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Advances in Computational Management Science |
2 |
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Preface |
6 |
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Contents |
7 |
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3-540-36625-3_Book_OnlinePDF.pdf |
1 |
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Part I Optimisation Models and Methods |
9 |
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A Supply Chain Network Perspectivefor Electric Power Generation, Supply, |
10 |
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Introduction |
10 |
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The Behavior of Power Generatorsand their Optimality Conditions |
15 |
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Qualitative Properties |
25 |
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The Algorithm |
26 |
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A Supply Chain Network Perspective for Electric Power Generation, Supply, Transmission, and Consumption |
9 |
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Anna Nagurney and Dmytro Matsypura |
9 |
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Worst-Case Modellingfor Management Decisionsunder Incomplete Information,with Application to Electricity Spot Markets |
32 |
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Mercedes Esteban-Bravo and Berc Rustem |
32 |
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An Approximate Winner Determination Algorithm for Hybrid Procurement Mechanisms in Logistics |
55 |
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Chetan Yadati, Carlos A.S. Oliveira and Panos M. Pardalos |
55 |
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Proximal-ACCPM: A Versatile Oracle Based Optimisation Method |
72 |
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Frédéric Babonneau, Cesar Beltran, Alain Haurie, Claude Tadonkieserved @d = *@let@token and Jean-Philippe Vial |
72 |
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A Surveyof Different Integer Programming Formulationsof the Travelling Salesman Problem |
94 |
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A.J. Orman and H.P. Williams |
94 |
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Part II Econometric Modelling and Prediction |
111 |
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The Threshold Accepting Optimisation Algorithm in Economics and Statistics |
111 |
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Peter Winker and Dietmar Maringer |
111 |
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The Autocorrelation Functions in SETARMA Models |
128 |
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Alessandra Amendola, Marcella Niglio and Cosimo Vitale |
128 |
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Trend Estimation and De-Trending |
145 |
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Stephen Pollock |
145 |
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Non-Dyadic Wavelet Analysis |
168 |
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Stephen Pollock and Iolanda Lo Cascio |
168 |
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-1Measuring Core Inflationby Multivariate Structural Time Series Models |
205 |
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Tommaso Proietti |
205 |
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Part III Financial Modelling |
226 |
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Random Portfoliosfor Performance Measurement |
226 |
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Patrick Burns |
226 |
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Real Options with Random Controls, Rare Events, and Risk-to-Ruin |
248 |
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Nicos Koussis, Spiros H. Martzoukos and Lenos Trigeorgis |
248 |
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Index |
271 |
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