Computational Management Science

2003 - 2025

Current editor(s): Ruediger Schultz

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A moment matching approach to log-normal portfolio optimization pp. 501-520: Elçin Çetinkaya and Aurélie Thiele
On the customer lifetime value: a mathematical perspective pp. 521-539: R. Ferrentino, M. T. Cuomo and C. Boniello
Bootstrap estimation of the efficient frontier pp. 541-570: Begoña Font
On the minimum-cost $$\lambda $$ λ -edge-connected k-subgraph problem pp. 571-596: Elham Sadeghi and Neng Fan
Advance selling to strategic consumers pp. 597-626: Michelle M. H. Şeref, Onur Şeref, Aydın Alptekinoğlu and S. Selçuk Erengüç

An improved Lagrangian relaxation and dual ascent approach to facility location problems pp. 317-348: Kurt Jörnsten and Andreas Klose
Economics of collective monitoring: a study of environmentally constrained electricity generators pp. 349-369: J. Contreras, Jacek Krawczyk and James Zuccollo
Accelerating viability kernel computation with CUDA architecture: application to bycatch fishery management pp. 371-391: Antoine Brias, Jean-Denis Mathias and Guillaume Deffuant
Monotonic bounds in multistage mixed-integer stochastic programming pp. 423-457: Francesca Maggioni, Elisabetta Allevi and Marida Bertocchi
Protecting the data-driven newsvendor against rare events: a correction-term approach pp. 459-482: Gokhan Metan and Aurélie Thiele
Investment in electric energy storage under uncertainty: a real options approach pp. 483-500: Ida Bakke, Stein-Erik Fleten, Lars Ivar Hagfors, Verena Hagspiel, Beate Norheim and Sonja Wogrin

Polyhedral approximation of ellipsoidal uncertainty sets via extended formulations: a computational case study pp. 151-193: Andreas Bärmann, Andreas Heidt, Alexander Martin, Sebastian Pokutta and Christoph Thurner
Decomposition for adjustable robust linear optimization subject to uncertainty polytope pp. 219-239: Josette Ayoub and Michael Poss
On the average performance of the adjustable RO and its use as an offline tool for multi-period production planning under uncertainty pp. 293-315: Michal Melamed, Aharon Ben-Tal and Boaz Golany

Computational Management Science Special Issue on “Optimisation methods and applications in the energy sector” pp. 1-3: Stein-Erik Fleten, Daniel Kuhn and Afzal Siddiqui
Computational Management Science Special Issue on “Optimisation methods and applications in the energy sector” pp. 1-3: Stein-Erik Fleten, Daniel Kuhn and Afzal Siddiqui
The impact of wind uncertainty on the strategic valuation of distributed electricity storage pp. 5-27: Pedro Crespo Del Granado, Stein Wallace and Zhan Pang
Solution sensitivity-based scenario reduction for stochastic unit commitment pp. 29-62: Yonghan Feng and Sarah Ryan
The natural hedge of a gas-fired power plant pp. 63-86: Xiaojia Guo, Alexandros Beskos and Afzal Siddiqui
A leader-followers model of power transmission capacity expansion in a market driven environment pp. 87-118: Paolo Pisciella, Marida Bertocchi and Maria Vespucci
A dynamic programming model of energy storage and transformer deployments to relieve distribution constraints pp. 119-146: Xiaomin Xi and Ramteen Sioshansi

Editorial, Volume 12, Issue 4, 2015 pp. 489-490: Rüdiger Schultz
A scalable solution framework for stochastic transmission and generation planning problems pp. 491-518: Francisco Munoz and Jean-Paul Watson
Boomer-Consumer: a model for load consumption and reserve offers in reserve constrained electricity markets pp. 519-537: Nigel Cleland, Golbon Zakeri, Geoff Pritchard and Brent Young
Controlled approximation of the value function in stochastic dynamic programming for multi-reservoir systems pp. 539-557: Luckny Zéphyr, Pascal Lang and Bernard Lamond
Detection of local tourism systems by threshold accepting pp. 559-575: Joseph Andria, Giacomo Tollo and Raffaele Pesenti
On composite vector variational-like inequalities and vector optimization problems pp. 577-594: Anurag Jayswal, Shipra Singh and Sarita Choudhury

Linear vs. quadratic portfolio selection models with hard real-world constraints pp. 345-370: Francesco Cesarone, Andrea Scozzari and Fabio Tardella
Optimization and sustainable development pp. 371-395: Leo Liberti
A heuristic algorithm to solve the single-facility location routing problem on Riemannian surfaces pp. 397-415: Emre Tokgöz, Samir Alwazzi and Theodore Trafalis
Constructing optimal sparse portfolios using regularization methods pp. 417-434: B. Fastrich, Sandra Paterlini and Peter Winker
Probabilistic constraints via SQP solver: application to a renewable energy management problem pp. 435-459: I. Bremer, R. Henrion and A. Möller
Optimal annuity portfolio under inflation risk pp. 461-488: Agnieszka Konicz, David Pisinger and Alex Weissensteiner

Computations in stochastic programming pp. 219-220: Rudiger Schultz
On variance reduction of mean-CVaR Monte Carlo estimators pp. 221-242: Václav Kozmík
Decision-making from a risk assessment perspective for Corporate Mergers and Acquisitions pp. 243-266: Jinwook Lee and András Prékopa
Multi-period forecasting and scenario generation with limited data pp. 267-295: Ignacio Rios, Roger Wets and David Woodruff
A column generation mathematical programming approach for a class-faculty assignment problem with preferences pp. 297-318: Salem Al-Yakoob and Hanif Sherali
Cutting plane algorithms for mean-CVaR portfolio optimization with nonconvex transaction costs pp. 319-340: Yuichi Takano, Keisuke Nanjo, Noriyoshi Sukegawa and Shinji Mizuno
Erratum to: A copula-based heuristic for scenario generation pp. 341-343: Michal Kaut

Special issue on computational techniques and applications pp. 1-3: Georges Zaccour
Game Theory Explorer: software for the applied game theorist pp. 5-33: Rahul Savani and Bernhard von Stengel
The evolution of cooperation with different fitness functions using probabilistic cellular automata pp. 35-43: P. Schimit, B. Santos and C. Soares
Risk and reward of home equity borrowing for investment in Canada, a stochastic analysis pp. 45-79: Almas Naseem and R. Reesor
A comparison of Bayesian, Hazard, and Mixed Logit model of bankruptcy prediction pp. 81-97: Samir Trabelsi, Roc He, Lawrence He and Martin Kusy
The impact of customer behavior models on revenue management systems pp. 99-109: Shadi Azadeh, M. Hosseinalifam and G. Savard
Stochastic model for energy commercialisation of small hydro plants in the Brazilian energy market pp. 111-127: Vitor Matos, Mauro Sierra, Erlon Finardi, Brigida Decker and André Milanezi
Imperfect production process with learning and forgetting effects pp. 129-152: M. Jaber and Z. Givi
An integrated approach based on DEA and AHP pp. 153-169: Mohammad Pakkar
Multi-stage stochastic optimization: the distance between stochastic scenario processes pp. 171-195: Anna Timonina
The maximum ratio clique problem pp. 197-218: Samyukta Sethuraman and Sergiy Butenko