| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A column generation mathematical programming approach for a class-faculty assignment problem with preferences
|
Al-Yakoob, Salem M.
|
|
2013
|
|
2 |
p. 297-318
|
artikel
|
| 2 |
A comparison between the robust risk-aware and risk-seeking managers in R&D portfolio management
|
Wang, Shuyi
|
|
2017
|
|
2 |
p. 197-213
|
artikel
|
| 3 |
A comprehensive study of domain-specific emoji meanings in sentiment classification
|
Mahmoudi, Nader
|
|
|
|
2 |
p. 159-197
|
artikel
|
| 4 |
A developed slope order index (SOI) for bottlenecks in projects and production lines
|
Asadabadi, Mehdi Rajabi
|
|
2017
|
|
2 |
p. 281-291
|
artikel
|
| 5 |
A dynamic Cournot–Nash game: a representation of a finitely repeated feedback game
|
Genc, Talat S.
|
|
2006
|
|
2 |
p. 141-157
|
artikel
|
| 6 |
Algorithms for computing Nash equilibria in deterministic LQ games
|
Engwerda, Jacob
|
|
2006
|
|
2 |
p. 113-140
|
artikel
|
| 7 |
Algorithms for the quickest path problem and the reliable quickest path problem
|
Calvete, Herminia I.
|
|
2012
|
|
2 |
p. 255-272
|
artikel
|
| 8 |
ALM models based on second order stochastic dominance
|
Alwohaibi, Maram
|
|
2018
|
|
2 |
p. 187-211
|
artikel
|
| 9 |
American option pricing under stochastic volatility: an efficient numerical approach
|
AitSahlia, Farid
|
|
2008
|
|
2 |
p. 171-187
|
artikel
|
| 10 |
American option pricing under stochastic volatility: an empirical evaluation
|
AitSahlia, Farid
|
|
2008
|
|
2 |
p. 189-206
|
artikel
|
| 11 |
An Improved Gradient Projection-based Decomposition Technique for Support Vector Machines
|
Zanni, Luca
|
|
2006
|
|
2 |
p. 131-145
|
artikel
|
| 12 |
Approximation for portfolio optimization in a financial market with shot-noise jumps
|
Putyatina, Oleksandra
|
|
2017
|
|
2 |
p. 161-186
|
artikel
|
| 13 |
Asset allocation under predictability and parameter uncertainty using LASSO
|
Rigamonti, Andrea
|
|
|
|
2 |
p. 179-201
|
artikel
|
| 14 |
A Stackelberg game for the Italian tax evasion problem
|
Gambarelli, Gianfranco
|
|
|
|
2 |
p. 295-307
|
artikel
|
| 15 |
A stochastic programming approach for multi-period portfolio optimization
|
Geyer, Alois
|
|
2008
|
|
2 |
p. 187-208
|
artikel
|
| 16 |
Bounds on mean absolute deviation portfolios under interval-valued expected future asset returns
|
Chaiyakan, Songkomkrit
|
|
|
|
2 |
p. 195-212
|
artikel
|
| 17 |
Breast Tumor Susceptibility to Chemotherapy Via Support Vector Machines
|
Fung, Glenn
|
|
2006
|
|
2 |
p. 103-112
|
artikel
|
| 18 |
Catastrophic risks and the pricing of catastrophe equity put options
|
Arnone, Massimo
|
|
|
|
2 |
p. 213-237
|
artikel
|
| 19 |
Computational management science special issue on “Robust Optimization and Applications”
|
Delage, Erick
|
|
2016
|
|
2 |
p. 147-149
|
artikel
|
| 20 |
Computational methods for incentive option valuation
|
Kallio, Markku
|
|
2008
|
|
2 |
p. 209-231
|
artikel
|
| 21 |
Computational study of the GDPO dual phase-1 algorithm
|
Maros, István
|
|
2009
|
|
2 |
p. 207-223
|
artikel
|
| 22 |
Computation of the Delta of European options under stochastic volatility models
|
Yolcu-Okur, Yeliz
|
|
2018
|
|
2 |
p. 213-237
|
artikel
|
| 23 |
Computations in stochastic programming
|
Schultz, Rudiger
|
|
2015
|
|
2 |
p. 219-220
|
artikel
|
| 24 |
Computing credit valuation adjustment solving coupled PIDEs in the Bates model
|
Goudenège, Ludovic
|
|
|
|
2 |
p. 163-178
|
artikel
|
| 25 |
Correction to: Parallel and distributed computing for stochastic dual dynamic programming
|
Ávila, D.
|
|
|
|
2 |
p. 227-228
|
artikel
|
| 26 |
Cutting plane algorithms for mean-CVaR portfolio optimization with nonconvex transaction costs
|
Takano, Yuichi
|
|
2014
|
|
2 |
p. 319-340
|
artikel
|
| 27 |
DCA for solving the scheduling of lifting vehicle in an automated port container terminal
|
Le, Hoai Minh
|
|
2012
|
|
2 |
p. 273-286
|
artikel
|
| 28 |
Decision-making from a risk assessment perspective for Corporate Mergers and Acquisitions
|
Lee, Jinwook
|
|
2014
|
|
2 |
p. 243-266
|
artikel
|
| 29 |
Decomposition for adjustable robust linear optimization subject to uncertainty polytope
|
Ayoub, Josette
|
|
2016
|
|
2 |
p. 219-239
|
artikel
|
| 30 |
Determination and estimation of risk aversion coefficients
|
Bodnar, Taras
|
|
2018
|
|
2 |
p. 297-317
|
artikel
|
| 31 |
Developments in differential game theory and numerical methods: economic and management applications
|
Jørgensen, Steffen
|
|
2006
|
|
2 |
p. 159-181
|
artikel
|
| 32 |
Dynamic games in management science with interest rate uncertainty
|
Yeung, David W. K.
|
|
2007
|
|
2 |
p. 205-225
|
artikel
|
| 33 |
Editorial
|
Fleten, Stein-Erik
|
|
|
|
2 |
p. 161-162
|
artikel
|
| 34 |
Enhancing finite difference approximations for double barrier options: mesh optimization and repeated Richardson extrapolation
|
Ballestra, Luca Vincenzo
|
|
|
|
2 |
p. 239-263
|
artikel
|
| 35 |
Erratum to: A copula-based heuristic for scenario generation
|
Kaut, Michal
|
|
2014
|
|
2 |
p. 341-343
|
artikel
|
| 36 |
Erratum to: Polyhedral approximation of ellipsoidal uncertainty sets via extended formulations: a computational case study
|
Bärmann, Andreas
|
|
2016
|
|
2 |
p. 293-296
|
artikel
|
| 37 |
ESG score prediction through random forest algorithm
|
D’Amato, Valeria
|
|
|
|
2 |
p. 347-373
|
artikel
|
| 38 |
Evaluation of scenario reduction algorithms with nested distance
|
Horejšová, Markéta
|
|
|
|
2 |
p. 241-275
|
artikel
|
| 39 |
Exploiting structure in parallel implementation of interior point methods for optimization
|
Gondzio, Jacek
|
|
2008
|
|
2 |
p. 135-160
|
artikel
|
| 40 |
Fixed-size Least Squares Support Vector Machines: A Large Scale Application in Electrical Load Forecasting
|
Espinoza, Marcelo
|
|
2006
|
|
2 |
p. 113-129
|
artikel
|
| 41 |
Foreword
|
Trafalis, Theodore B.
|
|
2006
|
|
2 |
p. 101-102
|
artikel
|
| 42 |
Introduction to the special issue on computational optimization under uncertainty
|
Hochreiter, Ronald
|
|
2008
|
|
2 |
p. 115-116
|
artikel
|
| 43 |
IPM based sparse LP solver on a heterogeneous processor
|
Eleyat, Mujahed
|
|
2012
|
|
2 |
p. 287-299
|
artikel
|
| 44 |
Likelihood robust optimization for data-driven problems
|
Wang, Zizhuo
|
|
2015
|
|
2 |
p. 241-261
|
artikel
|
| 45 |
Log-robust portfolio management with parameter ambiguity
|
Kawas, Ban
|
|
2017
|
|
2 |
p. 229-256
|
artikel
|
| 46 |
Modeling and implementation of local volatility surfaces in Bayesian framework
|
Animoku, Abdulwahab
|
|
2018
|
|
2 |
p. 239-258
|
artikel
|
| 47 |
Modeling flexible generator operating regions via chance-constrained stochastic unit commitment
|
Singh, Bismark
|
|
|
|
2 |
p. 309-326
|
artikel
|
| 48 |
Multi-period forecasting and scenario generation with limited data
|
Rios, Ignacio
|
|
2015
|
|
2 |
p. 267-295
|
artikel
|
| 49 |
New product launch decisions with robust optimization
|
Cetinkaya, Elcin
|
|
2015
|
|
2 |
p. 263-292
|
artikel
|
| 50 |
Non-Parametric Regression Methods
|
Ince, Huseyin
|
|
2006
|
|
2 |
p. 161-174
|
artikel
|
| 51 |
Novel approaches for portfolio construction using second order stochastic dominance
|
Valle, Cristiano Arbex
|
|
2017
|
|
2 |
p. 257-280
|
artikel
|
| 52 |
Numerical solutions to coupled-constraint (or generalised Nash) equilibrium problems
|
Krawczyk, Jacek
|
|
2006
|
|
2 |
p. 183-204
|
artikel
|
| 53 |
Numerical solutions to dynamic portfolio problems with upper bounds
|
Broadie, Mark
|
|
2017
|
|
2 |
p. 215-227
|
artikel
|
| 54 |
On the application of Wishart process to the pricing of equity derivatives: the multi-asset case
|
La Bua, Gaetano
|
|
|
|
2 |
p. 149-176
|
artikel
|
| 55 |
On the average performance of the adjustable RO and its use as an offline tool for multi-period production planning under uncertainty
|
Melamed, Michal
|
|
2016
|
|
2 |
p. 293-315
|
artikel
|
| 56 |
On variance reduction of mean-CVaR Monte Carlo estimators
|
Kozmík, Václav
|
|
2014
|
|
2 |
p. 221-242
|
artikel
|
| 57 |
Optimal inventory policy through dual sourcing
|
Davison, Matthew
|
|
|
|
2 |
p. 327-355
|
artikel
|
| 58 |
Optimal routing of vehicles with communication capabilities in disasters
|
Jin, Mingzhou
|
|
2008
|
|
2 |
p. 121-137
|
artikel
|
| 59 |
Optimal stopping problems by two or more decision makers: a survey
|
Abdelaziz, Fouad Ben
|
|
2006
|
|
2 |
p. 89-111
|
artikel
|
| 60 |
Optimal versus satisfactory decision making: a case study of sales with a target
|
Krawczyk, Jacek B.
|
|
2012
|
|
2 |
p. 233-254
|
artikel
|
| 61 |
Parallel and distributed computing for stochastic dual dynamic programming
|
Ávila, D.
|
|
|
|
2 |
p. 199-226
|
artikel
|
| 62 |
Polyhedral approximation of ellipsoidal uncertainty sets via extended formulations: a computational case study
|
Bärmann, Andreas
|
|
2015
|
|
2 |
p. 151-193
|
artikel
|
| 63 |
Portfolio selection under supply chain predictability
|
Bjerring, Thomas Trier
|
|
2018
|
|
2 |
p. 139-159
|
artikel
|
| 64 |
Portfolio stress testing applied to commodity futures
|
Paraschiv, Florentina
|
|
|
|
2 |
p. 203-240
|
artikel
|
| 65 |
Preface
|
Pflug, Georg
|
|
2012
|
|
2 |
p. 161-162
|
artikel
|
| 66 |
Putting a price tag on temperature
|
Xiong, Heng
|
|
2017
|
|
2 |
p. 259-296
|
artikel
|
| 67 |
Reformulation versus cutting-planes for robust optimization
|
Bertsimas, Dimitris
|
|
2015
|
|
2 |
p. 195-217
|
artikel
|
| 68 |
Risk aversion for an electricity retailer with second-order stochastic dominance constraints
|
Carrión, Miguel
|
|
2008
|
|
2 |
p. 233-250
|
artikel
|
| 69 |
Scenario tree construction driven by heuristic solutions of the optimization problem
|
Prochazka, Vit
|
|
|
|
2 |
p. 277-307
|
artikel
|
| 70 |
Scenario tree reduction for multistage stochastic programs
|
Heitsch, Holger
|
|
2008
|
|
2 |
p. 117-133
|
artikel
|
| 71 |
Single cut and multicut stochastic dual dynamic programming with cut selection for multistage stochastic linear programs: convergence proof and numerical experiments
|
Bandarra, Michelle
|
|
|
|
2 |
p. 125-148
|
artikel
|
| 72 |
Solving a large scale semi-definite logit model
|
Konno, Hiroshi
|
|
2008
|
|
2 |
p. 111-120
|
artikel
|
| 73 |
Solving generation expansion planning problems with environmental constraints by a bundle method
|
Sagastizábal, Claudia
|
|
2012
|
|
2 |
p. 163-182
|
artikel
|
| 74 |
Some new perspectives for solving 0–1 integer programming problems using Balas method
|
Glover, J.
|
|
|
|
2 |
p. 177-193
|
artikel
|
| 75 |
Special issue on dynamic games
|
Zaccour, Georges
|
|
2006
|
|
2 |
p. 87-88
|
artikel
|
| 76 |
Stochastic optimization models for a single-sink transportation problem
|
Maggioni, Francesca
|
|
2008
|
|
2 |
p. 251-267
|
artikel
|
| 77 |
Supply chain network operations management of a blood banking system with cost and risk minimization
|
Nagurney, Anna
|
|
2011
|
|
2 |
p. 205-231
|
artikel
|
| 78 |
Support Vector Machine as an Efficient Framework for Stock Market Volatility Forecasting
|
Gavrishchaka, Valeriy V.
|
|
2006
|
|
2 |
p. 147-160
|
artikel
|
| 79 |
Testing the structure of multistage stochastic programs
|
Dupačová, Jitka
|
|
2008
|
|
2 |
p. 161-185
|
artikel
|
| 80 |
The nested Sinkhorn divergence to learn the nested distance
|
Pichler, Alois
|
|
|
|
2 |
p. 269-293
|
artikel
|
| 81 |
Theoretical and algorithmic advances in multi-parametric programming and control
|
Pistikopoulos, Efstratios N.
|
|
2012
|
|
2 |
p. 183-203
|
artikel
|
| 82 |
The spot and balancing markets for electricity: open- and closed-loop equilibrium models
|
Boomsma, Trine Krogh
|
|
|
|
2 |
p. 309-346
|
artikel
|
| 83 |
Towards a practical parallelisation of the simplex method
|
Hall, J. A. J.
|
|
2008
|
|
2 |
p. 139-170
|
artikel
|
| 84 |
Twenty-five years of applied mathematical programming and modelling
|
Erlwein-Sayer, Christina
|
|
2018
|
|
2 |
p. 135-137
|
artikel
|
| 85 |
Volatility forecasting via SVR–GARCH with mixture of Gaussian kernels
|
Bezerra, Pedro Correia S.
|
|
2016
|
|
2 |
p. 179-196
|
artikel
|
| 86 |
Welfare and research and development incentive effects of uniform and differential pricing schemes
|
Gnecco, Giorgio
|
|
|
|
2 |
p. 229-268
|
artikel
|
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