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A successive linear programming algorithm with non-linear time series for the reservoir management problem
Gauvin, Charles; Delage, Erick; Gendreau, Michel - In: Computational Management Science : CMS 15 (2018) 1, pp. 55-86
Persistent link: https://www.econbiz.de/10011860866
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Airline network revenue management by multistage stochastic programming
Möller, Andris; Römisch, Werner; Weber, Klaus - In: Computational Management Science : CMS 5 (2008) 4, pp. 355-377
Persistent link: https://www.econbiz.de/10003758299
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On multistage Stochastic Integer Programming for incorporating logical constraints in asset and liability management under uncertainty
Escudero, Laureano F.; Garín, María Araceli; Merino, … - In: Computational Management Science : CMS 6 (2009) 3, pp. 307-327
Persistent link: https://www.econbiz.de/10003862187
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A discrete approach to designing optimal hedging-point control policies for production-inventory systems with general stochastic behavior
Khoury, B. N. - In: Computational Management Science : CMS 6 (2009) 4, pp. 399-409
Persistent link: https://www.econbiz.de/10003881958
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American option pricing under stochastic volatility : an efficient numerical approach
AitSahlia, Farid; Goswami, Manisha; Guha, Suchandan - In: Computational Management Science : CMS 7 (2010) 2, pp. 171-187
Persistent link: https://www.econbiz.de/10003954086
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American option pricing under stochastic volatility : an empirical evaluation
AitSahlia, Farid; Goswami, Manisha; Guha, Suchandan - In: Computational Management Science : CMS 7 (2010) 2, pp. 189-206
Persistent link: https://www.econbiz.de/10003954092
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Exact simulation of final, minimal and maximal values of Brownian motion and jump-diffusions with applications to option pricing
Becker, Martin - In: Computational Management Science : CMS 7 (2010) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10003922191
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Progressive hedging innovations for a class of stochastic mixed-integer resource allocation problems
Watson, Jean-Paul; Woodruff, David L. - In: Computational Management Science : CMS 8 (2011) 4, pp. 355-370
Persistent link: https://www.econbiz.de/10009314925
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Single source single-commodity stochastic network design
Thapalia, Biju K.; Wallace, Stein W.; Kaut, Michal; … - In: Computational Management Science : CMS 9 (2012) 1, pp. 139-160
Persistent link: https://www.econbiz.de/10009426591
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Multi-period forecasting and scenario generation with limited data
Rios, Ignacio; Wets, Roger J.-B.; Woodruff, David L. - In: Computational Management Science : CMS 12 (2015) 2, pp. 267-295
Persistent link: https://www.econbiz.de/10010513410