Works matching IS 1619697X AND DT 2023 AND VI 20 AND IP 1

Results: 52

Non-smooth setting of stochastic decentralized convex optimization problem over time-varying Graphs.

Published in:

Computational Management Science, 2023, v. 20, n. 1, p. 1, doi. 10.1007/s10287-023-00479-7

By:

Lobanov, Aleksandr;
Veprikov, Andrew;
Konin, Georgiy;
Beznosikov, Aleksandr;
Gasnikov, Alexander;
Kovalev, Dmitry

Publication type:

Article

Integration of inventory control, maintenance policy, and quality control for selling products under warranty.

Published in:

Computational Management Science, 2023, v. 20, n. 1, p. 1, doi. 10.1007/s10287-023-00481-z

By:

Salmasnia, Ali;
Hajihaji, Soudabeh;
Sharafi, Saeid;
Maleki, Mohammad Reza

Publication type:

Article

Wrong Way Risk corrections to CVA in CIR reduced-form models.

Published in:

Computational Management Science, 2023, v. 20, n. 1, p. 1, doi. 10.1007/s10287-023-00480-0

By:

Antonelli, Fabio;
Ramponi, Alessandro;
Scarlatti, Sergio

Publication type:

Article

Preference robust state-dependent distortion risk measure on act space and its application in optimal decision making.

Published in:

Computational Management Science, 2023, v. 20, n. 1, p. 1, doi. 10.1007/s10287-023-00475-x

By:

Wang, Wei;
Xu, Huifu

Publication type:

Article

An ALNS-based matheuristic algorithm for a multi-product many-to-many maritime inventory routing problem.

Published in:

Computational Management Science, 2023, v. 20, n. 1, p. 1, doi. 10.1007/s10287-023-00478-8

By:

Heidari, Nooshin;
Hemmati, Ahmad

Publication type:

Article

Approximate variational inequalities and equilibria.

Published in:

Computational Management Science, 2023, v. 20, n. 1, p. 1, doi. 10.1007/s10287-023-00476-w

By:

Bigi, Giancarlo;
Lampariello, Lorenzo;
Sagratella, Simone;
Sasso, Valerio Giuseppe

Publication type:

Article

On efficiency and the Jain's fairness index in integer assignment problems.

Published in:

Computational Management Science, 2023, v. 20, n. 1, p. 1, doi. 10.1007/s10287-023-00477-9

By:

Rezaeinia, Nahid;
Góez, Julio C.;
Guajardo, Mario

Publication type:

Article

Renewable electricity capacity planning with uncertainty at multiple scales.

Published in:

Computational Management Science, 2023, v. 20, n. 1, p. 1, doi. 10.1007/s10287-023-00472-0

By:

Ferris, Michael C.;
Philpott, Andy

Publication type:

Article

Preference robust state-dependent distortion risk measure on act space and its application in optimal decision making.

Published in:

Computational Management Science, 2023, v. 20, n. 1, p. 1, doi. 10.1007/s10287-023-00475-x

By:

Wang, Wei;
Xu, Huifu

Publication type:

Article

Complementarity formulation of games with random payoffs.

Published in:

Computational Management Science, 2023, v. 20, n. 1, p. 1, doi. 10.1007/s10287-023-00467-x

By:

Riccardi, Rossana;
Oggioni, Giorgia;
Allevi, Elisabetta;
Lisser, Abdel

Publication type:

Article

On quasidifferentiable mathematical programs with equilibrium constraints.

Published in:

Computational Management Science, 2023, v. 20, n. 1, p. 1, doi. 10.1007/s10287-023-00461-3

By:

Laha, Vivek;
Singh, Harsh Narayan

Publication type:

Article

A bilevel approach to ESG multi-portfolio selection.

Published in:

Computational Management Science, 2023, v. 20, n. 1, p. 1, doi. 10.1007/s10287-023-00458-y

By:

Cesarone, Francesco;
Lampariello, Lorenzo;
Merolla, Davide;
Ricci, Jacopo Maria;
Sagratella, Simone;
Sasso, Valerio Giuseppe

Publication type:

Article

Problem-driven scenario clustering in stochastic optimization.

Published in:

Computational Management Science, 2023, v. 20, n. 1, p. 1, doi. 10.1007/s10287-023-00446-2

By:

Keutchayan, Julien;
Ortmann, Janosch;
Rei, Walter

Publication type:

Article

A theoretical validation of the DDMRP reorder policy.

Published in:

Computational Management Science, 2023, v. 20, n. 1, p. 1, doi. 10.1007/s10287-023-00443-5

By:

Favaretto, Daniela;
Marin, Alessandro;
Tolotti, Marco

Publication type:

Article

Adaptive evolutionary algorithms for portfolio selection problems.

Published in:

Computational Management Science, 2023, v. 20, n. 1, p. 1, doi. 10.1007/s10287-023-00441-7

By:

Filograsso, Gianni;
di Tollo, Giacomo

Publication type:

Article

Hedging longevity risk in defined contribution pension schemes.

Published in:

Computational Management Science, 2023, v. 20, n. 1, p. 1, doi. 10.1007/s10287-023-00440-8

By:

Agarwal, Ankush;
Ewald, Christian-Oliver;
Wang, Yongjie

Publication type:

Article

New criteria for existence of solutions for equilibrium problems.

Published in:

Computational Management Science, 2023, v. 20, n. 1, p. 1, doi. 10.1007/s10287-023-00433-7

By:

Balaj, Mircea;
Castellani, Marco;
Giuli, Massimiliano

Publication type:

Article

Mathematical modeling for further improving task scheduling on Big Data systems.

Published in:

Computational Management Science, 2023, v. 20, n. 1, p. 1, doi. 10.1007/s10287-023-00474-y

By:

Souravlas, Stavros;
Anastasiadou, Sofia;
Sifaleras, Angelo

Publication type:

Article

Competitive facility location under attrition.

Published in:

Computational Management Science, 2023, v. 20, n. 1, p. 1, doi. 10.1007/s10287-023-00473-z

By:

Drezner, Zvi;
Zerom, Dawit

Publication type:

Article

Solving linear multiplicative programs via branch-and-bound: a computational experience.

Published in:

Computational Management Science, 2023, v. 20, n. 1, p. 1, doi. 10.1007/s10287-023-00471-1

By:

Cambini, R.;
Riccardi, R.;
Scopelliti, D.

Publication type:

Article

Gradient-free methods for non-smooth convex stochastic optimization with heavy-tailed noise on convex compact.

Published in:

Computational Management Science, 2023, v. 20, n. 1, p. 1, doi. 10.1007/s10287-023-00470-2

By:

Kornilov, Nikita;
Gasnikov, Alexander;
Dvurechensky, Pavel;
Dvinskikh, Darina

Publication type:

Article

Accelerated methods for weakly-quasi-convex optimization problems.

Published in:

Computational Management Science, 2023, v. 20, n. 1, p. 1, doi. 10.1007/s10287-023-00468-w

By:

Guminov, Sergey;
Gasnikov, Alexander;
Kuruzov, Ilya

Publication type:

Article

Complementarity formulation of games with random payoffs.

Published in:

Computational Management Science, 2023, v. 20, n. 1, p. 1, doi. 10.1007/s10287-023-00467-x

By:

Riccardi, Rossana;
Oggioni, Giorgia;
Allevi, Elisabetta;
Lisser, Abdel

Publication type:

Article

Modularity in planted partition model.

Published in:

Computational Management Science, 2023, v. 20, n. 1, p. 1, doi. 10.1007/s10287-023-00466-y

By:

Koshelev, Mikhail

Publication type:

Article

Online decision making for trading wind energy.

Published in:

Computational Management Science, 2023, v. 20, n. 1, p. 1, doi. 10.1007/s10287-023-00462-2

By:

Muñoz, Miguel Angel;
Pinson, Pierre;
Kazempour, Jalal

Publication type:

Article

Implied volatility smoothing at COVID-19 times.

Published in:

Computational Management Science, 2023, v. 20, n. 1, p. 1, doi. 10.1007/s10287-023-00465-z

By:

Vitali, Sebastiano;
Kopa, Miloš;
Giana, Gabriele

Publication type:

Article

A fast Monte Carlo scheme for additive processes and option pricing.

Published in:

Computational Management Science, 2023, v. 20, n. 1, p. 1, doi. 10.1007/s10287-023-00463-1

By:

Azzone, Michele;
Baviera, Roberto

Publication type:

Article

On quasidifferentiable mathematical programs with equilibrium constraints.

Published in:

Computational Management Science, 2023, v. 20, n. 1, p. 1, doi. 10.1007/s10287-023-00461-3

By:

Laha, Vivek;
Singh, Harsh Narayan

Publication type:

Article

Robust selective maintenance optimization of series–parallel mission-critical systems subject to maintenance quality uncertainty.

Published in:

Computational Management Science, 2023, v. 20, n. 1, p. 1, doi. 10.1007/s10287-023-00464-0

By:

Al-Jabouri, Hamzea;
Saif, Ahmed;
Diallo, Claver

Publication type:

Article

Optimization of mixture models on time series networks encoded by visibility graphs: an analysis of the US electricity market.

Published in:

Computational Management Science, 2023, v. 20, n. 1, p. 1, doi. 10.1007/s10287-023-00460-4

By:

Mari, Carlo;
Baldassari, Cristiano

Publication type:

Article

Solving a maritime inventory routing problem under uncertainty using optimization and simulation.

Published in:

Computational Management Science, 2023, v. 20, n. 1, p. 1, doi. 10.1007/s10287-023-00459-x

By:

Nikolaisen, Jørgen Bjaarstad;
Vågen, Sofie Smith;
Schütz, Peter

Publication type:

Article

Simplifying capacity planning for electricity systems with hydroelectric and renewable generation.

Published in:

Computational Management Science, 2023, v. 20, n. 1, p. 1, doi. 10.1007/s10287-023-00451-5

By:

Yagi, Kenjiro;
Sioshansi, Ramteen

Publication type:

Article

A bilevel approach to ESG multi-portfolio selection.

Published in:

Computational Management Science, 2023, v. 20, n. 1, p. 1, doi. 10.1007/s10287-023-00458-y

By:

Cesarone, Francesco;
Lampariello, Lorenzo;
Merolla, Davide;
Ricci, Jacopo Maria;
Sagratella, Simone;
Sasso, Valerio Giuseppe

Publication type:

Article

Optimal allocation of demand response considering transmission system congestion.

Published in:

Computational Management Science, 2023, v. 20, n. 1, p. 1, doi. 10.1007/s10287-023-00456-0

By:

Neves Motta, Vinicius;
Anjos, Miguel F.;
Gendreau, Michel

Publication type:

Article

Flexible supply meets flexible demand: prosumer impact on strategic hydro operations.

Published in:

Computational Management Science, 2023, v. 20, n. 1, p. 1, doi. 10.1007/s10287-023-00455-1

By:

Hassanzadeh Moghimi, Farzad;
Chen, Yihsu;
Siddiqui, Afzal S.

Publication type:

Article

Enabling same-day delivery using a drone resupply model with transshipment points.

Published in:

Computational Management Science, 2023, v. 20, n. 1, p. 1, doi. 10.1007/s10287-023-00453-3

By:

Moshref-Javadi, Mohammad;
Van Cauwenberghe, Kristof P.;
McCunney, Brent A.;
Hemmati, Ahmad

Publication type:

Article

A topological approach for vector quasi-variational inequalities with set-valued functions.

Published in:

Computational Management Science, 2023, v. 20, n. 1, p. 1, doi. 10.1007/s10287-023-00457-z

By:

Sonia;
Sarma, Ratna Dev

Publication type:

Article

Impact of public news sentiment on stock market index return and volatility.

Published in:

Computational Management Science, 2023, v. 20, n. 1, p. 1, doi. 10.1007/s10287-023-00454-2

By:

Anese, Gianluca;
Corazza, Marco;
Costola, Michele;
Pelizzon, Loriana

Publication type:

Article

Ellipsoidal buffered area under the curve maximization model with variable selection in credit risk estimation.

Published in:

Computational Management Science, 2023, v. 20, n. 1, p. 1, doi. 10.1007/s10287-023-00450-6

By:

Tanaka, Katsuhiro;
Yamamoto, Rei

Publication type:

Article

A criterion space decomposition approach to generalized tri-objective tactical resource allocation.

Published in:

Computational Management Science, 2023, v. 20, n. 1, p. 1, doi. 10.1007/s10287-023-00442-6

By:

Fotedar, Sunney;
Strömberg, Ann-Brith;
Almgren, Torgny;
Cedergren, Stefan

Publication type:

Article

Groundwater management and illegality in a differential-evolutionary framework.

Published in:

Computational Management Science, 2023, v. 20, n. 1, p. 1, doi. 10.1007/s10287-023-00449-z

By:

Biancardi, Marta;
Iannucci, Gianluca;
Villani, Giovanni

Publication type:

Article

Using machine learning prediction models for quality control: a case study from the automotive industry.

Published in:

Computational Management Science, 2023, v. 20, n. 1, p. 1, doi. 10.1007/s10287-023-00448-0

By:

Msakni, Mohamed Kais;
Risan, Anders;
Schütz, Peter

Publication type:

Article

Investment disputes and their explicit role in option market uncertainty and overall risk instability.

Published in:

Computational Management Science, 2023, v. 20, n. 1, p. 1, doi. 10.1007/s10287-023-00447-1

By:

Drábek, Zdeněk;
Kopa, Miloš;
Maciak, Matúš;
Pešta, Michal;
Vitali, Sebastiano

Publication type:

Article

Problem-driven scenario clustering in stochastic optimization.

Published in:

Computational Management Science, 2023, v. 20, n. 1, p. 1, doi. 10.1007/s10287-023-00446-2

By:

Keutchayan, Julien;
Ortmann, Janosch;
Rei, Walter

Publication type:

Article

Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint.

Published in:

Computational Management Science, 2023, v. 20, n. 1, p. 1, doi. 10.1007/s10287-023-00439-1

By:

Staino, Alessandro;
Russo, Emilio;
Costabile, Massimo;
Leccadito, Arturo

Publication type:

Article

Hedging longevity risk in defined contribution pension schemes.

Published in:

Computational Management Science, 2023, v. 20, n. 1, p. 1, doi. 10.1007/s10287-023-00440-8

By:

Agarwal, Ankush;
Ewald, Christian-Oliver;
Wang, Yongjie

Publication type:

Article

Using Lagrangian relaxation to locate hydrogen production facilities under uncertain demand: a case study from Norway.

Published in:

Computational Management Science, 2023, v. 20, n. 1, p. 1, doi. 10.1007/s10287-023-00445-3

By:

Štádlerová, Šárka;
Jena, Sanjay Dominik;
Schütz, Peter

Publication type:

Article

Projected solutions for finite-dimensional quasiequilibrium problems.

Published in:

Computational Management Science, 2023, v. 20, n. 1, p. 1, doi. 10.1007/s10287-023-00444-4

By:

Castellani, Marco;
Giuli, Massimiliano;
Latini, Sara

Publication type:

Article

A theoretical validation of the DDMRP reorder policy.

Published in:

Computational Management Science, 2023, v. 20, n. 1, p. 1, doi. 10.1007/s10287-023-00443-5

By:

Favaretto, Daniela;
Marin, Alessandro;
Tolotti, Marco

Publication type:

Article

Adaptive evolutionary algorithms for portfolio selection problems.

Published in:

Computational Management Science, 2023, v. 20, n. 1, p. 1, doi. 10.1007/s10287-023-00441-7

By:

Filograsso, Gianni;
di Tollo, Giacomo

Publication type:

Article