Herings, P. Jean-Jacques; Zhan, Yang The computation of pairwise stable networks. (English) Zbl 07807858 Math. Program. 203, No. 1-2 (B), 443-473 (2024). MSC: 90B10 90C33 91A43 91-08 PDFBibTeX XMLCite \textit{P. J. J. Herings} and \textit{Y. Zhan}, Math. Program. 203, No. 1--2 (B), 443--473 (2024; Zbl 07807858) Full Text: DOI OA License
Pavía, Jose M.; Romero, Rafael Data wrangling, computational burden, automation, robustness and accuracy in ecological inference forecasting of \(\mathrm{R}\times\mathrm{C}\) tables. (English) Zbl 1519.90110 SORT 47, No. 1, 151-186 (2023). MSC: 90C05 62F15 62Q05 05A17 91-08 05-04 PDFBibTeX XMLCite \textit{J. M. Pavía} and \textit{R. Romero}, SORT 47, No. 1, 151--186 (2023; Zbl 1519.90110) Full Text: DOI
Parlar, Mahmut Model development with Maple in PhD-level management science courses: a personal account. (English) Zbl 1514.90001 SN Oper. Res. Forum 4, No. 1, Paper No. 17, 24 p. (2023). MSC: 90-08 90-10 91-10 90C15 90C39 PDFBibTeX XMLCite \textit{M. Parlar}, SN Oper. Res. Forum 4, No. 1, Paper No. 17, 24 p. (2023; Zbl 1514.90001) Full Text: DOI
Orlov, Andreĭ Vasil’evich Hybrid global search algorithm with genetic blocks for solving hexamatrix games. (English) Zbl 1498.91004 Izv. Irkutsk. Gos. Univ., Ser. Mat. 41, 40-56 (2022). MSC: 91-08 91A10 90C26 PDFBibTeX XMLCite \textit{A. V. Orlov}, Izv. Irkutsk. Gos. Univ., Ser. Mat. 41, 40--56 (2022; Zbl 1498.91004) Full Text: DOI Link
Kanzow, Christian Book review of: Y. Cui and J.-S. Pang, Modern nonconvex nondifferentiable optimization. (English) Zbl 1502.00030 Jahresber. Dtsch. Math.-Ver. 124, No. 2, 137-143 (2022). MSC: 00A17 90-01 90C26 90-02 91-08 90C90 90C17 90C15 90C20 90C30 90C32 90C56 PDFBibTeX XMLCite \textit{C. Kanzow}, Jahresber. Dtsch. Math.-Ver. 124, No. 2, 137--143 (2022; Zbl 1502.00030) Full Text: DOI
Muller, Daniel; Buarque, Fernando; Marwala, Tshilidzi On rationality, artificial intelligence and economics. (English) Zbl 1486.91003 Singapore: World Scientific (ISBN 978-981-12-5511-3/hbk; 978-981-12-5513-7/ebook). xxii, 230 p. (2022). MSC: 91-02 91B16 91B06 68T05 68W50 90C59 PDFBibTeX XMLCite \textit{D. Muller} et al., On rationality, artificial intelligence and economics. Singapore: World Scientific (2022; Zbl 1486.91003) Full Text: DOI
Lei, Jinlong; Shanbhag, Uday V. Distributed variable sample-size gradient-response and best-response schemes for stochastic Nash equilibrium problems. (English) Zbl 1487.91003 SIAM J. Optim. 32, No. 2, 573-603 (2022). MSC: 91-08 65C99 65K05 91A10 91A15 90C15 90C30 90C53 PDFBibTeX XMLCite \textit{J. Lei} and \textit{U. V. Shanbhag}, SIAM J. Optim. 32, No. 2, 573--603 (2022; Zbl 1487.91003) Full Text: DOI arXiv
Bisdorff, Raymond Algorithmic decision making with Python resources. From multicriteria performance records to decision algorithms via bipolar-valued outranking digraphs. (English) Zbl 1497.91004 International Series in Operations Research & Management Science 324. Cham: Springer (ISBN 978-3-030-90927-7/hbk; 978-3-030-90928-4/ebook). xxxvii, 346 p. (2022). Reviewer: Rózsa Horváth-Bokor (Budakalász) MSC: 91-02 91B06 90B50 91B86 91-08 PDFBibTeX XMLCite \textit{R. Bisdorff}, Algorithmic decision making with Python resources. From multicriteria performance records to decision algorithms via bipolar-valued outranking digraphs. Cham: Springer (2022; Zbl 1497.91004) Full Text: DOI
Cui, Ying; Pang, Jong-Shi Modern nonconvex nondifferentiable optimization. (English) Zbl 1489.90001 MOS/SIAM Series on Optimization 29. Philadelphia, PA: Society for Industrial and Applied Mathematics (SIAM) (ISBN 978-1-61197-673-1/hbk; 978-1-61197-674-8/ebook). xx, 756 p. (2021). Reviewer: Alfred Göpfert (Leipzig) MSC: 90-01 90C26 90-02 91-08 90C90 90C17 90C15 90C20 90C30 90C32 90C56 PDFBibTeX XMLCite \textit{Y. Cui} and \textit{J.-S. Pang}, Modern nonconvex nondifferentiable optimization. Philadelphia, PA: Society for Industrial and Applied Mathematics (SIAM) (2021; Zbl 1489.90001) Full Text: DOI
Swain, Pulak; Ojha, Akshay Kumar Bi-level optimization approach for robust mean-variance problems. (English) Zbl 1485.90085 RAIRO, Oper. Res. 55, No. 5, 2941-2961 (2021). MSC: 90C17 91-08 91G10 91G15 PDFBibTeX XMLCite \textit{P. Swain} and \textit{A. K. Ojha}, RAIRO, Oper. Res. 55, No. 5, 2941--2961 (2021; Zbl 1485.90085) Full Text: DOI
Beraldi, Patrizia; Violi, Antonio; Ferrara, Massimiliano; Ciancio, Claudio; Pansera, Bruno Antonio Dealing with complex transaction costs in portfolio management. (English) Zbl 1480.91262 Ann. Oper. Res. 299, No. 1-2, 7-22 (2021). MSC: 91G10 90C11 91-08 PDFBibTeX XMLCite \textit{P. Beraldi} et al., Ann. Oper. Res. 299, No. 1--2, 7--22 (2021; Zbl 1480.91262) Full Text: DOI
Bender, Christian; Schweizer, Nikolaus “Regression anytime” with brute-force SVD truncation. (English) Zbl 07420514 Ann. Appl. Probab. 31, No. 3, 1140-1179 (2021). MSC: 65C05 60H35 62G08 90C39 PDFBibTeX XMLCite \textit{C. Bender} and \textit{N. Schweizer}, Ann. Appl. Probab. 31, No. 3, 1140--1179 (2021; Zbl 07420514) Full Text: DOI arXiv Link
Kornienko, V.; Shaydurov, V. Numerical solution of mean field problem with limited management resource. (English) Zbl 1496.91012 Lobachevskii J. Math. 42, No. 7, 1686-1696 (2021). MSC: 91-08 65M06 91A16 35Q84 35Q89 49L12 49M37 90C30 PDFBibTeX XMLCite \textit{V. Kornienko} and \textit{V. Shaydurov}, Lobachevskii J. Math. 42, No. 7, 1686--1696 (2021; Zbl 1496.91012) Full Text: DOI
Touati, Sofiane; Radjef, Mohammed Said; Sais, Lakhdar A Bayesian Monte Carlo method for computing the Shapley value: application to weighted voting and bin packing games. (English) Zbl 1458.91026 Comput. Oper. Res. 125, Article ID 105094, 12 p. (2021). MSC: 91A12 90C27 91-08 65C05 PDFBibTeX XMLCite \textit{S. Touati} et al., Comput. Oper. Res. 125, Article ID 105094, 12 p. (2021; Zbl 1458.91026) Full Text: DOI
Sang, Bin Application of genetic algorithm and BP neural network in supply chain finance under information sharing. (English) Zbl 1457.91412 J. Comput. Appl. Math. 384, Article ID 113170, 11 p. (2021). MSC: 91G50 91G40 90B06 68W50 PDFBibTeX XMLCite \textit{B. Sang}, J. Comput. Appl. Math. 384, Article ID 113170, 11 p. (2021; Zbl 1457.91412) Full Text: DOI
Kalise, Dante Book review of: B. Maury and S. Faure, Crowds in equations. An introduction to the microscopic modeling of crowds. (English) Zbl 1461.00028 SIAM Rev. 62, No. 3, 729-731 (2020). MSC: 00A17 91-01 91E99 49N90 68Q80 90B20 PDFBibTeX XMLCite \textit{D. Kalise}, SIAM Rev. 62, No. 3, 729--731 (2020; Zbl 1461.00028)
Löschenbrand, Markus Finding multiple Nash equilibria via machine learning-supported Gröbner bases. (English) Zbl 1441.91001 Eur. J. Oper. Res. 284, No. 3, 1178-1189 (2020). MSC: 91-08 13P10 68W30 90C30 91B74 PDFBibTeX XMLCite \textit{M. Löschenbrand}, Eur. J. Oper. Res. 284, No. 3, 1178--1189 (2020; Zbl 1441.91001) Full Text: DOI
Song, Yunan; Zhang, Fengrui; Liu, Congchong The risk of block chain financial market based on particle swarm optimization. (English) Zbl 1432.91114 J. Comput. Appl. Math. 370, Article ID 112667, 10 p. (2020). MSC: 91G15 91G40 90C59 91-08 PDFBibTeX XMLCite \textit{Y. Song} et al., J. Comput. Appl. Math. 370, Article ID 112667, 10 p. (2020; Zbl 1432.91114) Full Text: DOI
Migot, Tangi; Cojocaru, Monica-G. A parametrized variational inequality approach to track the solution set of a generalized Nash equilibrium problem. (English) Zbl 1441.91003 Eur. J. Oper. Res. 283, No. 3, 1136-1147 (2020). MSC: 91A10 90C30 90C33 65K05 91-08 PDFBibTeX XMLCite \textit{T. Migot} and \textit{M.-G. Cojocaru}, Eur. J. Oper. Res. 283, No. 3, 1136--1147 (2020; Zbl 1441.91003) Full Text: DOI HAL
Konnov, Igor’ V. Game of constraints for evaluation of guaranteed composite system performance. (English. Russian original) Zbl 1431.90051 Russ. Math. 63, No. 4, 79-83 (2019); translation from Izv. Vyssh. Uchebn. Zaved., Mat. 2019, No. 4, 89-94 (2019). MSC: 90B25 91-08 PDFBibTeX XMLCite \textit{I. V. Konnov}, Russ. Math. 63, No. 4, 79--83 (2019; Zbl 1431.90051); translation from Izv. Vyssh. Uchebn. Zaved., Mat. 2019, No. 4, 89--94 (2019) Full Text: DOI
Enkhbat, Rentsen; Batbileg, Sukhee; Anikin, Anton; Tungalag, Natsagdorj; Gornov, Alexander A note on four-players triple game. (English) Zbl 1425.91020 Petrosyan, Leon A. (ed.) et al., Contributions to game theory and management. Volume XII. Collected papers presented at the 12th international conference on game theory and management (GTM 2018), St. Petersburg, Russia, June 27–29, 2018. St. Petersburg: St. Petersburg State University. 100-112 (2019). MSC: 91A06 90C26 91-08 PDFBibTeX XMLCite \textit{R. Enkhbat} et al., in: Contributions to game theory and management. Volume XII. Collected papers presented at the 12th international conference on game theory and management (GTM 2018), St. Petersburg, Russia, June 27--29, 2018. St. Petersburg: St. Petersburg State University. 100--112 (2019; Zbl 1425.91020) Full Text: Link
Giuzio, Margherita; Paterlini, Sandra Un-diversifying during crises: is it a good idea? (English) Zbl 07097399 Comput. Manag. Sci. 16, No. 3, 401-432 (2019). MSC: 90Bxx 91G10 91G70 91-08 PDFBibTeX XMLCite \textit{M. Giuzio} and \textit{S. Paterlini}, Comput. Manag. Sci. 16, No. 3, 401--432 (2019; Zbl 07097399) Full Text: DOI Link
Bruni, Renato; Bianchi, Gianpiero; Dolente, Cosimo; Leporelli, Claudio Logical analysis of data as a tool for the analysis of probabilistic discrete choice behavior. (English) Zbl 1458.68199 Comput. Oper. Res. 106, 191-201 (2019). MSC: 68T09 62H30 90C59 91-08 PDFBibTeX XMLCite \textit{R. Bruni} et al., Comput. Oper. Res. 106, 191--201 (2019; Zbl 1458.68199) Full Text: DOI Link
D’Acci, Luca (ed.) [Batty, Michael] The mathematics of urban morphology. With a foreword by Michael Batty. (English) Zbl 1410.91008 Modeling and Simulation in Science, Engineering and Technology. Cham: Birkhäuser (ISBN 978-3-030-12380-2/hbk; 978-3-030-12381-9/ebook). xiii, 564 p. (2019). Reviewer: Yilun Shang (Newcastle) MSC: 91-06 91D10 90B10 28A80 60G50 68Q80 PDFBibTeX XMLCite \textit{L. D'Acci} (ed.), The mathematics of urban morphology. With a foreword by Michael Batty. Cham: Birkhäuser (2019; Zbl 1410.91008) Full Text: DOI
Maury, Bertrand; Faure, Sylvain Crowds in equations. An introduction to the microscopic modeling of crowds. (English) Zbl 1395.91001 Advanced Textbooks in Mathematics. Hackensack, NJ: World Scientific (ISBN 978-1-78634-551-6/hbk; 978-1-78634-553-0/ebook). ix, 190 p. (2019). MSC: 91-01 91E99 49N90 68Q80 90B20 PDFBibTeX XMLCite \textit{B. Maury} and \textit{S. Faure}, Crowds in equations. An introduction to the microscopic modeling of crowds. Hackensack, NJ: World Scientific (2019; Zbl 1395.91001) Full Text: DOI
Caraiani, Petre Introduction to quantitative macroeconomics using Julia. From basic to state-of-the-art computational techniques. (English) Zbl 1469.91002 Amsterdam: Elsevier/Academic Press (ISBN 978-0-12-812219-8/pbk; 978-0-12-813512-9/ebook). xi, 225 p. (2019). Reviewer: Santanu Acharjee (Guwahati) MSC: 91-02 91B51 91B69 90C39 91-08 PDFBibTeX XMLCite \textit{P. Caraiani}, Introduction to quantitative macroeconomics using Julia. From basic to state-of-the-art computational techniques. Amsterdam: Elsevier/Academic Press (2019; Zbl 1469.91002) Full Text: DOI
Nesterov, Yurii; Shikhman, Vladimir Computation of Fisher-Gale equilibrium by auction. (English) Zbl 1416.91139 J. Oper. Res. Soc. China 6, No. 3, 349-389 (2018); correction ibid. 11, No. 4, 975 (2023). Reviewer: Vladimir Gorbunov (Ul’yanovsk) MSC: 91B26 91-08 91B50 91B16 90C25 PDFBibTeX XMLCite \textit{Y. Nesterov} and \textit{V. Shikhman}, J. Oper. Res. Soc. China 6, No. 3, 349--389 (2018; Zbl 1416.91139) Full Text: DOI
Cornuéjols, Gérard; Peña, Javier; Tütüncü, Reha Optimization methods in finance. 2nd edition. (English) Zbl 1400.91001 Cambridge: Cambridge University Press (ISBN 978-1-107-05674-9/hbk; 978-1-107-29734-0/ebook). xii, 337 p. (2018). MSC: 91-01 90-01 90C90 91G10 91G20 91G80 93E99 PDFBibTeX XMLCite \textit{G. Cornuéjols} et al., Optimization methods in finance. 2nd edition. Cambridge: Cambridge University Press (2018; Zbl 1400.91001) Full Text: DOI
Charkhgard, Hadi; Savelsbergh, Martin; Talebian, Masoud Nondominated Nash points: application of biobjective mixed integer programming. (English) Zbl 1393.90106 4OR 16, No. 2, 151-171 (2018). MSC: 90C29 90C11 91A05 91-08 PDFBibTeX XMLCite \textit{H. Charkhgard} et al., 4OR 16, No. 2, 151--171 (2018; Zbl 1393.90106) Full Text: DOI
Basu, Soumya; Yang, Ger; Lianeas, Thanasis; Nikolova, Evdokia; Chen, Yitao Reconciling selfish routing with social good. (English) Zbl 1403.91060 Bilò, Vittorio (ed.) et al., Algorithmic game theory. 10th international symposium, SAGT 2017, L’Aquila, Italy, September 12–14, 2017. Proceedings. Cham: Springer (ISBN 978-3-319-66699-0/pbk; 978-3-319-66700-3/ebook). Lecture Notes in Computer Science 10504, 147-159 (2017). MSC: 91A43 68Q17 90B20 91-04 PDFBibTeX XMLCite \textit{S. Basu} et al., Lect. Notes Comput. Sci. 10504, 147--159 (2017; Zbl 1403.91060) Full Text: DOI arXiv
Zhu, Zhichuan; Yu, Bo Globally convergent homotopy algorithm for solving the KKT systems to the principal-agent bilevel programming. (English) Zbl 1364.90282 Optim. Methods Softw. 32, No. 1, 69-85 (2017). MSC: 90C26 65K05 91-08 91B40 PDFBibTeX XMLCite \textit{Z. Zhu} and \textit{B. Yu}, Optim. Methods Softw. 32, No. 1, 69--85 (2017; Zbl 1364.90282) Full Text: DOI
Bansal, Shonak; Gupta, Neena; Singh, Arun Kumar Nature-inspired metaheuristic algorithms to find near-OGR sequences for WDM channel allocation and their performance comparison. (English) Zbl 1362.90314 Open Math. 15, 520-547 (2017). MSC: 90C26 90C29 91-08 PDFBibTeX XMLCite \textit{S. Bansal} et al., Open Math. 15, 520--547 (2017; Zbl 1362.90314) Full Text: DOI
Thompson, David R. M.; Leyton-Brown, Kevin Computational analysis of perfect-information position auctions. (English) Zbl 1409.91124 Games Econ. Behav. 102, 583-623 (2017). MSC: 91B26 91A43 90B60 91-08 91-04 PDFBibTeX XMLCite \textit{D. R. M. Thompson} and \textit{K. Leyton-Brown}, Games Econ. Behav. 102, 583--623 (2017; Zbl 1409.91124) Full Text: DOI arXiv
Collado, Ricardo A.; Creamer, Germán G. Time series forecasting with a learning algorithm: an approximate dynamic programming approach. (English) Zbl 1462.62020 Colubi, Ana (ed.) et al., Proceedings of COMPSTAT 2016 – 22nd international conference on computational statistics, Oviedo, Spain, August 23–26, 2016. The Hague: International Statistical Institute; The Hague: International Association for Statistical Computing. 111-122 (2016). MSC: 62-08 62M10 62M20 90C39 91G60 PDFBibTeX XMLCite \textit{R. A. Collado} and \textit{G. G. Creamer}, in: Proceedings of COMPSTAT 2016 -- 22nd international conference on computational statistics, Oviedo, Spain, August 23--26, 2016. The Hague: International Statistical Institute; The Hague: International Association for Statistical Computing. 111--122 (2016; Zbl 1462.62020)
Hemenway, Brett; Khanna, Sanjeev Sensitivity and computational complexity in financial networks. (English) Zbl 1396.91823 Algorithm. Finance 5, No. 3-4, 95-110 (2016). MSC: 91G99 90B10 68Q25 PDFBibTeX XMLCite \textit{B. Hemenway} and \textit{S. Khanna}, Algorithm. Finance 5, No. 3--4, 95--110 (2016; Zbl 1396.91823) Full Text: DOI arXiv
Katsikis, Vasilios N. Computation of replicated exercise prices by using positive bases. (English) Zbl 1474.90551 Filomat 30, No. 11, 2973-2984 (2016). MSC: 90C90 90-08 91-08 91G10 PDFBibTeX XMLCite \textit{V. N. Katsikis}, Filomat 30, No. 11, 2973--2984 (2016; Zbl 1474.90551) Full Text: DOI
Caldarelli, Guido; Chessa, Alessandro Data science and complex networks. Real case studies with Python. (English) Zbl 1473.68002 Oxford: Oxford University Press (ISBN 978-0-19-963960-1/hbk). viii, 130 p. (2016). MSC: 68-01 05-01 05C82 68M11 68T09 90B10 91D30 91G99 92D40 PDFBibTeX XMLCite \textit{G. Caldarelli} and \textit{A. Chessa}, Data science and complex networks. Real case studies with Python. Oxford: Oxford University Press (2016; Zbl 1473.68002) Full Text: DOI
Roughgarden, Tim Twenty lectures on algorithmic game theory. (English) Zbl 1376.91003 Cambridge: Cambridge University Press (ISBN 978-1-316-62479-1/pbk; 978-1-107-17266-1/hbk; 978-1-316-77930-9/ebook). xiii, 341 p. (2016). MSC: 91-01 68-01 91-08 91B26 91A10 91A80 90B60 91B32 90B10 PDFBibTeX XMLCite \textit{T. Roughgarden}, Twenty lectures on algorithmic game theory. Cambridge: Cambridge University Press (2016; Zbl 1376.91003) Full Text: DOI
Birgin, E. G.; Martínez, J. M. On the application of an augmented Lagrangian algorithm to some portfolio problems. (English) Zbl 1338.91126 EURO J. Comput. Optim. 4, No. 1, 79-92 (2016). MSC: 91G10 90C06 90C30 91-08 PDFBibTeX XMLCite \textit{E. G. Birgin} and \textit{J. M. Martínez}, EURO J. Comput. Optim. 4, No. 1, 79--92 (2016; Zbl 1338.91126) Full Text: DOI
Orlov, Andrei V.; Strekalovsky, Alexander S.; Batbileg, S. On computational search for Nash equilibrium in hexamatrix games. (English) Zbl 1336.91010 Optim. Lett. 10, No. 2, 369-381 (2016). MSC: 91A06 91A10 91-08 90C26 PDFBibTeX XMLCite \textit{A. V. Orlov} et al., Optim. Lett. 10, No. 2, 369--381 (2016; Zbl 1336.91010) Full Text: DOI
Kubica, Bartłomiej Jacek; Woźniak, Adam Interval methods for computing strong Nash equilibria of continuous games. (English) Zbl 1347.91017 Decis. Mak. Manuf. Serv. 9, No. 1, 63-78 (2015). MSC: 91A10 91A06 91-08 65G40 65K99 90C57 PDFBibTeX XMLCite \textit{B. J. Kubica} and \textit{A. Woźniak}, Decis. Mak. Manuf. Serv. 9, No. 1, 63--78 (2015; Zbl 1347.91017) Full Text: DOI
Meng, Dong; Fan, Chong Jun; Liu, Si A chaotic particle swarm neural network algorithm and its application in prediction of the Shanghai composite index. (Chinese. English summary) Zbl 1503.90164 Math. Theory Appl. 34, No. 2, 103-110 (2014). MSC: 90C59 91-08 91G80 PDFBibTeX XMLCite \textit{D. Meng} et al., Math. Theory Appl. 34, No. 2, 103--110 (2014; Zbl 1503.90164)
Irlicht, Laurence Fast recursive portfolio optimization. (English) Zbl 1396.91690 Algorithm. Finance 3, No. 3-4, 173-188 (2014). MSC: 91G10 90C20 91G60 PDFBibTeX XMLCite \textit{L. Irlicht}, Algorithm. Finance 3, No. 3--4, 173--188 (2014; Zbl 1396.91690) Full Text: DOI
Nazemi, Alireza; Tahmasbi, Narges A computational intelligence method for solving a class of portfolio optimization problems. (English) Zbl 1422.91664 Soft Comput. 18, No. 11, 2101-2117 (2014). MSC: 91G10 91-08 90C20 68T05 PDFBibTeX XMLCite \textit{A. Nazemi} and \textit{N. Tahmasbi}, Soft Comput. 18, No. 11, 2101--2117 (2014; Zbl 1422.91664) Full Text: DOI
Yemets’, O. O.; Ol’khovs’ka, O. V. A monotone iterative method for solving the combinatorial game-type optimization problems on permutations. (Ukrainian. English summary) Zbl 1313.91018 Dopov. Nats. Akad. Nauk Ukr., Mat. Pryr. Tekh. Nauky 2014, No. 8, 48-52 (2014). MSC: 91A46 91-08 65K99 90C27 PDFBibTeX XMLCite \textit{O. O. Yemets'} and \textit{O. V. Ol'khovs'ka}, Dopov. Nats. Akad. Nauk Ukr., Mat. Pryr. Tekh. Nauky 2014, No. 8, 48--52 (2014; Zbl 1313.91018) Full Text: DOI
Arratia, Argimiro Computational finance. An introductory course with R. (English) Zbl 1309.91001 Atlantis Studies in Computational Finance and Financial Engineering 1. Amsterdam: Atlantis Press (ISBN 978-94-6239-069-0/hbk; 978-94-6239-070-6/ebook). x, 301 p. (2014). Reviewer: Vassil Grozdanov (Blagoevgrad) MSC: 91-01 91G60 91-08 91-04 91G10 91G20 91G70 91B84 62P05 60H30 65C05 90C59 90C90 PDFBibTeX XMLCite \textit{A. Arratia}, Computational finance. An introductory course with R. Amsterdam: Atlantis Press (2014; Zbl 1309.91001) Full Text: DOI
Chew, Elaine Mathematical and computational modeling of tonality. Theory and applications. (English) Zbl 1286.91001 International Series in Operations Research & Management Science 204. New York, NY: Springer (ISBN 978-1-4614-9474-4/hbk; 978-1-4614-9475-1/ebook). xiv, 305 p. (2014). Reviewer: Răzvan Răducanu (Iaşi) MSC: 91-02 91-08 00A65 00A66 91E10 91E30 90B99 PDFBibTeX XMLCite \textit{E. Chew}, Mathematical and computational modeling of tonality. Theory and applications. New York, NY: Springer (2014; Zbl 1286.91001) Full Text: DOI
Katsikis, Vasilios N. A new characterization of markets that don’t replicate any option through minimal-lattice subspaces. A computational approach. (English) Zbl 1394.91143 Filomat 27, No. 7, 1357-1372 (2013). MSC: 91B24 91G80 91-08 90C90 PDFBibTeX XMLCite \textit{V. N. Katsikis}, Filomat 27, No. 7, 1357--1372 (2013; Zbl 1394.91143) Full Text: DOI
Vázquez-Méndez, M. E.; Alvarez-Vázquez, L. J.; García-Chan, N.; Martínez, A. Improving the environmental impact of wastewater discharges with a specific simulation-optimization software. (English) Zbl 1267.91006 J. Comput. Appl. Math. 246, 320-328 (2013). MSC: 91-08 91B80 90C90 90C29 PDFBibTeX XMLCite \textit{M. E. Vázquez-Méndez} et al., J. Comput. Appl. Math. 246, 320--328 (2013; Zbl 1267.91006) Full Text: DOI
Yuan, Yanhong; Zhang, Hongwei; Zhang, Liwei A penalty method for generalized Nash equilibrium problems. (English) Zbl 1364.91011 J. Ind. Manag. Optim. 8, No. 1, 51-65 (2012). MSC: 91A06 91-08 90C90 PDFBibTeX XMLCite \textit{Y. Yuan} et al., J. Ind. Manag. Optim. 8, No. 1, 51--65 (2012; Zbl 1364.91011) Full Text: DOI
Facchinei, Francisco Computation of generalized Nash equilibria: recent advancements. (English) Zbl 1422.91055 Cominetti, Roberto et al., Modern optimization modelling techniques. Papers based on the presentations at the advanced course “Optimization: Theory, methods and applications”, Barcelona, Spain, July 20–24, 2009. Edited by Aris Daniilidis and Juan Enrique Martínez-Legaz. Basel: Birkhäuser. Adv. Courses in Math., CRM Barc., 131-204 (2012). MSC: 91A10 49J40 65K15 90C33 91-08 PDFBibTeX XMLCite \textit{F. Facchinei}, in: Modern optimization modelling techniques. Papers based on the presentations at the advanced course ``Optimization: Theory, methods and applications'', Barcelona, Spain, July 20--24, 2009. Edited by Aris Daniilidis and Juan Enrique Martínez-Legaz. Basel: Birkhäuser. 131--204 (2012; Zbl 1422.91055)
Hohzaki, Ryusuke A nonzero-sum search game with two competitive searchers and a target. (English) Zbl 1296.91041 Cardaliaguet, Pierre (ed.) et al., Advances in dynamic games. Theory, applications, and numerical methods for differential and stochastic games. Most papers based on the presentations at the 14th international symposium, Banff, Canada, June 2010. Boston, MA: Birkhäuser (ISBN 978-0-8176-8354-2/hbk; 978-0-8176-8355-9/ebook). Annals of the International Society of Dynamic Games 12, 351-373 (2012). MSC: 91A24 91A10 91A12 91-08 91A80 90B40 PDFBibTeX XMLCite \textit{R. Hohzaki}, Ann. Int. Soc. Dyn. Games 12, 351--373 (2012; Zbl 1296.91041) Full Text: DOI
Uno, Takeaki Efficient computation of power indices for weighted majority games. (English) Zbl 1260.91007 Chao, Kun-Mao (ed.) et al., Algorithms and computation. 23rd international symposium, ISAAC 2012, Taipei, Taiwan, December 19–21, 2012. Proceedings. Berlin: Springer (ISBN 978-3-642-35260-7/pbk). Lecture Notes in Computer Science 7676, 679-689 (2012). MSC: 91A06 90C39 91B12 91-08 PDFBibTeX XMLCite \textit{T. Uno}, Lect. Notes Comput. Sci. 7676, 679--689 (2012; Zbl 1260.91007) Full Text: DOI
Serna, Maria (ed.) Algorithmic game theory. 5th international symposium, SAGT 2012, Barcelona, Spain, October 22–23, 2012. Proceedings. (English) Zbl 1257.91003 Lecture Notes in Computer Science 7615. Berlin: Springer (ISBN 978-3-642-33995-0/pbk). x, 263 p. (2012). MSC: 91-06 68-06 90-06 91-08 91A80 00B25 PDFBibTeX XMLCite \textit{M. Serna} (ed.), Algorithmic game theory. 5th international symposium, SAGT 2012, Barcelona, Spain, October 22--23, 2012. Proceedings. Berlin: Springer (2012; Zbl 1257.91003) Full Text: DOI
Yuan, Yanhong; Zhang, Hongwei; Zhang, Liwei A smoothing Newton method for generalized Nash equilibrium problems with second-order cone constraints. (English) Zbl 1246.91007 Numer. Algebra Control Optim. 2, No. 1, 1-18 (2012). MSC: 91A10 91-08 65K10 90C90 PDFBibTeX XMLCite \textit{Y. Yuan} et al., Numer. Algebra Control Optim. 2, No. 1, 1--18 (2012; Zbl 1246.91007) Full Text: DOI
Zhang, Kai; Wang, Song Pricing American bond options using a penalty method. (English) Zbl 1244.49060 Automatica 48, No. 3, 472-479 (2012). MSC: 49M30 91G10 90C33 PDFBibTeX XMLCite \textit{K. Zhang} and \textit{S. Wang}, Automatica 48, No. 3, 472--479 (2012; Zbl 1244.49060) Full Text: DOI
Yuan, Yanhong; Zhang, Liwei; Wu, Yue A smoothing Newton method based on sample average approximation for a class of stochastic generalized Nash equilibrium problems. (English) Zbl 1241.91010 Pac. J. Optim. 8, No. 2, 361-386 (2012). MSC: 91-08 91A06 91A15 90C33 PDFBibTeX XMLCite \textit{Y. Yuan} et al., Pac. J. Optim. 8, No. 2, 361--386 (2012; Zbl 1241.91010) Full Text: Link
Silver, David; Sutton, Richard S.; Müller, Martin Temporal-difference search in Computer Go. (English) Zbl 1238.91044 Mach. Learn. 87, No. 2, 183-219 (2012). MSC: 91A46 91-08 90C40 65C05 PDFBibTeX XMLCite \textit{D. Silver} et al., Mach. Learn. 87, No. 2, 183--219 (2012; Zbl 1238.91044) Full Text: DOI
Takahashi, Satoshi; Shigeno, Maiko Approximation algorithms for a winner determination problem of single-item multi-unit auctions. (English) Zbl 1271.91066 JSIAM Lett. 3, 29-32 (2011). MSC: 91B26 90C39 91-08 PDFBibTeX XMLCite \textit{S. Takahashi} and \textit{M. Shigeno}, JSIAM Lett. 3, 29--32 (2011; Zbl 1271.91066) Full Text: DOI Link
Fábián, Csaba I.; Mitra, Gautam; Roman, Diana; Zverovich, Victor An enhanced model for portfolio choice with SSD criteria: a constructive approach. (English) Zbl 1258.91195 Quant. Finance 11, No. 10, 1525-1534 (2011). MSC: 91G10 90C29 60E15 PDFBibTeX XMLCite \textit{C. I. Fábián} et al., Quant. Finance 11, No. 10, 1525--1534 (2011; Zbl 1258.91195) Full Text: DOI Link
Maymin, Philip Z. Markets are efficient if and only if \(P = NP\). (English) Zbl 1250.91113 Algorithm. Finance 1, No. 1, 1-11 (2011). MSC: 91G99 91B24 68Q15 90C60 PDFBibTeX XMLCite \textit{P. Z. Maymin}, Algorithm. Finance 1, No. 1, 1--11 (2011; Zbl 1250.91113) Full Text: Link
Chawla, Shuchi (ed.); Dwork, Cynthia (ed.); Guruswami, Venkat (ed.) Part special issue: 40th annual ACM symposium on theory of computing (STOC 2008). Selected papers based on the presentations at the symposium, Victoria, British Columbia, Canada, May 17–20, 2008. (English) Zbl 1255.90002 SIAM J. Comput. 40, No. 6, 1738-2000 (2011). MSC: 90-06 90C60 91-06 91-08 05-06 05C85 68Q25 00B25 PDFBibTeX XML
Persiano, Giuseppe (ed.) Algorithmic game theory. 4th international symposium, SAGT 2011, Amalfi, Italy, October 17–19, 2011. Proceedings. (English) Zbl 1225.91006 Lecture Notes in Computer Science 6982. Berlin: Springer (ISBN 978-3-642-24828-3/pbk). xi, 327 p. (2011). MSC: 91-06 68-06 90-06 91-08 91A80 00B25 PDFBibTeX XMLCite \textit{G. Persiano} (ed.), Algorithmic game theory. 4th international symposium, SAGT 2011, Amalfi, Italy, October 17--19, 2011. Proceedings. Berlin: Springer (2011; Zbl 1225.91006) Full Text: DOI
Shi, Sihong; Luo, Maokang; Li, Shilun Applications of genetic differentiation algorithm in solving many person noncooperative game’s Nash equilibrium. (Chinese. English summary) Zbl 1240.91009 J. Sichuan Univ., Nat. Sci. Ed. 47, No. 3, 415-419 (2010). MSC: 91A06 91A10 90C59 91-08 PDFBibTeX XMLCite \textit{S. Shi} et al., J. Sichuan Univ., Nat. Sci. Ed. 47, No. 3, 415--419 (2010; Zbl 1240.91009) Full Text: DOI
Pachamanova, Dessilava A.; Fabozzi, Frank J. Simulation and optimization in finance. Modeling with MATLAB, @RISK, or VBA. (English) Zbl 1217.91002 The Frank J. Fabozzi Series. Hoboken, NJ: John Wiley & Sons (ISBN 978-0-470-37189-3/hbk). xvii, 766 p. (2010). Reviewer: Pavel Stoynov (Sofia) MSC: 91-02 91G60 91G10 91G20 90C90 65C05 65C10 60H35 00A71 PDFBibTeX XMLCite \textit{D. A. Pachamanova} and \textit{F. J. Fabozzi}, Simulation and optimization in finance. Modeling with MATLAB, \@RISK, or VBA. Hoboken, NJ: John Wiley \& Sons (2010; Zbl 1217.91002)
Ferris, Michael C.; Dirkse, Steven P.; Meeraus, Alexander Mathematical programs with equilibrium constraints: automatic reformulation and solution via constrained optimization. (English) Zbl 1203.91142 Kehoe, Timothy J. (ed.) et al., Frontiers in applied general equilibrium modeling. In honor of Herbert Scarf. Cambridge: Cambridge University Press (ISBN 978-0-521-15373-7/pbk). 67-93 (2010). MSC: 91B50 90C33 91-08 PDFBibTeX XMLCite \textit{M. C. Ferris} et al., in: Frontiers in applied general equilibrium modeling. In honor of Herbert Scarf. Cambridge: Cambridge University Press. 67--93 (2010; Zbl 1203.91142)
Judd, Kenneth L. Solving dynamic stochastic competitive general equilibrium models. (English) Zbl 1203.91143 Kehoe, Timothy J. (ed.) et al., Frontiers in applied general equilibrium modeling. In honor of Herbert Scarf. Cambridge: Cambridge University Press (ISBN 978-0-521-15373-7/pbk). 45-66 (2010). MSC: 91B50 91B51 90C39 91-08 PDFBibTeX XMLCite \textit{K. L. Judd}, in: Frontiers in applied general equilibrium modeling. In honor of Herbert Scarf. Cambridge: Cambridge University Press. 45--66 (2010; Zbl 1203.91143)
Wilson, Garnett; Banzhaf, Wolfgang Interday and intraday stock trading using probabilistic adaptive mapping developmental genetic programming and linear genetic programming. (English) Zbl 1198.91244 Brabazon, Anthony (ed.) et al., Natural computing in computational finance. Vol. 3. Some papers based on the presentations at the presentation 3rd European workshop on evolutionary computation in finance and economics (EvoFIN 2009), Tübingen, Germany, April 15–17, 2009. Berlin: Springer (ISBN 978-3-642-13949-9/hbk; 978-3-642-13950-5/ebook). Studies in Computational Intelligence 293, 191-212 (2010). MSC: 91G70 91G60 90C59 91-08 PDFBibTeX XMLCite \textit{G. Wilson} and \textit{W. Banzhaf}, Stud. Comput. Intell. 293, 191--212 (2010; Zbl 1198.91244) Full Text: DOI
Saks, Philip; Maringer, Dietmar Evolutionary money management. (English) Zbl 1198.91242 Brabazon, Anthony (ed.) et al., Natural computing in computational finance. Vol. 3. Some papers based on the presentations at the presentation 3rd European workshop on evolutionary computation in finance and economics (EvoFIN 2009), Tübingen, Germany, April 15–17, 2009. Berlin: Springer (ISBN 978-3-642-13949-9/hbk; 978-3-642-13950-5/ebook). Studies in Computational Intelligence 293, 169-190 (2010). MSC: 91G70 91G60 90C59 91-08 PDFBibTeX XMLCite \textit{P. Saks} and \textit{D. Maringer}, Stud. Comput. Intell. 293, 169--190 (2010; Zbl 1198.91242) Full Text: DOI
Azzini, Antonia; da Costa Pereira, Célia; Tettamanzi, Andrea G. B. Modeling turning points in financial markets with soft computing techniques. (English) Zbl 1198.91232 Brabazon, Anthony (ed.) et al., Natural computing in computational finance. Vol. 3. Some papers based on the presentations at the presentation 3rd European workshop on evolutionary computation in finance and economics (EvoFIN 2009), Tübingen, Germany, April 15–17, 2009. Berlin: Springer (ISBN 978-3-642-13949-9/hbk; 978-3-642-13950-5/ebook). Studies in Computational Intelligence 293, 147-167 (2010). MSC: 91G70 62M45 62M86 90C59 91-08 PDFBibTeX XMLCite \textit{A. Azzini} et al., Stud. Comput. Intell. 293, 147--167 (2010; Zbl 1198.91232) Full Text: DOI
Lipinski, Piotr Frequent knowledge patterns in evolutionary decision support systems for financial time series analysis. (English) Zbl 1198.91239 Brabazon, Anthony (ed.) et al., Natural computing in computational finance. Vol. 3. Some papers based on the presentations at the presentation 3rd European workshop on evolutionary computation in finance and economics (EvoFIN 2009), Tübingen, Germany, April 15–17, 2009. Berlin: Springer (ISBN 978-3-642-13949-9/hbk; 978-3-642-13950-5/ebook). Studies in Computational Intelligence 293, 131-145 (2010). MSC: 91G70 62M10 90C59 91-08 PDFBibTeX XMLCite \textit{P. Lipinski}, Stud. Comput. Intell. 293, 131--145 (2010; Zbl 1198.91239) Full Text: DOI
Zhang, Jin; Maringer, Dietmar Index mutual fund replication. (English) Zbl 1198.91245 Brabazon, Anthony (ed.) et al., Natural computing in computational finance. Vol. 3. Some papers based on the presentations at the presentation 3rd European workshop on evolutionary computation in finance and economics (EvoFIN 2009), Tübingen, Germany, April 15–17, 2009. Berlin: Springer (ISBN 978-3-642-13949-9/hbk; 978-3-642-13950-5/ebook). Studies in Computational Intelligence 293, 109-130 (2010). MSC: 91G70 90C59 91G60 91-08 PDFBibTeX XMLCite \textit{J. Zhang} and \textit{D. Maringer}, Stud. Comput. Intell. 293, 109--130 (2010; Zbl 1198.91245) Full Text: DOI
Charbonneau, Louis; Kharma, Nawwaf Inferring trader’s behavior from prices. (English) Zbl 1198.91233 Brabazon, Anthony (ed.) et al., Natural computing in computational finance. Vol. 3. Some papers based on the presentations at the presentation 3rd European workshop on evolutionary computation in finance and economics (EvoFIN 2009), Tübingen, Germany, April 15–17, 2009. Berlin: Springer (ISBN 978-3-642-13949-9/hbk; 978-3-642-13950-5/ebook). Studies in Computational Intelligence 293, 85-105 (2010). MSC: 91G70 68T42 62M10 62M20 90C59 91-08 PDFBibTeX XMLCite \textit{L. Charbonneau} and \textit{N. Kharma}, Stud. Comput. Intell. 293, 85--105 (2010; Zbl 1198.91233) Full Text: DOI
Dreẓewski, Rafał; Obrocki, Krystian; Siwik, Leszek Agent-based co-operative co-evolutionary algorithms for multi-objective portfolio optimization. (English) Zbl 1198.91186 Brabazon, Anthony (ed.) et al., Natural computing in computational finance. Vol. 3. Some papers based on the presentations at the presentation 3rd European workshop on evolutionary computation in finance and economics (EvoFIN 2009), Tübingen, Germany, April 15–17, 2009. Berlin: Springer (ISBN 978-3-642-13949-9/hbk; 978-3-642-13950-5/ebook). Studies in Computational Intelligence 293, 63-84 (2010). MSC: 91G10 91G60 68T42 90C29 90C59 91-08 PDFBibTeX XMLCite \textit{R. Dreẓewski} et al., Stud. Comput. Intell. 293, 63--84 (2010; Zbl 1198.91186) Full Text: DOI
Cui, Wei; Brabazon, Anthony; O’neill, Michael Evolutionary computation and trade execution. (English) Zbl 1198.91228 Brabazon, Anthony (ed.) et al., Natural computing in computational finance. Vol. 3. Some papers based on the presentations at the presentation 3rd European workshop on evolutionary computation in finance and economics (EvoFIN 2009), Tübingen, Germany, April 15–17, 2009. Berlin: Springer (ISBN 978-3-642-13949-9/hbk; 978-3-642-13950-5/ebook). Studies in Computational Intelligence 293, 45-62 (2010). MSC: 91G60 90C59 68T42 91B26 91-08 PDFBibTeX XMLCite \textit{W. Cui} et al., Stud. Comput. Intell. 293, 45--62 (2010; Zbl 1198.91228) Full Text: DOI Link
Hochreiter, Ronald; Wozabal, David Evolutionary estimation of a coupled Markov chain credit risk model. (English) Zbl 1198.91236 Brabazon, Anthony (ed.) et al., Natural computing in computational finance. Vol. 3. Some papers based on the presentations at the presentation 3rd European workshop on evolutionary computation in finance and economics (EvoFIN 2009), Tübingen, Germany, April 15–17, 2009. Berlin: Springer (ISBN 978-3-642-13949-9/hbk; 978-3-642-13950-5/ebook). Studies in Computational Intelligence 293, 31-44 (2010). MSC: 91G70 91G40 90C59 62M05 65C60 91-08 PDFBibTeX XMLCite \textit{R. Hochreiter} and \textit{D. Wozabal}, Stud. Comput. Intell. 293, 31--44 (2010; Zbl 1198.91236) Full Text: DOI
Gilli, Manfred; Schumann, Enrico Robust regression with optimisation heuristics. (English) Zbl 1198.91235 Brabazon, Anthony (ed.) et al., Natural computing in computational finance. Vol. 3. Some papers based on the presentations at the presentation 3rd European workshop on evolutionary computation in finance and economics (EvoFIN 2009), Tübingen, Germany, April 15–17, 2009. Berlin: Springer (ISBN 978-3-642-13949-9/hbk; 978-3-642-13950-5/ebook). Studies in Computational Intelligence 293, 9-30 (2010). MSC: 91G70 62J05 90C59 65C60 91-08 PDFBibTeX XMLCite \textit{M. Gilli} and \textit{E. Schumann}, Stud. Comput. Intell. 293, 9--30 (2010; Zbl 1198.91235) Full Text: DOI
Drechsel, Julia Cooperative lot sizing games in supply chains. (English) Zbl 1202.91003 Lecture Notes in Economics and Mathematical Systems 644. Berlin: Springer (ISBN 978-3-642-13724-2/pbk; 978-3-642-13725-9/ebook). xiv, 167 p. (2010). Reviewer: Vasile Postolică (Piatra Neamt) MSC: 91-02 91A12 90B05 90B06 91A80 PDFBibTeX XMLCite \textit{J. Drechsel}, Cooperative lot sizing games in supply chains. Berlin: Springer (2010; Zbl 1202.91003) Full Text: DOI
Brabazon, Anthony (ed.); O’Neill, Michael (ed.); Maringer, Dietmar G. (ed.) Natural computing in computational finance. Vol. 3. Some papers based on the presentations at the presentation 3rd European workshop on evolutionary computation in finance and economics (EvoFIN 2009), Tübingen, Germany, April 15–17, 2009. (English) Zbl 1194.91015 Studies in Computational Intelligence 293. Berlin: Springer (ISBN 978-3-642-13949-9/hbk; 978-3-642-13950-5/ebook). x, 215 p. (2010). MSC: 91-06 91-08 91G70 90C90 00B25 PDFBibTeX XMLCite \textit{A. Brabazon} (ed.) et al., Natural computing in computational finance. Vol. 3. Some papers based on the presentations at the presentation 3rd European workshop on evolutionary computation in finance and economics (EvoFIN 2009), Tübingen, Germany, April 15--17, 2009. Berlin: Springer (2010; Zbl 1194.91015) Full Text: DOI
Khachiyan, Leonid G. [Tarasov, S. P.; Nemirovskiĭ, A. S.; Gurvich, V. A.] Selected works. (Изьранные труды.) (Russian) Zbl 1261.01016 Moskva: Izd. MTsNMO (ISBN 978-5-94057-509-2/hbk). 519 p. (2009). Reviewer: Igor V. Konnov (Kazan) MSC: 01A75 90-03 91-03 05-03 90C05 68Q17 01A70 PDFBibTeX XMLCite \textit{L. G. Khachiyan}, Изьранные труды (Russian). Moskva: Izd. MTsNMO (2009; Zbl 1261.01016)
Consiglio, Andrea; Nielsen, Søren; Zenios, Stavros A. Practical financial optimization. A library of GAMS models. (English) Zbl 1213.91001 Chichester: John Wiley & Sons (ISBN 978-1-4051-3371-5/hbk). xix, 177 p. (2009). MSC: 91-01 90-04 91-08 91G60 65K05 90C90 PDFBibTeX XMLCite \textit{A. Consiglio} et al., Practical financial optimization. A library of GAMS models. Chichester: John Wiley \& Sons (2009; Zbl 1213.91001)
Weber, Gerhard-Wilhelm; Kropat, Erik; Akteke-Öztürk, Basak; Görgülü, Zafer-Korcan A survey on OR and mathematical methods applied on gene-environment networks. (English) Zbl 1204.90001 CEJOR, Cent. Eur. J. Oper. Res. 17, No. 3, 315-341 (2009). MSC: 90-02 90C90 92D10 34C60 91Gxx 91B76 93B30 PDFBibTeX XMLCite \textit{G.-W. Weber} et al., CEJOR, Cent. Eur. J. Oper. Res. 17, No. 3, 315--341 (2009; Zbl 1204.90001) Full Text: DOI
Jourdain, Benjamin Adaptive variance reduction techniques in finance. (English) Zbl 1181.91336 Albrecher, Hansjörg (ed.) et al., Advanced financial modelling. Berlin: Walter de Gruyter (ISBN 978-3-11-021313-3/hbk; 978-3-11-021314-0/ebook). Radon Series on Computational and Applied Mathematics 8, 205-222 (2009). MSC: 91G60 65C05 90C15 91-08 91-02 91G20 PDFBibTeX XMLCite \textit{B. Jourdain}, Radon Ser. Comput. Appl. Math. 8, 205--222 (2009; Zbl 1181.91336)
Kumar, Sameer; Thulasiram, Ruppa K.; Thulasiraman, Parimala Ant colony optimization for option pricing. (English) Zbl 1160.91302 Brabazon, Anthony (ed.) et al., Natural computing in computational finance. Volume 2. Berlin: Springer (ISBN 978-3-540-95973-1/hbk; 978-3-540-95974-8/ebook). Studies in Computational Intelligence 185, 51-73 (2009). MSC: 91-08 91G60 90C59 68T05 91G20 PDFBibTeX XMLCite \textit{S. Kumar} et al., Stud. Comput. Intell. 185, 51--73 (2009; Zbl 1160.91302) Full Text: DOI
Esteban-Bravo, M. An interior-point algorithm for computing equilibria in economies with incomplete asset markets. (English) Zbl 1181.91128 J. Econ. Dyn. Control 32, No. 3, 677-694 (2008). MSC: 91B50 90C51 91-08 PDFBibTeX XMLCite \textit{M. Esteban-Bravo}, J. Econ. Dyn. Control 32, No. 3, 677--694 (2008; Zbl 1181.91128) Full Text: DOI Link
Papadimitriou, Christos H.; Roughgarden, Tim Computing correlated equilibria in multi-player games. (English) Zbl 1314.91012 J. ACM 55, No. 3, Article No. 14, 29 p. (2008). MSC: 91A10 91-08 68Q25 90C05 PDFBibTeX XMLCite \textit{C. H. Papadimitriou} and \textit{T. Roughgarden}, J. ACM 55, No. 3, Article No. 14, 29 p. (2008; Zbl 1314.91012) Full Text: DOI
Brandt, Felix; Fischer, Felix Computing the minimal covering set. (English) Zbl 1142.91725 Math. Soc. Sci. 56, No. 2, 254-268 (2008). MSC: 91D10 90C05 91-04 PDFBibTeX XMLCite \textit{F. Brandt} and \textit{F. Fischer}, Math. Soc. Sci. 56, No. 2, 254--268 (2008; Zbl 1142.91725) Full Text: DOI
Vazirani, Vijay V. Nash bargaining via flexible budget markets. (Abstract). (English) Zbl 1143.91326 Fleischer, Rudolf (ed.) et al., Algorithmic aspects in information and management. 4th international conference, AAIM 2008, Shanghai, China, June 23–25, 2008. Proceedings. Berlin: Springer (ISBN 978-3-540-68865-5/pbk). Lecture Notes in Computer Science 5034, 2 (2008). MSC: 91B26 91-08 90C25 PDFBibTeX XMLCite \textit{V. V. Vazirani}, Lect. Notes Comput. Sci. 5034, 2 (2008; Zbl 1143.91326) Full Text: DOI
Barillas, Francisco; Fernández-Villaverde, Jesús A generalization of the endogenous grid method. (English) Zbl 1163.91469 J. Econ. Dyn. Control 31, No. 8, 2698-2712 (2007). MSC: 91B62 90C39 91-08 PDFBibTeX XMLCite \textit{F. Barillas} and \textit{J. Fernández-Villaverde}, J. Econ. Dyn. Control 31, No. 8, 2698--2712 (2007; Zbl 1163.91469) Full Text: DOI
Codenotti, Bruno; Varadarajan, Kasturi Computation of market equilibria by convex programming. (English) Zbl 1151.91607 Nisan, Noam (ed.) et al., Algorithmic game theory. Foreword by Christos H. Papadimitriou. Cambridge: Cambridge University Press (ISBN 978-0-521-87282-9/hbk). 135-158 (2007). MSC: 91B50 91B26 90C25 91-08 PDFBibTeX XMLCite \textit{B. Codenotti} and \textit{K. Varadarajan}, in: Algorithmic game theory. Foreword by Christos H. Papadimitriou. Cambridge: Cambridge University Press. 135--158 (2007; Zbl 1151.91607)
Krawczyk, Jacek Numerical solutions to coupled-constraint (or generalised Nash) equilibrium problems. (English) Zbl 1134.91303 Comput. Manag. Sci. 4, No. 2, 183-204 (2007). MSC: 91-08 91A10 91B50 90C47 PDFBibTeX XMLCite \textit{J. Krawczyk}, Comput. Manag. Sci. 4, No. 2, 183--204 (2007; Zbl 1134.91303) Full Text: DOI
Cornuejols, Gerard; Tütüncü, Reha Optimization methods in finance. (English) Zbl 1117.91031 Mathematics, Finance and Risk. Cambridge: Cambridge University Press (ISBN 978-0-521-86170-0/hbk; 978-0-511-25818-3/ebook). xii, 345 p. (2007). Reviewer: Klaus Ehemann (Karlsruhe) MSC: 91-01 90-01 90C90 91G10 91G20 91G80 93E99 PDFBibTeX XMLCite \textit{G. Cornuejols} and \textit{R. Tütüncü}, Optimization methods in finance. Cambridge: Cambridge University Press (2007; Zbl 1117.91031) Full Text: DOI
Zhang, K.; Yang, X. Q.; Teo, K. L. Augmented Lagrangian method applied to American option pricing. (English) Zbl 1157.91377 Automatica 42, No. 8, 1407-1416 (2006). MSC: 91G60 90C30 91G20 PDFBibTeX XMLCite \textit{K. Zhang} et al., Automatica 42, No. 8, 1407--1416 (2006; Zbl 1157.91377) Full Text: DOI
Gülpınar, Nalan; Rustem, Berç; Settergren, Reuben Simulation and optimization approaches to scenario tree generation. (English) Zbl 1200.91280 J. Econ. Dyn. Control 28, No. 7, 1291-1315 (2004). MSC: 91G10 90C90 91G60 PDFBibTeX XMLCite \textit{N. Gülpınar} et al., J. Econ. Dyn. Control 28, No. 7, 1291--1315 (2004; Zbl 1200.91280) Full Text: DOI
Schlottmann, Frank; Seese, Detlef Modern heuristics for finance problems: a survey of selected methods and applications. (English) Zbl 1126.91375 Rachev, Svetlozar T. (ed.), Handbook of computational and numerical methods in finance. Boston, MA: Birkhäuser (ISBN 0-8176-3219-0/hbk). 331-359 (2004). MSC: 91B28 90C59 PDFBibTeX XMLCite \textit{F. Schlottmann} and \textit{D. Seese}, in: Handbook of computational and numerical methods in finance. Boston, MA: Birkhäuser. 331--359 (2004; Zbl 1126.91375)
Conde, Eduardo An improved algorithm for selecting \(p\) items with uncertain returns according to the minmax-regret criterion. (English) Zbl 1070.90129 Math. Program. 100, No. 2 (A), 345-353 (2004). Reviewer: Zhang Xian (Xiamen) MSC: 90C47 90C60 91B28 PDFBibTeX XMLCite \textit{E. Conde}, Math. Program. 100, No. 2 (A), 345--353 (2004; Zbl 1070.90129) Full Text: DOI
Gondzio, Jacek; Kouwenberg, Roy; Vorst, Ton Hedging options under transaction costs and stochastic volatility. (English) Zbl 1178.91196 J. Econ. Dyn. Control 27, No. 6, 1045-1068 (2003). MSC: 91G20 91G80 90C15 PDFBibTeX XMLCite \textit{J. Gondzio} et al., J. Econ. Dyn. Control 27, No. 6, 1045--1068 (2003; Zbl 1178.91196) Full Text: DOI
Cao, Hongqing; Kang, Lishan; Chen, Yuping; Guo, Tao The dynamic evolutionary modeling of HODEs for time series prediction. (English) Zbl 1046.37052 Comput. Math. Appl. 46, No. 8-9, 1397-1411 (2003). MSC: 37M10 34C60 62M10 62M20 90C59 91B28 PDFBibTeX XMLCite \textit{H. Cao} et al., Comput. Math. Appl. 46, No. 8--9, 1397--1411 (2003; Zbl 1046.37052) Full Text: DOI
Benati, Stefano The optimal portfolio problem with coherent risk measure constraints. (English) Zbl 1033.90060 Eur. J. Oper. Res. 150, No. 3, 572-584 (2003). MSC: 90B60 91B28 91B30 PDFBibTeX XMLCite \textit{S. Benati}, Eur. J. Oper. Res. 150, No. 3, 572--584 (2003; Zbl 1033.90060) Full Text: DOI
Herings, P. Jean-Jacques; Kubler, Felix Computing equilibria in finance economies. (English) Zbl 1082.91058 Math. Oper. Res. 27, No. 4, 637-646 (2002). MSC: 91B50 90C47 91-04 PDFBibTeX XMLCite \textit{P. J. J. Herings} and \textit{F. Kubler}, Math. Oper. Res. 27, No. 4, 637--646 (2002; Zbl 1082.91058) Full Text: DOI Link