Journal: Computational Management Science

Found 180 papers in total
A computational algorithm associated with patient progress modelling
A computational algorithm associated with patient progress modelling
2007,
Patient progress modelling, which was first introduced to provide an alternative to...
Algorithms for computing Nash equilibria in deterministic LQ games
Algorithms for computing Nash equilibria in deterministic LQ games
2007,
In this paper we review a number of algorithms to compute Nash equilibria in...
Developments in differential game theory and numerical methods: economic and management applications
Developments in differential game theory and numerical methods: economic and management applications
2007,
This paper argues that the literature applying differential games in economics and...
Numerical solutions to coupled-constraint (or generalised Nash) equilibrium problems
Numerical solutions to coupled-constraint (or generalised Nash) equilibrium problems
2007,
This paper is about games where the agents face constraints in the combined strategy...
Dynamic games in management science with interest rate uncertainty
Dynamic games in management science with interest rate uncertainty
2007,
This paper incorporates interest rate uncertainty in differential games applied in...
A dynamic Cournot–Nash game: a representation of a finitely repeated feedback game
A dynamic Cournot–Nash game: a representation of a finitely repeated feedback game
2007,
This paper studies market outcome equivalence of two dynamic production–capital...
Automatic formulation of stochastic programs via an algebraic modeling language
Automatic formulation of stochastic programs via an algebraic modeling language
2007,
This paper presents an open source tool that automatically generates the so-called...
Combined discrete-event simulation and ant colony optimisation approach for selecting optimal screening policies for diabetic retinopathy
Combined discrete-event simulation and ant colony optimisation approach for selecting optimal screening policies for diabetic retinopathy
2007,
In this paper we present the first application to a healthcare problem of...
Studies on a general stock-bond integrated portfolio optimization model
Studies on a general stock-bond integrated portfolio optimization model
2007,
The purpose of this paper is to extend a stock-bond integrated portfolio optimization...
Equity models in planar location
Equity models in planar location
2007,
In this paper we investigate planar location models with equity objectives. Two...
Leader–follower equilibria for electric power and NOx allowances markets
Leader–follower equilibria for electric power and NOx allowances markets
2006,
This paper investigates the ability of the largest producer in an electricity market...
Design of induction motors using a mixed-variable approach
Design of induction motors using a mixed-variable approach
2005,
In this paper we are concerned with the problem of optimally designing three-phase...
International financial networks with intermediation: modeling, analysis, and computations
International financial networks with intermediation: modeling, analysis, and computations
2003,
In this paper, we develop a framework for the modeling, analysis, and computation of...
Pricing early exercise contracts in incomplete markets
Pricing early exercise contracts in incomplete markets
2003,
We present a utility-based methodology for the valuation of early exercise contracts...
Foreign versus domestic banks' performance in the UK: a multicriteria approach
Foreign versus domestic banks' performance in the UK: a multicriteria approach
2004,
Although the banking sector in the UK is one of the most open and it is characterized...
Evolving technical trading rules for spot foreign-exchange markets using grammatical evolution
Evolving technical trading rules for spot foreign-exchange markets using grammatical evolution
2004,
Grammatical Evolution (GE) is a novel, data-driven, model-induction tool, inspired by...
A multiple decision trees architecture for medical diagnosis: The differentiation of opening snap, second heart sound split and third heart sound
A multiple decision trees architecture for medical diagnosis: The differentiation of opening snap, second heart sound split and third heart sound
2004,
In this paper a Decision Support System Architecture is proposed for the heart sound...
Learning networks in rainfall estimation
Learning networks in rainfall estimation
2005,
This paper utilizes Artificial Neural Networks (ANNs), standard Support Vector...
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...
An optimization model for stochastic project networks with cash flows
An optimization model for stochastic project networks with cash flows
2006,
Project networks – or PERT networks – can be characterized by random...
Neural networks, linear functions and neglected non-linearity
Neural networks, linear functions and neglected non-linearity
2003,
The multiplicity of approximation theorems for Neural Networks do not relate to...
Pattern classification by goal programming and support vector machines
Pattern classification by goal programming and support vector machines
2004,
Support Vector Machines (SVMs) are now very popular as a powerful method in pattern...
Global optimization of mixed-integer bilevel programming problems
Global optimization of mixed-integer bilevel programming problems
2005,
Two approaches that solve the mixed-integer nonlinear bilevel programming problem to...
Integrated chance constraints: Reduced forms and an algorithm
Integrated chance constraints: Reduced forms and an algorithm
2006,
We consider integrated chance constraints (ICCs), which provide quantitative...
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