[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]
IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
1990 | 0 | 0.08 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.04 | |||||
1991 | 0 | 0.08 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.04 | |||||
1992 | 0 | 0.09 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.04 | |||||
1993 | 0 | 0.1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.05 | |||||
1994 | 0 | 0.11 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.06 | |||||
1995 | 0 | 0.2 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.08 | |||||
1996 | 0 | 0.22 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.1 | |||||
1997 | 0 | 0.23 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.1 | |||||
1998 | 0 | 0.27 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.12 | |||||
1999 | 0 | 0.29 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.14 | |||||
2000 | 0 | 0.34 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.15 | |||||
2001 | 0 | 0.36 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.16 | |||||
2002 | 0 | 0.4 | 0 | 0 | 0 | 0 | 0 | 2 | 0 | 0 | 0 | 0 | 0.21 | |||||
2003 | 0 | 0.41 | 0 | 0 | 5 | 5 | 12 | 2 | 0 | 0 | 0 | 0 | 0.2 | |||||
2004 | 0 | 0.46 | 0.06 | 0 | 12 | 17 | 37 | 3 | 5 | 5 | 0 | 0 | 0.21 | |||||
2005 | 0.12 | 0.47 | 0.11 | 0.12 | 21 | 38 | 123 | 3 | 7 | 17 | 2 | 17 | 2 | 0 | 1 | 0.05 | 0.22 | |
2006 | 0.15 | 0.47 | 0.1 | 0.16 | 21 | 59 | 91 | 6 | 13 | 33 | 5 | 38 | 6 | 0 | 0 | 0.21 | ||
2007 | 0.21 | 0.42 | 0.17 | 0.2 | 18 | 77 | 65 | 12 | 26 | 42 | 9 | 59 | 12 | 0 | 0 | 0.19 | ||
2008 | 0.13 | 0.45 | 0.13 | 0.14 | 20 | 97 | 194 | 13 | 39 | 39 | 5 | 77 | 11 | 1 | 7.7 | 2 | 0.1 | 0.21 |
2009 | 0.16 | 0.44 | 0.16 | 0.2 | 29 | 126 | 75 | 19 | 59 | 38 | 6 | 92 | 18 | 0 | 0 | 0.21 | ||
2010 | 0.1 | 0.44 | 0.24 | 0.21 | 21 | 147 | 47 | 34 | 95 | 49 | 5 | 109 | 23 | 1 | 2.9 | 1 | 0.05 | 0.18 |
2011 | 0.1 | 0.46 | 0.3 | 0.26 | 21 | 168 | 118 | 49 | 145 | 50 | 5 | 109 | 28 | 11 | 22.4 | 1 | 0.05 | 0.21 |
2012 | 0.29 | 0.47 | 0.4 | 0.39 | 28 | 196 | 89 | 79 | 224 | 42 | 12 | 109 | 43 | 4 | 5.1 | 3 | 0.11 | 0.19 |
2013 | 0.37 | 0.53 | 0.44 | 0.38 | 20 | 216 | 147 | 93 | 318 | 49 | 18 | 119 | 45 | 5 | 5.4 | 5 | 0.25 | 0.22 |
2014 | 0.67 | 0.55 | 0.57 | 0.48 | 28 | 244 | 41 | 139 | 457 | 48 | 32 | 119 | 57 | 5 | 3.6 | 3 | 0.11 | 0.21 |
2015 | 0.46 | 0.55 | 0.45 | 0.5 | 30 | 274 | 53 | 122 | 579 | 48 | 22 | 118 | 59 | 5 | 4.1 | 4 | 0.13 | 0.21 |
2016 | 0.14 | 0.56 | 0.54 | 0.5 | 31 | 305 | 53 | 166 | 745 | 58 | 8 | 127 | 64 | 14 | 8.4 | 4 | 0.13 | 0.2 |
2017 | 0.38 | 0.58 | 0.51 | 0.54 | 30 | 335 | 11 | 172 | 917 | 61 | 23 | 137 | 74 | 10 | 5.8 | 3 | 0.1 | 0.21 |
2018 | 0.26 | 0.7 | 0.47 | 0.45 | 27 | 362 | 15 | 170 | 1087 | 61 | 16 | 139 | 62 | 8 | 4.7 | 1 | 0.04 | 0.28 |
2019 | 0.33 | 0.88 | 0.48 | 0.36 | 32 | 394 | 7 | 190 | 1277 | 57 | 19 | 146 | 53 | 10 | 5.3 | 5 | 0.16 | 0.33 |
IF: | Impact Factor: C2Y / D2Y |
AIF: | Average Impact Factor for series in RePEc in year y |
CIF: | Cumulative impact factor |
IF5: | Impact Factor: C5Y / D5Y |
DOC: | Number of documents published in year y |
CDO: | Cumulative number of documents published until year y |
CIT: | Number of citations to papers published in year y |
NCI: | Number of citations in year y |
CCU: | Cumulative number of citations to papers published until year y |
D2Y: | Number of articles published in y-1 plus y-2 |
C2Y: | Cites in y to articles published in y-1 plus y-2 |
D5Y: | Number of articles published in y-1 until y-5 |
C5Y: | Cites in y to articles published in y-1 until y-5 |
SC: | selft citations in y to articles published in y-1 plus y-2 |
%SC: | Percentage of selft citations in y to articles published in y-1 plus y-2 |
CiY: | Cites in year y to documents published in year y |
II: | Immediacy Index: CiY / Documents. |
AII: | Average Immediacy Index for series in RePEc in year y |
# | Year | Title | Cited |
---|---|---|---|
1 | 2008 | ETSAP-TIAM: the TIMES integrated assessment model Part I: Model structure. (2008). Labriet, Maryse ; Loulou, Richard . In: Computational Management Science. RePEc:spr:comgts:v:5:y:2008:i:1:p:7-40. Full description at Econpapers || Download paper | 116 |
2 | 2008 | ETSAP-TIAM: the TIMES integrated assessment model. part II: mathematical formulation. (2008). Loulou, Richard . In: Computational Management Science. RePEc:spr:comgts:v:5:y:2008:i:1:p:41-66. Full description at Econpapers || Download paper | 108 |
3 | 2005 | Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games. (2005). Pang, Jong-Shi ; Fukushima, Masao. In: Computational Management Science. RePEc:spr:comgts:v:2:y:2005:i:1:p:21-56. Full description at Econpapers || Download paper | 75 |
4 | 2013 | Assessing interbank contagion using simulated networks. (2013). Kok, Christoffer ; Halaj, Grzegorz ; Haaj, Grzegorz. In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:2:p:157-186. Full description at Econpapers || Download paper | 49 |
5 | 2013 | Network analysis of the e-MID overnight money market: the informational value of different aggregation levels for intrinsic dynamic processes. (2013). Fricke, Daniel ; Lux, Thomas ; Finger, Karl . In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:2:p:187-211. Full description at Econpapers || Download paper | 42 |
6 | 2009 | Scenario tree reduction for multistage stochastic programs. (2009). Heitsch, Holger ; Romisch, Werner. In: Computational Management Science. RePEc:spr:comgts:v:6:y:2009:i:2:p:117-133. Full description at Econpapers || Download paper | 25 |
7 | 2012 | Real options analysis of investment in carbon capture and sequestration technology. (2012). Siddiqui, Afzal ; Heydari, Somayeh ; Ovenden, Nick . In: Computational Management Science. RePEc:spr:comgts:v:9:y:2012:i:1:p:109-138. Full description at Econpapers || Download paper | 25 |
8 | 2006 | Integrated Chance Constraints: Reduced Forms and an Algorithm. (2006). Vlerk, Maarten ; Haneveld, Willem. In: Computational Management Science. RePEc:spr:comgts:v:3:y:2006:i:4:p:245-269. Full description at Econpapers || Download paper | 24 |
9 | 2008 | GEMINI-E3, a general equilibrium model of internationalânational interactions between economy, energy and the environment. (2008). Vielle, Marc ; Bernard, Alain. In: Computational Management Science. RePEc:spr:comgts:v:5:y:2008:i:3:p:173-206. Full description at Econpapers || Download paper | 22 |
10 | 2006 | Computational aspects of minimizing conditional value-at-risk. (2006). Kunzi-Bay, Alexandra ; Mayer, Janos. In: Computational Management Science. RePEc:spr:comgts:v:3:y:2006:i:1:p:3-27. Full description at Econpapers || Download paper | 22 |
11 | 2012 | Supply chain network operations management of a blood banking system with cost and risk minimization. (2012). Masoumi, Amir ; Yu, Min ; Nagurney, Anna. In: Computational Management Science. RePEc:spr:comgts:v:9:y:2012:i:2:p:205-231. Full description at Econpapers || Download paper | 21 |
12 | 2011 | Multiobjective optimization using differential evolution for real-world portfolio optimization. (2011). Paterlini, Sandra ; Krink, Thiemo . In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:1:p:157-179. Full description at Econpapers || Download paper | 20 |
13 | 2011 | Progressive hedging innovations for a class of stochastic mixed-integer resource allocation problems. (2011). Woodruff, David ; Watson, Jean-Paul. In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:4:p:355-370. Full description at Econpapers || Download paper | 20 |
14 | 2008 | Linking energy system and macroeconomic growth models. (2008). Edenhofer, Ottmar ; Bauer, Nico ; Kypreos, Socrates. In: Computational Management Science. RePEc:spr:comgts:v:5:y:2008:i:1:p:95-117. Full description at Econpapers || Download paper | 19 |
15 | 2012 | An approximate dynamic programming framework for modeling global climate policy under decision-dependent uncertainty. (2012). Webster, Mort ; Parpas, Panos ; Santen, Nidhi . In: Computational Management Science. RePEc:spr:comgts:v:9:y:2012:i:3:p:339-362. Full description at Econpapers || Download paper | 18 |
16 | 2015 | Constructing optimal sparse portfolios using regularization methods. (2015). Winker, Peter ; Fastrich, B. ; Paterlini, S.. In: Computational Management Science. RePEc:spr:comgts:v:12:y:2015:i:3:p:417-434. Full description at Econpapers || Download paper | 18 |
17 | 2006 | Leader-Follower Equilibria for Electric Power and NO x Allowances Markets. (2006). Hobbs, Benjamin ; Chen, Yihsu ; Munson, Todd ; Leyffer, Sven . In: Computational Management Science. RePEc:spr:comgts:v:3:y:2006:i:4:p:307-330. Full description at Econpapers || Download paper | 17 |
18 | 2004 | Finding the optimal solution to the Huff based competitive location model. (2004). Drezner, Tammy. In: Computational Management Science. RePEc:spr:comgts:v:1:y:2004:i:2:p:193-208. Full description at Econpapers || Download paper | 17 |
19 | 2011 | Restricted generalized Nash equilibria and controlled penalty algorithm. (2011). Fukushima, Masao. In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:3:p:201-218. Full description at Econpapers || Download paper | 14 |
20 | 2008 | An oracle based method to compute a coupled equilibrium in a model of international climate policy. (2008). Vielle, Marc ; Haurie, Alain ; Viguier, Laurent ; Drouet, Laurent ; Vial, Jean-Philippe ; Moresino, Francesco. In: Computational Management Science. RePEc:spr:comgts:v:5:y:2008:i:1:p:119-140. Full description at Econpapers || Download paper | 14 |
21 | 2007 | Numerical solutions to coupled-constraint (or generalised Nash) equilibrium problems. (2007). Krawczyk, Jacek. In: Computational Management Science. RePEc:spr:comgts:v:4:y:2007:i:2:p:183-204. Full description at Econpapers || Download paper | 14 |
22 | 2005 | Global optimization of mixed-integer bilevel programming problems. (2005). Floudas, Christodoulos ; Gumu, Zeynep. In: Computational Management Science. RePEc:spr:comgts:v:2:y:2005:i:3:p:181-212. Full description at Econpapers || Download paper | 13 |
23 | 2007 | Equity Models in Planar Location. (2007). Drezner, Tammy. In: Computational Management Science. RePEc:spr:comgts:v:4:y:2007:i:1:p:1-16. Full description at Econpapers || Download paper | 13 |
24 | 2016 | Reformulation versus cutting-planes for robust optimization. (2016). Bertsimas, Dimitris ; Lubin, Miles ; Dunning, Iain . In: Computational Management Science. RePEc:spr:comgts:v:13:y:2016:i:2:d:10.1007_s10287-015-0236-z. Full description at Econpapers || Download paper | 12 |
25 | 2011 | Dynamic modeling of mean-reverting spreads for statistical arbitrage. (2011). Triantafyllopoulos, Kostas ; Montana, Giovanni. In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:1:p:23-49. Full description at Econpapers || Download paper | 11 |
26 | 2010 | An exact solution framework for a broad class of vehicle routing problems. (2010). Mingozzi, Aristide ; Roberti, Roberto ; Baldacci, Roberto ; Bartolini, Enrico . In: Computational Management Science. RePEc:spr:comgts:v:7:y:2010:i:3:p:229-268. Full description at Econpapers || Download paper | 11 |
27 | 2013 | Ecological-economic modelling for the sustainable management of biodiversity. (2013). PEREAU, Jean-Christophe ; Mouysset, Lauriane ; Doyen, Luc ; Cisse, A. ; Gourguet, S. ; P.-Y. Hardy, ; Thebaud, O. ; J.-C. Pereau, ; Jiguet, F. ; Blanchard, F. ; Bene, C.. In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:4:p:353-364. Full description at Econpapers || Download paper | 10 |
28 | 2011 | On the role of norm constraints in portfolio selection. (2011). Takeda, Akiko ; Gotoh, Jun-Ya. In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:4:p:323-353. Full description at Econpapers || Download paper | 10 |
29 | 2010 | Formulation and analysis of horizontal mergers among oligopolistic firms with insights into the merger paradox: a supply chain network perspective. (2010). Nagurney, Anna. In: Computational Management Science. RePEc:spr:comgts:v:7:y:2010:i:4:p:377-406. Full description at Econpapers || Download paper | 10 |
30 | 2009 | Stochastic optimization models for a single-sink transportation problem. (2009). Maggioni, Francesca ; Kaut, Michal ; Bertazzi, Luca. In: Computational Management Science. RePEc:spr:comgts:v:6:y:2009:i:2:p:251-267. Full description at Econpapers || Download paper | 9 |
31 | 2013 | Simple measure of similarity for the market graph construction. (2013). Koldanov, Alexander ; Kalyagin, Valery ; Pardalos, Panos ; Bautin, Grigory . In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:2:p:105-124. Full description at Econpapers || Download paper | 9 |
32 | 2013 | Computation of viability kernels: a case study of by-catch fisheries. (2013). Pharo, Alastair ; Krawczyk, Jacek ; Sinclair, Stewart ; Serea, Oana . In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:4:p:365-396. Full description at Econpapers || Download paper | 9 |
33 | 2011 | Day-ahead market bidding for a Nordic hydropower producer: taking the Elbas market into account. (2011). Fleten, Stein-Erik ; Faria, Eduardo ; Stein- Erik Fleten, . In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:1:p:75-101. Full description at Econpapers || Download paper | 9 |
34 | 2006 | An adaptive Monte Carlo algorithm for computing mixed logit estimators. (2006). Cirillo, Cinzia ; Toint, Philippe ; Bastin, Fabian. In: Computational Management Science. RePEc:spr:comgts:v:3:y:2006:i:1:p:55-79. Full description at Econpapers || Download paper | 9 |
35 | 2003 | Pricing early exercise contracts in incomplete markets. (2003). Oberman, A. ; Zariphopoulou, T.. In: Computational Management Science. RePEc:spr:comgts:v:1:y:2003:i:1:p:75-107. Full description at Econpapers || Download paper | 9 |
36 | 2008 | The secondary benefits of climate change mitigation: an overlapping generations approach. (2008). Leach, Andrew ; Bahn, Olivier . In: Computational Management Science. RePEc:spr:comgts:v:5:y:2008:i:3:p:233-257. Full description at Econpapers || Download paper | 9 |
37 | 2011 | Mean-variance versus expected utility in dynamic investment analysis. (2011). Zhao, Yonggan ; MacLean, Leonard ; Ziemba, William. In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:1:p:3-22. Full description at Econpapers || Download paper | 9 |
38 | 2013 | A robust meta-game for climate negotiations. (2013). Vielle, Marc ; Haurie, Alain ; Babonneau, Frederic. In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:4:p:299-329. Full description at Econpapers || Download paper | 9 |
39 | 2016 | Likelihood robust optimization for data-driven problems. (2016). Glynn, Peter W ; Wang, Zizhuo ; Ye, Yinyu . In: Computational Management Science. RePEc:spr:comgts:v:13:y:2016:i:2:d:10.1007_s10287-015-0240-3. Full description at Econpapers || Download paper | 8 |
40 | 2013 | Financial contagion: extending the exposures network of the Mexican financial system. (2013). Lopez-Gallo, Fabrizio ; Martinez-Jaramillo, Serafin ; Solorzano-Margain, Juan . In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:2:p:125-155. Full description at Econpapers || Download paper | 8 |
41 | 2009 | Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games. (2009). Pang, Jong-Shi ; Fukushima, Masao. In: Computational Management Science. RePEc:spr:comgts:v:6:y:2009:i:3:p:373-375. Full description at Econpapers || Download paper | 8 |
42 | 2005 | Partitioning procedures for solving mixed-variables programming problems. (2005). Benders, J.. In: Computational Management Science. RePEc:spr:comgts:v:2:y:2005:i:1:p:3-19. Full description at Econpapers || Download paper | 8 |
43 | 2011 | Shape-based scenario generation using copulas. (2011). Wallace, Stein ; Kaut, Michal . In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:1:p:181-199. Full description at Econpapers || Download paper | 8 |
44 | 2015 | A scalable solution framework for stochastic transmission and generation planning problems. (2015). Watson, Jean-Paul ; Munoz, Francisco . In: Computational Management Science. RePEc:spr:comgts:v:12:y:2015:i:4:p:491-518. Full description at Econpapers || Download paper | 8 |
45 | 2005 | Integer programming approaches in mean-risk models. (2005). Konno, Hiroshi ; Yamamoto, Rei . In: Computational Management Science. RePEc:spr:comgts:v:4:y:2005:i:4:p:339-351. Full description at Econpapers || Download paper | 8 |
46 | 2009 | Risk aversion for an electricity retailer with second-order stochastic dominance constraints. (2009). Carrion, Miguel ; Gotzes, Uwe ; Schultz, Rudiger . In: Computational Management Science. RePEc:spr:comgts:v:6:y:2009:i:2:p:233-250. Full description at Econpapers || Download paper | 8 |
47 | 2013 | Simultaneous pursuit of out-of-sample performance and sparsity in index tracking portfolios. (2013). Takeda, Akiko ; Kawahara, Yoshinobu ; Niranjan, Mahesan ; Gotoh, Jun-Ya. In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:1:p:21-49. Full description at Econpapers || Download paper | 8 |
48 | 2011 | Multiobjective evolutionary algorithms for complex portfolio optimization problems. (2011). Mamanis, Georgios ; Anagnostopoulos, Konstantinos. In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:3:p:259-279. Full description at Econpapers || Download paper | 7 |
49 | 2013 | Supply chain network sustainability under competition and frequencies of activities from production to distribution. (2013). Nagurney, Anna ; Yu, Min ; Floden, Jonas. In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:4:p:397-422. Full description at Econpapers || Download paper | 7 |
50 | 2014 | Equilibria and dynamics of supply chain network competition with information asymmetry in quality and minimum quality standards. (2014). Nagurney, Anna ; Li, Dong. In: Computational Management Science. RePEc:spr:comgts:v:11:y:2014:i:3:p:285-315. Full description at Econpapers || Download paper | 7 |
# | Year | Title | Cited |
---|---|---|---|
1 | 2008 | ETSAP-TIAM: the TIMES integrated assessment model Part I: Model structure. (2008). Labriet, Maryse ; Loulou, Richard . In: Computational Management Science. RePEc:spr:comgts:v:5:y:2008:i:1:p:7-40. Full description at Econpapers || Download paper | 42 |
2 | 2008 | ETSAP-TIAM: the TIMES integrated assessment model. part II: mathematical formulation. (2008). Loulou, Richard . In: Computational Management Science. RePEc:spr:comgts:v:5:y:2008:i:1:p:41-66. Full description at Econpapers || Download paper | 42 |
3 | 2013 | Assessing interbank contagion using simulated networks. (2013). Kok, Christoffer ; Halaj, Grzegorz ; Haaj, Grzegorz. In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:2:p:157-186. Full description at Econpapers || Download paper | 17 |
4 | 2013 | Network analysis of the e-MID overnight money market: the informational value of different aggregation levels for intrinsic dynamic processes. (2013). Fricke, Daniel ; Lux, Thomas ; Finger, Karl . In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:2:p:187-211. Full description at Econpapers || Download paper | 15 |
5 | 2015 | Constructing optimal sparse portfolios using regularization methods. (2015). Winker, Peter ; Fastrich, B. ; Paterlini, S.. In: Computational Management Science. RePEc:spr:comgts:v:12:y:2015:i:3:p:417-434. Full description at Econpapers || Download paper | 13 |
6 | 2012 | Supply chain network operations management of a blood banking system with cost and risk minimization. (2012). Masoumi, Amir ; Yu, Min ; Nagurney, Anna. In: Computational Management Science. RePEc:spr:comgts:v:9:y:2012:i:2:p:205-231. Full description at Econpapers || Download paper | 10 |
7 | 2012 | Real options analysis of investment in carbon capture and sequestration technology. (2012). Siddiqui, Afzal ; Heydari, Somayeh ; Ovenden, Nick . In: Computational Management Science. RePEc:spr:comgts:v:9:y:2012:i:1:p:109-138. Full description at Econpapers || Download paper | 9 |
8 | 2016 | Reformulation versus cutting-planes for robust optimization. (2016). Bertsimas, Dimitris ; Lubin, Miles ; Dunning, Iain . In: Computational Management Science. RePEc:spr:comgts:v:13:y:2016:i:2:d:10.1007_s10287-015-0236-z. Full description at Econpapers || Download paper | 9 |
9 | 2005 | Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games. (2005). Pang, Jong-Shi ; Fukushima, Masao. In: Computational Management Science. RePEc:spr:comgts:v:2:y:2005:i:1:p:21-56. Full description at Econpapers || Download paper | 9 |
10 | 2009 | Scenario tree reduction for multistage stochastic programs. (2009). Heitsch, Holger ; Romisch, Werner. In: Computational Management Science. RePEc:spr:comgts:v:6:y:2009:i:2:p:117-133. Full description at Econpapers || Download paper | 8 |
11 | 2011 | Progressive hedging innovations for a class of stochastic mixed-integer resource allocation problems. (2011). Woodruff, David ; Watson, Jean-Paul. In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:4:p:355-370. Full description at Econpapers || Download paper | 7 |
12 | 2016 | Likelihood robust optimization for data-driven problems. (2016). Glynn, Peter W ; Wang, Zizhuo ; Ye, Yinyu . In: Computational Management Science. RePEc:spr:comgts:v:13:y:2016:i:2:d:10.1007_s10287-015-0240-3. Full description at Econpapers || Download paper | 7 |
13 | 2013 | Simultaneous pursuit of out-of-sample performance and sparsity in index tracking portfolios. (2013). Takeda, Akiko ; Kawahara, Yoshinobu ; Niranjan, Mahesan ; Gotoh, Jun-Ya. In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:1:p:21-49. Full description at Econpapers || Download paper | 6 |
14 | 2016 | Monotonic bounds in multistage mixed-integer stochastic programming. (2016). Maggioni, Francesca ; Allevi, Elisabetta ; Bertocchi, Marida. In: Computational Management Science. RePEc:spr:comgts:v:13:y:2016:i:3:d:10.1007_s10287-016-0254-5. Full description at Econpapers || Download paper | 6 |
15 | 2018 | The organization of the interbank network and how ECB unconventional measures affected the e-MID overnight market. (2018). Barucca, Paolo ; Lillo, Fabrizio. In: Computational Management Science. RePEc:spr:comgts:v:15:y:2018:i:1:d:10.1007_s10287-017-0293-6. Full description at Econpapers || Download paper | 6 |
16 | 2016 | Decomposition for adjustable robust linear optimization subject to uncertainty polytope. (2016). Poss, Michael ; Ayoub, Josette . In: Computational Management Science. RePEc:spr:comgts:v:13:y:2016:i:2:d:10.1007_s10287-016-0249-2. Full description at Econpapers || Download paper | 5 |
17 | 2013 | Ecological-economic modelling for the sustainable management of biodiversity. (2013). PEREAU, Jean-Christophe ; Mouysset, Lauriane ; Doyen, Luc ; Cisse, A. ; Gourguet, S. ; P.-Y. Hardy, ; Thebaud, O. ; J.-C. Pereau, ; Jiguet, F. ; Blanchard, F. ; Bene, C.. In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:4:p:353-364. Full description at Econpapers || Download paper | 5 |
18 | 2006 | Integrated Chance Constraints: Reduced Forms and an Algorithm. (2006). Vlerk, Maarten ; Haneveld, Willem. In: Computational Management Science. RePEc:spr:comgts:v:3:y:2006:i:4:p:245-269. Full description at Econpapers || Download paper | 5 |
19 | 2011 | Multiobjective optimization using differential evolution for real-world portfolio optimization. (2011). Paterlini, Sandra ; Krink, Thiemo . In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:1:p:157-179. Full description at Econpapers || Download paper | 5 |
20 | 2015 | A scalable solution framework for stochastic transmission and generation planning problems. (2015). Watson, Jean-Paul ; Munoz, Francisco . In: Computational Management Science. RePEc:spr:comgts:v:12:y:2015:i:4:p:491-518. Full description at Econpapers || Download paper | 5 |
21 | 2011 | On the role of norm constraints in portfolio selection. (2011). Takeda, Akiko ; Gotoh, Jun-Ya. In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:4:p:323-353. Full description at Econpapers || Download paper | 4 |
22 | 2006 | Computational aspects of minimizing conditional value-at-risk. (2006). Kunzi-Bay, Alexandra ; Mayer, Janos. In: Computational Management Science. RePEc:spr:comgts:v:3:y:2006:i:1:p:3-27. Full description at Econpapers || Download paper | 4 |
23 | 2013 | A robust meta-game for climate negotiations. (2013). Vielle, Marc ; Haurie, Alain ; Babonneau, Frederic. In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:4:p:299-329. Full description at Econpapers || Download paper | 4 |
24 | 2008 | GEMINI-E3, a general equilibrium model of internationalânational interactions between economy, energy and the environment. (2008). Vielle, Marc ; Bernard, Alain. In: Computational Management Science. RePEc:spr:comgts:v:5:y:2008:i:3:p:173-206. Full description at Econpapers || Download paper | 4 |
25 | 2010 | American option pricing under stochastic volatility: an efficient numerical approach. (2010). Aitsahlia, Farid ; Guha, Suchandan ; Goswami, Manisha . In: Computational Management Science. RePEc:spr:comgts:v:7:y:2010:i:2:p:171-187. Full description at Econpapers || Download paper | 4 |
26 | 2010 | American option pricing under stochastic volatility: an empirical evaluation. (2010). Aitsahlia, Farid ; Guha, Suchandan ; Goswami, Manisha . In: Computational Management Science. RePEc:spr:comgts:v:7:y:2010:i:2:p:189-206. Full description at Econpapers || Download paper | 4 |
27 | 2014 | Multi-horizon stochastic programming. (2014). Werner, Adrian ; Kaut, Michal ; Fodstad, Marte ; Hellemo, Lars ; Midthun, Kjetil ; Tomasgard, Asgeir. In: Computational Management Science. RePEc:spr:comgts:v:11:y:2014:i:1:p:179-193. Full description at Econpapers || Download paper | 3 |
28 | 2013 | Simple measure of similarity for the market graph construction. (2013). Koldanov, Alexander ; Kalyagin, Valery ; Pardalos, Panos ; Bautin, Grigory . In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:2:p:105-124. Full description at Econpapers || Download paper | 3 |
29 | 2008 | Supporting hydrogen based transportation: case studies with Global MARKAL Model. (2008). Krzyzanowski, Daniel ; Kypreos, Socrates ; Barreto, Leonardo . In: Computational Management Science. RePEc:spr:comgts:v:5:y:2008:i:3:p:207-231. Full description at Econpapers || Download paper | 3 |
30 | 2014 | Network approach for the Russian stock market. (2014). Goldengorin, Boris ; Koldanov, A. ; Kalyagin, V. ; Pardalos, P. ; Vizgunov, A.. In: Computational Management Science. RePEc:spr:comgts:v:11:y:2014:i:1:p:45-55. Full description at Econpapers || Download paper | 3 |
31 | 2012 | Algorithms for the quickest path problem and the reliable quickest path problem. (2012). Calvete, Herminia ; del-Pozo, Lourdes ; Iranzo, Jose . In: Computational Management Science. RePEc:spr:comgts:v:9:y:2012:i:2:p:255-272. Full description at Econpapers || Download paper | 3 |
32 | 2013 | Supply chain network sustainability under competition and frequencies of activities from production to distribution. (2013). Nagurney, Anna ; Yu, Min ; Floden, Jonas. In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:4:p:397-422. Full description at Econpapers || Download paper | 3 |
33 | 2013 | Financial contagion: extending the exposures network of the Mexican financial system. (2013). Lopez-Gallo, Fabrizio ; Martinez-Jaramillo, Serafin ; Solorzano-Margain, Juan . In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:2:p:125-155. Full description at Econpapers || Download paper | 3 |
34 | 2009 | Stochastic optimization models for a single-sink transportation problem. (2009). Maggioni, Francesca ; Kaut, Michal ; Bertazzi, Luca. In: Computational Management Science. RePEc:spr:comgts:v:6:y:2009:i:2:p:251-267. Full description at Econpapers || Download paper | 3 |
35 | 2014 | On distributionally robust multiperiod stochastic optimization. (2014). Analui, Bita ; Pflug, Georg. In: Computational Management Science. RePEc:spr:comgts:v:11:y:2014:i:3:p:197-220. Full description at Econpapers || Download paper | 3 |
36 | 2016 | Solution sensitivity-based scenario reduction for stochastic unit commitment. (2016). Ryan, Sarah M ; Feng, Yonghan . In: Computational Management Science. RePEc:spr:comgts:v:13:y:2016:i:1:d:10.1007_s10287-014-0220-z. Full description at Econpapers || Download paper | 3 |
37 | 2016 | Solution sensitivity-based scenario reduction for stochastic unit commitment. (2016). Feng, Yonghan ; Ryan, Sarah . In: Computational Management Science. RePEc:spr:comgts:v:13:y:2016:i:1:p:29-62. Full description at Econpapers || Download paper | 3 |
38 | 2015 | Game Theory Explorer: software for the applied game theorist. (2015). von Stengel, Bernhard ; Savani, Rahul. In: Computational Management Science. RePEc:spr:comgts:v:12:y:2015:i:1:p:5-33. Full description at Econpapers || Download paper | 3 |
39 | 2013 | Computation of viability kernels: a case study of by-catch fisheries. (2013). Pharo, Alastair ; Krawczyk, Jacek ; Sinclair, Stewart ; Serea, Oana . In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:4:p:365-396. Full description at Econpapers || Download paper | 3 |
40 | 2011 | Day-ahead market bidding for a Nordic hydropower producer: taking the Elbas market into account. (2011). Fleten, Stein-Erik ; Faria, Eduardo ; Stein- Erik Fleten, . In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:1:p:75-101. Full description at Econpapers || Download paper | 3 |
41 | 2017 | Robust optimization of uncertain multistage inventory systems with inexact data in decision rules. (2017). Brekelmans, Ruud ; Hertog, Dick ; Ben-Tal, Aharon . In: Computational Management Science. RePEc:spr:comgts:v:14:y:2017:i:1:d:10.1007_s10287-016-0253-6. Full description at Econpapers || Download paper | 3 |
42 | 2005 | Global optimization of mixed-integer bilevel programming problems. (2005). Floudas, Christodoulos ; Gumu, Zeynep. In: Computational Management Science. RePEc:spr:comgts:v:2:y:2005:i:3:p:181-212. Full description at Econpapers || Download paper | 3 |
43 | 2011 | Restricted generalized Nash equilibria and controlled penalty algorithm. (2011). Fukushima, Masao. In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:3:p:201-218. Full description at Econpapers || Download paper | 3 |
44 | 2018 | Stochastic dynamic programming approach to managing power system uncertainty with distributed storage. (2018). Zephyr, Luckny ; Anderson, Lindsay C. In: Computational Management Science. RePEc:spr:comgts:v:15:y:2018:i:1:d:10.1007_s10287-017-0297-2. Full description at Econpapers || Download paper | 2 |
45 | 2012 | An approximate dynamic programming framework for modeling global climate policy under decision-dependent uncertainty. (2012). Webster, Mort ; Parpas, Panos ; Santen, Nidhi . In: Computational Management Science. RePEc:spr:comgts:v:9:y:2012:i:3:p:339-362. Full description at Econpapers || Download paper | 2 |
46 | 2007 | Equity Models in Planar Location. (2007). Drezner, Tammy. In: Computational Management Science. RePEc:spr:comgts:v:4:y:2007:i:1:p:1-16. Full description at Econpapers || Download paper | 2 |
47 | 2014 | Equilibria and dynamics of supply chain network competition with information asymmetry in quality and minimum quality standards. (2014). Nagurney, Anna ; Li, Dong. In: Computational Management Science. RePEc:spr:comgts:v:11:y:2014:i:3:p:285-315. Full description at Econpapers || Download paper | 2 |
48 | 2005 | Partitioning procedures for solving mixed-variables programming problems. (2005). Benders, J.. In: Computational Management Science. RePEc:spr:comgts:v:2:y:2005:i:1:p:3-19. Full description at Econpapers || Download paper | 2 |
49 | 2011 | Dynamic modeling of mean-reverting spreads for statistical arbitrage. (2011). Triantafyllopoulos, Kostas ; Montana, Giovanni. In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:1:p:23-49. Full description at Econpapers || Download paper | 2 |
50 | 2011 | Multiobjective evolutionary algorithms for complex portfolio optimization problems. (2011). Mamanis, Georgios ; Anagnostopoulos, Konstantinos. In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:3:p:259-279. Full description at Econpapers || Download paper | 2 |
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2019 | Pension fund management with hedging derivatives, stochastic dominance and nodal contamination. (2019). Vitali, Sebastiano ; Kopa, Milo ; Moriggia, Vittorio. In: Omega. RePEc:eee:jomega:v:87:y:2019:i:c:p:127-141. Full description at Econpapers || Download paper | |
2019 | Robust strategic bidding in auction-based markets. (2019). Fanzeres, Bruno ; Street, Alexandre ; Ahmed, Shabbir. In: European Journal of Operational Research. RePEc:eee:ejores:v:272:y:2019:i:3:p:1158-1172. Full description at Econpapers || Download paper | |
2019 | Comparing techniques for modelling uncertainty in a maritime inventory routing problem. (2019). Requejo, Cristina ; Hvattum, Lars Magnus ; Christiansen, Marielle ; Agra, Agostinho ; Rodrigues, Filipe. In: European Journal of Operational Research. RePEc:eee:ejores:v:277:y:2019:i:3:p:831-845. Full description at Econpapers || Download paper | |
2019 | A survey of adjustable robust optimization. (2019). den Hertog, Dick ; Gorissen, Bram L ; Yanikolu, Hsan. In: European Journal of Operational Research. RePEc:eee:ejores:v:277:y:2019:i:3:p:799-813. Full description at Econpapers || Download paper | |
2019 | Faster algorithms for min-max-min robustness for combinatorial problems with budgeted uncertainty. (2019). Goerigk, Marc ; Chassein, Andre ; Poss, Michael ; Kurtz, Jannis. In: European Journal of Operational Research. RePEc:eee:ejores:v:279:y:2019:i:2:p:308-319. Full description at Econpapers || Download paper | |
2019 | An approximate solution for the power utility optimization under predictable returns. (2019). Ivasiuk, Dmytro. In: Papers. RePEc:arx:papers:1911.06552. Full description at Econpapers || Download paper | |
2019 | On level regularization with normal solutions in decomposition methods for multistage stochastic programming problems. (2019). Song, Yongjia ; Oliveira, Welington ; Ackooij, Wim . In: Computational Optimization and Applications. RePEc:spr:coopap:v:74:y:2019:i:1:d:10.1007_s10589-019-00104-x. Full description at Econpapers || Download paper | |
2019 | Valuation and pricing of electricity delivery contracts: the producerâs view. (2019). Kovacevic, Raimund M. In: Annals of Operations Research. RePEc:spr:annopr:v:275:y:2019:i:2:d:10.1007_s10479-018-3010-0. Full description at Econpapers || Download paper | |
2019 | Decentralized wind uncertainty management: Alternating direction method of multipliers based distributionally-robust chance constrained optimal power flow. (2019). Zhang, Yingchen ; Jiang, Huaiguang ; Hodge, Bri-Mathias ; Fang, Xin. In: Applied Energy. RePEc:eee:appene:v:239:y:2019:i:c:p:938-947. Full description at Econpapers || Download paper | |
2019 | Critical Decisions for Asset Allocation via Penalized Quantile Regression. (2019). Bonaccolto, Giovanni. In: Papers. RePEc:arx:papers:1908.04697. Full description at Econpapers || Download paper | |
2019 | LOAN MATURITY AGGREGATION IN INTERBANK LENDING NETWORKS OBSCURES MESOSCALE STRUCTURE AND ECONOMIC FUNCTIONS. (2019). Schoors, Koen ; Ryckebusch, Jan ; van den Heuvel, Milan ; van Soom, Marnix. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:19/952. Full description at Econpapers || Download paper | |
2019 | Interbank transactions on the intraday frequency: -Different market states and the effects of the financial crisis-. (2019). Demertzidis, Anastasios. In: MAGKS Papers on Economics. RePEc:mar:magkse:201932. Full description at Econpapers || Download paper | |
2019 | Stochastic block models: A comparison of variants and inference methods. (2019). Becker, Till ; Funke, Thorben. In: PLOS ONE. RePEc:plo:pone00:0215296. Full description at Econpapers || Download paper | |
2019 | Management of a hydropower system via convex duality. (2019). Dahl, Kristina Rognlien. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:89:y:2019:i:1:d:10.1007_s00186-018-00656-4. Full description at Econpapers || Download paper | |
2019 | A higher-order Markov chain-modulated model for electricity spot-price dynamics. (2019). Xiong, Heng ; Mamon, Rogemar. In: Applied Energy. RePEc:eee:appene:v:233-234:y:2019:i::p:495-515. Full description at Econpapers || Download paper | |
2019 | Distributionally robust inventory routing problem to maximize the service level under limited budget. (2019). Liu, Xin ; Chu, Chengbin ; Zheng, Feifeng. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:126:y:2019:i:c:p:190-211. Full description at Econpapers || Download paper | |
2019 | Recent advances in the theory and practice of Logical Analysis of Data. (2019). Yacout, Soumaya ; Ragab, Ahmed ; Lozina, Irina ; Lejeune, Miguel. In: European Journal of Operational Research. RePEc:eee:ejores:v:275:y:2019:i:1:p:1-15. Full description at Econpapers || Download paper | |
2019 | A finite $$\epsilon $$ϵ-convergence algorithm for two-stage stochastic convex nonlinear programs with mixed-binary first and second-stage variables. (2019). Grossmann, Ignacio E ; Li, Can. In: Journal of Global Optimization. RePEc:spr:jglopt:v:75:y:2019:i:4:d:10.1007_s10898-019-00820-y. Full description at Econpapers || Download paper | |
2019 | On risk management of a two-stage stochastic mixed 0â1 model for the closed-loop supply chain design problem. (2019). Baptista, Susana ; Pizarro, Celeste ; Gomes, Maria Isabel ; Escudero, Laureano F ; Barbosa-Povoa, Ana Paula. In: European Journal of Operational Research. RePEc:eee:ejores:v:274:y:2019:i:1:p:91-107. Full description at Econpapers || Download paper |
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2019 | Gaussian Process Regression for Pricing Variable Annuities with Stochastic Volatility and Interest Rate. (2019). Zanette, Antonino ; Molent, Andrea ; Goudenege, Ludovic. In: Papers. RePEc:arx:papers:1903.00369. Full description at Econpapers || Download paper | |
2019 | A Self-Exciting Modelling Framework for Forward Prices in Power Markets. (2019). Sgarra, Carlo ; Mazzoran, Andrea ; Callegaro, Giorgia. In: Papers. RePEc:arx:papers:1910.13286. Full description at Econpapers || Download paper | |
2019 | An approximate solution for the power utility optimization under predictable returns. (2019). Ivasiuk, Dmytro. In: Papers. RePEc:arx:papers:1911.06552. Full description at Econpapers || Download paper | |
2019 | A generic framework for monetary performance attribution. (2019). Hagenbjork, Johan ; Blomvall, Jorgen. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:105:y:2019:i:c:p:121-133. Full description at Econpapers || Download paper | |
2019 | Interbank transactions on the intraday frequency: -Different market states and the effects of the financial crisis-. (2019). Demertzidis, Anastasios. In: MAGKS Papers on Economics. RePEc:mar:magkse:201932. Full description at Econpapers || Download paper |
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2018 | Identifying relationship lending in the interbank market: A network approach. (2018). Kobayashi, Teruyoshi ; Takaguchi, Taro . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:97:y:2018:i:c:p:20-36. Full description at Econpapers || Download paper |
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2017 | A customer based supplier selection process that combines quality function deployment, the analytic network process and a Markov chain. (2017). Asadabadi, Mehdi Rajabi . In: European Journal of Operational Research. RePEc:eee:ejores:v:263:y:2017:i:3:p:1049-1062. Full description at Econpapers || Download paper | |
2017 | Assessment of Policy Changes to Means-Tested Age Pension Using the Expected Utility Model: Implication for Decisions in Retirement. (2017). Andreasson, Johan G ; Shevchenko, Pavel V. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:3:p:47-:d:111425. Full description at Econpapers || Download paper | |
2017 | Using tropical optimization to solve constrained minimax single-facility location problems with rectilinear distance. (2017). Krivulin, Nikolai. In: Computational Management Science. RePEc:spr:comgts:v:14:y:2017:i:4:d:10.1007_s10287-017-0289-2. Full description at Econpapers || Download paper |
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2016 | Duality in Two-Stage Adaptive Linear Optimization: Faster Computation and Stronger Bounds. (2016). Bertsimas, Dimitris. In: INFORMS Journal on Computing. RePEc:inm:orijoc:v:28:y:2016:i:3:p:500-511. Full description at Econpapers || Download paper | |
2016 | Investment in electric energy storage under uncertainty: a real options approach. (2016). Fleten, Stein-Erik ; Stein- Erik Fleten, ; Hagfors, Lars Ivar ; Hagspiel, Verena ; Wogrin, Sonja ; Norheim, Beate ; Bakke, Ida . In: Computational Management Science. RePEc:spr:comgts:v:13:y:2016:i:3:d:10.1007_s10287-016-0256-3. Full description at Econpapers || Download paper | |
2016 | Economic Problems with Constraints: How Efficiency Relates to Equilibrium. (2016). Krawczyk, Jacek ; Tidball, Mabel. In: International Game Theory Review (IGTR). RePEc:wsi:igtrxx:v:18:y:2016:i:04:n:s0219198916500110. Full description at Econpapers || Download paper |