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isPartOf:"Journal of economic theory"
subject:"Portfolio selection"
~isPartOf:"INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"Mathematical methods of operations research"
~subject:"Mathematische Optimierung"
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Portfolio selection
Mathematische Optimierung
Theorie
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347
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212
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Bertsimas, Dimitris
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Journal of economic theory
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
Mathematical methods of operations research
European journal of operational research : EJOR
1,949
Computers & operations research : and their applications to problems of world concern ; an international journal
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INFORMS journal on computing : JOC
316
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International journal of production economics
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Finance research letters
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Top : an official journal of the Spanish Society of Statistics and Operations Research
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Transportation research / E : an international journal
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Journal of the Operational Research Society : OR
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International journal of theoretical and applied finance
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Journal of global optimization : an international journal dealing with theoretical and computational aspects of seeking global optima and their applications in science, management and engineering
118
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
116
Annals of operations research
115
Computational economics
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International transactions in operational research : ITOR ; a journal of the International Federation of Operational Research Societies (IFORS)
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ECONIS (ZBW)
467
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Tight and compact sample average approximation for joint chance-constrained problems with applications to optimal power flow
Porras, Álvaro
;
Domínguez, Concepción
;
Morales, Juan M.
- In:
INFORMS journal on computing : JOC ; charting new …
35
(
2023
)
6
,
pp. 1454-1469
Persistent link: https://www.econbiz.de/10014471529
Saved in:
2
Machine learning : supported prediction of dual variables for the cutting stock problem with an application in stabilized column generation
Kraul, Sebastian
;
Seizinger, Markus
;
Brunner, Jens O.
- In:
INFORMS journal on computing : JOC ; charting new …
35
(
2023
)
3
,
pp. 692-709
Persistent link: https://www.econbiz.de/10014328032
Saved in:
3
An iterated dual substitution approach for binary integer programming problems under the min-max regret criterion
Wu, Wei
;
Iori, Manuel
;
Martello, Silvano
;
Yagiura, Mutsunori
- In:
INFORMS journal on computing : JOC ; charting new …
34
(
2022
)
5
,
pp. 2523-2539
Persistent link: https://www.econbiz.de/10014325512
Saved in:
4
On a reduction for a class of resource allocation problems
Schoot Uiterkamp, Martijn H. H.
;
Gerards, Marco E. T.
; …
- In:
INFORMS journal on computing : JOC ; charting new …
34
(
2022
)
3
,
pp. 1387-1402
Persistent link: https://www.econbiz.de/10013361646
Saved in:
5
DiversiTree : a new method to efficiently compute diverse sets of near-optimal solutions to mixed-integer optimization problems
Ahanor, Izuwa
;
Medal, Hugh
;
Trapp, Andrew C.
- In:
INFORMS journal on computing : JOC ; charting new …
36
(
2024
)
1
,
pp. 61-77
Persistent link: https://www.econbiz.de/10014474830
Saved in:
6
Adjustable robust optimization with discrete uncertainty
Lefebvre, Henri
;
Malaguti, Enrico
;
Monaci, Michele
- In:
INFORMS journal on computing : JOC ; charting new …
36
(
2024
)
1
,
pp. 78-96
Persistent link: https://www.econbiz.de/10014474836
Saved in:
7
A numerically exact algorithm for the bin-packing problem
Baldacci, Roberto
;
Coniglio, Stefano
;
Cordeau, …
- In:
INFORMS journal on computing : JOC ; charting new …
36
(
2024
)
1
,
pp. 141-162
Persistent link: https://www.econbiz.de/10014474872
Saved in:
8
Automation of strategic data prioritization in system model calibration : sensor placement
Li, Tianyi
;
Dahleh, Munther A.
- In:
INFORMS journal on computing : JOC ; charting new …
36
(
2024
)
1
,
pp. 163-184
Persistent link: https://www.econbiz.de/10014474891
Saved in:
9
Fast continuous and integer L-shaped heuristics through supervised learning
Larsen, Eric
;
Frejinger, Emma
;
Gendron, Bernard
;
Lodi, …
- In:
INFORMS journal on computing : JOC ; charting new …
36
(
2024
)
1
,
pp. 203-223
Persistent link: https://www.econbiz.de/10014474917
Saved in:
10
Exact matrix factorization updates for nonlinear programming
Escobedo, Adolfo R.
- In:
INFORMS journal on computing : JOC ; charting new …
36
(
2024
)
1
,
pp. 245-265
Persistent link: https://www.econbiz.de/10014474919
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