Journal: Comput. Manag. Science

Volume 6, Issue 4

377 -- 397Nuno P. Faísca, Pedro M. Saraiva, Berç Rustem, Efstratios N. Pistikopoulos. A multi-parametric programming approach for multilevel hierarchical and decentralised optimisation problems
399 -- 409B. N. Khoury. A discrete approach to designing optimal hedging-point control policies for production-inventory systems with general stochastic behavior
411 -- 0Wenlin Wang, Daniel E. Rivera, Hans D. Mittelmann. Inner and outer loop optimization in semiconductor manufacturing supply chain management
435 -- 445Dimitris Magos, Ioannis Mourtos, Leonidas S. Pitsoulis. Persistency and matroid intersection
447 -- 457Hiroshi Konno, Takaaki Egawa, Rei Yamamoto. Comparative studies on dynamic programming and integer programming approaches for concave cost production/inventory control problems
459 -- 475Hoai An Le Thi, Mahdi Moeini, Tao Pham Dinh. Portfolio selection under downside risk measures and cardinality constraints based on DC programming and DCA
477 -- 501Tao Pham Dinh, Nam Nguyen Canh, Hoai An Le Thi. DC programming and DCA for globally solving the value-at-risk

Volume 6, Issue 3

269 -- 280Pavlos Delias, Nikolaos F. Matsatsinis. A genetic approach for strategic resource allocation planning
281 -- 306Roberto Baldacci, Marco A. Boschetti, Nicos Christofides, Simon Christofides. Exact methods for large-scale multi-period financial planning problems
307 -- 327Laureano F. Escudero, María Araceli Garín, María Merino, Gloria Pérez. On multistage Stochastic Integer Programming for incorporating logical constraints in asset and liability management under uncertainty
329 -- 345Mike C. Bartholomew-Biggs, S. J. Kane. A global optimization problem in portfolio selection
347 -- 356George Baourakis, M. Conisescu, Gert Van Dijk, Panos M. Pardalos, Constantin Zopounidis. A multicriteria approach for rating the credit risk of financial institutions
357 -- 372Annabella Astorino, Manlio Gaudioso. A fixed-center spherical separation algorithm with kernel transformations for classification problems
373 -- 375Jong-Shi Pang, Masao Fukushima. Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games

Volume 6, Issue 2

115 -- 116Ronald Hochreiter, Georg Ch. Pflug. Introduction to the special issue on computational optimization under uncertainty
117 -- 133Holger Heitsch, Werner Römisch. Scenario tree reduction for multistage stochastic programs
135 -- 160Jacek Gondzio, Andreas Grothey. Exploiting structure in parallel implementation of interior point methods for optimization
161 -- 185Jitka Dupacová, Marida Bertocchi, Vittorio Moriggia. Testing the structure of multistage stochastic programs
187 -- 208Alois Geyer, Michael Hanke, Alex Weissensteiner. A stochastic programming approach for multi-period portfolio optimization
209 -- 231Markku Kallio, Antti Pirjetä. Computational methods for incentive option valuation
233 -- 250Miguel Carrión, Uwe Gotzes, Rüdiger Schultz. Risk aversion for an electricity retailer with second-order stochastic dominance constraints
251 -- 267Francesca Maggioni, Michal Kaut, Luca Bertazzi. Stochastic optimization models for a single-sink transportation problem

Volume 6, Issue 1

1 -- 3O. Erhun Kundakcioglu, Marcello Sanguineti, Theodore B. Trafalis. Guest Editorial
5 -- 24A. Alessandri, Lucia Cassettari, Roberto Mosca. Nonparametric nonlinear regression using polynomial and neural approximators: a numerical comparison
25 -- 40Augusto Destrero, Sofia Mosci, Christine De Mol, Alessandro Verri, Francesca Odone. Feature selection for high-dimensional data
41 -- 51Peng Du, Jiming Peng, Tamás Terlaky. Self-adaptive support vector machines: modelling and experiments
53 -- 79Giorgio Gnecco, Marcello Sanguineti. The weight-decay technique in learning from data: an optimization point of view
81 -- 100Olutayo O. Oladunni, Theodore B. Trafalis. A nonlinear multi-classification knowledge-based kernel machine
101 -- 114Carlotta Orsenigo, Carlo Vercellis. Multicategory classification via discrete support vector machines