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Carrasco, R. A., Iyengar, G., & Stein, C. (2018). Resource cost aware scheduling. Eur. J. Oper. Res., 269(2), 621–632.
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Freire, A. S., Moreno, E., & Yushimito, W. F. (2016). A branch-and-bound algorithm for the maximum capture problem with random utilities. Eur. J. Oper. Res., 252(1), 204–212.
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Gonzalez, E., & Villena, M. (2011). Spatial Lanchester models. Eur. J. Oper. Res., 210(3), 706–715.
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Lagos, G., Espinoza, D., Moreno, E., & Vielma, J. P. (2015). Restricted risk measures and robust optimization. Eur. J. Oper. Res., 241(3), 771–782.
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Ljubic, I., & Moreno, E. (2018). Outer approximation and submodular cuts for maximum capture facility location problems with random utilities. Eur. J. Oper. Res., 266(1), 46–56.
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Moreno, E., Rezakhah, M., Newman, A., & Ferreira, F. (2017). Linear models for stockpiling in open-pit mine production scheduling problems. Eur. J. Oper. Res., 260(1), 212–221.
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Munoz, F. D., Hobbs, B. F., & Watson, J. P. (2016). New bounding and decomposition approaches for MILP investment problems: Multi-area transmission and generation planning under policy constraints. Eur. J. Oper. Res., 248(3), 888–898.
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Pereira, J. (2016). Procedures for the bin packing problem with precedence constraints. Eur. J. Oper. Res., 250(3), 794–806.
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Pereira, J., & Vasquez, O. C. (2017). The single machine weighted mean squared deviation problem. Eur. J. Oper. Res., 261(2), 515–529.
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Reus, L., & Mulvey, J. M. (2016). Dynamic allocations for currency futures under switching regimes signals. Eur. J. Oper. Res., 253(1), 85–93.
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Ritt, M., & Pereira, J. (2020). Heuristic and exact algorithms for minimum-weight non-spanning arborescences. Eur. J. Oper. Res., 287(1), 61–75.
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Villena, M. J., & Reus, L. (2016). On the strategic behavior of large investors: A mean-variance portfolio approach. Eur. J. Oper. Res., 254(2), 679–688.
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