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zbMATH — the first resource for mathematics

Computational Management Science

Short Title: Comput. Manag. Sci.
Publisher: Springer, Berlin/Heidelberg
ISSN: 1619-697X; 1619-6988/e
Online: http://link.springer.com/journal/volumesAndIssues/10287
Documents Indexed: 382 Publications (since 2004)
References Indexed: 322 Publications with 10,117 References.
all top 5

Authors

9 Nagurney, Anna
6 Konno, Hiroshi
5 Kaut, Michal
5 Maggioni, Francesca
5 Schultz, Rüdiger
5 Thiele, Aurélie C.
5 Trafalis, Theodore B.
5 Wiesemann, Wolfram
4 Bertocchi, Marida
4 Consigli, Giorgio
4 Drezner, Tammy
4 Drezner, Zvi
4 Krawczyk, Jacek Bogdan
4 Kuhn, Daniel
4 Pardalos, Panos M.
4 Paterlini, Sandra
4 Pflug, Georg Ch.
4 Siddiqui, Afzal S.
4 Takeda, Akiko
4 Yamamoto, Rei
4 Zaccour, Georges
4 Zanette, Antonino
3 Bertazzi, Luca
3 Escudero, Laureano Fernando
3 Fleten, Stein-Erik
3 Fukushima, Masao
3 Gendreau, Michel
3 Giacometti, Rosella
3 Gotoh, Jun-ya
3 Haurie, Alain B.
3 Kopa, Miloš
3 Krivulin, Nikolai K.
3 Kypreos, Socrates
3 Loulou, Richard
3 Moriggia, Vittorio
3 Paraschiv, Florentina
3 Parpas, Panos
3 Pistikopoulos, Efstratios N.
3 Rustem, Berc
3 Sherali, Hanif D.
3 Torri, Gabriele
3 Van Ackooij, Wim
3 van der Vlerk, Maarten H.
3 Vielle, Marc
3 Vitali, Sebastiano
3 Wallace, Stein W.
3 Watson, Jean-Paul
3 Weissensteiner, Alex
2 Aitsahlia, Farid
2 Al-Yakoob, Salem Mohammed
2 Alonso-Ayuso, Antonio
2 Astorino, Annabella
2 Baldacci, Roberto
2 Bärmann, Andreas
2 Ben-Tal, Aharon
2 Boniello, C.
2 Brabazon, Anthony
2 Butenko, Sergiy I.
2 Çetinkaya, Elçin
2 Curry, Bruce
2 Delage, Erick
2 den Hertog, Dick
2 Erlwein-Sayer, Christina
2 Escobar, Debora Daniela
2 Fastrich, Björn
2 Ferrentino, Rosa
2 Gaudenzi, Marcellino
2 Gaudioso, Manlio
2 Gelenbe, Sami Erol
2 Glanzer, Martin
2 Goswami, Manisha
2 Goudenège, Ludovic
2 Guha, Suchandan
2 Gutjahr, Walter J.
2 Heidt, Andreas
2 Heitsch, Holger
2 Hellemo, Lars
2 Hitaj, Asmerilda
2 Hochreiter, Ronald
2 Kalczynski, Pawel Jan
2 Kawadai, Naoya
2 Klein Haneveld, Willem Karel
2 Kontoghiorghes, Erricos John
2 Labriet, Maryse
2 Le Thi, Hoai An
2 Lisser, Abdel
2 Liu, Zugang
2 Maringer, Dietmar G.
2 Martin, Alexander
2 Mercuri, Lorenzo
2 Mitra, Gautam
2 Molent, Andrea
2 Morton, David P.
2 Yolcu Okur, Yeliz
2 Pang, Jong-Shi
2 Panos, Christos
2 Pham Dinh Tao
2 Pokutta, Sebastian
2 Prochazka, Vit
2 Roman, Diana
...and 627 more Authors

Publications by Year

Citations contained in zbMATH Open

223 Publications have been cited 1,413 times in 1,188 Documents Cited by Year
Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games. Zbl 1115.90059
Pang, Jong-Shi; Fukushima, Masao
183
2005
Progressive hedging innovations for a class of stochastic mixed-integer resource allocation problems. Zbl 1225.91032
Watson, Jean-Paul; Woodruff, David L.
48
2011
Integrated chance constraints: reduced forms and an algorithm. Zbl 1136.90424
Klein Haneveld, Willem K.; van der Vlerk, Maarten H.
39
2006
Scenario tree reduction for multistage stochastic programs. Zbl 1171.90485
Heitsch, Holger; Römisch, Werner
35
2009
Computational aspects of minimizing conditional value-at-risk. Zbl 1203.90117
Künzi-Bay, Alexandra; Mayer, János
34
2006
Restricted generalized Nash equilibria and controlled penalty algorithm. Zbl 1253.91010
Fukushima, Masao
34
2011
Finding the optimal solution to the Huff based competitive location model. Zbl 1115.90357
Drezner, Tammy; Drezner, Zvi
30
2004
Equity models in planar location. Zbl 1140.90031
Drezner, Tammy; Drezner, Zvi
29
2007
Global optimization of mixed-integer bilevel programming problems. Zbl 1112.90061
Gümüş, Zeynep H.; Floudas, Christodoulos A.
27
2005
Solving two-stage stochastic programming problems with level decomposition. Zbl 1145.90045
Fábián, Csaba I.; Szőke, Zoltán
25
2007
Likelihood robust optimization for data-driven problems. Zbl 1397.90225
Wang, Zizhuo; Glynn, Peter W.; Ye, Yinyu
23
2016
Numerical solutions to coupled-constraint (or generalised Nash) equilibrium problems. Zbl 1134.91303
Krawczyk, Jacek
19
2007
An exact solution framework for a broad class of vehicle routing problems. Zbl 1194.90011
Baldacci, Roberto; Bartolini, Enrico; Mingozzi, Aristide; Roberti, Roberto
18
2010
The internet, evolutionary variational inequalities, and the time-dependent Braess paradox. Zbl 1141.65051
Nagurney, Anna; Parkes, David; Daniele, Patrizia
17
2007
An adaptive Monte Carlo algorithm for computing mixed logit estimators. Zbl 1136.62086
Bastin, Fabian; Cirillo, Cinzia; Toint, Philippe L.
16
2006
Leader-follower equilibria for electric power and \(\text{NO}_x\) allowances markets. Zbl 1273.91207
Chen, Yihsu; Hobbs, Benjamin F.; Leyffer, Sven; Munson, Todd S.
15
2006
Assessing interbank contagion using simulated networks. Zbl 1282.91399
Hałaj, Grzegorz; Kok, Christoffer
15
2013
Constructing optimal sparse portfolios using regularization methods. Zbl 1355.91077
Fastrich, B.; Paterlini, S.; Winker, P.
15
2015
Reformulations and solution algorithms for the maximum leaf spanning tree problem. Zbl 1198.90380
Lucena, Abilio; Maculan, Nelson; Simonetti, Luidi
15
2010
On the role of norm constraints in portfolio selection. Zbl 1225.91060
Gotoh, Jun-ya; Takeda, Akiko
15
2011
Pricing early exercise contracts in incomplete markets. Zbl 1115.93359
Oberman, A.; Zariphopoulou, T.
14
2004
Partitioning procedures for solving mixed-variables programming problems. Reprint. Zbl 1115.90361
Benders, J. F.
14
2005
Exploiting structure in parallel implementation of interior point methods for optimization. Zbl 1170.90518
Gondzio, Jacek; Grothey, Andreas
14
2009
Supply chain network operations management of a blood banking system with cost and risk minimization. Zbl 1273.90028
Nagurney, Anna; Masoumi, Amir H.; Yu, Min
14
2012
Integer programming approaches in mean-risk models. Zbl 1128.91027
Konno, Hiroshi; Yamamoto, Rei
13
2005
Developments in differential game theory and numerical methods: Economic and management applications. Zbl 1134.91334
Jørgensen, Steffen; Zaccour, Georges
13
2007
Monotonic bounds in multistage mixed-integer stochastic programming. Zbl 1397.90287
Maggioni, Francesca; Allevi, Elisabetta; Bertocchi, Marida
13
2016
An oracle based method to compute a coupled equilibrium in a model of international climate policy. Zbl 1179.91200
Drouet, Laurent; Haurie, Alain; Moresino, Francesco; Vial, Jean-Philippe; Vielle, Marc; Viguier, Laurent
13
2008
Linear vs. quadratic portfolio selection models with hard real-world constraints. Zbl 1355.91076
Cesarone, Francesco; Scozzari, Andrea; Tardella, Fabio
12
2015
Decomposition for adjustable robust linear optimization subject to uncertainty polytope. Zbl 1397.90297
Ayoub, Josette; Poss, Michael
12
2016
A joint model of probabilistic/robust constraints for gas transport management in stationary networks. Zbl 1397.90092
González Grandón, T.; Heitsch, H.; Henrion, R.
12
2017
Formulation and analysis of horizontal mergers among oligopolistic firms with insights into the merger paradox: A supply chain network perspective. Zbl 1197.91125
Nagurney, Anna
12
2010
An algorithm for the job shop scheduling problem based on global equilibrium search techniques. Zbl 1136.90017
Pardalos, Panos M.; Shylo, Oleg V.
11
2006
An improved gradient projection-based decomposition technique for support vector machines. Zbl 1163.90693
Zanni, Luca
11
2006
Simultaneous pursuit of out-of-sample performance and sparsity in index tracking portfolios. Zbl 1296.91257
Takeda, Akiko; Niranjan, Mahesan; Gotoh, Jun-Ya; Kawahara, Yoshinobu
11
2013
Multi-horizon stochastic programming. Zbl 1298.90008
Kaut, Michal; Midthun, Kjetil T.; Werner, Adrian S.; Tomasgard, Asgeir; Hellemo, Lars; Fodstad, Marte
11
2014
Estimation of failure probability using semi-definite logit model. Zbl 1114.62353
Konno, Hiroshi; Kawadai, Naoya; Wu, Dai
11
2004
Towards a practical parallelisation of the simplex method. Zbl 1185.90149
Hall, J. A. J.
11
2010
A multi-parametric programming approach for multilevel hierarchical and decentralised optimisation problems. Zbl 1189.90152
Faísca, Nuno P.; Saraiva, Pedro M.; Rustem, Berç; Pistikopoulos, Efstratios N.
11
2009
Probabilistic constraints via SQP solver: application to a renewable energy management problem. Zbl 1317.90216
Bremer, I.; Henrion, R.; Möller, A.
10
2015
Risk aversion for an electricity retailer with second-order stochastic dominance constraints. Zbl 1171.90481
Carrión, Miguel; Gotzes, Uwe; Schultz, Rüdiger
10
2009
Erratum: Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games. Zbl 1168.90618
Pang, Jong-Shi; Fukushima, Masao
10
2009
Financial networks with intermediation and transportation network equilibria: A supernetwork equivalence and reinterpretation of the equilibrium conditions with computations. Zbl 1142.91541
Liu, Zugang; Nagurney, Anna
9
2007
Single source single-commodity stochastic network design. Zbl 1273.90036
Thapalia, Biju K.; Wallace, Stein W.; Kaut, Michal; Crainic, Teodor Gabriel
9
2012
Portfolio selection under downside risk measures and cardinality constraints based on DC programming and DCA. Zbl 1188.90185
Le Thi Hoai An; Moeini, Mahdi; Pham Dinh Tao
9
2009
Simple measure of similarity for the market graph construction. Zbl 1282.91382
Bautin, Grigory A.; Kalyagin, Valery A.; Koldanov, Alexander P.; Koldanov, Petr A.; Pardalos, Panos M.
8
2013
On distributionally robust multiperiod stochastic optimization. Zbl 1328.90089
Analui, Bita; Pflug, Georg Ch.
8
2014
Airline network revenue management by multistage stochastic programming. Zbl 1178.90259
Möller, Andris; Römisch, Werner; Weber, Klaus
8
2008
Robust capacity assignment in telecommunications. Zbl 1136.90011
Ouorou, Adam
7
2006
Support vector machine as an efficient framework for stock market volatility forecasting. Zbl 1142.91718
Gavrishchaka, Valeriy V.; Banerjee, Supriya
7
2006
Optimal impulse control on an unbounded domain with nonlinear cost functions. Zbl 1145.49021
Baccarin, Stefano; Sanfelici, Simona
7
2006
Flow equivalence and stochastic equivalence in G-networks. Zbl 1115.90319
Fourneau, Jean-Michel; Gelenbe, Erol
7
2004
Dynamic modeling of mean-reverting spreads for statistical arbitrage. Zbl 1214.91142
Triantafyllopoulos, K.; Montana, G.
7
2011
Stochastic optimization models for a single-sink transportation problem. Zbl 1170.90325
Maggioni, Francesca; Kaut, Michal; Bertazzi, Luca
7
2009
A fixed-center spherical separation algorithm with kernel transformations for classification problems. Zbl 1170.90530
Astorino, A.; Gaudioso, M.
7
2009
Efficient strategies for deriving the subset VAR models. Zbl 1089.62106
Gatu, Cristian; Kontoghiorghes, Erricos John
6
2005
Combined discrete-event simulation and ant colony optimisation approach for selecting optimal screening policies for diabetic retinopathy. Zbl 1106.92029
Brailsford, Sally C.; Gutjahr, Walter J.; Rauner, Marion S.; Zeppelzauer, Wolfgang
6
2007
Quadratic interior-point methods in statistical disclosure control. Zbl 1147.90377
Castro, Jordi
6
2005
On solving the multi-period single-sourcing problem under uncertainty. Zbl 1203.90116
Alonso-Ayuso, A.; Escudero, L. F.; Pizarro, C.; Romeijn, H. E.; Romero Morales, D.
6
2006
Optimal stopping problems by two or more decision makers: a survey. Zbl 1134.91337
Ben Abdelaziz, Fouad; Krichen, Saoussen
6
2007
Direct solution to constrained tropical optimization problems with application to project scheduling. Zbl 1397.90312
Krivulin, Nikolai
6
2017
Pricing and hedging GMWB in the Heston and in the Black-Scholes with stochastic interest rate models. Zbl 07024664
Goudenege, Ludovic; Molent, Andrea; Zanette, Antonino
6
2019
A mixed-integer mathematical modeling approach to exam timetabling. Zbl 1178.90141
Al-Yakoob, Salem M.; Sherali, Hanif D.; Al-Jazzaf, Mona
6
2010
A stochastic programming approach for multi-period portfolio optimization. Zbl 1171.90482
Geyer, Alois; Hanke, Michael; Weissensteiner, Alex
6
2009
Algorithms for the quickest path problem and the reliable quickest path problem. Zbl 1273.90169
Calvete, Herminia I.; Del-Pozo, Lourdes; Iranzo, José A.
6
2012
Automatic formulation of stochastic programs via an algebraic modeling language. Zbl 1140.90035
Thénié, J.; Van Delft, Ch.; Vial, J.-Ph.
5
2007
A copula-based heuristic for scenario generation. Zbl 1327.90154
Kaut, Michal
5
2014
Sensible decisions based on QoS. Zbl 1113.90304
Gelenbe, Erol
5
2004
Decision-dependent probabilities in stochastic programs with recourse. Zbl 06967047
Hellemo, Lars; Barton, Paul I.; Tomasgard, Asgeir
5
2018
A maximal predictability portfolio using absolute deviation reformulation. Zbl 1187.91202
Konno, Hiroshi; Morita, Yuuhei; Yamamoto, Rei
5
2010
The weight-decay technique in learning from data: an optimization point of view. Zbl 1280.62074
Gnecco, Giorgio; Sanguineti, Marcello
5
2009
Robust international portfolio management. Zbl 1273.91421
Fonseca, Raquel J.; Wiesemann, Wolfram; Rustem, Berç
5
2012
An optimization model for stochastic project networks with cash flows. Zbl 1136.90009
Benati, Stefano
4
2006
Computational study of the US stock market evolution: a rank correlation-based network model. Zbl 1282.91388
Shirokikh, Oleg; Pastukhov, Grigory; Boginski, Vladimir; Butenko, Sergiy
4
2013
Network analysis of the e-MID overnight money market: the informational value of different aggregation levels for intrinsic dynamic processes. Zbl 1282.91397
Finger, Karl; Fricke, Daniel; Lux, Thomas
4
2013
Computation of viability kernels: a case study of by-catch fisheries. Zbl 1282.91249
Krawczyk, Jacek B.; Pharo, Alastair; Serea, Oana S.; Sinclair, Stewart
4
2013
Multi-period forecasting and scenario generation with limited data. Zbl 1319.90047
Rios, Ignacio; Wets, Roger J-B; Woodruff, David L.
4
2015
International financial networks with intermediation: modeling, analysis, and computations. Zbl 1113.90339
Nagurney, Anna; Cruz, Jose
4
2004
Implementing quasi-Monte Carlo simulations with linear transformations. Zbl 1231.91480
Sabino, Piergiacomo
4
2011
Solution sensitivity-based scenario reduction for stochastic unit commitment. Zbl 1397.90172
Feng, Yonghan; Ryan, Sarah M.
4
2016
Robust optimization of uncertain multistage inventory systems with inexact data in decision rules. Zbl 1397.90047
de Ruiter, Frans J. C. T.; Ben-Tal, Aharon; Brekelmans, Ruud C. M.; den Hertog, Dick
4
2017
New solution approaches for the maximum-reliability stochastic network interdiction problem. Zbl 06967051
Towle, Eli; Luedtke, James
4
2018
On capacity expansion planning under strategic and operational uncertainties based on stochastic dominance risk averse management. Zbl 06967052
Escudero, Laureano F.; Monge, Juan F.
4
2018
An adaptive model with joint chance constraints for a hybrid wind-conventional generator system. Zbl 06967055
Singh, Bismark; Morton, David P.; Santoso, Surya
4
2018
A new path-based cutting plane approach for the discrete time-cost tradeoff problem. Zbl 1194.90039
Hadjiconstantinou, Eleni; Klerides, Evelina
4
2010
ETSAP-TIAM: The TIMES integrated assessment model. I: Model structure. Zbl 1175.90179
Loulou, Richard; Labriet, Maryse
4
2008
On multistage stochastic integer programming for incorporating logical constraints in asset and liability management under uncertainty. Zbl 1170.90452
Escudero, Laureano F.; Garín, Araceli; Merino, María; Pérez, Gloria
4
2009
A multicriteria approach for rating the credit risk of financial institutions. Zbl 1169.91381
Baourakis, G.; Conisescu, M.; Van Dijk, G.; Pardalos, P. M.; Zopounidis, C.
4
2009
DrAmpl: A meta solver for optimization problem analysis. Zbl 1243.90005
Fourer, Robert; Orban, Dominique
4
2010
Monte Carlo methods for mean-risk optimization and portfolio selection. Zbl 1273.91459
Xu, Huifu; Zhang, Dali
4
2012
Robust portfolio optimization with a hybrid heuristic algorithm. Zbl 1273.91420
Fastrich, Björn; Winker, Peter
4
2012
An approximate dynamic programming framework for modeling global climate policy under decision-dependent uncertainty. Zbl 1273.90194
Webster, Mort; Santen, Nidhi; Parpas, Panos
4
2012
Stochastic nuclear outages semidefinite relaxations. Zbl 1273.90133
Gorge, Agnès; Lisser, Abdel; Zorgati, Riadh
4
2012
DC programming and DCA for globally solving the value-at-risk. Zbl 1177.90286
Pham Dinh Tao; Nguyen Canh Nam; Le Thi Hoai An
4
2009
Fixed-size least squares support vector machines: A large scale application in electrical load forecasting. Zbl 1127.62121
Espinoza, Marcelo; Suykens, Johan A. K.; De Moor, Bart
3
2006
A new multiobjective dynamic routing method for multiservice networks: modelling and performance. Zbl 1158.90328
Martins, Lúcia; Craveirinha, José; Clímaco, João
3
2006
Portfolio selection under VaR constraints. Zbl 1133.91418
Giannopoulos, Kostas; Clark, Ephraim; Tunaru, Radu
3
2005
Algorithms for computing Nash equilibria in deterministic LQ games. Zbl 1134.91333
Engwerda, Jacob
3
2007
Iterative estimation maximization for stochastic linear programs with conditional value-at-risk constraints. Zbl 1282.90112
Huang, Pu; Subramanian, Dharmashankar
3
2012
Ecological-economic modelling for the sustainable management of biodiversity. Zbl 1282.92028
Doyen, L.; Cissé, A.; Gourguet, S.; Mouysset, L.; Hardy, P.-Y.; Béné, C.; Blanchard, F.; Jiguet, F.; Pereau, J.-C.; Thébaud, O.
3
2013
The skew normal multivariate risk measurement framework. Zbl 07205160
Bernardi, Mauro; Cerqueti, Roy; Palestini, Arsen
1
2020
Distributionally robust optimization with multiple time scales: valuation of a thermal power plant. Zbl 07304214
van Ackooij, Wim; Escobar, Debora Daniela; Glanzer, Martin; Pflug, Georg Ch.
1
2020
Pricing and hedging GMWB in the Heston and in the Black-Scholes with stochastic interest rate models. Zbl 07024664
Goudenege, Ludovic; Molent, Andrea; Zanette, Antonino
6
2019
The decision rule approach to optimization under uncertainty: methodology and applications. Zbl 07137444
Georghiou, Angelos; Kuhn, Daniel; Wiesemann, Wolfram
2
2019
Large scale extreme risk assessment using copulas: an application to drought events under climate change for Austria. Zbl 07137448
Hochrainer-Stigler, Stefan; Balkovič, Juraj; Silm, Kadri; Timonina-Farkas, Anna
2
2019
Sparse precision matrices for minimum variance portfolios. Zbl 07097398
Torri, Gabriele; Giacometti, Rosella; Paterlini, Sandra
1
2019
Un-diversifying during crises: is it a good idea? Zbl 07097399
Giuzio, Margherita; Paterlini, Sandra
1
2019
Sensitivity analysis of mixed tempered stable parameters with implications in portfolio optimization. Zbl 07024659
Hitaj, Asmerilda; Mercuri, Lorenzo; Rroji, Edit
1
2019
Timing portfolio strategies with exponential Lévy processes. Zbl 07024660
Ortobelli Lozza, Sergio; Angelelli, Enrico; Ndoci, Alda
1
2019
Portfolio choice under cumulative prospect theory: sensitivity analysis and an empirical study. Zbl 07024661
Consigli, Giorgio; Hitaj, Asmerilda; Mastrogiacomo, Elisa
1
2019
Identifying systemically important financial institutions: a network approach. Zbl 07024662
Rovira Kaltwasser, Pablo; Spelta, Alessandro
1
2019
Tempered stable process, first passage time, and path-dependent option pricing. Zbl 07024663
Kim, Young Shin
1
2019
European option pricing under cumulative prospect theory with constant relative sensitivity probability weighting functions. Zbl 07024665
Nardon, Martina; Pianca, Paolo
1
2019
On the construction of hourly price forward curves for electricity prices. Zbl 07024669
Kiesel, Rüdiger; Paraschiv, Florentina; Sætherø, Audun
1
2019
Decision-dependent probabilities in stochastic programs with recourse. Zbl 06967047
Hellemo, Lars; Barton, Paul I.; Tomasgard, Asgeir
5
2018
New solution approaches for the maximum-reliability stochastic network interdiction problem. Zbl 06967051
Towle, Eli; Luedtke, James
4
2018
On capacity expansion planning under strategic and operational uncertainties based on stochastic dominance risk averse management. Zbl 06967052
Escudero, Laureano F.; Monge, Juan F.
4
2018
An adaptive model with joint chance constraints for a hybrid wind-conventional generator system. Zbl 06967055
Singh, Bismark; Morton, David P.; Santoso, Surya
4
2018
Asset allocation strategies based on penalized quantile regression. Zbl 1402.62247
Bonaccolto, Giovanni; Caporin, Massimiliano; Paterlini, Sandra
3
2018
Distributionally robust SDDP. Zbl 06967050
Philpott, A. B.; de Matos, V. L.; Kapelevich, L.
3
2018
A progressive hedging based branch-and-bound algorithm for mixed-integer stochastic programs. Zbl 06967053
Atakan, Semih; Sen, Suvrajeet
3
2018
A successive linear programming algorithm with non-linear time series for the reservoir management problem. Zbl 1397.90208
Gauvin, Charles; Delage, Erick; Gendreau, Michel
1
2018
Stochastic dynamic programming approach to managing power system uncertainty with distributed storage. Zbl 1397.90227
Zéphyr, Luckny; Lindsay Anderson, C.
1
2018
A data-driven distributionally robust bound on the expected optimal value of uncertain mixed 0-1 linear programming. Zbl 1397.90272
Xu, Guanglin; Burer, Samuel
1
2018
Higher-order total variation bounds for expectations of periodic functions and simple integer recourse approximations. Zbl 06967045
van der Laan, Niels; Romeijnders, Ward; van der Vlerk, Maarten H.
1
2018
Distributionally robust simple integer recourse. Zbl 06967046
Xie, Weijun; Ahmed, Shabbir
1
2018
Stochastic programs with binary distributions: structural properties of scenario trees and algorithms. Zbl 06967048
Prochazka, Vit; Wallace, Stein W.
1
2018
A fractional stochastic integer programming problem for reliability-to-stability ratio in forest harvesting. Zbl 06967056
Lejeune, Miguel A.; Kettunen, Janne
1
2018
Optimal insurance portfolios risk-adjusted performance through dynamic stochastic programming. Zbl 06967057
Consigli, Giorgio; Moriggia, Vittorio; Vitali, Sebastiano; Mercuri, Lorenzo
1
2018
Putting a price tag on temperature. Zbl 1417.91517
Xiong, Heng; Mamon, Rogemar
1
2018
A joint model of probabilistic/robust constraints for gas transport management in stationary networks. Zbl 1397.90092
González Grandón, T.; Heitsch, H.; Henrion, R.
12
2017
Direct solution to constrained tropical optimization problems with application to project scheduling. Zbl 1397.90312
Krivulin, Nikolai
6
2017
Robust optimization of uncertain multistage inventory systems with inexact data in decision rules. Zbl 1397.90047
de Ruiter, Frans J. C. T.; Ben-Tal, Aharon; Brekelmans, Ruud C. M.; den Hertog, Dick
4
2017
Log-robust portfolio management with parameter ambiguity. Zbl 1397.90214
Kawas, Ban; Thiele, Aurelie
3
2017
A scenario-based framework for supply planning under uncertainty: stochastic programming versus robust optimization approaches. Zbl 1397.90217
Maggioni, Francesca; Potra, Florian A.; Bertocchi, Marida
3
2017
Chebyshev reduced basis function applied to option valuation. Zbl 1416.91400
de Frutos, Javier; Gatón, Víctor
3
2017
Quality evaluation of scenario-tree generation methods for solving stochastic programming problems. Zbl 1397.90215
Keutchayan, Julien; Gendreau, Michel; Saucier, Antoine
2
2017
Regularized decomposition of large scale block-structured robust optimization problems. Zbl 1397.90303
van Ackooij, Wim; Lebbe, Nicolas; Malick, Jérôme
2
2017
Using tropical optimization to solve constrained minimax single-facility location problems with rectilinear distance. Zbl 1397.90240
Krivulin, Nikolai
2
2017
Centered solutions for uncertain linear equations. Zbl 1407.90247
Zhen, Jianzhe; den Hertog, Dick
2
2017
Numerical solutions to dynamic portfolio problems with upper bounds. Zbl 1416.91399
Broadie, Mark; Shen, Weiwei
1
2017
A discrete optimality system for an optimal harvesting problem. Zbl 1406.91296
Öz Bakan, Hacer; Yılmaz, Fikriye; Weber, Gerhard-Wilhelm
1
2017
On the impact of conditional expectation estimators in portfolio theory. Zbl 1416.91357
Ortobelli, Sergio; Kouaissah, Noureddine; Tichý, Tomáš
1
2017
Implied volatility and state price density estimation: arbitrage analysis. Zbl 1416.91378
Kopa, Miloš; Vitali, Sebastiano; Tichý, Tomáš; Hendrych, Radek
1
2017
Likelihood robust optimization for data-driven problems. Zbl 1397.90225
Wang, Zizhuo; Glynn, Peter W.; Ye, Yinyu
23
2016
Monotonic bounds in multistage mixed-integer stochastic programming. Zbl 1397.90287
Maggioni, Francesca; Allevi, Elisabetta; Bertocchi, Marida
13
2016
Decomposition for adjustable robust linear optimization subject to uncertainty polytope. Zbl 1397.90297
Ayoub, Josette; Poss, Michael
12
2016
Solution sensitivity-based scenario reduction for stochastic unit commitment. Zbl 1397.90172
Feng, Yonghan; Ryan, Sarah M.
4
2016
An improved Lagrangian relaxation and dual ascent approach to facility location problems. Zbl 1397.90239
Jörnsten, Kurt; Klose, Andreas
3
2016
A leader-followers model of power transmission capacity expansion in a market driven environment. Zbl 1397.90079
Pisciella, Paolo; Bertocchi, Marida; Vespucci, Maria Teresa
2
2016
A dynamic programming model of energy storage and transformer deployments to relieve distribution constraints. Zbl 1397.90046
Xi, Xiaomin; Sioshansi, Ramteen
2
2016
Polyhedral approximation of ellipsoidal uncertainty sets via extended formulations: a computational case study. Zbl 1427.90272
Bärmann, Andreas; Heidt, Andreas; Martin, Alexander; Pokutta, Sebastian; Thurner, Christoph
2
2016
On the average performance of the adjustable RO and its use as an offline tool for multi-period production planning under uncertainty. Zbl 1397.90314
Melamed, Michal; Ben-Tal, Aharon; Golany, Boaz
2
2016
The natural hedge of a gas-fired power plant. Zbl 1397.90210
Guo, Xiaojia; Beskos, Alexandros; Siddiqui, Afzal
1
2016
Economics of collective monitoring: a study of environmentally constrained electricity generators. Zbl 1397.91303
Contreras, J.; Krawczyk, J. B.; Zuccollo, J.
1
2016
Penalized sample average approximation methods for stochastic programs in economic and secure dispatch of a power system. Zbl 1397.90246
Tong, X. J.; Xu, H.; Wu, F. F.; Zhao, Z.
1
2016
On the customer lifetime value: a mathematical perspective. Zbl 1397.90207
Ferrentino, R.; Cuomo, M. T.; Boniello, C.
1
2016
Constructing optimal sparse portfolios using regularization methods. Zbl 1355.91077
Fastrich, B.; Paterlini, S.; Winker, P.
15
2015
Linear vs. quadratic portfolio selection models with hard real-world constraints. Zbl 1355.91076
Cesarone, Francesco; Scozzari, Andrea; Tardella, Fabio
12
2015
Probabilistic constraints via SQP solver: application to a renewable energy management problem. Zbl 1317.90216
Bremer, I.; Henrion, R.; Möller, A.
10
2015
Multi-period forecasting and scenario generation with limited data. Zbl 1319.90047
Rios, Ignacio; Wets, Roger J-B; Woodruff, David L.
4
2015
Cutting plane algorithms for mean-CVaR portfolio optimization with nonconvex transaction costs. Zbl 1356.91084
Takano, Yuichi; Nanjo, Keisuke; Sukegawa, Noriyoshi; Mizuno, Shinji
3
2015
Multi-stage stochastic optimization: the distance between stochastic scenario processes. Zbl 1362.90306
Timonina, Anna V.
3
2015
The maximum ratio clique problem. Zbl 1327.90246
Sethuraman, Samyukta; Butenko, Sergiy
3
2015
Controlled approximation of the value function in stochastic dynamic programming for multi-reservoir systems. Zbl 1397.90248
Zéphyr, Luckny; Lang, Pascal; Lamond, Bernard F.
3
2015
A heuristic algorithm to solve the single-facility location routing problem on Riemannian surfaces. Zbl 1317.90170
Tokgöz, Emre; Alwazzi, Samir; Trafalis, Theodore B.
2
2015
Game Theory Explorer: software for the applied game theorist. Zbl 1349.91002
Savani, Rahul; von Stengel, Bernhard
2
2015
An integrated approach based on DEA and AHP. Zbl 1321.90070
Pakkar, Mohammad Sadegh
2
2015
A scalable solution framework for stochastic transmission and generation planning problems. Zbl 1397.90244
Munoz, Francisco D.; Watson, Jean-Paul
2
2015
A column generation mathematical programming approach for a class-faculty assignment problem with preferences. Zbl 1320.90021
Al-Yakoob, Salem M.; Sherali, Hanif D.
1
2015
A comparison of Bayesian, hazard, and mixed logit model of bankruptcy prediction. Zbl 1317.62083
Trabelsi, Samir; He, Roc; He, Lawrence; Kusy, Martin
1
2015
The evolution of cooperation with different fitness functions using probabilistic cellular automata. Zbl 1349.91045
Schimit, P. H. T.; Santos, B. O.; Soares, C. A.
1
2015
Multi-horizon stochastic programming. Zbl 1298.90008
Kaut, Michal; Midthun, Kjetil T.; Werner, Adrian S.; Tomasgard, Asgeir; Hellemo, Lars; Fodstad, Marte
11
2014
On distributionally robust multiperiod stochastic optimization. Zbl 1328.90089
Analui, Bita; Pflug, Georg Ch.
8
2014
A copula-based heuristic for scenario generation. Zbl 1327.90154
Kaut, Michal
5
2014
A Cournot-Nash-Bertrand game theory model of a service-oriented Internet with price and quality competition among network transport providers. Zbl 1342.91020
Nagurney, Anna; Wolf, Tilman
3
2014
Edge detection by spherical separation. Zbl 1331.68262
Astorino, A.; Gaudioso, M.; Khalaf, W.
3
2014
Interaction between financial risk measures and machine learning methods. Zbl 1342.91017
Gotoh, Jun-ya; Takeda, Akiko; Yamamoto, Rei
2
2014
Capacity expansion and forward contracting in a duopolistic power sector. Zbl 1298.90047
Chin, Dorea; Siddiqui, Afzal
2
2014
Numerical study of learning algorithms on Stiefel manifold. Zbl 1331.68184
Kanamori, Takafumi; Takeda, Akiko
1
2014
Design optimization of an internal combustion engine powered CHP system for residential scale application. Zbl 1329.93103
Diangelakis, Nikolaos A.; Panos, Christos; Pistikopoulos, Efstratios N.
1
2014
Equilibria and dynamics of supply chain network competition with information asymmetry in quality and minimum quality standards. Zbl 1321.90024
Nagurney, Anna; Li, Dong
1
2014
Analysis of relationship between forward and spot markets in oligopolies under demand and cost uncertainties. Zbl 1356.91075
Gülpınar, N.; Oliveira, F. S.
1
2014
Computational framework for longevity risk management. Zbl 1296.91151
D’Amato, Valeria; Haberman, Steven; Piscopo, Gabriella; Russolillo, Maria
1
2014
Optimization of a linear function over the set of stochastic efficient solutions. Zbl 1307.90156
Djamal, Chaabane; Fatma, Mebrek
1
2014
Assessing interbank contagion using simulated networks. Zbl 1282.91399
Hałaj, Grzegorz; Kok, Christoffer
15
2013
Simultaneous pursuit of out-of-sample performance and sparsity in index tracking portfolios. Zbl 1296.91257
Takeda, Akiko; Niranjan, Mahesan; Gotoh, Jun-Ya; Kawahara, Yoshinobu
11
2013
Simple measure of similarity for the market graph construction. Zbl 1282.91382
Bautin, Grigory A.; Kalyagin, Valery A.; Koldanov, Alexander P.; Koldanov, Petr A.; Pardalos, Panos M.
8
2013
Computational study of the US stock market evolution: a rank correlation-based network model. Zbl 1282.91388
Shirokikh, Oleg; Pastukhov, Grigory; Boginski, Vladimir; Butenko, Sergiy
4
2013
Network analysis of the e-MID overnight money market: the informational value of different aggregation levels for intrinsic dynamic processes. Zbl 1282.91397
Finger, Karl; Fricke, Daniel; Lux, Thomas
4
2013
Computation of viability kernels: a case study of by-catch fisheries. Zbl 1282.91249
Krawczyk, Jacek B.; Pharo, Alastair; Serea, Oana S.; Sinclair, Stewart
4
2013
Ecological-economic modelling for the sustainable management of biodiversity. Zbl 1282.92028
Doyen, L.; Cissé, A.; Gourguet, S.; Mouysset, L.; Hardy, P.-Y.; Béné, C.; Blanchard, F.; Jiguet, F.; Pereau, J.-C.; Thébaud, O.
3
2013
Financial contagion: extending the exposures network of the Mexican financial system. Zbl 1282.91401
Solorzano-Margain, Juan Pablo; Martinez-Jaramillo, Serafin; Lopez-Gallo, Fabrizio
2
2013
A robust meta-game for climate negotiations. Zbl 1282.91245
Babonneau, Frédéric; Haurie, Alain; Vielle, Marc
2
2013
Spatial control of invasive species in conservation landscapes. Zbl 1282.92025
Baker, Christopher M.; Bode, Michael
2
2013
Supply chain network sustainability under competition and frequencies of activities from production to distribution. Zbl 1282.90030
Nagurney, Anna; Yu, Min; Floden, Jonas
2
2013
Rollover risk and endogenous network dynamics. Zbl 1282.91398
Fique, Jose; Page, Frank
1
2013
Supply chain network operations management of a blood banking system with cost and risk minimization. Zbl 1273.90028
Nagurney, Anna; Masoumi, Amir H.; Yu, Min
14
2012
Single source single-commodity stochastic network design. Zbl 1273.90036
Thapalia, Biju K.; Wallace, Stein W.; Kaut, Michal; Crainic, Teodor Gabriel
9
2012
Algorithms for the quickest path problem and the reliable quickest path problem. Zbl 1273.90169
Calvete, Herminia I.; Del-Pozo, Lourdes; Iranzo, José A.
6
2012
...and 123 more Documents
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Cited by 2,066 Authors

23 Drezner, Zvi
23 Escudero, Laureano Fernando
20 Kanzow, Christian
20 Nagurney, Anna
16 Van Ackooij, Wim
13 Drezner, Tammy
13 Sagratella, Simone
11 Aussel, Didier
10 Dreves, Axel
10 Fukushima, Masao
10 Maggioni, Francesca
9 Fábián, Csaba I.
9 Facchinei, Francisco
9 Pang, Jong-Shi
9 Pardalos, Panos M.
9 Pflug, Georg Ch.
9 Wallace, Stein W.
9 Watson, Jean-Paul
8 Allevi, Elisabetta
8 Araceli Garín, María
8 Branda, Martin
8 Castro, Jordi
8 Pelegrín, Blas
8 Steck, Daniel A.
7 Crainic, Teodor Gabriel
7 Gotoh, Jun-ya
7 Kalyagin, Valery A.
7 Konno, Hiroshi
7 Le Thi, Hoai An
7 Rustem, Berc
7 Xu, Huifu
6 Ahmed, Shabbir
6 Alonso-Ayuso, Antonio
6 Gaudioso, Manlio
6 Heitsch, Holger
6 Koldanov, Alexander P.
6 Koldanov, Petr A.
6 Krejić, Nataša
6 Monge, Juan Francisco
6 Paterlini, Sandra
6 Pichler, Alois
6 Scrimali, Laura Rosa Maria
6 Weintraub, Andrés P.
5 Astorino, Annabella
5 Carrizosa, Emilio
5 Cesarone, Francesco
5 Daniele, Patrizia
5 Desaulniers, Guy
5 Gendreau, Michel
5 Grossmann, Ignacio E.
5 Kaut, Michal
5 Krawczyk, Jacek Bogdan
5 Krivulin, Nikolai K.
5 Kuhn, Daniel
5 Laporte, Gilbert
5 Leung, Tim
5 Li, Dong
5 Lubin, Miles
5 Mitra, Gautam
5 Passacantando, Mauro
5 Pérez, Gloria
5 Pham Dinh Tao
5 Pistikopoulos, Efstratios N.
5 Plastria, Frank
5 Poss, Michael
5 Rei, Walter
5 Roman, Diana
5 Royset, Johannes O.
5 Ryan, Sarah M.
5 Sabino, Piergiacomo
5 Schultz, Rüdiger
5 Shanbhag, Uday V.
5 Takeda, Akiko
5 Unzueta, Aitziber
5 Wets, Roger Jean-Baptiste
5 Wiesemann, Wolfram
5 Woodruff, David L.
5 Zaccour, Georges
4 Anitescu, Mihai
4 Baldacci, Roberto
4 Bertocchi, Marida
4 Blanquero, Rafael
4 Chen, Zhiping
4 Cojocaru, Monica-Gabriela
4 den Hertog, Dick
4 Fernandez Hernandez, Jose
4 Fernández, Pascual
4 Fleten, Stein-Erik
4 Gajardo, Pedro
4 Gatu, Cristian
4 Gazdag-Tóth, Boglárka
4 Gnecco, Giorgio
4 Gondzio, Jacek
4 Grothey, Andreas
4 Haeser, Gabriel
4 Haurie, Alain B.
4 Henrion, René
4 Kontoghiorghes, Erricos John
4 Krklec Jerinkić, Nataša
4 Lampariello, Lorenzo
...and 1,966 more Authors
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Cited in 185 Journals

152 European Journal of Operational Research
77 Computational Management Science
67 Annals of Operations Research
63 Computers & Operations Research
59 Computational Optimization and Applications
58 Mathematical Programming. Series A. Series B
56 Journal of Global Optimization
34 Journal of Optimization Theory and Applications
26 Optimization Letters
25 INFORMS Journal on Computing
24 SIAM Journal on Optimization
23 Quantitative Finance
18 Optimization
16 Operations Research Letters
15 Operations Research
14 Mathematical Methods of Operations Research
14 Networks and Spatial Economics
13 Top
13 Optimization Methods & Software
13 Optimization and Engineering
12 Mathematical Problems in Engineering
11 Journal of Computational and Applied Mathematics
10 OR Spectrum
9 Applied Mathematics and Computation
9 Automatica
9 CEJOR. Central European Journal of Operations Research
8 International Transactions in Operational Research
8 Probability in the Engineering and Informational Sciences
8 Journal of Industrial and Management Optimization
7 Journal of Economic Dynamics & Control
7 Computational Statistics and Data Analysis
7 International Journal of Theoretical and Applied Finance
7 Set-Valued and Variational Analysis
7 Mathematical Programming Computation
6 Networks
6 Applied Mathematical Modelling
6 Decisions in Economics and Finance
5 Information Sciences
5 Mathematics of Operations Research
5 4OR
4 Journal of Mathematical Analysis and Applications
4 Applied Mathematics and Optimization
4 Kybernetika
4 SIAM Journal on Control and Optimization
4 RAIRO. Operations Research
4 International Game Theory Review
4 Dynamic Games and Applications
4 EURO Journal on Computational Optimization
3 Naval Research Logistics
3 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
3 Numerical Functional Analysis and Optimization
3 Opsearch
3 Systems & Control Letters
3 Asia-Pacific Journal of Operational Research
3 Mathematical and Computer Modelling
3 International Journal of Computer Mathematics
3 Cybernetics and Systems Analysis
3 Journal of Combinatorial Optimization
3 Journal of Systems Science and Complexity
3 Discrete Optimization
3 SIAM Journal on Financial Mathematics
3 Journal of the Operations Research Society of China
2 Applicable Analysis
2 Computers & Mathematics with Applications
2 Computer Methods in Applied Mechanics and Engineering
2 Discrete Applied Mathematics
2 Physica A
2 Mathematics of Computation
2 Chaos, Solitons and Fractals
2 Fuzzy Sets and Systems
2 Journal of Multivariate Analysis
2 Insurance Mathematics & Economics
2 Economics Letters
2 Numerical Algorithms
2 Automation and Remote Control
2 Journal of Statistical Computation and Simulation
2 Vestnik St. Petersburg University. Mathematics
2 Applied Mathematical Finance
2 Annals of Mathematics and Artificial Intelligence
2 Abstract and Applied Analysis
2 Soft Computing
2 Journal of Inequalities and Applications
2 Methodology and Computing in Applied Probability
2 Journal of Machine Learning Research (JMLR)
2 Mathematics and Financial Economics
2 Networks and Heterogeneous Media
2 Operational Research. An International Journal
2 Statistics and Computing
2 Izvestiya Irkutskogo Gosudarstvennogo Universiteta. Seriya Matematika
2 Journal of Dynamics and Games
2 Journal of Logical and Algebraic Methods in Programming
2 International Journal of Systems Science. Principles and Applications of Systems and Integration
1 Artificial Intelligence
1 International Journal of Systems Science
1 Information Processing Letters
1 Journal of Statistical Physics
1 Mathematical Biosciences
1 Physics Reports
1 Rocky Mountain Journal of Mathematics
1 Mathematics Magazine
...and 85 more Journals
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Cited in 36 Fields

893 Operations research, mathematical programming (90-XX)
457 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
122 Numerical analysis (65-XX)
104 Calculus of variations and optimal control; optimization (49-XX)
91 Statistics (62-XX)
60 Probability theory and stochastic processes (60-XX)
58 Computer science (68-XX)
38 Systems theory; control (93-XX)
15 Biology and other natural sciences (92-XX)
14 Operator theory (47-XX)
13 Combinatorics (05-XX)
13 Partial differential equations (35-XX)
5 History and biography (01-XX)
4 General and overarching topics; collections (00-XX)
4 Functional analysis (46-XX)
4 Fluid mechanics (76-XX)
3 Linear and multilinear algebra; matrix theory (15-XX)
3 Dynamical systems and ergodic theory (37-XX)
3 Mechanics of deformable solids (74-XX)
3 Geophysics (86-XX)
3 Information and communication theory, circuits (94-XX)
2 Ordinary differential equations (34-XX)
2 Integral equations (45-XX)
2 Convex and discrete geometry (52-XX)
2 General topology (54-XX)
2 Statistical mechanics, structure of matter (82-XX)
1 Order, lattices, ordered algebraic structures (06-XX)
1 Number theory (11-XX)
1 Algebraic geometry (14-XX)
1 Topological groups, Lie groups (22-XX)
1 Difference and functional equations (39-XX)
1 Sequences, series, summability (40-XX)
1 Approximations and expansions (41-XX)
1 Harmonic analysis on Euclidean spaces (42-XX)
1 Differential geometry (53-XX)
1 Global analysis, analysis on manifolds (58-XX)

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