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ORCIDComputational Management Science, Volume 21
Volume 21, Number 1, June 2024
- Maren S. Barth, Katharina Palm, Henrik Andersson
, Tobias Andersson Granberg, Anders N. Gullhav, Andreas Krüger:
Emergency exit layout planning using optimization and agent-based simulation. 1 - Zvi Drezner, Dawit Zerom:
A refinement of the gravity model for competitive facility location. 2 - Youssef El-Khatib, Zororo S. Makumbe, Josep Vives:
Approximate option pricing under a two-factor Heston-Kou stochastic volatility model. 3 - Gianfranco Liberona, David Salas, Léonard von Niederhäusern:
The Value of Shared Information for allocation of drivers in ride-hailing: a proof-of-concept study. 4 - Dmitry Metelev, Alexander Rogozin, Alexander V. Gasnikov, Dmitry Kovalev:
Decentralized saddle-point problems with different constants of strong convexity and strong concavity. 5 - Massimiliano Kaucic, Filippo Piccotto, Gabriele Sbaiz:
A constrained swarm optimization algorithm for large-scale long-run investments using Sharpe ratio-based performance measures. 6 - Carlin C. F. Chu, Simon S. W. Li:
A multiobjective optimization approach for threshold determination in extreme value analysis for financial time series. 7 - Dmitry Metelev, Aleksandr Beznosikov, Alexander Rogozin, Alexander V. Gasnikov, Anton V. Proskurnikov:
Decentralized optimization over slowly time-varying graphs: algorithms and lower bounds. 8 - Andrey Leonidov:
Potts game on graphs: static equilibria. 9 - Demyan Yarmoshik, Alexander Rogozin, Alexander V. Gasnikov:
Decentralized optimization with affine constraints over time-varying networks. 10 - Emilia Di Lorenzo, Gabriella Piscopo, Marilena Sibillo:
Addressing the economic and demographic complexity via a neural network approach: risk measures for reverse mortgages. 11 - Olga Yufereva, Michael Persiianov, Pavel E. Dvurechensky, Alexander V. Gasnikov, Dmitry Kovalev:
Decentralized convex optimization on time-varying networks with application to Wasserstein barycenters. 12 - Fuad Aleskerov, Olga Khutorskaya, Viacheslav Yakuba, Anna Stepochkina, Ksenia Zinovyeva:
Affiliations based bibliometric analysis of publications on parkinson's disease. 13 - Vitali Pirau, Aleksandr Beznosikov, Martin Takác, Vladislav Matyukhin, Alexander V. Gasnikov:
Preconditioning meets biased compression for efficient distributed optimization. 14 - Meruza Kubentayeva, Demyan Yarmoshik, Michael Persiianov, Alexey Kroshnin, Ekaterina Kotliarova, Nazarii Tupitsa, Dmitry Pasechnyuk, Alexander V. Gasnikov, Vladimir Shvetsov, Leonid Baryshev, Alexey Shurupov:
Primal-dual gradient methods for searching network equilibria in combined models with nested choice structure and capacity constraints. 15 - Kenjiro Yagi, Ramteen Sioshansi:
Nested Benders's decomposition of capacity-planning problems for electricity systems with hydroelectric and renewable generation. 16 - Anlan Wang, Ales Kresta, Tomás Tichý:
Evaluation of strategy portfolios. 17 - Dmitry Semenov, Alexander P. Koldanov, Petr A. Koldanov:
Analysis of weakly correlated nodes in market network. 18 - Yuriy Dorn, Nikita Kornilov, Nikolay Kutuzov, Alexander Nazin, Eduard Gorbunov, Alexander V. Gasnikov:
Implicitly normalized forecaster with clipping for linear and non-linear heavy-tailed multi-armed bandits. 19 - Benjamin Heymann, Alejandro Jofré:
Reverse auctions with transportation and convex costs. 20 - Oleg O. Khamisov:
Distributed continuous-time optimization for convex problems with coupling linear inequality constraints. 21 - Elaheh Jafarigol, Theodore B. Trafalis:
A distributed approach to meteorological predictions: addressing data imbalance in precipitation prediction models through federated learning and GANs. 22 - Malgorzata Miklas-Kalczynska, Pawel Jan Kalczynski:
Multiple obnoxious facility location: the case of protected areas. 23 - Annamaria Barbagallo, Bruno Antonio Pansera, Massimiliano Ferrara:
Notes on random optimal control equilibrium problem via stochastic inverse variational inequalities. 24 - Matús Maciak, Sebastiano Vitali:
Using interpolated implied volatility for analysing exogenous market changes. 25 - Marco Corazza, Claudio Pizzi, Andrea Marchioni:
A financial trading system with optimized indicator setting, trading rule definition, and signal aggregation through Particle Swarm Optimization. 26 - Michal Kaut:
Handling of long-term storage in multi-horizon stochastic programs. 27 - Tristan Rigaut, Pierre Carpentier, Jean-Philippe Chancelier, Michel De Lara:
Decomposition methods for monotone two-time-scale stochastic optimization problems. 28 - Allan Jonathan da Silva, Jack Baczynski:
Exploring non-analytical affine jump-diffusion models for path-dependent interest rate derivatives. 29 - Nicola Camatti, Giacomo di Tollo, Gianni Filograsso, Sara Ghilardi:
Predicting Airbnb pricing: a comparative analysis of artificial intelligence and traditional approaches. 30 - Luckny Zéphyr, Bernard F. Lamond, Pascal Lang:
Hybrid simplicial-randomized approximate stochastic dynamic programming for multireservoir optimization. 31 - Hongyu Zhang, Ignacio E. Grossmann, Asgeir Tomasgard:
Decomposition methods for multi-horizon stochastic programming. 32 - Xiaotie Chen, David L. Woodruff:
Distributions and bootstrap for data-based stochastic programming. 33 - R. Tyrrell Rockafellar:
Distributional robustness, stochastic divergences, and the quadrangle of risk. 34 - Panos M. Pardalos, Valeriy A. Kalyagin, Mario R. Guarracino:
Editorial. 35 - Pranjal Pragya Verma, Mohammad Reza Hesamzadeh, Steffen Rebennack, Derek W. Bunn, K. Shanti Swarup, Dipti Srinivasan:
Optimal investment by large consumers in an electricity market with generator market power. 36 - Oleg Kudryavtsev:
A simplified Wiener-Hopf factorization method for pricing double barrier options under Lévy processes. 37
Volume 21, Number 2, December 2024
- Benjamin Heymann, Alejandro Jofré:
Procurement auctions with losses. 38 - Daniel Villamar, Didier Aussel:
A bilevel optimization approach of energy transition in freight transport: SOS1 method and application to the Ecuadorian case. 39 - Martín Egozcue, Luis Fuentes García:
Optimizing hedonic editing for multiple outcomes: an algorithm. 40 - Alois Pichler:
Connection between higher order measures of risk and stochastic dominance. 41 - Le Xuan Dai, Kien Trung Nguyen, Le Phuong Thao, Pham Thi Vui:
Some robust inverse median problems on trees with interval costs. 42 - Lucas Merabet, Bernardo Freitas Paulo da Costa, Vincent Leclère:
Policy with guaranteed risk-adjusted performance for multistage stochastic linear problems. 43 - Kristine Klock Fleten, Ellen Krohn Aasgård, Liyuan Xing, Hanne Høie Grøttum, Stein-Erik Fleten, Odd Erik Gundersen:
Applying and benchmarking a stochastic programming-based bidding strategy for day-ahead hydropower scheduling. 44 - Anna Battauz, Francesco Rotondi:
Optimal liquidation policies of redeemable shares. 45
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