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Computational Management Science, Volume 20
Volume 20, Number 1, December 2023
- Maria Elena De Giuli, Alessandro Spelta:
Wasserstein barycenter regression for estimating the joint dynamics of renewable and fossil fuel energy indices. 1 - Mircea Balaj, Marco Castellani, Massimiliano Giuli:
New criteria for existence of solutions for equilibrium problems. 2 - Thomas Kleinert
, Martin Schmidt
:
Why there is no need to use a big-M in linear bilevel optimization: a computational study of two ready-to-use approaches. 3 - Taras Bodnar
, Dmytro Ivasiuk, Nestor Parolya
, Wolfgang Schmid:
Multi-period power utility optimization under stock return predictability. 4 - Elisabetta 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. 5 - Vrinda Dhingra, Shiv Kumar Gupta
, Amita Sharma:
Norm constrained minimum variance portfolios with short selling. 6 - Gianni Filograsso
, Giacomo di Tollo:
Adaptive evolutionary algorithms for portfolio selection problems. 7 - Daniela Favaretto, Alessandro Marin, Marco Tolotti
:
A theoretical validation of the DDMRP reorder policy. 8 - Marco Castellani, Massimiliano Giuli, Sara Latini
:
Projected solutions for finite-dimensional quasiequilibrium problems. 9 - Sárka Stádlerová, Sanjay Dominik Jena, Peter Schütz:
Using Lagrangian relaxation to locate hydrogen production facilities under uncertain demand: a case study from Norway. 10 - Ankush Agarwal
, Christian-Oliver Ewald
, Yongjie Wang:
Hedging longevity risk in defined contribution pension schemes. 11 - Alessandro 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. 12 - Julien Keutchayan, Janosch Ortmann
, Walter Rei:
Problem-driven scenario clustering in stochastic optimization. 13 - Mohamed Kais Msakni
, Anders Risan, Peter Schütz:
Using machine learning prediction models for quality control: a case study from the automotive industry. 14 - Zdenek Drábek, Milos Kopa, Matús Maciak, Michal Pesta, Sebastiano Vitali
:
Investment disputes and their explicit role in option market uncertainty and overall risk instability. 15 - Marta Biancardi, Gianluca Iannucci
, Giovanni Villani:
Groundwater management and illegality in a differential-evolutionary framework. 16 - Sunney Fotedar
, Ann-Brith Strömberg
, Torgny Almgren, Stefan Cedergren:
A criterion space decomposition approach to generalized tri-objective tactical resource allocation. 17 - Katsuhiro Tanaka
, Rei Yamamoto:
Ellipsoidal buffered area under the curve maximization model with variable selection in credit risk estimation. 18 - Georgia Fargetta, Laura R. M. Scrimali:
A sustainable dynamic closed-loop supply chain network equilibrium for collectibles markets. 19 - Gianluca Anese, Marco Corazza, Michele Costola, Loriana Pelizzon:
Impact of public news sentiment on stock market index return and volatility. 20 - Sonia, Ratna Dev Sarma:
A topological approach for vector quasi-variational inequalities with set-valued functions. 21 - Mohammad Moshref-Javadi
, Kristof P. Van Cauwenberghe, Brent A. McCunney, Ahmad Hemmati:
Enabling same-day delivery using a drone resupply model with transshipment points. 22 - Farzad Hassanzadeh Moghimi, Yihsu Chen, Afzal S. Siddiqui
:
Flexible supply meets flexible demand: prosumer impact on strategic hydro operations. 23 - Francesco Cesarone, Lorenzo Lampariello
, Davide Merolla, Jacopo M. Ricci
, Simone Sagratella, Valerio Giuseppe Sasso:
A bilevel approach to ESG multi-portfolio selection. 24 - Vinicius Neves Motta, Miguel F. Anjos
, Michel Gendreau:
Optimal allocation of demand response considering transmission system congestion. 25 - Kenjiro Yagi, Ramteen Sioshansi:
Simplifying capacity planning for electricity systems with hydroelectric and renewable generation. 26 - Jørgen Bjaarstad Nikolaisen, Sofie Smith Vågen, Peter Schütz
:
Solving a maritime inventory routing problem under uncertainty using optimization and simulation. 27 - Carlo Mari
, Cristiano Baldassari:
Optimization of mixture models on time series networks encoded by visibility graphs: an analysis of the US electricity market. 28 - Hamzea Al-Jabouri, Ahmed Saif, Claver Diallo:
Robust selective maintenance optimization of series-parallel mission-critical systems subject to maintenance quality uncertainty. 29 - Vivek Laha, Harsh Narayan Singh:
On quasidifferentiable mathematical programs with equilibrium constraints. 30 - Sebastiano Vitali
, Milos Kopa, Gabriel E. Giana:
Implied volatility smoothing at COVID-19 times. 32 - Miguel Angel Muñoz, Pierre Pinson
, Jalal Kazempour
:
Online decision making for trading wind energy. 33 - Mikhail M. Koshelev:
Modularity in planted partition model. 34 - Rossana Riccardi, Giorgia Oggioni, Elisabetta Allevi, Abdel Lisser:
Complementarity formulation of games with random payoffs. 35 - Sergey Guminov, Alexander V. Gasnikov, Ilya A. Kuruzov:
Accelerated methods for weakly-quasi-convex optimization problems. 36 - Nikita 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. 37 - Riccardo Cambini
, Rossana Riccardi, Domenico Scopelliti:
Solving linear multiplicative programs via branch-and-bound: a computational experience. 38 - Zvi Drezner, Dawit Zerom:
Competitive facility location under attrition. 39 - Stavros Souravlas, Sofia D. Anastasiadou, Angelo Sifaleras:
Mathematical modeling for further improving task scheduling on Big Data systems. 40 - Michael C. Ferris
, Andy Philpott:
Renewable electricity capacity planning with uncertainty at multiple scales. 41 - Nahid Rezaeinia, Julio Cesar Goez
, Mario Guajardo:
On efficiency and the Jain's fairness index in integer assignment problems. 42 - Giancarlo Bigi, Lorenzo Lampariello
, Simone Sagratella, Valerio Giuseppe Sasso:
Approximate variational inequalities and equilibria. 43 - Nooshin Heidari
, Ahmad Hemmati:
An ALNS-based matheuristic algorithm for a multi-product many-to-many maritime inventory routing problem. 44 - Wei Wang
, Huifu Xu
:
Preference robust state-dependent distortion risk measure on act space and its application in optimal decision making. 45 - Fabio Antonelli, Alessandro Ramponi, Sergio Scarlatti:
Wrong Way Risk corrections to CVA in CIR reduced-form models. 46 - Ali Salmasnia, Soudabeh Hajihaji, Saeid Sharafi, Mohammad Reza Maleki:
Integration of inventory control, maintenance policy, and quality control for selling products under warranty. 47 - Aleksandr V. 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. 48
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