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