Journal: Computational Management Science

Found 180 papers in total
A fixed-center spherical separation algorithm with kernel transformations for classification problems
A fixed-center spherical separation algorithm with kernel transformations for classification problems
2009,
We consider a special case of the optimal separation, via a sphere, of two discrete...
Comparative studies on dynamic programming and integer programming approaches for concave cost production/inventory control problems
Comparative studies on dynamic programming and integer programming approaches for concave cost production/inventory control problems
2009,
This paper is concerned with classical concave cost multi-echelon production/inventory...
A multi-parametric programming approach for multilevel hierarchical and decentralised optimisation problems
A multi-parametric programming approach for multilevel hierarchical and decentralised optimisation problems
2009,
In this paper, we outline the foundations of a general global optimisation strategy...
A discrete approach to designing optimal hedging-point control policies for production-inventory systems with general stochastic behavior
A discrete approach to designing optimal hedging-point control policies for production-inventory systems with general stochastic behavior
2009,
The hedging-point policy for a production-inventory system is investigated under the...
Persistency and matroid intersection
Persistency and matroid intersection
2009,
In this paper, we show that for any independence system, the problem of finding a...
Inner and outer loop optimization in semiconductor manufacturing supply chain management
Inner and outer loop optimization in semiconductor manufacturing supply chain management
2009,
Supply chain management (SCM) in semiconductor manufacturing differs from many other...
Portfolio selection under downside risk measures and cardinality constraints based on DC (Difference of Convex) programming and DCA (DC Algorithms)
Portfolio selection under downside risk measures and cardinality constraints based on DC (Difference of Convex) programming and DCA (DC Algorithms)
2009,
In this paper, we consider the case of downside risk measures with cardinality and...
DC (Difference of Convex) programming and DCA (CD Algorithms) for globally solving the value-at-risk
DC (Difference of Convex) programming and DCA (CD Algorithms) for globally solving the value-at-risk
2009,
The value-at-risk is an important risk measure that has been used extensively in...
Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games (2005 paper)
Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games (2005 paper)
2005,
The noncooperative multi-leader-follower game can be formulated as a generalized Nash...
On multistage Stochastic Integer Programming (SIP) for incorporating logical constraints in asset and liability management under uncertainty
On multistage Stochastic Integer Programming (SIP) for incorporating logical constraints in asset and liability management under uncertainty
2009,
We present a model for optimizing a mean-risk function of the terminal wealth for a...
A genetic approach for strategic resource allocation planning
A genetic approach for strategic resource allocation planning
2009,
Enterprises often implement a measurement system to monitor their march towards their...
Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games
Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games
2005,
The noncooperative multi-leader-follower game can be formulated as a generalized Nash...
Quasi‐variational inequalities, generalized Nash equilibria, and multi‐leader‐follower games
Quasi‐variational inequalities, generalized Nash equilibria, and multi‐leader‐follower games
2005,
The noncooperative multi‐leader‐follower game can be formulated as a...
Adaptive management of energy transitions in long-term climate change
Adaptive management of energy transitions in long-term climate change
2008,
The UN Framework Convention on Climate Change (UNFCCC) demands stabilization of...
The secondary benefits of climate change mitigation: an overlapping generations approach
The secondary benefits of climate change mitigation: an overlapping generations approach
2008,
We modify a model of climate and economy to address the effects of the reduction in...
Supporting hydrogen based transportation: case studies with Global MARKAL Model
Supporting hydrogen based transportation: case studies with Global MARKAL Model
2008,
Steadily growing prices of oil and emissions coming from conventional vehicles, might...
GEMINI-E3, a general equilibrium model of international–national interactions between economy, energy and the environment
GEMINI-E3, a general equilibrium model of international–national interactions between economy, energy and the environment
2008,
The purpose of this paper is to present the new version of GEMINI-E3, which is the...
How crucial is cooperation in mitigating world climate? Analysis with World-MARKAL
How crucial is cooperation in mitigating world climate? Analysis with World-MARKAL
2008,
In order to study the conditions for a World self-enforcing agreement on climate...
An oracle based method to compute a coupled equilibrium in a model of international climate policy
An oracle based method to compute a coupled equilibrium in a model of international climate policy
2008,
This paper proposes a computational game-theoretic model for the international...
ETSAP-TIAM: the TIMES integrated assessment model. Part I: Model structure
ETSAP-TIAM: the TIMES integrated assessment model. Part I: Model structure
2008,
In this first part of a two-part article, the principal characteristics of the TIMES...
ETSAP-TIAM: the TIMES integrated assessment model. Part II: mathematical formulation
ETSAP-TIAM: the TIMES integrated assessment model. Part II: mathematical formulation
2008,
This article is a companion to ‘ ETSAP-TIAM: the TIMES integrated assessment...
Parameter redundancy in neural networks: an application of Chebyshev polynomials
Parameter redundancy in neural networks: an application of Chebyshev polynomials
2007,
This paper deals with feedforward neural networks containing a single hidden layer and...
Optimal stopping problems by two or more decision makers: a survey
Optimal stopping problems by two or more decision makers: a survey
2007,
A review of the optimal stopping problem with more than a single decision maker (DM)...
Financial networks with intermediation and transportation network equilibria: a supernetwork equivalence and reinterpretation of the equilibrium conditions with computations
Financial networks with intermediation and transportation network equilibria: a supernetwork equivalence and reinterpretation of the equilibrium conditions with computations
2007,
In this paper, we consider two distinct classes of network problems – financial...
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