Allaj, Erindi The Black-Litterman model and views from a reverse optimization procedure: an out-of-sample performance evaluation. (English) Zbl 07304219 Comput. Manag. Sci. 17, No. 3, 465-492 (2020). MSC: 90Bxx × Cite Format Result Cite Review PDF Full Text: DOI
Hübner, Jens; Schmidt, Martin; Steinbach, Marc C. Optimization techniques for tree-structured nonlinear problems. (English) Zbl 07304217 Comput. Manag. Sci. 17, No. 3, 409-436 (2020). MSC: 90Bxx 90-08 90C06 90C15 90C30 90C51 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Das, Soumen Kumar; Roy, Sankar Kumar; Weber, Gerhard Wilhelm An exact and a heuristic approach for the transportation-\(p\)-facility location problem. (English) Zbl 07304216 Comput. Manag. Sci. 17, No. 3, 389-407 (2020). MSC: 90Bxx × Cite Format Result Cite Review PDF Full Text: DOI
van Ackooij, Wim; Escobar, Debora Daniela; Glanzer, Martin; Pflug, Georg Ch. Correction to: “Distributionally robust optimization with multiple time scales: valuation of a thermal power plant”. (English) Zbl 07304215 Comput. Manag. Sci. 17, No. 3, 387 (2020). MSC: 90Bxx × Cite Format Result Cite Review PDF Full Text: DOI
van Ackooij, Wim; Escobar, Debora Daniela; Glanzer, Martin; Pflug, Georg Ch. Distributionally robust optimization with multiple time scales: valuation of a thermal power plant. (English) Zbl 07304214 Comput. Manag. Sci. 17, No. 3, 357-385 (2020); correction ibid. 17, No. 3, 387 (2020). MSC: 90Bxx × Cite Format Result Cite Review PDF Full Text: DOI OA License