Computational Management Science

2003 - 2025

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 20, issue 1, 2023

On quasidifferentiable mathematical programs with equilibrium constraints pp. 1-20

Vivek Laha and Harsh Narayan Singh

Enabling same-day delivery using a drone resupply model with transshipment points pp. 1-31

Mohammad Moshref-Javadi, Kristof P. Cauwenberghe, Brent A. McCunney and Ahmad Hemmati

Online decision making for trading wind energy pp. 1-31

Miguel Angel Muñoz, Pierre Pinson and Jalal Kazempour

Robust selective maintenance optimization of series–parallel mission-critical systems subject to maintenance quality uncertainty pp. 1-31

Hamzea Al-Jabouri, Ahmed Saif and Claver Diallo

Norm constrained minimum variance portfolios with short selling pp. 1-35

Vrinda Dhingra, Shiv Kumar Gupta and Amita Sharma

Flexible supply meets flexible demand: prosumer impact on strategic hydro operations pp. 1-35

Farzad Hassanzadeh Moghimi, Yihsu Chen and Afzal S. Siddiqui

Preference robust state-dependent distortion risk measure on act space and its application in optimal decision making pp. 1-51

Wei Wang and Huifu Xu

Non-smooth setting of stochastic decentralized convex optimization problem over time-varying Graphs pp. 1-55

Aleksandr Lobanov, Andrew Veprikov, Georgiy Konin, Aleksandr Beznosikov, Alexander Gasnikov and Dmitry Kovalev

Problem-driven scenario clustering in stochastic optimization pp. 1-33

Julien Keutchayan, Janosch Ortmann and Walter Rei

Multi-period power utility optimization under stock return predictability pp. 1-27

Taras Bodnar, Dmytro Ivasiuk, Nestor Parolya and Wolfgang Schmid

Solving a maritime inventory routing problem under uncertainty using optimization and simulation pp. 1-27

Jørgen Bjaarstad Nikolaisen, Sofie Smith Vågen and Peter Schütz

Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint pp. 1-32

Alessandro Staino, Emilio Russo, Massimo Costabile and Arturo Leccadito

Using Lagrangian relaxation to locate hydrogen production facilities under uncertain demand: a case study from Norway pp. 1-32

Šárka Štádlerová, Sanjay Dominik Jena and Peter Schütz

Complementarity formulation of games with random payoffs pp. 1-32

Rossana Riccardi, Giorgia Oggioni, Elisabetta Allevi and Abdel Lisser

Solving linear multiplicative programs via branch-and-bound: a computational experience pp. 1-32

R. Cambini, R. Riccardi and D. Scopelliti

Implied volatility smoothing at COVID-19 times pp. 1-42

Sebastiano Vitali, Miloš Kopa and Gabriele Giana

Accelerated methods for weakly-quasi-convex optimization problems pp. 1-19

Sergey Guminov, Alexander Gasnikov and Ilya Kuruzov

Competitive facility location under attrition pp. 1-19

Zvi Drezner and Dawit Zerom

Modularity in planted partition model pp. 1-15

Mikhail Koshelev

Gradient-free methods for non-smooth convex stochastic optimization with heavy-tailed noise on convex compact pp. 1-43

Nikita Kornilov, Alexander Gasnikov, Pavel Dvurechensky and Darina Dvinskikh

Evaluating the role of waste-to-energy and cogeneration units in district heatings and electricity markets pp. 1-49

Elisabetta Allevi, Maria Elena Giuli, Ruth Domínguez and Giorgia Oggioni

Why there is no need to use a big-M in linear bilevel optimization: a computational study of two ready-to-use approaches pp. 1-12

Thomas Kleinert and Martin Schmidt

A topological approach for vector quasi-variational inequalities with set-valued functions pp. 1-13

Sonia and Ratna Dev Sarma

A criterion space decomposition approach to generalized tri-objective tactical resource allocation pp. 1-28

Sunney Fotedar, Ann-Brith Strömberg, Torgny Almgren and Stefan Cedergren

A theoretical validation of the DDMRP reorder policy pp. 1-28

Daniela Favaretto, Alessandro Marin and Marco Tolotti

Using machine learning prediction models for quality control: a case study from the automotive industry pp. 1-28

Mohamed Kais Msakni, Anders Risan and Peter Schütz

Ellipsoidal buffered area under the curve maximization model with variable selection in credit risk estimation pp. 1-28

Katsuhiro Tanaka and Rei Yamamoto

Simplifying capacity planning for electricity systems with hydroelectric and renewable generation pp. 1-28

Kenjiro Yagi and Ramteen Sioshansi

Wrong Way Risk corrections to CVA in CIR reduced-form models pp. 1-28

Fabio Antonelli, Alessandro Ramponi and Sergio Scarlatti

Projected solutions for finite-dimensional quasiequilibrium problems pp. 1-14

Marco Castellani, Massimiliano Giuli and Sara Latini

New criteria for existence of solutions for equilibrium problems pp. 1-16

Mircea Balaj, Marco Castellani and Massimiliano Giuli

Approximate variational inequalities and equilibria pp. 1-16

Giancarlo Bigi, Lorenzo Lampariello, Simone Sagratella and Valerio Giuseppe Sasso

Adaptive evolutionary algorithms for portfolio selection problems pp. 1-38

Gianni Filograsso and Giacomo Tollo

Wasserstein barycenter regression for estimating the joint dynamics of renewable and fossil fuel energy indices pp. 1-17

Maria Elena Giuli and Alessandro Spelta

Groundwater management and illegality in a differential-evolutionary framework pp. 1-17

Marta Biancardi, Gianluca Iannucci and Giovanni Villani

Renewable electricity capacity planning with uncertainty at multiple scales pp. 1-40

Michael C. Ferris and Andy Philpott

Hedging longevity risk in defined contribution pension schemes pp. 1-34

Ankush Agarwal, Christian-Oliver Ewald and Yongjie Wang

A fast Monte Carlo scheme for additive processes and option pricing pp. 1-34

Michele Azzone and Roberto Baviera

Investment disputes and their explicit role in option market uncertainty and overall risk instability pp. 1-25

Zdenek Drabek, Miloš Kopa, Matúš Maciak, Michal Pešta and Sebastiano Vitali

A sustainable dynamic closed-loop supply chain network equilibrium for collectibles markets pp. 1-30

Georgia Fargetta and Laura R. M. Scrimali

Optimal allocation of demand response considering transmission system congestion pp. 1-22

Vinicius Neves Motta, Miguel F. Anjos and Michel Gendreau

A bilevel approach to ESG multi-portfolio selection pp. 1-23

Francesco Cesarone, Lorenzo Lampariello, Davide Merolla, Jacopo Maria Ricci, Simone Sagratella and Valerio Giuseppe Sasso

Optimization of mixture models on time series networks encoded by visibility graphs: an analysis of the US electricity market pp. 1-23

Carlo Mari and Cristiano Baldassari

On efficiency and the Jain’s fairness index in integer assignment problems pp. 1-23

Nahid Rezaeinia, Julio C. Góez and Mario Guajardo

An ALNS-based matheuristic algorithm for a multi-product many-to-many maritime inventory routing problem pp. 1-23

Nooshin Heidari and Ahmad Hemmati

Mathematical modeling for further improving task scheduling on Big Data systems pp. 1-18

Stavros Souravlas, Sofia Anastasiadou and Angelo Sifaleras

Impact of public news sentiment on stock market index return and volatility pp. 1-36

Gianluca Anese, Marco Corazza, Michele Costola and Loriana Pelizzon

Integration of inventory control, maintenance policy, and quality control for selling products under warranty pp. 1-36

Ali Salmasnia, Soudabeh Hajihaji, Saeid Sharafi and Mohammad Reza Maleki

Volume 19, issue 4, 2022

An L-shaped method with strengthened lift-and-project cuts pp. 539-565

Pavlo Glushko, Csaba I. Fábián and Achim Koberstein

American options and stochastic interest rates pp. 567-604

Anna Battauz and Francesco Rotondi

Divide and conquer: the engineering of delegation pp. 605-626

Simona Settepanella, Gennaro Amendola, Luigi Marengo and Connor Minto

Network manipulation algorithm based on inexact alternating minimization pp. 627-664

David Müller and Vladimir Shikhman

Forecasting financial time series with Boltzmann entropy through neural networks pp. 665-681

Luca Grilli and Domenico Santoro

An agricultural investment problem subject to probabilistic constraints pp. 683-701

Kawtar El Karfi, René Henrion and Driss Mentagui

Insurance premium-based shortfall risk measure induced by cumulative prospect theory pp. 703-738

Sainan Zhang and Huifu Xu

Volume 19, issue 3, 2022

Multi-criteria supplier selection problem with fuzzy demand: a newsvendor model pp. 375-394

Omid Jadidi, Fatemeh Firouzi, John S. Loucks and Yong Shin Park

Modeling and mitigating supply chain disruptions as a bilevel network flow problem pp. 395-423

René Y. Glogg, Anna Timonina-Farkas and Ralf W. Seifert

A tail-revisited Markowitz mean-variance approach and a portfolio network centrality pp. 425-455

Francesca Mariani, Gloria Polinesi and Maria Cristina Recchioni

Kalman filter approach to real options with active learning pp. 457-490

Sebastian Sund, Lars H. Sendstad and Jacco J. J. Thijssen

Quantum game approach for capacity allocation decisions under strategic reasoning pp. 491-512

Masih Fadaki, Babak Abbasi and Prem Chhetri

Accuracy and fairness trade-offs in machine learning: a stochastic multi-objective approach pp. 513-537

Suyun Liu and Luis Nunes Vicente

Volume 19, issue 2, 2022

A comprehensive study of domain-specific emoji meanings in sentiment classification pp. 159-197

Nader Mahmoudi, Łukasz P. Olech and Paul Docherty

Parallel and distributed computing for stochastic dual dynamic programming pp. 199-226

D. Ávila, A. Papavasiliou and N. Löhndorf

Correction to: Parallel and distributed computing for stochastic dual dynamic programming pp. 227-228

D. Ávila, A. Papavasiliou and N. Löhndorf

Welfare and research and development incentive effects of uniform and differential pricing schemes pp. 229-268

Giorgio Gnecco, Fabio Pammolli and Berna Tuncay

The nested Sinkhorn divergence to learn the nested distance pp. 269-293

Alois Pichler and Michael Weinhardt

A Stackelberg game for the Italian tax evasion problem pp. 295-307

Gianfranco Gambarelli, Daniele Gervasio, Francesca Maggioni and Daniel Faccini

The spot and balancing markets for electricity: open- and closed-loop equilibrium models pp. 309-346

Trine Krogh Boomsma, Salvador Pineda and Ditte Mølgård Heide-Jørgensen

ESG score prediction through random forest algorithm pp. 347-373

Valeria D’Amato, Rita D’Ecclesia and Susanna Levantesi

Volume 19, issue 1, 2022

Computing nonperforming loan prices in banking efficiency analysis pp. 1-23

Elisa Fusco and Bernardo Maggi

Black’s model in a negative interest rate environment, with application to OTC derivatives pp. 25-39

Riccardo Bramante, Gimmi Dallago and Silvia Facchinetti

Constructing banking networks under decreasing costs of link formation pp. 41-64

Dietmar Maringer, Ben Craig and Sandra Paterlini

Predictive stochastic programming pp. 65-98

Yunxiao Deng and Suvrajeet Sen

Forecasting Value-at-Risk in turbulent stock markets via the local regularity of the price process pp. 99-132

Massimiliano Frezza, Sergio Bianchi and Augusto Pianese

Non-tradability interval for heterogeneous rational players in the option markets pp. 133-157

Yossi Shvimer and Avi Herbon