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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 = {Mon, 12 Feb 2024 00:00:00 +0100},
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 = {Tue, 02 Apr 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 = {Thu, 09 Nov 2023 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/cms/BarthPAGGK24.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 = {Mon, 12 Feb 2024 00:00:00 +0100},
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/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/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 = {Mon, 13 Nov 2023 00:00:00 +0100},
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/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 = {Mon, 05 Feb 2024 00:00:00 +0100},
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 = {Mon, 22 Apr 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/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 = {Thu, 29 Feb 2024 00:00:00 +0100},
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 = {Tue, 02 Apr 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/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/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/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/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/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 = {Sat, 13 May 2023 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 = {Mon, 06 Nov 2023 00:00:00 +0100},
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 = {Fri, 22 Sep 2023 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, 12 Nov 2023 00:00:00 +0100},
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 = {Sat, 13 May 2023 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 = {Mon, 20 Nov 2023 00:00:00 +0100},
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, 12 Sep 2023 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 = {Sat, 30 Sep 2023 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}
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@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 = {Tue, 12 Sep 2023 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 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 = {Wed, 06 Jul 2022 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 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 = {Wed, 06 Jul 2022 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 = {Wed, 01 Jun 2022 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 = {Wed, 27 Jul 2022 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 = {Thu, 03 Feb 2022 00:00:00 +0100},
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 = {Mon, 26 Jun 2023 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 = {Mon, 28 Aug 2023 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 = {Thu, 12 Aug 2021 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}
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@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}
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@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},
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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 = {Sun, 10 May 2020 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}
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@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 = {Sun, 10 May 2020 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, 10 May 2020 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 = {Mon, 26 Oct 2020 00:00:00 +0100},
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, 10 May 2020 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, 10 May 2020 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, 10 May 2020 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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