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@article{DBLP:journals/cms/AckooijLM17,
author = {Wim van Ackooij and
Nicolas Lebbe and
J{\'{e}}r{\^{o}}me Malick},
title = {Regularized decomposition of large scale block-structured robust optimization
problems},
journal = {Comput. Manag. Sci.},
volume = {14},
number = {3},
pages = {393--421},
year = {2017},
url = {https://doi.org/10.1007/s10287-017-0281-x},
doi = {10.1007/S10287-017-0281-X},
timestamp = {Mon, 05 Feb 2024 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/cms/AckooijLM17.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/cms/AgapitosBO17,
author = {Alexandros Agapitos and
Anthony Brabazon and
Michael O'Neill},
title = {Regularised gradient boosting for financial time-series modelling},
journal = {Comput. Manag. Sci.},
volume = {14},
number = {3},
pages = {367--391},
year = {2017},
url = {https://doi.org/10.1007/s10287-017-0280-y},
doi = {10.1007/S10287-017-0280-Y},
timestamp = {Tue, 07 May 2024 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/cms/AgapitosBO17.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/cms/Alonso-AyusoM17,
author = {Antonio Alonso{-}Ayuso and
Francesca Maggioni},
title = {Special issue on the 13th international conference on computational
management science},
journal = {Comput. Manag. Sci.},
volume = {14},
number = {4},
pages = {461--463},
year = {2017},
url = {https://doi.org/10.1007/s10287-017-0292-7},
doi = {10.1007/S10287-017-0292-7},
timestamp = {Fri, 18 Sep 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/cms/Alonso-AyusoM17.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/cms/Asadabadi17,
author = {Mehdi Rajabi Asadabadi},
title = {A developed slope order index {(SOI)} for bottlenecks in projects
and production lines},
journal = {Comput. Manag. Sci.},
volume = {14},
number = {2},
pages = {281--291},
year = {2017},
url = {https://doi.org/10.1007/s10287-017-0276-7},
doi = {10.1007/S10287-017-0276-7},
timestamp = {Sun, 10 May 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/cms/Asadabadi17.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/cms/BakanYW17,
author = {Hacer {\"{O}}z Bakan and
Fikriye Yilmaz and
Gerhard{-}Wilhelm Weber},
title = {A discrete optimality system for an optimal harvesting problem},
journal = {Comput. Manag. Sci.},
volume = {14},
number = {4},
pages = {519--533},
year = {2017},
url = {https://doi.org/10.1007/s10287-017-0286-5},
doi = {10.1007/S10287-017-0286-5},
timestamp = {Sun, 10 May 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/cms/BakanYW17.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/cms/BarmannHMPT17,
author = {Andreas B{\"{a}}rmann and
Andreas Heidt and
Alexander Martin and
Sebastian Pokutta and
Christoph Thurner},
title = {Erratum to: Polyhedral approximation of ellipsoidal uncertainty sets
via extended formulations: a computational case study},
journal = {Comput. Manag. Sci.},
volume = {14},
number = {2},
pages = {293--296},
year = {2017},
url = {https://doi.org/10.1007/s10287-016-0269-y},
doi = {10.1007/S10287-016-0269-Y},
timestamp = {Sun, 10 May 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/cms/BarmannHMPT17.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/cms/BezerraA17,
author = {Pedro Correia S. Bezerra and
Pedro Henrique Melo Albuquerque},
title = {Volatility forecasting via {SVR-GARCH} with mixture of Gaussian kernels},
journal = {Comput. Manag. Sci.},
volume = {14},
number = {2},
pages = {179--196},
year = {2017},
url = {https://doi.org/10.1007/s10287-016-0267-0},
doi = {10.1007/S10287-016-0267-0},
timestamp = {Tue, 25 May 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/cms/BezerraA17.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/cms/BrandaH17,
author = {Martin Branda and
Step{\'{a}}n H{\'{a}}jek},
title = {Flow-based formulations for operational fixed interval scheduling
problems with random delays},
journal = {Comput. Manag. Sci.},
volume = {14},
number = {1},
pages = {161--177},
year = {2017},
url = {https://doi.org/10.1007/s10287-016-0262-5},
doi = {10.1007/S10287-016-0262-5},
timestamp = {Sun, 10 May 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/cms/BrandaH17.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/cms/BroadieS17,
author = {Mark Broadie and
Weiwei Shen},
title = {Numerical solutions to dynamic portfolio problems with upper bounds},
journal = {Comput. Manag. Sci.},
volume = {14},
number = {2},
pages = {215--227},
year = {2017},
url = {https://doi.org/10.1007/s10287-016-0270-5},
doi = {10.1007/S10287-016-0270-5},
timestamp = {Sun, 10 May 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/cms/BroadieS17.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/cms/DupacovaK17,
author = {Jitka Dupacov{\'{a}} and
V{\'{a}}clav Kozm{\'{\i}}k},
title = {{SDDP} for multistage stochastic programs: preprocessing via scenario
reduction},
journal = {Comput. Manag. Sci.},
volume = {14},
number = {1},
pages = {67--80},
year = {2017},
url = {https://doi.org/10.1007/s10287-016-0261-6},
doi = {10.1007/S10287-016-0261-6},
timestamp = {Sun, 10 May 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/cms/DupacovaK17.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/cms/Foschi17,
author = {Rachele Foschi},
title = {Optimal trial duration times for multiple change points products lifetime
distributions},
journal = {Comput. Manag. Sci.},
volume = {14},
number = {3},
pages = {423--441},
year = {2017},
url = {https://doi.org/10.1007/s10287-017-0285-6},
doi = {10.1007/S10287-017-0285-6},
timestamp = {Sun, 10 May 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/cms/Foschi17.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/cms/FrutosG17,
author = {Javier de Frutos and
V{\'{\i}}ctor Gat{\'{o}}n},
title = {Chebyshev reduced basis function applied to option valuation},
journal = {Comput. Manag. Sci.},
volume = {14},
number = {4},
pages = {465--491},
year = {2017},
url = {https://doi.org/10.1007/s10287-017-0287-4},
doi = {10.1007/S10287-017-0287-4},
timestamp = {Sun, 10 May 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/cms/FrutosG17.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/cms/GaudenziZ17,
author = {Marcellino Gaudenzi and
Antonino Zanette},
title = {Fast binomial procedures for pricing Parisian/ParAsian options},
journal = {Comput. Manag. Sci.},
volume = {14},
number = {3},
pages = {313--331},
year = {2017},
url = {https://doi.org/10.1007/s10287-017-0278-5},
doi = {10.1007/S10287-017-0278-5},
timestamp = {Sun, 02 Oct 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/cms/GaudenziZ17.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/cms/Georgiopoulos17,
author = {Nick Georgiopoulos},
title = {Pricing catastrophe bonds with multistage stochastic programming},
journal = {Comput. Manag. Sci.},
volume = {14},
number = {3},
pages = {297--312},
year = {2017},
url = {https://doi.org/10.1007/s10287-017-0277-6},
doi = {10.1007/S10287-017-0277-6},
timestamp = {Sun, 10 May 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/cms/Georgiopoulos17.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/cms/GrandonHH17,
author = {Tatiana Gonz{\'{a}}lez Grand{\'{o}}n and
Holger Heitsch and
Ren{\'{e}} Henrion},
title = {A joint model of probabilistic/robust constraints for gas transport
management in stationary networks},
journal = {Comput. Manag. Sci.},
volume = {14},
number = {3},
pages = {443--460},
year = {2017},
url = {https://doi.org/10.1007/s10287-017-0284-7},
doi = {10.1007/S10287-017-0284-7},
timestamp = {Thu, 27 Jul 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/cms/GrandonHH17.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/cms/HulstHN17,
author = {Dori van Hulst and
Dick den Hertog and
Wim Nuijten},
title = {Robust shift generation in workforce planning},
journal = {Comput. Manag. Sci.},
volume = {14},
number = {1},
pages = {115--134},
year = {2017},
url = {https://doi.org/10.1007/s10287-016-0265-2},
doi = {10.1007/S10287-016-0265-2},
timestamp = {Sun, 10 May 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/cms/HulstHN17.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/cms/KawasT17,
author = {Ban Kawas and
Aur{\'{e}}lie Thiele},
title = {Log-robust portfolio management with parameter ambiguity},
journal = {Comput. Manag. Sci.},
volume = {14},
number = {2},
pages = {229--256},
year = {2017},
url = {https://doi.org/10.1007/s10287-017-0275-8},
doi = {10.1007/S10287-017-0275-8},
timestamp = {Thu, 04 Jul 2024 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/cms/KawasT17.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/cms/KeutchayanGS17,
author = {Julien Keutchayan and
Michel Gendreau and
Antoine Saucier},
title = {Quality evaluation of scenario-tree generation methods for solving
stochastic programming problems},
journal = {Comput. Manag. Sci.},
volume = {14},
number = {3},
pages = {333--365},
year = {2017},
url = {https://doi.org/10.1007/s10287-017-0279-4},
doi = {10.1007/S10287-017-0279-4},
timestamp = {Sun, 10 May 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/cms/KeutchayanGS17.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/cms/KopaVTH17,
author = {Milos Kopa and
Sebastiano Vitali and
Tom{\'{a}}s Tich{\'{y}} and
Radek Hendrych},
title = {Implied volatility and state price density estimation: arbitrage analysis},
journal = {Comput. Manag. Sci.},
volume = {14},
number = {4},
pages = {559--583},
year = {2017},
url = {https://doi.org/10.1007/s10287-017-0283-8},
doi = {10.1007/S10287-017-0283-8},
timestamp = {Sat, 30 Sep 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/cms/KopaVTH17.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/cms/KopaW17,
author = {Milos Kopa and
Wolfram Wiesemann},
title = {Special issue on the 12th international conference on computational
management science},
journal = {Comput. Manag. Sci.},
volume = {14},
number = {1},
pages = {1--4},
year = {2017},
url = {https://doi.org/10.1007/s10287-017-0273-x},
doi = {10.1007/S10287-017-0273-X},
timestamp = {Sun, 10 May 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/cms/KopaW17.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/cms/Krivulin17,
author = {Nikolai Krivulin},
title = {Direct solution to constrained tropical optimization problems with
application to project scheduling},
journal = {Comput. Manag. Sci.},
volume = {14},
number = {1},
pages = {91--113},
year = {2017},
url = {https://doi.org/10.1007/s10287-016-0259-0},
doi = {10.1007/S10287-016-0259-0},
timestamp = {Sun, 10 May 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/cms/Krivulin17.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/cms/Krivulin17a,
author = {Nikolai Krivulin},
title = {Using tropical optimization to solve constrained minimax single-facility
location problems with rectilinear distance},
journal = {Comput. Manag. Sci.},
volume = {14},
number = {4},
pages = {493--518},
year = {2017},
url = {https://doi.org/10.1007/s10287-017-0289-2},
doi = {10.1007/S10287-017-0289-2},
timestamp = {Sun, 10 May 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/cms/Krivulin17a.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/cms/MaggioniPB17,
author = {Francesca Maggioni and
Florian A. Potra and
Marida Bertocchi},
title = {A scenario-based framework for supply planning under uncertainty:
stochastic programming versus robust optimization approaches},
journal = {Comput. Manag. Sci.},
volume = {14},
number = {1},
pages = {5--44},
year = {2017},
url = {https://doi.org/10.1007/s10287-016-0272-3},
doi = {10.1007/S10287-016-0272-3},
timestamp = {Sun, 10 May 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/cms/MaggioniPB17.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/cms/OrtobelliKT17,
author = {Sergio Ortobelli and
Noureddine Kouaissah and
Tom{\'{a}}s Tich{\'{y}}},
title = {On the impact of conditional expectation estimators in portfolio theory},
journal = {Comput. Manag. Sci.},
volume = {14},
number = {4},
pages = {535--557},
year = {2017},
url = {https://doi.org/10.1007/s10287-017-0282-9},
doi = {10.1007/S10287-017-0282-9},
timestamp = {Sun, 02 Oct 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/cms/OrtobelliKT17.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/cms/RuiterBBH17,
author = {Frans J. C. T. de Ruiter and
Aharon Ben{-}Tal and
Ruud Brekelmans and
Dick den Hertog},
title = {Robust optimization of uncertain multistage inventory systems with
inexact data in decision rules},
journal = {Comput. Manag. Sci.},
volume = {14},
number = {1},
pages = {45--66},
year = {2017},
url = {https://doi.org/10.1007/s10287-016-0253-6},
doi = {10.1007/S10287-016-0253-6},
timestamp = {Sun, 10 May 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/cms/RuiterBBH17.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/cms/Szabo17,
author = {Peter Szab{\'{o}}},
title = {Goldbach's conjecture in max-algebra},
journal = {Comput. Manag. Sci.},
volume = {14},
number = {1},
pages = {81--89},
year = {2017},
url = {https://doi.org/10.1007/s10287-016-0268-z},
doi = {10.1007/S10287-016-0268-Z},
timestamp = {Sun, 22 Oct 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/cms/Szabo17.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/cms/ValleRM17,
author = {Cristiano Arbex Valle and
Diana Roman and
Gautam Mitra},
title = {Novel approaches for portfolio construction using second order stochastic
dominance},
journal = {Comput. Manag. Sci.},
volume = {14},
number = {2},
pages = {257--280},
year = {2017},
url = {https://doi.org/10.1007/s10287-017-0274-9},
doi = {10.1007/S10287-017-0274-9},
timestamp = {Sun, 10 May 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/cms/ValleRM17.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/cms/VitaliMK17,
author = {Sebastiano Vitali and
Vittorio Moriggia and
Milos Kopa},
title = {Optimal pension fund composition for an Italian private pension plan
sponsor},
journal = {Comput. Manag. Sci.},
volume = {14},
number = {1},
pages = {135--160},
year = {2017},
url = {https://doi.org/10.1007/s10287-016-0263-4},
doi = {10.1007/S10287-016-0263-4},
timestamp = {Tue, 29 Dec 2020 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/cms/VitaliMK17.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/cms/WangT17,
author = {Shuyi Wang and
Aur{\'{e}}lie Thiele},
title = {A comparison between the robust risk-aware and risk-seeking managers
in R{\&}D portfolio management},
journal = {Comput. Manag. Sci.},
volume = {14},
number = {2},
pages = {197--213},
year = {2017},
url = {https://doi.org/10.1007/s10287-016-0271-4},
doi = {10.1007/S10287-016-0271-4},
timestamp = {Sun, 10 May 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/cms/WangT17.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/cms/ZhenH17,
author = {Jianzhe Zhen and
Dick den Hertog},
title = {Centered solutions for uncertain linear equations},
journal = {Comput. Manag. Sci.},
volume = {14},
number = {4},
pages = {585--610},
year = {2017},
url = {https://doi.org/10.1007/s10287-017-0290-9},
doi = {10.1007/S10287-017-0290-9},
timestamp = {Sun, 10 May 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/cms/ZhenH17.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
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