Computational Management Science

2003 - 2026

Current editor(s): Ruediger Schultz

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Volume 23, issue 2, 2026

A new optimum allocation technique in multivariate stratified sampling under measurement cost pp. 1-18

Mukesh Kumar Verma, Rahul Varshney and Subhash Kumar Yadav

Assessing the role of weather in commodity price forecasting: evidence from fine durum wheat pp. 1-18

Antonio Vairo, Francesca Romano and Luca Grilli

Sustainable EV charging infrastructure design for Tropical Islands: a case study of Mauritius pp. 1-31

Didier Aussel, Lekhramsingh Latchoomun, Zahra Nourmohammadi, David Rey and Meead Saberi

Risk-averse bi-level optimization under dependent interval uncertainty for sustainable closed-loop production systems pp. 1-41

Prabal Das and Nabendu Sen

A game-theoretic framework for dual-channel scrap metal collection with quality-dependent production in a closed-loop supply chain pp. 1-43

Ankita Gupta and Karabi Dutta Choudhury

Optimal rebalancing with uncorrelated asset selection for algorithmic trading pp. 1-20

Abraham Itzhak Weinberg

Rethinking cap-and-trade under environmental uncertainty: a probabilistic compliance model for water-quality management pp. 1-48

Nathan T. Boyd, Steven A. Gabriel, Kaye L. Brubaker and Matt Ries

Correction to: American options with liquidation penalties pp. 1-3

Anna Battauz, Marzia De Donno and Alessandro Sbuelz

Volume 23, issue 1, 2026

Duality results for quasidifferentiable mathematical programs with equilibrium constraints pp. 1-21

Vandana Singh and Shashi Kant Mishra

Revealing bank’s inefficiencies of hidden resource: evidence from emerging economy pp. 1-40

Thi Linh Tran and Sheng-Hung Chen

Mean-CVaR portfolio optimization under ESG disagreement pp. 1-38

Davide Lauria, Marco Bonomelli, Gabriele Torri and Rosella Giacometti

Creditworthiness of small and medium enterprises: a fuzzy decision-making approach pp. 1-23

Gail Denisse Chamochumbi Diaz, Federica Palazzi and Laerte Sorini

Solving large-scale capital budgeting problems with column generation and optimization-based sorting pp. 1-66

Aphisak Witthayapraphakorn, Sasarose Jaijit and Peerayuth Charnsethikul

Innovative solutions for drone-based blood bag delivery to urban hospitals: a model and heuristic approach pp. 1-29

Tejinder Singh Lakhwani, Yerasani Sinjana and Anuj Pal Kapoor

On solving nonsmooth retail portfolio maximization problems using active signature methods pp. 1-37

Aswin Kannan, Timo Kreimeier and Andrea Walther

Solving a multi-horizon stochastic facility location problem with capacity expansion pp. 1-36

Šárka Štádlerová, Peter Schütz, Ivar Refsdal, Tobias Spinnangr Sindre and František Kolovský

A cloud-enabled digital twin architecture for fuzzy multi-objective optimization in cognitive supply chains pp. 1-36

Hamed Nozari and Zornitsa Yordanova

Analyzing location models by the maximum possible value of perfect information pp. 1-16

Malgorzata Miklas-Kalczynska and Zvi Drezner

Lipschitz stability for a class of parametric optimization problems with polyhedral feasible set mapping pp. 1-25

Diethard Klatte

Optimal operation and valuation of electricity storage systems in intraday markets pp. 1-25

Jean-Philippe Chancelier, Michel De Lara, Tanguy Lindegaard, François Pacaud, Teemu Pennanen and Ari-Pekka Perkkiö

Probability functions, differentiability, arbitrary laws and mixtures of ellipticals pp. 1-31

Wim van Ackooij and Pedro Pérez-Aros

Optimizing gas entry–exit capacity utilization under uncertainty pp. 1-41

Berend Markhorst, Ruurd Buijs, Rudolf Egging-Bratseth and Rob van der Mei

Data-driven multi-stage stochastic programming models for integrated hurricane relief logistics and evacuation problem pp. 1-59

Sudhan Bhattarai and Yongjia Song

Bidding in ancillary service markets: an analytical approach using extreme value theory pp. 1-28

Torine Reed Herstad, Jalal Kazempour, Lesia Mitridati and Bert Zwart

A stochastic programming model for planning CO2 transport infrastructure with uncertainty pp. 1-28

Lihan Zhang, Miguel F. Anjos and Hannah Chalmers

Introduction to the collection “stochastic optimization: methodological advancements and modern applications” pp. 1-2

Trine K. Boomsma, Francesca Maggioni and Giovanni Pantuso

Optimisation of transmission expansion decisions under uncertainty for a North Sea grid pp. 1-27

Spyridon Chapaloglou and Harald G. Svendsen

A multi-horizon stochastic programming model for long-term disaster housing logistics planning pp. 1-43

Sheng-Yin Chen and Yongjia Song

Coordinating pricing, service effort, and delivery time in an omni-channel supply chain with product return risk and disruption considerations pp. 1-43

Abolfazl Dehghan, Mahboobeh Honarvar, Mohammad Bagher Fakhrzad and Ahmad Sadegheih

Optimal cooperative global–local advertising with complementary effects in a two-echelon supply chain: a bi-level programming approach pp. 1-33

Seyed Mahdi Aghazadeh, Hamid Farvaresh and Anwar Mahmoodi

Volume 22, issue 2, 2025

Computing XVA for American basket derivatives by machine learning techniques pp. 1-33

Ludovic Goudenège, Andrea Molent and Antonino Zanette

k-submodular interdiction problems under distributional risk-receptiveness and robustness: application to machine learning pp. 1-37

Seonghun Park and Manish Bansal

Tree approximation of scenario processes for multistage stochastic optimization: algorithms and fast implementations pp. 1-37

Kipngeno Benard Kirui, Georg Ch. Pflug and Alois Pichler

Solving decision problems with endogenous uncertainty and conditional information revelation using influence diagrams pp. 1-37

Olli Herrala, Tommi Ekholm and Fabricio Oliveira

Sparse graphical modelling for global minimum variance portfolio pp. 1-32

Riccardo Riccobello, Giovanni Bonaccolto, Philipp J. Kremer, Piotr Sobczyk, Małgorzata Bogdan and Sandra Paterlini

Competitive product ranking algorithms and digital market laws pp. 1-28

Dipankar Das

Optimal portfolio choice in jump-diffusion markets with longevity risk pp. 1-48

Davide Feleppa and Immacolata Oliva

Fairness by design in shared-energy allocation problems pp. 1-40

Zoé Fornier, Vincent Leclère and Pierre Pinson

A return-diversification approach to portfolio selection pp. 1-31

Francesco Cesarone, Rosella Giacometti, Manuel L. Martino and Fabio Tardella

A novel regime-switching commodity pricing model with stochastic convenience yield pp. 1-35

Zhushun Yuan and Roy H. Kwon

Bi-objective green vehicle routing problem with heterogeneous regular vehicles and occasional drivers joint delivery pp. 1-45

Fuqiang Lu, Zhiyuan Gao and Hualing Bi

Volume 22, issue 1, 2025

Sample size determination: posterior distributions proximity pp. 1-16

Nikita Kiselev and Andrey Grabovoy

Understanding the role of technological complexity in sustainability transitions using stochastic, bi-level optimization pp. 1-36

Nathan T. Boyd and Steven A. Gabriel

American options with liquidation penalties pp. 1-39

Anna Battauz, Marzia De Donno and Alessandro Sbuelz

Markov decision processes for inland empty container inventory management pp. 1-23

Benedikt Sommer, Sangmin Lee, Klaus Kähler Holst and Trine Krogh Boomsma

Bipolar neutrosophic multi-item four-dimensional transportation problem with variable routes for breakable items pp. 1-38

Sarbari Samanta, Dipankar Chakraborty and Dipak Kumar Jana

Theoretical results for gas market equilibrium modeling with application to Brazil pp. 1-48

Steven A. Gabriel, Dominic C. Flocco, Filipe Ferreira Mazzini, David Sotelo, Kamaiaji de Souza Castor and Mario Levorato

University course timetabling with multi-section courses, room stability and lecturer preferences: an application in a business school pp. 1-22

Akin Ozkan, Aydin Ulucan, Ceren Dirik and Kazim Baris Atici

Volume 21, issue 2, 2024

Procurement auctions with losses pp. 1-20

Benjamin Heymann and Alejandro Jofré

Optimal liquidation policies of redeemable shares pp. 1-32

Anna Battauz and Francesco Rotondi

Connection between higher order measures of risk and stochastic dominance pp. 1-28

Alois Pichler

A bilevel optimization approach of energy transition in freight transport: SOS1 method and application to the Ecuadorian case pp. 1-30

Daniel Villamar and Didier Aussel

Applying and benchmarking a stochastic programming-based bidding strategy for day-ahead hydropower scheduling pp. 1-24

Kristine Klock Fleten, Ellen Krohn Aasgård, Liyuan Xing, Hanne Høie Grøttum, Stein-Erik Fleten and Odd Erik Gundersen

Optimizing hedonic editing for multiple outcomes: an algorithm pp. 1-25

Martín Egozcue and Luis Fuentes García

Some robust inverse median problems on trees with interval costs pp. 1-25

Le Xuan Dai, Kien Trung Nguyen, Le Phuong Thao and Pham Thi Vui

Policy with guaranteed risk-adjusted performance for multistage stochastic linear problems pp. 1-25

Lucas Merabet, Bernardo Freitas Paulo Costa and Vincent Leclere

Volume 21, issue 1, 2024

Emergency exit layout planning using optimization and agent-based simulation pp. 1-25

Maren S. Barth, Katharina Palm, Henrik Andersson, Tobias A. Granberg, Anders N. Gullhav and Andreas Krüger

Decentralized optimization over slowly time-varying graphs: algorithms and lower bounds pp. 1-25

Dmitry Metelev, Aleksandr Beznosikov, Alexander Rogozin, Alexander Gasnikov and Anton Proskurnikov

Predicting Airbnb pricing: a comparative analysis of artificial intelligence and traditional approaches pp. 1-25

Nicola Camatti, Giacomo Tollo, Gianni Filograsso and Sara Ghilardi

Decomposition methods for multi-horizon stochastic programming pp. 1-24

Hongyu Zhang, Ignacio E. Grossmann and Asgeir Tomasgard

A refinement of the gravity model for competitive facility location pp. 1-18

Zvi Drezner and Dawit Zerom

Reverse auctions with transportation and convex costs pp. 1-18

Benjamin Heymann and Alejandro Jofré

Analysis of weakly correlated nodes in market network pp. 1-18

Dmitry Semenov, Alexander Koldanov and Petr Koldanov

Approximate option pricing under a two-factor Heston–Kou stochastic volatility model pp. 1-28

Youssef El-Khatib, Zororo S. Makumbe and Josep Vives

The Value of Shared Information for allocation of drivers in ride-hailing: a proof-of-concept study pp. 1-32

Gianfranco Liberona, David Salas and Léonard Niederhäusern

Exploring non-analytical affine jump-diffusion models for path-dependent interest rate derivatives pp. 1-32

Allan Jonathan da Silva and Jack Baczynski

A multiobjective optimization approach for threshold determination in extreme value analysis for financial time series pp. 1-14

Carlin C. F. Chu and Simon S. W. Li

Affiliations based bibliometric analysis of publications on parkinson’s disease pp. 1-14

Fuad Aleskerov, Olga Khutorskaya, Viacheslav Yakuba, Anna Stepochkina and Ksenia Zinovyeva

Evaluation of strategy portfolios pp. 1-27

Anlan Wang, Aleš Kresta and Tomáš Tichý

Editorial pp. 1-5

Panos Pardalos, Valery Kalyagin and Mario R. Guarracino

Hybrid simplicial-randomized approximate stochastic dynamic programming for multireservoir optimization pp. 1-44

Luckny Zephyr, Bernard F. Lamond and Pascal Lang

Addressing the economic and demographic complexity via a neural network approach: risk measures for reverse mortgages pp. 1-22

E. Lorenzo, G. Piscopo and Marilena Sibillo

Preconditioning meets biased compression for efficient distributed optimization pp. 1-22

Vitali Pirau, Aleksandr Beznosikov, Martin Takáč, Vladislav Matyukhin and Alexander Gasnikov

A constrained swarm optimization algorithm for large-scale long-run investments using Sharpe ratio-based performance measures pp. 1-29

Massimiliano Kaucic, Filippo Piccotto and Gabriele Sbaiz

Implicitly normalized forecaster with clipping for linear and non-linear heavy-tailed multi-armed bandits pp. 1-29

Yuriy Dorn, Nikita Kornilov, Nikolay Kutuzov, Alexander Nazin, Eduard Gorbunov and Alexander Gasnikov

A financial trading system with optimized indicator setting, trading rule definition, and signal aggregation through Particle Swarm Optimization pp. 1-29

Marco Corazza, Claudio Pizzi and Andrea Marchioni

Decomposition methods for monotone two-time-scale stochastic optimization problems pp. 1-37

Tristan Rigaut, Pierre Carpentier, Jean-Philippe Chancelier and Michel Lara

Nested Benders’s decomposition of capacity-planning problems for electricity systems with hydroelectric and renewable generation pp. 1-31

Kenjiro Yagi and Ramteen Sioshansi

Decentralized convex optimization on time-varying networks with application to Wasserstein barycenters pp. 1-31

Olga Yufereva, Michael Persiianov, Pavel Dvurechensky, Alexander Gasnikov and Dmitry Kovalev

Decentralized saddle-point problems with different constants of strong convexity and strong concavity pp. 1-41

Dmitry Metelev, Alexander Rogozin, Alexander Gasnikov and Dmitry Kovalev

Potts game on graphs: static equilibria pp. 1-10

Andrey Leonidov

Distributed continuous-time optimization for convex problems with coupling linear inequality constraints pp. 1-20

Oleg O. Khamisov

Primal-dual gradient methods for searching network equilibria in combined models with nested choice structure and capacity constraints pp. 1-33

Meruza Kubentayeva, Demyan Yarmoshik, Mikhail Persiianov, Alexey Kroshnin, Ekaterina Kotliarova, Nazarii Tupitsa, Dmitry Pasechnyuk, Alexander Gasnikov, Vladimir Shvetsov, Leonid Baryshev and Alexey Shurupov

Handling of long-term storage in multi-horizon stochastic programs pp. 1-26

Michal Kaut

Notes on random optimal control equilibrium problem via stochastic inverse variational inequalities pp. 1-21

Annamaria Barbagallo, Bruno Antonio Pansera and Massimiliano Ferrara

Multiple obnoxious facility location: the case of protected areas pp. 1-21

Malgorzata Miklas-Kalczynska and Pawel Kalczynski

Using interpolated implied volatility for analysing exogenous market changes pp. 1-21

Matúš Maciak and Sebastiano Vitali

Distributions and bootstrap for data-based stochastic programming pp. 1-21

Xiaotie Chen and David L. Woodruff

Optimal investment by large consumers in an electricity market with generator market power pp. 1-56

Pranjal Pragya Verma, Mohammad Reza Hesamzadeh, Steffen Rebennack, Derek Bunn, K. Shanti Swarup and Dipti Srinivasan

Distributional robustness, stochastic divergences, and the quadrangle of risk pp. 1-30

R. Tyrrell Rockafellar

A simplified Wiener–Hopf factorization method for pricing double barrier options under Lévy processes pp. 1-30

Oleg Kudryavtsev

Decentralized optimization with affine constraints over time-varying networks pp. 1-23

Demyan Yarmoshik, Alexander Rogozin and Alexander Gasnikov

A distributed approach to meteorological predictions: addressing data imbalance in precipitation prediction models through federated learning and GANs pp. 1-23

Elaheh Jafarigol and Theodore B. Trafalis