. Manag. Sci.}, volume = {6}, number = {3}, pages = {307--327}, year = {2009}, url = {https://doi.org/10.1007/s10287-006-0035-7}, doi = {10.1007/S10287-006-0035-7}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/EscuderoGMP09.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/FaiscaSRP09, author = {Nuno P. Fa{\'{\i}}sca and Pedro M. Saraiva and Ber{\c{c}} Rustem and Efstratios N. Pistikopoulos}, title = {A multi-parametric programming approach for multilevel hierarchical and decentralised optimisation problems}, journal = {Comput. Manag. Sci.}, volume = {6}, number = {4}, pages = {377--397}, year = {2009}, url = {https://doi.org/10.1007/s10287-007-0062-z}, doi = {10.1007/S10287-007-0062-Z}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/FaiscaSRP09.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/GeyerHW09, author = {Alois Geyer and Michael Hanke and Alex Weissensteiner}, title = {A stochastic programming approach for multi-period portfolio optimization}, journal = {Comput. Manag. Sci.}, volume = {6}, number = {2}, pages = {187--208}, year = {2009}, url = {https://doi.org/10.1007/s10287-008-0089-9}, doi = {10.1007/S10287-008-0089-9}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/GeyerHW09.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/GneccoS09, author = {Giorgio Gnecco and Marcello Sanguineti}, title = {The weight-decay technique in learning from data: an optimization point of view}, journal = {Comput. Manag. Sci.}, volume = {6}, number = {1}, pages = {53--79}, year = {2009}, url = {https://doi.org/10.1007/s10287-008-0072-5}, doi = {10.1007/S10287-008-0072-5}, timestamp = {Mon, 03 Jan 2022 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/cms/GneccoS09.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/GondzioG09, author = {Jacek Gondzio and Andreas Grothey}, title = {Exploiting structure in parallel implementation of interior point methods for optimization}, journal = {Comput. Manag. Sci.}, volume = {6}, number = {2}, pages = {135--160}, year = {2009}, url = {https://doi.org/10.1007/s10287-008-0090-3}, doi = {10.1007/S10287-008-0090-3}, timestamp = {Mon, 05 Feb 2024 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/cms/GondzioG09.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/HeitschR09, author = {Holger Heitsch and Werner R{\"{o}}misch}, title = {Scenario tree reduction for multistage stochastic programs}, journal = {Comput. Manag. Sci.}, volume = {6}, number = {2}, pages = {117--133}, year = {2009}, url = {https://doi.org/10.1007/s10287-008-0087-y}, doi = {10.1007/S10287-008-0087-Y}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/HeitschR09.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/HochreiterP09, author = {Ronald Hochreiter and Georg Ch. Pflug}, title = {Introduction to the special issue on computational optimization under uncertainty}, journal = {Comput. Manag. Sci.}, volume = {6}, number = {2}, pages = {115--116}, year = {2009}, url = {https://doi.org/10.1007/s10287-008-0088-x}, doi = {10.1007/S10287-008-0088-X}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/HochreiterP09.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/KallioP09, author = {Markku Kallio and Antti Pirjet{\"{a}}}, title = {Computational methods for incentive option valuation}, journal = {Comput. Manag. Sci.}, volume = {6}, number = {2}, pages = {209--231}, year = {2009}, url = {https://doi.org/10.1007/s10287-008-0085-0}, doi = {10.1007/S10287-008-0085-0}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/KallioP09.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Khoury09, author = {B. N. Khoury}, title = {A discrete approach to designing optimal hedging-point control policies for production-inventory systems with general stochastic behavior}, journal = {Comput. Manag. Sci.}, volume = {6}, number = {4}, pages = {399--409}, year = {2009}, url = {https://doi.org/10.1007/s10287-007-0063-y}, doi = {10.1007/S10287-007-0063-Y}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/Khoury09.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/KonnoEY09, author = {Hiroshi Konno and Takaaki Egawa and Rei Yamamoto}, title = {Comparative studies on dynamic programming and integer programming approaches for concave cost production/inventory control problems}, journal = {Comput. Manag. Sci.}, volume = {6}, number = {4}, pages = {447--457}, year = {2009}, url = {https://doi.org/10.1007/s10287-007-0052-1}, doi = {10.1007/S10287-007-0052-1}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/KonnoEY09.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/KundakciogluST09, author = {O. Erhun Kundakcioglu and Marcello Sanguineti and Theodore B. Trafalis}, title = {Guest Editorial}, journal = {Comput. Manag. Sci.}, volume = {6}, number = {1}, pages = {1--3}, year = {2009}, url = {https://doi.org/10.1007/s10287-008-0069-0}, doi = {10.1007/S10287-008-0069-0}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/KundakciogluST09.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/MaggioniKB09, author = {Francesca Maggioni and Michal Kaut and Luca Bertazzi}, title = {Stochastic optimization models for a single-sink transportation problem}, journal = {Comput. Manag. Sci.}, volume = {6}, number = {2}, pages = {251--267}, year = {2009}, url = {https://doi.org/10.1007/s10287-008-0086-z}, doi = {10.1007/S10287-008-0086-Z}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/MaggioniKB09.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/MagosMP09, author = {Dimitris Magos and Ioannis Mourtos and Leonidas S. Pitsoulis}, title = {Persistency and matroid intersection}, journal = {Comput. Manag. Sci.}, volume = {6}, number = {4}, pages = {435--445}, year = {2009}, url = {https://doi.org/10.1007/s10287-007-0064-x}, doi = {10.1007/S10287-007-0064-X}, timestamp = {Tue, 29 Dec 2020 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/cms/MagosMP09.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/OladunniT09, author = {Olutayo O. Oladunni and Theodore B. Trafalis}, title = {A nonlinear multi-classification knowledge-based kernel machine}, journal = {Comput. Manag. Sci.}, volume = {6}, number = {1}, pages = {81--100}, year = {2009}, url = {https://doi.org/10.1007/s10287-008-0073-4}, doi = {10.1007/S10287-008-0073-4}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/OladunniT09.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/OrsenigoV09, author = {Carlotta Orsenigo and Carlo Vercellis}, title = {Multicategory classification via discrete support vector machines}, journal = {Comput. Manag. Sci.}, volume = {6}, number = {1}, pages = {101--114}, year = {2009}, url = {https://doi.org/10.1007/s10287-008-0068-1}, doi = {10.1007/S10287-008-0068-1}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/OrsenigoV09.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/PangF09, author = {Jong{-}Shi Pang and Masao Fukushima}, title = {Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games}, journal = {Comput. Manag. Sci.}, volume = {6}, number = {3}, pages = {373--375}, year = {2009}, url = {https://doi.org/10.1007/s10287-009-0093-8}, doi = {10.1007/S10287-009-0093-8}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/PangF09.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/ThiMD09, author = {Hoai An Le Thi and Mahdi Moeini and Tao Pham Dinh}, title = {Portfolio selection under downside risk measures and cardinality constraints based on {DC} programming and {DCA}}, journal = {Comput. Manag. Sci.}, volume = {6}, number = {4}, pages = {459--475}, year = {2009}, url = {https://doi.org/10.1007/s10287-009-0098-3}, doi = {10.1007/S10287-009-0098-3}, timestamp = {Fri, 09 Apr 2021 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/ThiMD09.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/WangRM09, author = {Wenlin Wang and Daniel E. Rivera and Hans D. Mittelmann}, title = {Inner and outer loop optimization in semiconductor manufacturing supply chain management}, journal = {Comput. Manag. Sci.}, volume = {6}, number = {4}, pages = {411}, year = {2009}, url = {https://doi.org/10.1007/s10287-008-0081-4}, doi = {10.1007/S10287-008-0081-4}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/WangRM09.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/BahnL08, author = {Olivier Bahn and Andrew Leach}, title = {The secondary benefits of climate change mitigation: an overlapping generations approach}, journal = {Comput. Manag. Sci.}, volume = {5}, number = {3}, pages = {233--257}, year = {2008}, url = {https://doi.org/10.1007/s10287-007-0048-x}, doi = {10.1007/S10287-007-0048-X}, timestamp = {Thu, 14 Oct 2021 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/BahnL08.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/BauerEK08, author = {Nico Bauer and Ottmar Edenhofer and Socrates Kypreos}, title = {Linking energy system and macroeconomic growth models}, journal = {Comput. Manag. Sci.}, volume = {5}, number = {1-2}, pages = {95--117}, year = {2008}, url = {https://doi.org/10.1007/s10287-007-0042-3}, doi = {10.1007/S10287-007-0042-3}, timestamp = {Sat, 30 Sep 2023 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/BauerEK08.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/BernardV08, author = {Alain Bernard and Marc Vielle}, title = {\emph{GEMINI-E3}, a general equilibrium model of international-national interactions between economy, energy and the environment}, journal = {Comput. Manag. Sci.}, volume = {5}, number = {3}, pages = {173--206}, year = {2008}, url = {https://doi.org/10.1007/s10287-007-0047-y}, doi = {10.1007/S10287-007-0047-Y}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/BernardV08.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/BreuerJ08, author = {Thomas Breuer and Martin Jandacka}, title = {Portfolio selection with transaction costs under expected shortfall constraints}, journal = {Comput. Manag. Sci.}, volume = {5}, number = {4}, pages = {305--316}, year = {2008}, url = {https://doi.org/10.1007/s10287-007-0055-y}, doi = {10.1007/S10287-007-0055-Y}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/BreuerJ08.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/DrouetHMVVV08, author = {Laurent Drouet and Alain Haurie and Francesco Moresino and Jean{-}Philippe Vial and Marc Vielle and Laurent Viguier}, title = {An oracle based method to compute a coupled equilibrium in a model of international climate policy}, journal = {Comput. Manag. Sci.}, volume = {5}, number = {1-2}, pages = {119--140}, year = {2008}, url = {https://doi.org/10.1007/s10287-007-0043-2}, doi = {10.1007/S10287-007-0043-2}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/DrouetHMVVV08.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Haurie08, author = {Alain Haurie}, title = {Editorial}, journal = {Comput. Manag. Sci.}, volume = {5}, number = {1-2}, pages = {1--5}, year = {2008}, url = {https://doi.org/10.1007/s10287-007-0039-y}, doi = {10.1007/S10287-007-0039-Y}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/Haurie08.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Kallrath08, author = {Josef Kallrath}, title = {Pricing problems in the chemical process industry}, journal = {Comput. Manag. Sci.}, volume = {5}, number = {4}, pages = {403--405}, year = {2008}, url = {https://doi.org/10.1007/s10287-007-0061-0}, doi = {10.1007/S10287-007-0061-0}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/Kallrath08.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/KallrathPR08, author = {Josef Kallrath and Panos M. Pardalos and Steffen Rebennack}, title = {Preface}, journal = {Comput. Manag. Sci.}, volume = {5}, number = {4}, pages = {287--288}, year = {2008}, url = {https://doi.org/10.1007/s10287-007-0053-0}, doi = {10.1007/S10287-007-0053-0}, timestamp = {Mon, 05 Feb 2024 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/cms/KallrathPR08.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Korn08, author = {Ralf Korn}, title = {Optimal portfolios: new variations of an old theme}, journal = {Comput. Manag. Sci.}, volume = {5}, number = {4}, pages = {289--304}, year = {2008}, url = {https://doi.org/10.1007/s10287-007-0054-z}, doi = {10.1007/S10287-007-0054-Z}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/Korn08.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/KrzyzanowskiKB08, author = {Daniel A. Krzyzanowski and Socrates Kypreos and Leonardo Barreto}, title = {Supporting hydrogen based transportation: case studies with Global {MARKAL} Model}, journal = {Comput. Manag. Sci.}, volume = {5}, number = {3}, pages = {207--231}, year = {2008}, url = {https://doi.org/10.1007/s10287-007-0040-5}, doi = {10.1007/S10287-007-0040-5}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/KrzyzanowskiKB08.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Kypreos08, author = {Socrates Kypreos}, title = {Stabilizing global temperature change below thresholds: Monte Carlo analyses with {MERGE}}, journal = {Comput. Manag. Sci.}, volume = {5}, number = {1-2}, pages = {141--170}, year = {2008}, url = {https://doi.org/10.1007/s10287-007-0049-9}, doi = {10.1007/S10287-007-0049-9}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/Kypreos08.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/LabrietL08, author = {Maryse Labriet and Richard Loulou}, title = {How Crucial is Cooperation in Mitigating World Climate? Analysis with World-MARKAL}, journal = {Comput. Manag. Sci.}, volume = {5}, number = {1-2}, pages = {67--94}, year = {2008}, url = {https://doi.org/10.1007/s10287-007-0041-4}, doi = {10.1007/S10287-007-0041-4}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/LabrietL08.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Loulou08, author = {Richard Loulou}, title = {{ETSAP-TIAM:} the {TIMES} integrated assessment model. part {II:} mathematical formulation}, journal = {Comput. Manag. Sci.}, volume = {5}, number = {1-2}, pages = {41--66}, year = {2008}, url = {https://doi.org/10.1007/s10287-007-0045-0}, doi = {10.1007/S10287-007-0045-0}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/Loulou08.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/LoulouL08, author = {Richard Loulou and Maryse Labriet}, title = {{ETSAP-TIAM:} the {TIMES} integrated assessment model Part {I:} Model structure}, journal = {Comput. Manag. Sci.}, volume = {5}, number = {1-2}, pages = {7--40}, year = {2008}, url = {https://doi.org/10.1007/s10287-007-0046-z}, doi = {10.1007/S10287-007-0046-Z}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/LoulouL08.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/MollerRW08, author = {Andris M{\"{o}}ller and Werner R{\"{o}}misch and Klaus Weber}, title = {Airline network revenue management by multistage stochastic programming}, journal = {Comput. Manag. Sci.}, volume = {5}, number = {4}, pages = {355--377}, year = {2008}, url = {https://doi.org/10.1007/s10287-007-0058-8}, doi = {10.1007/S10287-007-0058-8}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/MollerRW08.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/RheinbergerS08, author = {Klaus Rheinberger and Martin Summer}, title = {Credit portfolio risk and asset price cycles}, journal = {Comput. Manag. Sci.}, volume = {5}, number = {4}, pages = {337--354}, year = {2008}, url = {https://doi.org/10.1007/s10287-007-0057-9}, doi = {10.1007/S10287-007-0057-9}, timestamp = {Thu, 14 Oct 2021 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/RheinbergerS08.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/RokoG08, author = {Ilir Roko and Manfred Gilli}, title = {Using economic and financial information for stock selection}, journal = {Comput. Manag. Sci.}, volume = {5}, number = {4}, pages = {317--335}, year = {2008}, url = {https://doi.org/10.1007/s10287-007-0056-x}, doi = {10.1007/S10287-007-0056-X}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/RokoG08.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Scheffran08, author = {J{\"{u}}rgen Scheffran}, title = {Adaptive management of energy transitions in long-term climate change}, journal = {Comput. Manag. Sci.}, volume = {5}, number = {3}, pages = {259--286}, year = {2008}, url = {https://doi.org/10.1007/s10287-007-0044-1}, doi = {10.1007/S10287-007-0044-1}, timestamp = {Wed, 07 Dec 2022 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/cms/Scheffran08.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Wirl08, author = {Franz Wirl}, title = {Optimal maintenance and scrapping versus the value of back ups}, journal = {Comput. Manag. Sci.}, volume = {5}, number = {4}, pages = {379--392}, year = {2008}, url = {https://doi.org/10.1007/s10287-007-0059-7}, doi = {10.1007/S10287-007-0059-7}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/Wirl08.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Wirl08a, author = {Franz Wirl}, title = {Reversible stopping ("switching") implies super contact}, journal = {Comput. Manag. Sci.}, volume = {5}, number = {4}, pages = {393--401}, year = {2008}, url = {https://doi.org/10.1007/s10287-007-0060-1}, doi = {10.1007/S10287-007-0060-1}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/Wirl08a.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/X08, title = {Call for papers}, journal = {Comput. Manag. Sci.}, volume = {5}, number = {1-2}, pages = {171--172}, year = {2008}, url = {https://doi.org/10.1007/s10287-007-0067-7}, doi = {10.1007/S10287-007-0067-7}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/X08.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/AbdelazizK07, author = {Fouad Ben Abdelaziz and Saoussen Krichen}, title = {Optimal stopping problems by two or more decision makers: a survey}, journal = {Comput. Manag. Sci.}, volume = {4}, number = {2}, pages = {89}, year = {2007}, url = {https://doi.org/10.1007/s10287-006-0029-5}, doi = {10.1007/S10287-006-0029-5}, timestamp = {Mon, 26 Oct 2020 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/cms/AbdelazizK07.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/BrailsfordGRZ07, author = {Sally C. Brailsford and Walter J. Gutjahr and Marion S. Rauner and Wolfgang Zeppelzauer}, title = {Combined Discrete-event Simulation and Ant Colony Optimisation Approach for Selecting Optimal Screening Policies for Diabetic Retinopathy}, journal = {Comput. Manag. Sci.}, volume = {4}, number = {1}, pages = {59--83}, year = {2007}, url = {https://doi.org/10.1007/s10287-006-0008-x}, doi = {10.1007/S10287-006-0008-X}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/BrailsfordGRZ07.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/CastilloSA07, author = {Enrique F. Castillo and Jos{\'{e}} Mar{\'{\i}}a Sarabia and Elena {\'{A}}lvarez}, title = {The danger model: application to a competitive market}, journal = {Comput. Manag. Sci.}, volume = {4}, number = {4}, pages = {301--312}, year = {2007}, url = {https://doi.org/10.1007/s10287-006-0025-9}, doi = {10.1007/S10287-006-0025-9}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/CastilloSA07.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Curry07, author = {Bruce Curry}, title = {Parameter redundancy in neural networks: an application of Chebyshev polynomials}, journal = {Comput. Manag. Sci.}, volume = {4}, number = {3}, pages = {227--242}, year = {2007}, url = {https://doi.org/10.1007/s10287-006-0009-9}, doi = {10.1007/S10287-006-0009-9}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/Curry07.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/DreznerD07, author = {Tammy Drezner and Zvi Drezner}, title = {Equity Models in Planar Location}, journal = {Comput. Manag. Sci.}, volume = {4}, number = {1}, pages = {1--16}, year = {2007}, url = {https://doi.org/10.1007/s10287-006-0021-0}, doi = {10.1007/S10287-006-0021-0}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/DreznerD07.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Engwerda07, author = {Jacob Engwerda}, title = {Algorithms for computing Nash equilibria in deterministic {LQ} games}, journal = {Comput. Manag. Sci.}, volume = {4}, number = {2}, pages = {113--140}, year = {2007}, url = {https://doi.org/10.1007/s10287-006-0030-z}, doi = {10.1007/S10287-006-0030-Z}, timestamp = {Fri, 08 Mar 2024 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/cms/Engwerda07.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/FabianS07, author = {Csaba I. F{\'{a}}bi{\'{a}}n and Zolt{\'{a}}n Szoke}, title = {Solving two-stage stochastic programming problems with level decomposition}, journal = {Comput. Manag. Sci.}, volume = {4}, number = {4}, pages = {313--353}, year = {2007}, url = {https://doi.org/10.1007/s10287-006-0026-8}, doi = {10.1007/S10287-006-0026-8}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/FabianS07.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/GallivanUJP07, author = {Steve Gallivan and Martin Utley and Mark Jit and Christina Pagel}, title = {A Computational Algorithm Associated with Patient Progress Modelling}, journal = {Comput. Manag. Sci.}, volume = {4}, number = {3}, pages = {283--299}, year = {2007}, url = {https://doi.org/10.1007/s10287-006-0024-x}, doi = {10.1007/S10287-006-0024-X}, timestamp = {Thu, 23 Jun 2022 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/GallivanUJP07.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Genc07, author = {Talat S. Genc}, title = {A dynamic Cournot-Nash game: a representation of a finitely repeated feedback game}, journal = {Comput. Manag. Sci.}, volume = {4}, number = {2}, pages = {141--157}, year = {2007}, url = {https://doi.org/10.1007/s10287-006-0031-y}, doi = {10.1007/S10287-006-0031-Y}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/Genc07.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/JorgensenZ07, author = {Steffen J{\o}rgensen and Georges Zaccour}, title = {Developments in differential game theory and numerical methods: economic and management applications}, journal = {Comput. Manag. Sci.}, volume = {4}, number = {2}, pages = {159--181}, year = {2007}, url = {https://doi.org/10.1007/s10287-006-0032-x}, doi = {10.1007/S10287-006-0032-X}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/JorgensenZ07.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/KatoK07, author = {Koji Kato and Hiroshi Konno}, title = {Studies on a general stock-bond integrated portfolio optimization model}, journal = {Comput. Manag. Sci.}, volume = {4}, number = {1}, pages = {41--57}, year = {2007}, url = {https://doi.org/10.1007/s10287-006-0017-9}, doi = {10.1007/S10287-006-0017-9}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/KatoK07.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Krawczyk07, author = {Jacek B. Krawczyk}, title = {Numerical solutions to coupled-constraint (or generalised Nash) equilibrium problems}, journal = {Comput. Manag. Sci.}, volume = {4}, number = {2}, pages = {183--204}, year = {2007}, url = {https://doi.org/10.1007/s10287-006-0033-9}, doi = {10.1007/S10287-006-0033-9}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/Krawczyk07.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/LiuN07, author = {Zugang Liu and Anna Nagurney}, title = {Financial Networks with Intermediation and Transportation Network Equilibria: {A} Supernetwork Equivalence and Reinterpretation of the Equilibrium Conditions with Computations}, journal = {Comput. Manag. Sci.}, volume = {4}, number = {3}, pages = {243--281}, year = {2007}, url = {https://doi.org/10.1007/s10287-006-0010-3}, doi = {10.1007/S10287-006-0010-3}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/LiuN07.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/NagurneyPD07, author = {Anna Nagurney and David C. Parkes and Patrizia Daniele}, title = {The Internet, evolutionary variational inequalities, and the time-dependent Braess paradox}, journal = {Comput. Manag. Sci.}, volume = {4}, number = {4}, pages = {355--375}, year = {2007}, url = {https://doi.org/10.1007/s10287-006-0027-7}, doi = {10.1007/S10287-006-0027-7}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/NagurneyPD07.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/ThenieDV07, author = {Julien Th{\'{e}}ni{\'{e}} and Christian van Delft and Jean{-}Philippe Vial}, title = {Automatic Formulation of Stochastic Programs Via an Algebraic Modeling Language}, journal = {Comput. Manag. Sci.}, volume = {4}, number = {1}, pages = {17--40}, year = {2007}, url = {https://doi.org/10.1007/s10287-006-0022-z}, doi = {10.1007/S10287-006-0022-Z}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/ThenieDV07.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Trigiante07, author = {Donato Trigiante}, title = {Yaroslav D. Sergeyev: Arithmetic of infinity}, journal = {Comput. Manag. Sci.}, volume = {4}, number = {1}, pages = {85--86}, year = {2007}, url = {https://doi.org/10.1007/s10287-006-0011-2}, doi = {10.1007/S10287-006-0011-2}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/Trigiante07.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Yeung07, author = {David W. K. Yeung}, title = {Dynamic games in management science with interest rate uncertainty}, journal = {Comput. Manag. Sci.}, volume = {4}, number = {2}, pages = {205}, year = {2007}, url = {https://doi.org/10.1007/s10287-006-0034-8}, doi = {10.1007/S10287-006-0034-8}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/Yeung07.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Zaccour07, author = {Georges Zaccour}, title = {Special issue on dynamic games}, journal = {Comput. Manag. Sci.}, volume = {4}, number = {2}, pages = {87--88}, year = {2007}, url = {https://doi.org/10.1007/s10287-006-0028-6}, doi = {10.1007/S10287-006-0028-6}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/Zaccour07.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/001306, author = {Yu Wang}, title = {Numerical Modelling of Autonomous Agent Movement and Conflict}, journal = {Comput. Manag. Sci.}, volume = {3}, number = {3}, pages = {207--223}, year = {2006}, url = {https://doi.org/10.1007/s10287-006-0016-x}, doi = {10.1007/S10287-006-0016-X}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/001306.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Alonso-AyusoEPR06, author = {Antonio Alonso{-}Ayuso and Laureano F. Escudero and Celeste Pizarro and H. Edwin Romeijn and Dolores Romero Morales}, title = {On solving the multi-period single-sourcing problem under uncertainty}, journal = {Comput. Manag. Sci.}, volume = {3}, number = {1}, pages = {29--53}, year = {2006}, url = {https://doi.org/10.1007/s10287-005-0043-z}, doi = {10.1007/S10287-005-0043-Z}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/Alonso-AyusoEPR06.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/BaccarinS06, author = {Stefano Baccarin and Simona Sanfelici}, title = {Optimal impulse control on an unbounded domain with nonlinear cost functions}, journal = {Comput. Manag. Sci.}, volume = {3}, number = {1}, pages = {81--100}, year = {2006}, url = {https://doi.org/10.1007/s10287-005-0045-x}, doi = {10.1007/S10287-005-0045-X}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/BaccarinS06.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/BastinCT06, author = {Fabian Bastin and Cinzia Cirillo and Philippe L. Toint}, title = {An adaptive Monte Carlo algorithm for computing mixed logit estimators}, journal = {Comput. Manag. Sci.}, volume = {3}, number = {1}, pages = {55--79}, year = {2006}, url = {https://doi.org/10.1007/s10287-005-0044-y}, doi = {10.1007/S10287-005-0044-Y}, timestamp = {Sun, 06 Oct 2024 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/BastinCT06.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Benati06, author = {Stefano Benati}, title = {An Optimization Model for Stochastic Project Networks with Cash Flows}, journal = {Comput. Manag. Sci.}, volume = {3}, number = {4}, pages = {271--284}, year = {2006}, url = {https://doi.org/10.1007/s10287-006-0018-8}, doi = {10.1007/S10287-006-0018-8}, timestamp = {Mon, 15 Jun 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/Benati06.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/BocharovDP06, author = {Pavel Bocharov and Ciro D'Apice and Alexander Pechinkin}, title = {Product form solution for exponential G-networks with dependent service and completion of service of killed customers}, journal = {Comput. Manag. Sci.}, volume = {3}, number = {3}, pages = {177--192}, year = {2006}, url = {https://doi.org/10.1007/s10287-006-0013-0}, doi = {10.1007/S10287-006-0013-0}, timestamp = {Mon, 26 Oct 2020 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/cms/BocharovDP06.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/ChenHLM06, author = {Yihsu Chen and Benjamin F. Hobbs and Sven Leyffer and Todd S. Munson}, title = {Leader-Follower Equilibria for Electric Power and NO\({}_{\mbox{ \emph{x} }}\) Allowances Markets}, journal = {Comput. Manag. Sci.}, volume = {3}, number = {4}, pages = {307--330}, year = {2006}, url = {https://doi.org/10.1007/s10287-006-0020-1}, doi = {10.1007/S10287-006-0020-1}, timestamp = {Fri, 09 Apr 2021 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/ChenHLM06.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/EspinozaSM06, author = {Marcelo Espinoza and Johan A. K. Suykens and Bart De Moor}, title = {Fixed-size Least Squares Support Vector Machines: {A} Large Scale Application in Electrical Load Forecasting}, journal = {Comput. Manag. Sci.}, volume = {3}, number = {2}, pages = {113--129}, year = {2006}, url = {https://doi.org/10.1007/s10287-005-0003-7}, doi = {10.1007/S10287-005-0003-7}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/EspinozaSM06.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/FungM06, author = {Glenn Fung and O. L. Mangasarian}, title = {Breast Tumor Susceptibility to Chemotherapy Via Support Vector Machines}, journal = {Comput. Manag. Sci.}, volume = {3}, number = {2}, pages = {103--112}, year = {2006}, url = {https://doi.org/10.1007/s10287-005-0002-8}, doi = {10.1007/S10287-005-0002-8}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/FungM06.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/GavrishchakaG06, author = {Valeriy V. Gavrishchaka and Supriya B. Ganguli}, title = {Support Vector Machine as an Efficient Framework for Stock Market Volatility Forecasting}, journal = {Comput. Manag. Sci.}, volume = {3}, number = {2}, pages = {147--160}, year = {2006}, url = {https://doi.org/10.1007/s10287-005-0005-5}, doi = {10.1007/S10287-005-0005-5}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/GavrishchakaG06.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Gelenbe06, author = {Erol Gelenbe}, title = {Introduction}, journal = {Comput. Manag. Sci.}, volume = {3}, number = {3}, pages = {175--176}, year = {2006}, url = {https://doi.org/10.1007/s10287-006-0015-y}, doi = {10.1007/S10287-006-0015-Y}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/Gelenbe06.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/HaneveldV06, author = {Willem K. Klein Haneveld and Maarten H. van der Vlerk}, title = {Integrated Chance Constraints: Reduced Forms and an Algorithm}, journal = {Comput. Manag. Sci.}, volume = {3}, number = {4}, pages = {245--269}, year = {2006}, url = {https://doi.org/10.1007/s10287-005-0007-3}, doi = {10.1007/S10287-005-0007-3}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/HaneveldV06.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Ince06, author = {Huseyin Ince}, title = {Non-Parametric Regression Methods}, journal = {Comput. Manag. Sci.}, volume = {3}, number = {2}, pages = {161--174}, year = {2006}, url = {https://doi.org/10.1007/s10287-005-0006-4}, doi = {10.1007/S10287-005-0006-4}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/Ince06.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Kunzi-BayM06, author = {Alexandra K{\"{u}}nzi{-}Bay and J{\'{a}}nos Mayer}, title = {Computational aspects of minimizing conditional value-at-risk}, journal = {Comput. Manag. Sci.}, volume = {3}, number = {1}, pages = {3--27}, year = {2006}, url = {https://doi.org/10.1007/s10287-005-0042-0}, doi = {10.1007/S10287-005-0042-0}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/Kunzi-BayM06.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Maros06, author = {Istv{\'{a}}n Maros}, title = {Foreword}, journal = {Comput. Manag. Sci.}, volume = {3}, number = {1}, pages = {1}, year = {2006}, url = {https://doi.org/10.1007/s10287-005-0046-9}, doi = {10.1007/S10287-005-0046-9}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/Maros06.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/MartinsCC06, author = {L{\'{u}}cia Martins and Jos{\'{e}} M. F. Craveirinha and Jo{\~{a}}o C. N. Cl{\'{\i}}maco}, title = {A New Multiobjective Dynamic Routing Method for Multiservice Networks: Modelling and Performance}, journal = {Comput. Manag. Sci.}, volume = {3}, number = {3}, pages = {225--244}, year = {2006}, url = {https://doi.org/10.1007/s10287-006-0014-z}, doi = {10.1007/S10287-006-0014-Z}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/MartinsCC06.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Ouorou06, author = {Adam Ouorou}, title = {Robust Capacity Assignment in Telecommunications}, journal = {Comput. Manag. Sci.}, volume = {3}, number = {4}, pages = {285--305}, year = {2006}, url = {https://doi.org/10.1007/s10287-006-0019-7}, doi = {10.1007/S10287-006-0019-7}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/Ouorou06.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/PardalosS06, author = {Panos M. Pardalos and Oleg V. Shylo}, title = {An Algorithm for the Job Shop Scheduling Problem based on Global Equilibrium Search Techniques}, journal = {Comput. Manag. Sci.}, volume = {3}, number = {4}, pages = {331--348}, year = {2006}, url = {https://doi.org/10.1007/s10287-006-0023-y}, doi = {10.1007/S10287-006-0023-Y}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/PardalosS06.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/TekeA06, author = {Alper Teke and Volkan Atalay}, title = {Texture Classification and Retrieval Using the Random Neural Network Model}, journal = {Comput. Manag. Sci.}, volume = {3}, number = {3}, pages = {193--205}, year = {2006}, url = {https://doi.org/10.1007/s10287-006-0012-1}, doi = {10.1007/S10287-006-0012-1}, timestamp = {Tue, 29 Dec 2020 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/cms/TekeA06.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Trafalis06, author = {Theodore B. Trafalis}, title = {Foreword}, journal = {Comput. Manag. Sci.}, volume = {3}, number = {2}, pages = {101--102}, year = {2006}, url = {https://doi.org/10.1007/s10287-005-0001-9}, doi = {10.1007/S10287-005-0001-9}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/Trafalis06.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Zanni06, author = {Luca Zanni}, title = {An Improved Gradient Projection-based Decomposition Technique for Support Vector Machines}, journal = {Comput. Manag. Sci.}, volume = {3}, number = {2}, pages = {131--145}, year = {2006}, url = {https://doi.org/10.1007/s10287-005-0004-6}, doi = {10.1007/S10287-005-0004-6}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/Zanni06.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Abass05, author = {Samir A. Abass}, title = {Bilevel programming approach applied to the flow shop scheduling problem under fuzziness}, journal = {Comput. Manag. Sci.}, volume = {2}, number = {4}, pages = {279--293}, year = {2005}, url = {https://doi.org/10.1007/s10287-005-0035-z}, doi = {10.1007/S10287-005-0035-Z}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/Abass05.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/AudrinoB05, author = {Francesco Audrino and Giovanni Barone{-}Adesi}, title = {A multivariate {FGD} technique to improve VaR computation in equity markets}, journal = {Comput. Manag. Sci.}, volume = {2}, number = {2}, pages = {87--106}, year = {2005}, url = {https://doi.org/10.1007/s10287-004-0028-3}, doi = {10.1007/S10287-004-0028-3}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/AudrinoB05.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Benders05, author = {Jacques F. Benders}, title = {Partitioning procedures for solving mixed-variables programming problems}, journal = {Comput. Manag. Sci.}, volume = {2}, number = {1}, pages = {3--19}, year = {2005}, url = {https://doi.org/10.1007/s10287-004-0020-y}, doi = {10.1007/S10287-004-0020-Y}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/Benders05.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Castro05, author = {Jordi Castro}, title = {Quadratic interior-point methods in statistical disclosure control}, journal = {Comput. Manag. Sci.}, volume = {2}, number = {2}, pages = {107--121}, year = {2005}, url = {https://doi.org/10.1007/s10287-004-0029-2}, doi = {10.1007/S10287-004-0029-2}, timestamp = {Thu, 25 May 2023 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/Castro05.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/CharalambousM05, author = {Chris Charalambous and Spiros H. Martzoukos}, title = {Hybrid artificial neural networks for efficient valuation of real options and financial derivatives}, journal = {Comput. Manag. Sci.}, volume = {2}, number = {2}, pages = {155--161}, year = {2005}, url = {https://doi.org/10.1007/s10287-004-0032-7}, doi = {10.1007/S10287-004-0032-7}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/CharalambousM05.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/ChiusanoGT05, author = {Maria Luisa Chiusano and Takashi Gojobori and Gerardo Toraldo}, title = {A {C++} computational environment for biomolecular sequence management}, journal = {Comput. Manag. Sci.}, volume = {2}, number = {3}, pages = {165--180}, year = {2005}, url = {https://doi.org/10.1007/s10287-005-0023-3}, doi = {10.1007/S10287-005-0023-3}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/ChiusanoGT05.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/GatuK05, author = {Cristian Gatu and Erricos John Kontoghiorghes}, title = {Efficient strategies for deriving the subset {VAR} models}, journal = {Comput. Manag. Sci.}, volume = {2}, number = {4}, pages = {253--278}, year = {2005}, url = {https://doi.org/10.1007/s10287-004-0021-x}, doi = {10.1007/S10287-004-0021-X}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/GatuK05.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/GerdesBG05, author = {Markus Gerdes and Thomas Barth and Manfred Grauer}, title = {Performance analysis of distributed solution approaches in simulation-based optimization}, journal = {Comput. Manag. Sci.}, volume = {2}, number = {1}, pages = {57--82}, year = {2005}, url = {https://doi.org/10.1007/s10287-004-0011-z}, doi = {10.1007/S10287-004-0011-Z}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/GerdesBG05.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/GiannopoulosCT05, author = {Kostas Giannopoulos and Ephraim Clark and Radu Tunaru}, title = {Portfolio selection under VaR constraints}, journal = {Comput. Manag. Sci.}, volume = {2}, number = {2}, pages = {123--138}, year = {2005}, url = {https://doi.org/10.1007/s10287-004-0030-9}, doi = {10.1007/S10287-004-0030-9}, timestamp = {Sat, 30 Sep 2023 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/GiannopoulosCT05.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/GumusF05, author = {Zeynep H. G{\"{u}}m{\"{u}}s and Christodoulos A. Floudas}, title = {Global optimization of mixed-integer bilevel programming problems}, journal = {Comput. Manag. Sci.}, volume = {2}, number = {3}, pages = {181--212}, year = {2005}, url = {https://doi.org/10.1007/s10287-005-0025-1}, doi = {10.1007/S10287-005-0025-1}, timestamp = {Mon, 26 Jun 2023 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/GumusF05.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/KonnoY05, author = {Hiroshi Konno and Rei Yamamoto}, title = {Integer programming approaches in mean-risk models}, journal = {Comput. Manag. Sci.}, volume = {2}, number = {4}, pages = {339--351}, year = {2005}, url = {https://doi.org/10.1007/s10287-005-0038-9}, doi = {10.1007/S10287-005-0038-9}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/KonnoY05.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Kontoghiorghes05, author = {Erricos John Kontoghiorghes}, title = {Guest editorial}, journal = {Comput. Manag. Sci.}, volume = {2}, number = {2}, pages = {85}, year = {2005}, url = {https://doi.org/10.1007/s10287-004-0027-4}, doi = {10.1007/S10287-004-0027-4}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/Kontoghiorghes05.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/LeksakulT05, author = {Komgrit Leksakul and Anulark Techanitisawad}, title = {An application of the neural network energy function to machine sequencing}, journal = {Comput. Manag. Sci.}, volume = {2}, number = {4}, pages = {309--338}, year = {2005}, url = {https://doi.org/10.1007/s10287-005-0037-x}, doi = {10.1007/S10287-005-0037-X}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/LeksakulT05.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/LiuzziLPV05, author = {Giampaolo Liuzzi and Stefano Lucidi and Veronica Piccialli and Marco Villani}, title = {Design of induction motors using a mixed-variable approach}, journal = {Comput. Manag. Sci.}, volume = {2}, number = {3}, pages = {213--228}, year = {2005}, url = {https://doi.org/10.1007/s10287-005-0024-2}, doi = {10.1007/S10287-005-0024-2}, timestamp = {Thu, 10 Nov 2022 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/cms/LiuzziLPV05.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/LuatiT05, author = {Alessandra Luati and Giorgio Tassinari}, title = {Intervention analysis to identify significant exposures in pulsing advertising campaigns: an operative procedure}, journal = {Comput. Manag. Sci.}, volume = {2}, number = {4}, pages = {295--308}, year = {2005}, url = {https://doi.org/10.1007/s10287-005-0036-y}, doi = {10.1007/S10287-005-0036-Y}, timestamp = {Thu, 14 Oct 2021 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/LuatiT05.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Maringer05, author = {Dietmar G. Maringer}, title = {Distribution assumptions and risk constraints in portfolio optimization}, journal = {Comput. Manag. Sci.}, volume = {2}, number = {2}, pages = {139--153}, year = {2005}, url = {https://doi.org/10.1007/s10287-004-0031-8}, doi = {10.1007/S10287-004-0031-8}, timestamp = {Sun, 06 Oct 2024 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/Maringer05.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Maros05, author = {Istv{\'{a}}n Maros}, title = {Jacques F. Benders is 80}, journal = {Comput. Manag. Sci.}, volume = {2}, number = {1}, pages = {1}, year = {2005}, url = {https://doi.org/10.1007/s10287-004-0033-6}, doi = {10.1007/S10287-004-0033-6}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/Maros05.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/PangF05, author = {Jong{-}Shi Pang and Masao Fukushima}, title = {Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games}, journal = {Comput. Manag. Sci.}, volume = {2}, number = {1}, pages = {21--56}, year = {2005}, url = {https://doi.org/10.1007/s10287-004-0010-0}, doi = {10.1007/S10287-004-0010-0}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/PangF05.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Rustem05, author = {Ber{\c{c}} Rustem}, title = {Book review}, journal = {Comput. Manag. Sci.}, volume = {2}, number = {4}, pages = {353--354}, year = {2005}, url = {https://doi.org/10.1007/s10287-005-0041-1}, doi = {10.1007/S10287-005-0041-1}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/Rustem05.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Ruuth05, author = {Sampo Ruuth}, title = {Book review}, journal = {Comput. Manag. Sci.}, volume = {2}, number = {1}, pages = {83--84}, year = {2005}, url = {https://doi.org/10.1007/s10287-004-0034-5}, doi = {10.1007/S10287-004-0034-5}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/Ruuth05.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/TrafalisSR05, author = {Theodore B. Trafalis and Budi Santosa and Michael B. Richman}, title = {Learning networks in rainfall estimation}, journal = {Comput. Manag. Sci.}, volume = {2}, number = {3}, pages = {229--251}, year = {2005}, url = {https://doi.org/10.1007/s10287-005-0026-0}, doi = {10.1007/S10287-005-0026-0}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/TrafalisSR05.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/X05, title = {Foreword}, journal = {Comput. Manag. Sci.}, volume = {2}, number = {3}, pages = {163--164}, year = {2005}, url = {https://doi.org/10.1007/s10287-005-0022-4}, doi = {10.1007/S10287-005-0022-4}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/X05.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/AmpazisM04, author = {Nikolaos Ampazis and Ioannis Minis}, title = {Design of cellular manufacturing systems using Latent Semantic Indexing and Self Organizing Maps}, journal = {Comput. Manag. Sci.}, volume = {1}, number = {3-4}, pages = {275--292}, year = {2004}, url = {https://doi.org/10.1007/s10287-004-0016-7}, doi = {10.1007/S10287-004-0016-7}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/AmpazisM04.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/AsadaYNT04, author = {Takeshi Asada and Yeboon Yun and Hirotaka Nakayama and Tetsuzo Tanino}, title = {Pattern classification by goal programming and support vector machines}, journal = {Comput. Manag. Sci.}, volume = {1}, number = {3-4}, pages = {211--230}, year = {2004}, url = {https://doi.org/10.1007/s10287-004-0013-x}, doi = {10.1007/S10287-004-0013-X}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/AsadaYNT04.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/BrabazonK04, author = {Anthony Brabazon and Peter B. Keenan}, title = {A hybrid genetic model for the prediction of corporate failure}, journal = {Comput. Manag. Sci.}, volume = {1}, number = {3-4}, pages = {293--310}, year = {2004}, url = {https://doi.org/10.1007/s10287-004-0017-6}, doi = {10.1007/S10287-004-0017-6}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/BrabazonK04.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/BrabazonO04, author = {Anthony Brabazon and Michael O'Neill}, title = {Evolving technical trading rules for spot foreign-exchange markets using grammatical evolution}, journal = {Comput. Manag. Sci.}, volume = {1}, number = {3-4}, pages = {311--327}, year = {2004}, url = {https://doi.org/10.1007/s10287-004-0018-5}, doi = {10.1007/S10287-004-0018-5}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/BrabazonO04.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Curry04, author = {Bruce Curry}, title = {Sampling aspects of rough set theory}, journal = {Comput. Manag. Sci.}, volume = {1}, number = {2}, pages = {151--178}, year = {2004}, url = {https://doi.org/10.1007/s10287-003-0007-0}, doi = {10.1007/S10287-003-0007-0}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/Curry04.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/DreznerD04, author = {Tammy Drezner and Zvi Drezner}, title = {Finding the optimal solution to the Huff based competitive location model}, journal = {Comput. Manag. Sci.}, volume = {1}, number = {2}, pages = {193--208}, year = {2004}, url = {https://doi.org/10.1007/s10287-004-0009-6}, doi = {10.1007/S10287-004-0009-6}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/DreznerD04.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/FourneauG04, author = {Jean{-}Michel Fourneau and Erol Gelenbe}, title = {Flow equivalence and stochastic equivalence in G-networks}, journal = {Comput. Manag. Sci.}, volume = {1}, number = {2}, pages = {179--192}, year = {2004}, url = {https://doi.org/10.1007/s10287-003-0008-z}, doi = {10.1007/S10287-003-0008-Z}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/FourneauG04.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Jones04, author = {Antonia J. Jones}, title = {New tools in non-linear modelling and prediction}, journal = {Comput. Manag. Sci.}, volume = {1}, number = {2}, pages = {109--149}, year = {2004}, url = {https://doi.org/10.1007/s10287-003-0006-1}, doi = {10.1007/S10287-003-0006-1}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/Jones04.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/KosmidouPDZ04, author = {Kyriaki Kosmidou and Fotios Pasiouras and Michael Doumpos and Constantin Zopounidis}, title = {Foreign versus domestic banks' performance in the {UK:} a multicriteria approach}, journal = {Comput. Manag. Sci.}, volume = {1}, number = {3-4}, pages = {329--343}, year = {2004}, url = {https://doi.org/10.1007/s10287-004-0019-4}, doi = {10.1007/S10287-004-0019-4}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/KosmidouPDZ04.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/StasisLPK04, author = {Antonis Stasis and Euripidis N. Loukis and Sotiris A. Pavlopoulos and Dimitris Koutsouris}, title = {A multiple decision trees architecture for medical diagnosis: The differentiation of opening snap, second heart sound split and third heart sound}, journal = {Comput. Manag. Sci.}, volume = {1}, number = {3-4}, pages = {245--274}, year = {2004}, url = {https://doi.org/10.1007/s10287-004-0015-8}, doi = {10.1007/S10287-004-0015-8}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/StasisLPK04.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/VelikovaD04, author = {Marina Velikova and Hennie Daniels}, title = {Decision trees for monotone price models}, journal = {Comput. Manag. Sci.}, volume = {1}, number = {3-4}, pages = {231--244}, year = {2004}, url = {https://doi.org/10.1007/s10287-004-0014-9}, doi = {10.1007/S10287-004-0014-9}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/VelikovaD04.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/ZopounidisDP04, author = {Constantin Zopounidis and Michael Doumpos and Panos M. Pardalos}, title = {Editorial}, journal = {Comput. Manag. Sci.}, volume = {1}, number = {3-4}, pages = {209--210}, year = {2004}, url = {https://doi.org/10.1007/s10287-004-0012-y}, doi = {10.1007/S10287-004-0012-Y}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/ZopounidisDP04.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/CurryM03, author = {Bruce Curry and Peter H. Morgan}, title = {Neural networks, linear functions and neglected non-linearity}, journal = {Comput. Manag. Sci.}, volume = {1}, number = {1}, pages = {15--29}, year = {2003}, url = {https://doi.org/10.1007/s10287-003-0003-4}, doi = {10.1007/S10287-003-0003-4}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/CurryM03.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/Gelenbe03, author = {Erol Gelenbe}, title = {Sensible decisions based on QoS}, journal = {Comput. Manag. Sci.}, volume = {1}, number = {1}, pages = {1--14}, year = {2003}, url = {https://doi.org/10.1007/s10287-003-0004-3}, doi = {10.1007/S10287-003-0004-3}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/Gelenbe03.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/KonnoKW03, author = {Hiroshi Konno and Naoya Kawadai and Dai Wu}, title = {Estimation of failure probability using semi-definite logit model}, journal = {Comput. Manag. Sci.}, volume = {1}, number = {1}, pages = {59--73}, year = {2003}, url = {https://doi.org/10.1007/s10287-003-0001-6}, doi = {10.1007/S10287-003-0001-6}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/KonnoKW03.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/NagurneyC03, author = {Anna Nagurney and Jose M. Cruz}, title = {International financial networks with intermediation: modeling, analysis, and computations}, journal = {Comput. Manag. Sci.}, volume = {1}, number = {1}, pages = {31--58}, year = {2003}, url = {https://doi.org/10.1007/s10287-003-0002-5}, doi = {10.1007/S10287-003-0002-5}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/NagurneyC03.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/cms/ObermanZ03, author = {Adam M. Oberman and Thaleia Zariphopoulou}, title = {Pricing early exercise contracts in incomplete markets}, journal = {Comput. Manag. Sci.}, volume = {1}, number = {1}, pages = {75--107}, year = {2003}, url = {https://doi.org/10.1007/s10287-003-0005-2}, doi = {10.1007/S10287-003-0005-2}, timestamp = {Sun, 10 May 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/cms/ObermanZ03.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
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