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Computational Management Science, Volume 14
Volume 14, Number 1, January 2017
- Milos Kopa
, Wolfram Wiesemann:
Special issue on the 12th international conference on computational management science. 1-4 - Francesca Maggioni
A scenario-based framework for supply planning under uncertainty: stochastic programming versus robust optimization approaches. 5-44 - Frans J. C. T. de Ruiter, Aharon Ben-Tal, Ruud Brekelmans, Dick den Hertog:
Robust optimization of uncertain multistage inventory systems with inexact data in decision rules. 45-66 - Jitka Dupacová, Václav Kozmík:
SDDP for multistage stochastic programs: preprocessing via scenario reduction. 67-80 - Peter Szabó
Goldbach's conjecture in max-algebra. 81-89 - Nikolai Krivulin
Direct solution to constrained tropical optimization problems with application to project scheduling. 91-113 - Dori van Hulst, Dick den Hertog, Wim Nuijten:
Robust shift generation in workforce planning. 115-134 - Sebastiano Vitali
Optimal pension fund composition for an Italian private pension plan sponsor. 135-160 - Martin Branda
Flow-based formulations for operational fixed interval scheduling problems with random delays. 161-177
Volume 14, Number 2, April 2017
- Pedro Correia S. Bezerra, Pedro Henrique Melo Albuquerque:
Volatility forecasting via SVR-GARCH with mixture of Gaussian kernels. 179-196 - Shuyi Wang, Aurélie Thiele
A comparison between the robust risk-aware and risk-seeking managers in R&D portfolio management. 197-213 - Mark Broadie, Weiwei Shen:
Numerical solutions to dynamic portfolio problems with upper bounds. 215-227 - Ban Kawas, Aurélie Thiele
Log-robust portfolio management with parameter ambiguity. 229-256 - Cristiano Arbex Valle, Diana Roman
Novel approaches for portfolio construction using second order stochastic dominance. 257-280 - Mehdi Rajabi Asadabadi
A developed slope order index (SOI) for bottlenecks in projects and production lines. 281-291 - Andreas Bärmann, Andreas Heidt, Alexander Martin
Erratum to: Polyhedral approximation of ellipsoidal uncertainty sets via extended formulations: a computational case study. 293-296
Volume 14, Number 3, July 2017
- Nick Georgiopoulos
Pricing catastrophe bonds with multistage stochastic programming. 297-312 - Marcellino Gaudenzi
Fast binomial procedures for pricing Parisian/ParAsian options. 313-331 - Julien Keutchayan
Quality evaluation of scenario-tree generation methods for solving stochastic programming problems. 333-365 - Alexandros Agapitos, Anthony Brabazon
Regularised gradient boosting for financial time-series modelling. 367-391 - Wim van Ackooij
Regularized decomposition of large scale block-structured robust optimization problems. 393-421 - Rachele Foschi
Optimal trial duration times for multiple change points products lifetime distributions. 423-441 - Tatiana González Grandón
A joint model of probabilistic/robust constraints for gas transport management in stationary networks. 443-460
Volume 14, Number 4, October 2017
- Antonio Alonso-Ayuso, Francesca Maggioni
Special issue on the 13th international conference on computational management science. 461-463 - Javier de Frutos
Chebyshev reduced basis function applied to option valuation. 465-491 - Nikolai Krivulin
Using tropical optimization to solve constrained minimax single-facility location problems with rectilinear distance. 493-518 - Hacer Öz Bakan
A discrete optimality system for an optimal harvesting problem. 519-533 - Sergio Ortobelli
On the impact of conditional expectation estimators in portfolio theory. 535-557 - Milos Kopa
Implied volatility and state price density estimation: arbitrage analysis. 559-583 - Jianzhe Zhen
Centered solutions for uncertain linear equations. 585-610
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