Journal: Computational Management Science

Found 180 papers in total
Simple measure of similarity for the market graph construction
Simple measure of similarity for the market graph construction
2013,
A simple measure of similarity for the construction of the market graph is proposed....
Network analysis of the e‐MID overnight money market: the informational value of different aggregation levels for intrinsic dynamic processes
Network analysis of the e‐MID overnight money market: the informational value of different aggregation levels for intrinsic dynamic processes
2013,
In this paper, we analyze the network properties of the Italian e‐MID data...
Rollover risk and endogenous network dynamics
Rollover risk and endogenous network dynamics
2013,
Using a dynamic network formation model, solved numerically, we study banks’...
Multistage stochastic programming in strategic telecommunication network planning
Multistage stochastic programming in strategic telecommunication network planning
2012,
Mobile communication is taken for granted in these days. Having started primarily as a...
An exact model for cell formation in group technology
An exact model for cell formation in group technology
2012,
Despite the long history of the cell formation problem (CF) and availability of dozens...
An approximate dynamic programming framework for modeling global climate policy under decision‐dependent uncertainty
An approximate dynamic programming framework for modeling global climate policy under decision‐dependent uncertainty
2012,
Analyses of global climate policy as a sequential decision under uncertainty have been...
Stochastic nuclear outages semidefinite relaxations
Stochastic nuclear outages semidefinite relaxations
2012,
This paper deals with stochastic scheduling of nuclear power plant outages. Focusing...
Simple and efficient classification scheme based on specific vocabulary
Simple and efficient classification scheme based on specific vocabulary
2012,
Assuming a binomial distribution for word occurrence, we propose computing a...
Optimal electricity generation portfolios
Optimal electricity generation portfolios
2012,
It is common practice to base investment decisions on price projections which are...
Mixed convexity and optimization results for an (S -1, S) inventory model under a time limit on backorders
Mixed convexity and optimization results for an (S -1, S) inventory model under a time limit on backorders
2012,
Das (1977) considered the optimization of a cost function associated with an ( S - 1,...
Iterative estimation maximization for stochastic linear programs with conditional value‐at‐risk constraints
Iterative estimation maximization for stochastic linear programs with conditional value‐at‐risk constraints
2012,
We present a new algorithm, iterative estimation maximization (IEM), for stochastic...
Dynamic fleet scheduling with uncertain demand and customer flexibility
Dynamic fleet scheduling with uncertain demand and customer flexibility
2012,
We develop a dynamic fleet scheduling model that demonstrates how a carrier can...
The coastal seaspace patrol sector design and allocation problem
The coastal seaspace patrol sector design and allocation problem
2012,
In this paper, we model and solve the problem of designing and allocating coastal...
Credit spreads, endogenous bankruptcy and liquidity risk
Credit spreads, endogenous bankruptcy and liquidity risk
2012,
In this paper, we consider a bond valuation model with both credit risk and liquidity...
Network design for time‐constrained delivery using subgraphs
Network design for time‐constrained delivery using subgraphs
2012,
Delivery companies are offering an increasing number of time‐definite services....
An inventory‐transportation system with stochastic demand
An inventory‐transportation system with stochastic demand
2013,
We study a logistic system in which a supplier has to deliver a set of products to a...
Simultaneous pursuit of out‐of‐sample performance and sparsity in index tracking portfolios
Simultaneous pursuit of out‐of‐sample performance and sparsity in index tracking portfolios
2013,
Index tracking is a passive investment strategy in which a fund (e.g., an ETF:...
Integer programs for margining option portfolios by option spreads with more than four legs
Integer programs for margining option portfolios by option spreads with more than four legs
2013,
Margining is a crucial brokerage operation. In application to option portfolios it...
Supply chain network operations management of a blood banking system with cost and risk minimization
Supply chain network operations management of a blood banking system with cost and risk minimization
2012,
Blood service operations are a key component of the healthcare system all over the...
IPM based sparse LP solver on a heterogeneous processor
IPM based sparse LP solver on a heterogeneous processor
2012,
We present the parallelization of a linear programming solver using a...
Algorithms for the quickest path problem and the reliable quickest path problem
Algorithms for the quickest path problem and the reliable quickest path problem
2012,
The quickest path problem consists of finding a path in a directed network to transmit...
Solving generation expansion planning problems with environmental constraints by a bundle method
Solving generation expansion planning problems with environmental constraints by a bundle method
2012,
We discuss the energy generation expansion planning with environmental constraints,...
DCA for solving the scheduling of lifting vehicle in an automated port container terminal
DCA for solving the scheduling of lifting vehicle in an automated port container terminal
2012,
The container was introduced as a universal carrier for various goods in the 1960s and...
Optimal versus satisfactory decision making: a case study of sales with a target
Optimal versus satisfactory decision making: a case study of sales with a target
2012,
We consider a common managerial problem where an agent strives to achieve a prescribed...
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