Publicaciones en revistas
- Grupos de investigación
- Economics
- Energy Analytics
- Publicaciones en revistas
2008
- DAURIA, B. M/M/infinity queues in semi-Markovian random environment, Queueing Systems, Vol. 58, 2008, pp. 221-237, HOLANDA.
- DAURIA, B. ; RESNICK, S.I. The influence of dependence on data network models, Advances in Applied Probability, Vol. 40, 2008, pp. 60-94, REINO UNIDO.
- NIÑO, J. A faster index algorithm and a computational study for bandits with switching costs, INFORMS Journal on Computing, Vol. 2, 2008, pp. 255-269.
- DE MIGUEL, V.; NOGALES, F. J. On decomposition methods for a class of partially separable nonlinear programs , Mathematics of Operations Research, Vol. 33, 2008, pp. 119-139, HOLANDA.
- ESTEBAN, M.; NOGALES, F. J. Solving dynamic stochastic economic models by mathematical programming decomposition methods, Computers & Operations Research, Vol. 35, 2008, pp. 226-240, ESTADOS UNIDOS DE AMERICA.
- OLIVARES, A.; MOGUERZA, J.M.; PRIETO, F. J. Nonconvex optimization using negative curvature within a modified linesearch, European Journal of Operational Research, 2008, pp. 706-722, HOLANDA.
2007
- D'AURIA, B. Stochastic decomposition of the M/G/- queu in a random environment, Operations Research Letters, 2007, pp. 805-812, ESTADOS UNIDOS DE AMERICA.
- D'AURIA, B. M/M/- Queues in Semi-Markovian Random Environment, EURANDOM, 2007, pp. 1-15.
- JACKO, P. ; NIÑO-MORA, J. Time-constrained restless bandits and the knapsack problem for perishable items, Electronic Notes in Discrete Mathematics, 2007, pp. 145-152.
- CARRIZOSA, E.; MARTIN, B. ; PLASTRIA, F.; ROMERO, D. On the selection of the globally optimal prototype// subset for NN classification, INFORMS JOURNAL ON COMPUTING, 2007, pp. 1091-9856.
- NIÑO-MORA, J. Dynamic priority allocation via restless bandit marginal productivity indices, TOP, Vol. 2, 2007, pp. 161-198.
- NIÑO-MORA, J. A fast-pivoting algorithm for the Gittins index and optimal stopping of a Markov chain, INFORMS Journal on Computing, Vol. 4, 2007, pp. 596-606.
- PEÑA, D. ; PRIETO, F. J. Combining random and specific directions for outlier detection and robust estimation of high-dimensional multivariate data, Journal of Computational & Graphical Statistics, Vol. 16, 2007, pp. 228-254, ESTADOS UNIDOS DE AMERICA.
- MOGUERZA, J.M.; OLIVARES, A.; PRIETO, F. J. A note on the use of vector barrier parameters for interior-point methods, European Journal of Operational Research, 2007, pp. 571-585, HOLANDA.
2006
- NIÑO-MORA, J. “Restless bandit marginal productivity indices, diminishing returns and optimal control of make-to-order/make-to-stock M/G/1 queues”. Mathematics of Operations Research, vol. 30 no. 1, pp. 50-84.
- Esteban-Bravo, M. and F. J. Nogales, “Solving Dynamic Stochastic Economic Models by Mathematical Programming Decomposition Methods”, Computers and Operations Research.
- Nogales, F. J., and A. J. Conejo, “Electricity Price Forecasting through Transfer Function Models”, Journal of the Operational Research Society, 57, pp. 350-356.