Computational Management Science

2003 - 2026

Current editor(s): Ruediger Schultz

From Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 23, issue 2, 2026

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

Abraham Itzhak Weinberg

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

Extension, stability and smoothing of risk forms pp. 1-30

Huihui Chen and Darinka Dentcheva

A bi-objective mixed-integer optimization framework for industrial project portfolio selection under sustainability and uncertainty pp. 1-45

Amirhossein Bazargan, Ali RezaHoseini, Mostafa Bodaghi, Fatemeh Ghayoor and Morteza Bagherpour

Inference as risk identification pp. 1-39

Aurya S. Javeed, Drew P. Kouri and Thomas M. Surowiec

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

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

Prabal Das and Nabendu Sen

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

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

Existence results and computational methods for dynamic asset markets through quasi-variational inequalities pp. 1-26

Shivani Valecha and Asrifa Sultana

Real options valuation of a copper mine under commodity price and exchange rate jump risk pp. 1-38

Behnam Aminrostamkolaee and Sahar Kalaei

Volume 23, issue 1, 2026

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

Wim van Ackooij and Pedro Pérez-Aros

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

Vandana Singh and Shashi Kant Mishra

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

Gail Denisse Chamochumbi Diaz, Federica Palazzi and Laerte Sorini

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

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

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

Thi Linh Tran and Sheng-Hung Chen

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

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

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

Trine K. Boomsma, Francesca Maggioni and Giovanni Pantuso

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

Aswin Kannan, Timo Kreimeier and Andrea Walther

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

Spyridon Chapaloglou and Harald G. Svendsen

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

Malgorzata Miklas-Kalczynska and Zvi Drezner

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

Sudhan Bhattarai and Yongjia Song

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

Davide Lauria, Marco Bonomelli, Gabriele Torri and Rosella Giacometti

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

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

Aphisak Witthayapraphakorn, Sasarose Jaijit and Peerayuth Charnsethikul

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

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

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

Volume 22, issue 2, 2025

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

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

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

Davide Feleppa and Immacolata Oliva

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

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

Zhushun Yuan and Roy H. Kwon

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

Dipankar Das

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

Ludovic Goudenège, Andrea Molent and Antonino Zanette

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

Volume 22, issue 1, 2025

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

Nathan T. Boyd and Steven A. Gabriel

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

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

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

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

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

American options with liquidation penalties pp. 1-39

Anna Battauz, Marzia De Donno and Alessandro Sbuelz

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

Nikita Kiselev and Andrey Grabovoy