Computational Management Science

2003 - 2025

Current editor(s): Ruediger Schultz

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Volume 22, issue 1, 2025

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

Nikita Kiselev and Andrey Grabovoy

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

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

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

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

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

Nathan T. Boyd and Steven A. Gabriel

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 Donno and Alessandro Sbuelz

Volume 21, issue 2, 2024

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

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

Procurement auctions with losses pp. 1-20

Benjamin Heymann and Alejandro Jofré

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

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

Alois Pichler

Optimal liquidation policies of redeemable shares pp. 1-32

Anna Battauz and Francesco Rotondi

Volume 21, issue 1, 2024

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

Luckny Zephyr, Bernard F. Lamond and Pascal Lang

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

Andrey Leonidov

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

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

E. Lorenzo, G. Piscopo and M. Sibillo

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

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

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

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

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

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

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

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

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

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

Evaluation of strategy portfolios pp. 1-27

Anlan Wang, Aleš Kresta and Tomáš Tichý

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

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

Editorial pp. 1-5

Panos Pardalos, Valery Kalyagin and Mario R. Guarracino

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

Hongyu Zhang, Ignacio E. Grossmann and Asgeir Tomasgard

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

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

Oleg O. Khamisov

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

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

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