Search Results - isPartOf:"Computational Management Science"

Notes on random optimal control equilibrium problem via stochastic inverse variational inequalities

Barbagallo, Annamaria; Pansera, Bruno Antonio; Ferrara, … - In: Computational management science 21 (2024) 1, pp. 1-21

Persistent link: https://www.econbiz.de/10014636789

Using interpolated implied volatility for analysing exogenous market changes

Maciak, Matúš; Vitali, Sebastiano - In: Computational management science 21 (2024) 1, pp. 1-21

Persistent link: https://www.econbiz.de/10014636790

Handling of long-term storage in multi-horizon stochastic programs

Kaut, Michal - In: Computational management science 21 (2024) 1, pp. 1-26

Persistent link: https://www.econbiz.de/10014636794

Predicting Airbnb pricing : a comparative analysis of artificial intelligence and traditional approaches

Camatti, Nicola; Di Tollo, Giacomo; Filograsso, Gianni; … - In: Computational management science 21 (2024) 1, pp. 1-25

Persistent link: https://www.econbiz.de/10014636800

Decomposition methods for multi-horizon stochastic programming

Zhang, Hongyu; Grossmann, Ignacio E.; Tomasgard, Asgeir - In: Computational management science 21 (2024) 1, pp. 1-24

Persistent link: https://www.econbiz.de/10014636804

Optimal investment by large consumers in an electricity market with generator market power

Verma, Pranjal Pragya; Hesamzadeh, Mohammad Reza; … - In: Computational management science 21 (2024) 1, pp. 1-56

Persistent link: https://www.econbiz.de/10014636815

Applying and benchmarking a stochastic programming-based bidding strategy for day-ahead hydropower scheduling

Aasgård, Ellen Krohn; Xing, Liyuan; Fleten, Stein-Erik; … - In: Computational management science 21 (2024) 2, pp. 1-24

Persistent link: https://www.econbiz.de/10015195795

Why there is no need to use a big-M in linear bilevel optimization: a computational study of two ready-to-use approaches

Kleinert, Thomas; Schmidt, Martin - In: Computational Management Science 20 (2023)

Linear bilevel optimization problems have gained increasing attention both in theory as well as in practical applications of Operations Research (OR) during the last years and decades. The latter is mainly due to the ability of this class of problems to model hierarchical decision processes....

Persistent link: https://www.econbiz.de/10015165540

Using machine learning prediction models for quality control : a case study from the automotive industry

Msakni, Mohamed Kais; Risan, Anders; Schütz, Peter - In: Computational management science 20 (2023) 1, pp. 1-28

Persistent link: https://www.econbiz.de/10014391952

Investment disputes and their explicit role in option market uncertainty and overall risk instability

Drábek, Zdeněk; Kopa, Miloš; Maciak, Matúš; … - In: Computational management science 20 (2023) 1, pp. 1-25

Persistent link: https://www.econbiz.de/10014391957