Works matching IS 1619697X AND DT 2024 AND VI 21 AND IP 1
Results: 21
Hybrid simplicial-randomized approximate stochastic dynamic programming for multireservoir optimization.
- Published in:
- Computational Management Science, 2024, v. 21, n. 1, p. 1, doi. 10.1007/s10287-024-00517-y
- By:
- Publication type:
- Article
Optimal investment by large consumers in an electricity market with generator market power.
- Published in:
- Computational Management Science, 2024, v. 21, n. 1, p. 1, doi. 10.1007/s10287-024-00515-0
- By:
- Publication type:
- Article
Editorial.
- Published in:
- 2024
- By:
- Publication type:
- Editorial
Distributions and bootstrap for data-based stochastic programming.
- Published in:
- Computational Management Science, 2024, v. 21, n. 1, p. 1, doi. 10.1007/s10287-024-00512-3
- By:
- Publication type:
- Article
Using interpolated implied volatility for analysing exogenous market changes.
- Published in:
- Computational Management Science, 2024, v. 21, n. 1, p. 1, doi. 10.1007/s10287-024-00505-2
- By:
- Publication type:
- Article
A simplified Wiener–Hopf factorization method for pricing double barrier options under Lévy processes.
- Published in:
- Computational Management Science, 2024, v. 21, n. 1, p. 1, doi. 10.1007/s10287-024-00519-w
- By:
- Publication type:
- Article
Exploring non-analytical affine jump-diffusion models for path-dependent interest rate derivatives.
- Published in:
- Computational Management Science, 2024, v. 21, n. 1, p. 1, doi. 10.1007/s10287-024-00514-1
- By:
- Publication type:
- Article
Decomposition methods for monotone two-time-scale stochastic optimization problems.
- Published in:
- Computational Management Science, 2024, v. 21, n. 1, p. 1, doi. 10.1007/s10287-024-00510-5
- By:
- Publication type:
- Article
Handling of long-term storage in multi-horizon stochastic programs.
- Published in:
- Computational Management Science, 2024, v. 21, n. 1, p. 1, doi. 10.1007/s10287-024-00508-z
- By:
- Publication type:
- Article
A financial trading system with optimized indicator setting, trading rule definition, and signal aggregation through Particle Swarm Optimization.
- Published in:
- Computational Management Science, 2024, v. 21, n. 1, p. 1, doi. 10.1007/s10287-024-00506-1
- By:
- Publication type:
- Article
Decomposition methods for multi-horizon stochastic programming.
- Published in:
- Computational Management Science, 2024, v. 21, n. 1, p. 1, doi. 10.1007/s10287-024-00509-y
- By:
- Publication type:
- Article
Notes on random optimal control equilibrium problem via stochastic inverse variational inequalities.
- Published in:
- Computational Management Science, 2024, v. 21, n. 1, p. 1, doi. 10.1007/s10287-024-00502-5
- By:
- Publication type:
- Article
Multiple obnoxious facility location: the case of protected areas.
- Published in:
- Computational Management Science, 2024, v. 21, n. 1, p. 1, doi. 10.1007/s10287-024-00503-4
- By:
- Publication type:
- Article
A distributed approach to meteorological predictions: addressing data imbalance in precipitation prediction models through federated learning and GANs.
- Published in:
- Computational Management Science, 2024, v. 21, n. 1, p. 1, doi. 10.1007/s10287-024-00504-3
- By:
- Publication type:
- Article
Distributed continuous-time optimization for convex problems with coupling linear inequality constraints.
- Published in:
- Computational Management Science, 2024, v. 21, n. 1, p. 1, doi. 10.1007/s10287-024-00501-6
- By:
- Publication type:
- Article
Reverse auctions with transportation and convex costs.
- Published in:
- Computational Management Science, 2024, v. 21, n. 1, p. 1, doi. 10.1007/s10287-023-00498-4
- By:
- Publication type:
- Article
Implicitly normalized forecaster with clipping for linear and non-linear heavy-tailed multi-armed bandits.
- Published in:
- Computational Management Science, 2024, v. 21, n. 1, p. 1, doi. 10.1007/s10287-023-00500-z
- By:
- Publication type:
- Article
Analysis of weakly correlated nodes in market network.
- Published in:
- Computational Management Science, 2024, v. 21, n. 1, p. 1, doi. 10.1007/s10287-023-00499-3
- By:
- Publication type:
- Article
Evaluation of strategy portfolios.
- Published in:
- Computational Management Science, 2024, v. 21, n. 1, p. 1, doi. 10.1007/s10287-023-00497-5
- By:
- Publication type:
- Article
Nested Benders's decomposition of capacity-planning problems for electricity systems with hydroelectric and renewable generation.
- Published in:
- Computational Management Science, 2024, v. 21, n. 1, p. 1, doi. 10.1007/s10287-023-00469-9
- By:
- Publication type:
- Article
Primal-dual gradient methods for searching network equilibria in combined models with nested choice structure and capacity constraints.
- Published in:
- Computational Management Science, 2024, v. 21, n. 1, p. 1, doi. 10.1007/s10287-023-00494-8
- By:
- Publication type:
- Article