Journal: Comput. Manag. Science

Volume 18, Issue 3

265 -- 0Stein-Erik Fleten, Rüdiger Schultz. Recent advances in applied optimization under uncertainty
267 -- 297Mina Roohnavazfar, Daniele Manerba, Lohic Fotio Tiotsop, Seyed Hamid Reza Pasandideh, Roberto Tadei. Stochastic single machine scheduling problem as a multi-stage dynamic random decision process
299 -- 324Taras Bodnar, Mathias Lindholm, Erik Thorsén, Joanna Tyrcha. Quantile-based optimal portfolio selection
325 -- 354Giovanni Pantuso. A node formulation for multistage stochastic programs with endogenous uncertainty
355 -- 383Giovanni Bonaccolto. Quantile- based portfolios: post- model- selection estimation with alternative specifications
385 -- 410Yves Mbeutcha, Michel Gendreau, Grégory Emiel. A hybrid dynamic programming - Tabu Search approach for the long-term hydropower scheduling problem
411 -- 429Michal Kaut. Scenario generation by selection from historical data