Journal: Comput. Manag. Science

Volume 20, Issue 1

1 -- 0Maria Elena De Giuli, Alessandro Spelta. Wasserstein barycenter regression for estimating the joint dynamics of renewable and fossil fuel energy indices
2 -- 0Mircea Balaj, Marco Castellani 0002, Massimiliano Giuli. New criteria for existence of solutions for equilibrium problems
3 -- 0Thomas Kleinert, Martin Schmidt 0003. Why there is no need to use a big-M in linear bilevel optimization: a computational study of two ready-to-use approaches
4 -- 0Taras Bodnar, Dmytro Ivasiuk, Nestor Parolya, Wolfgang Schmid. Multi-period power utility optimization under stock return predictability
5 -- 0Elisabetta Allevi, Maria Elena De Giuli, Ruth Domínguez, Giorgia Oggioni. Evaluating the role of waste-to-energy and cogeneration units in district heatings and electricity markets
6 -- 0Vrinda Dhingra, Shiv Kumar Gupta, Amita Sharma. Norm constrained minimum variance portfolios with short selling
7 -- 0Gianni Filograsso, Giacomo di Tollo. Adaptive evolutionary algorithms for portfolio selection problems
8 -- 0Daniela Favaretto, Alessandro Marin, Marco Tolotti. A theoretical validation of the DDMRP reorder policy
9 -- 0Marco Castellani 0002, Massimiliano Giuli, Sara Latini. Projected solutions for finite-dimensional quasiequilibrium problems
10 -- 0Sárka Stádlerová, Sanjay Dominik Jena, Peter Schütz. Using Lagrangian relaxation to locate hydrogen production facilities under uncertain demand: a case study from Norway
11 -- 0Ankush Agarwal, Christian-Oliver Ewald, YongJie Wang. Hedging longevity risk in defined contribution pension schemes
12 -- 0Alessandro Staino, Emilio Russo, Massimo Costabile, Arturo Leccadito. Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint
13 -- 0Julien Keutchayan, Janosch Ortmann, Walter Rei. Problem-driven scenario clustering in stochastic optimization
14 -- 0Mohamed Kais Msakni, Anders Risan, Peter Schütz. Using machine learning prediction models for quality control: a case study from the automotive industry
15 -- 0Zdenek Drábek, Milos Kopa, Matús Maciak, Michal Pesta, Sebastiano Vitali. Investment disputes and their explicit role in option market uncertainty and overall risk instability
16 -- 0Marta Biancardi, Gianluca Iannucci, Giovanni Villani. Groundwater management and illegality in a differential-evolutionary framework
17 -- 0Sunney Fotedar, Ann-Brith Strömberg, Torgny Almgren, Stefan Cedergren. A criterion space decomposition approach to generalized tri-objective tactical resource allocation
18 -- 0Katsuhiro Tanaka, Rei Yamamoto. Ellipsoidal buffered area under the curve maximization model with variable selection in credit risk estimation
19 -- 0Georgia Fargetta, Laura R. M. Scrimali. A sustainable dynamic closed-loop supply chain network equilibrium for collectibles markets
20 -- 0Gianluca Anese, Marco Corazza, Michele Costola, Loriana Pelizzon. Impact of public news sentiment on stock market index return and volatility
21 -- 0Sonia, Ratna Dev Sarma. A topological approach for vector quasi-variational inequalities with set-valued functions
22 -- 0Mohammad Moshref-Javadi, Kristof P. Van Cauwenberghe, Brent A. McCunney, Ahmad Hemmati. Enabling same-day delivery using a drone resupply model with transshipment points
23 -- 0Farzad Hassanzadeh Moghimi, Yihsu Chen, Afzal S. Siddiqui. Flexible supply meets flexible demand: prosumer impact on strategic hydro operations
24 -- 0Francesco Cesarone, Lorenzo Lampariello, Davide Merolla, Jacopo M. Ricci, Simone Sagratella, Valerio Giuseppe Sasso. A bilevel approach to ESG multi-portfolio selection
25 -- 0Vinicius Neves Motta, Miguel F. Anjos, Michel Gendreau. Optimal allocation of demand response considering transmission system congestion
26 -- 0Kenjiro Yagi, Ramteen Sioshansi. Simplifying capacity planning for electricity systems with hydroelectric and renewable generation
27 -- 0Jørgen Bjaarstad Nikolaisen, Sofie Smith Vågen, Peter Schütz. Solving a maritime inventory routing problem under uncertainty using optimization and simulation
28 -- 0Carlo Mari, Cristiano Baldassari. Optimization of mixture models on time series networks encoded by visibility graphs: an analysis of the US electricity market
29 -- 0Hamzea Al-Jabouri, Ahmed Saif, Claver Diallo. Robust selective maintenance optimization of series-parallel mission-critical systems subject to maintenance quality uncertainty
30 -- 0Vivek Laha, Harsh Narayan Singh. On quasidifferentiable mathematical programs with equilibrium constraints
32 -- 0Sebastiano Vitali, Milos Kopa, Gabriel E. Giana. Implied volatility smoothing at COVID-19 times
33 -- 0Miguel Angel Muñoz, Pierre Pinson, Jalal Kazempour. Online decision making for trading wind energy
34 -- 0Mikhail M. Koshelev. Modularity in planted partition model
35 -- 0Rossana Riccardi, Giorgia Oggioni, Elisabetta Allevi, Abdel Lisser. Complementarity formulation of games with random payoffs
36 -- 0Sergey Guminov, Alexander V. Gasnikov, Ilya A. Kuruzov. Accelerated methods for weakly-quasi-convex optimization problems
37 -- 0Nikita Kornilov, Alexander V. Gasnikov, Pavel E. Dvurechensky, Darina Dvinskikh. Gradient-free methods for non-smooth convex stochastic optimization with heavy-tailed noise on convex compact
38 -- 0Riccardo Cambini, Rossana Riccardi, Domenico Scopelliti. Solving linear multiplicative programs via branch-and-bound: a computational experience
39 -- 0Zvi Drezner, Dawit Zerom. Competitive facility location under attrition
40 -- 0Stavros Souravlas, Sofia D. Anastasiadou, Angelo Sifaleras. Mathematical modeling for further improving task scheduling on Big Data systems
41 -- 0Michael C. Ferris, Andy Philpott. Renewable electricity capacity planning with uncertainty at multiple scales
42 -- 0Nahid Rezaeinia, Julio Cesar Goez, Mario Guajardo. On efficiency and the Jain's fairness index in integer assignment problems
43 -- 0Giancarlo Bigi, Lorenzo Lampariello, Simone Sagratella, Valerio Giuseppe Sasso. Approximate variational inequalities and equilibria
44 -- 0Nooshin Heidari, Ahmad Hemmati. An ALNS-based matheuristic algorithm for a multi-product many-to-many maritime inventory routing problem
45 -- 0Wei Wang 0324, Huifu Xu. Preference robust state-dependent distortion risk measure on act space and its application in optimal decision making
46 -- 0Fabio Antonelli, Alessandro Ramponi, Sergio Scarlatti. Wrong Way Risk corrections to CVA in CIR reduced-form models
47 -- 0Ali Salmasnia, Soudabeh Hajihaji, Saeid Sharafi, Mohammad Reza Maleki. Integration of inventory control, maintenance policy, and quality control for selling products under warranty
48 -- 0Aleksandr Lobanov, Andrew Veprikov, Georgiy Konin, Aleksandr Beznosikov, Alexander V. Gasnikov, Dmitry Kovalev. Non-smooth setting of stochastic decentralized convex optimization problem over time-varying Graphs