Computational Management Science

2003 - 2025

Current editor(s): Ruediger Schultz

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Volume 11, issue 4, 2014

Preface: Special issue on learning and robustness pp. 317-318

Panos Pardalos

Numerical study of learning algorithms on Stiefel manifold pp. 319-340

Takafumi Kanamori and Akiko Takeda

Calibrating probability distributions with convex-concave-convex functions: application to CDO pricing pp. 341-364

Alexander Veremyev, Peter Tsyurmasto, Stan Uryasev and R. Rockafellar

Interaction between financial risk measures and machine learning methods pp. 365-402

Jun-ya Gotoh, Akiko Takeda and Rei Yamamoto

Machine-learning classifiers for imbalanced tornado data pp. 403-418

Theodore Trafalis, Indra Adrianto, Michael Richman and S. Lakshmivarahan

Incremental accelerated gradient methods for SVM classification: study of the constrained approach pp. 419-444

Nicolas Couellan and Sophie Jan

Discovering the dynamics of smart business networks pp. 445-458

Louis Pau

An orienteering model for the search and rescue problem pp. 459-473

Adel Guitouni and Hatem Masri

A Cournot–Nash–Bertrand game theory model of a service-oriented Internet with price and quality competition among network transport providers pp. 475-502

Anna Nagurney and Tilman Wolf

A copula-based heuristic for scenario generation pp. 503-516

Michal Kaut

Edge detection by spherical separation pp. 517-530

A. Astorino, M. Gaudioso and W. Khalaf

Stochastic optimization on social networks with application to service pricing pp. 531-562

Denis Becker and Alexei Gaivoronski

Volume 11, issue 3, 2014

Special issue in honor of Berç Rustem pp. 195-196

Hans Amman and Panos Pardalos

On distributionally robust multiperiod stochastic optimization pp. 197-220

Bita Analui and Georg Pflug

Comparison of policy functions from the optimal learning and adaptive control frameworks pp. 221-235

Hans Amman and David Kendrick

Design optimization of an internal combustion engine powered CHP system for residential scale application pp. 237-266

Nikolaos Diangelakis, Christos Panos and Efstratios Pistikopoulos

Analysis of relationship between forward and spot markets in oligopolies under demand and cost uncertainties pp. 267-283

N. Gülpınar and F. Oliveira

Equilibria and dynamics of supply chain network competition with information asymmetry in quality and minimum quality standards pp. 285-315

Anna Nagurney and Dong Li

Volume 11, issue 1, 2014

Editorial to computational techniques in management science pp. 3-4

Panos Parpas and Wolfram Wiesemann

Can home-owners benefit from stochastic programming models? A study of mortgage choice in Denmark pp. 5-23

Kourosh Rasmussen, Claus Madsen and Rolf Poulsen

Energy efficiency and risk management in public buildings: strategic model for robust planning pp. 25-44

Emilio Cano, Javier Moguerza, Tatiana Ermolieva and Yuri Ermoliev

Network approach for the Russian stock market pp. 45-55

A. Vizgunov, B. Goldengorin, V. Kalyagin, A. Koldanov, P. Koldanov and P. Pardalos

Capacity expansion and forward contracting in a duopolistic power sector pp. 57-86

Dorea Chin and Afzal Siddiqui

Smart charging profiles for electric vehicles pp. 87-110

Fernando Banez-Chicharro, Jesus Latorre and Andres Ramos

Computational framework for longevity risk management pp. 111-137

Valeria D’Amato, Steven Haberman, Gabriella Piscopo and Maria Russolillo

Computational learning of the conditional phase-type (C-Ph) distribution pp. 139-155

Adele Marshall and Barry Shaw

Optimization of a linear function over the set of stochastic efficient solutions pp. 157-178

Chaabane Djamal and Mebrek Fatma

Multi-horizon stochastic programming pp. 179-193

Michal Kaut, Kjetil Midthun, Adrian Werner, Asgeir Tomasgard, Lars Hellemo and Marte Fodstad

Volume 10, issue 4, 2013

Preface pp. 277-279

Michèle Breton and Georges Zaccour

Dynamic decentralization of harvesting constraints in the management of tychastic evolution of renewable resources pp. 281-298

Jean-Pierre Aubin, Luxi Chen and Marie-Hélène Durand

A robust meta-game for climate negotiations pp. 299-329

Frédéric Babonneau, Alain Haurie and Marc Vielle

Spatial control of invasive species in conservation landscapes pp. 331-351

Christopher Baker and Michael Bode

Ecological-economic modelling for the sustainable management of biodiversity pp. 353-364

Luc Doyen, A. Cissé, S. Gourguet, Lauriane Mouysset, P.-Y. Hardy, C. Béné, F. Blanchard, F. Jiguet, Jean-Christophe Pereau and O. Thébaud

Computation of viability kernels: a case study of by-catch fisheries pp. 365-396

Jacek Krawczyk, Alastair Pharo, Oana Serea and Stewart Sinclair

Supply chain network sustainability under competition and frequencies of activities from production to distribution pp. 397-422

Anna Nagurney, Min Yu and Jonas Floden

Shallow lake economics run deep: nonlinear aspects of an economic-ecological interest conflict pp. 423-450

Florian Wagener

Volume 10, issue 2, 2013

Financial networks pp. 77-80

Anna Nagurney

Computational study of the US stock market evolution: a rank correlation-based network model pp. 81-103

Oleg Shirokikh, Grigory Pastukhov, Vladimir Boginski and Sergiy Butenko

Simple measure of similarity for the market graph construction pp. 105-124

Grigory Bautin, Valery Kalyagin, Alexander Koldanov, Petr Koldanov and Panos Pardalos

Financial contagion: extending the exposures network of the Mexican financial system pp. 125-155

Juan Solorzano-Margain, Serafin Martinez-Jaramillo and Fabrizio Lopez-Gallo

Assessing interbank contagion using simulated networks pp. 157-186

Grzegorz Halaj and Christoffer Kok

Network analysis of the e-MID overnight money market: the informational value of different aggregation levels for intrinsic dynamic processes pp. 187-211

Karl Finger, Daniel Fricke and Thomas Lux

Rollover risk and endogenous network dynamics pp. 213-230

Jose Fique and Frank Page

Financial networks with socially responsible investing pp. 231-252

Qiang Qiang, Ke Ke and Yihong Hu

The co-evolution of integrated corporate financial networks and supply chain networks with insolvency risk pp. 253-275

Zugang Liu

Volume 10, issue 1, 2013

An inventory-transportation system with stochastic demand pp. 1-20

Luca Bertazzi and Simona Cherubini

Simultaneous pursuit of out-of-sample performance and sparsity in index tracking portfolios pp. 21-49

Akiko Takeda, Mahesan Niranjan, Jun-ya Gotoh and Yoshinobu Kawahara

Integer programs for margining option portfolios by option spreads with more than four legs pp. 51-76

D. Matsypura and V.G. Timkovsky

Volume 9, issue 4, 2012

Mixed convexity and optimization results for an (S − 1, S) inventory model under a time limit on backorders pp. 417-440

Emre Tokgöz and Hillel Kumin

Iterative estimation maximization for stochastic linear programs with conditional value-at-risk constraints pp. 441-458

Pu Huang and Dharmashankar Subramanian

Dynamic fleet scheduling with uncertain demand and customer flexibility pp. 459-481

Jonathan Turner, Soonhui Lee, Mark Daskin, Tito Homem- de-Mello and Karen Smilowitz

The coastal seaspace patrol sector design and allocation problem pp. 483-514

Brian Lunday, Hanif Sherali and Kevin Lunday

Credit spreads, endogenous bankruptcy and liquidity risk pp. 515-530

Jianping Fu, Xingchun Wang and Yongjin Wang

Network design for time-constrained delivery using subgraphs pp. 531-542

Hui Chen, Ann Campbell and Barrett Thomas

Volume 9, issue 3, 2012

Editorial pp. 301-302

Panos Parpas and Wolfram Wiesemann

Multistage stochastic programming in strategic telecommunication network planning pp. 303-321

Andreas Eisenblätter and Jonas Schweiger

An exact model for cell formation in group technology pp. 323-338

Dmitry Krushinsky and Boris Goldengorin

An approximate dynamic programming framework for modeling global climate policy under decision-dependent uncertainty pp. 339-362

Mort Webster, Nidhi Santen and Panos Parpas

Stochastic nuclear outages semidefinite relaxations pp. 363-379

Agnès Gorge, Abdel Lisser and Riadh Zorgati

Optimal electricity generation portfolios pp. 381-399

Daniel Ziegler, Katrin Schmitz and Christoph Weber

Simple and efficient classification scheme based on specific vocabulary pp. 401-415

Jacques Savoy and Olena Zubaryeva

Volume 9, issue 2, 2012

Preface pp. 161-162

Georg Pflug

Solving generation expansion planning problems with environmental constraints by a bundle method pp. 163-182

Claudia Sagastizábal and Mikhail Solodov

Theoretical and algorithmic advances in multi-parametric programming and control pp. 183-203

Efstratios Pistikopoulos, Luis Dominguez, Christos Panos, Konstantinos Kouramas and Altannar Chinchuluun

Supply chain network operations management of a blood banking system with cost and risk minimization pp. 205-231

Anna Nagurney, Amir Masoumi and Min Yu

Optimal versus satisfactory decision making: a case study of sales with a target pp. 233-254

Jacek Krawczyk, Christopher Sissons and Daniel Vincent

Algorithms for the quickest path problem and the reliable quickest path problem pp. 255-272

Herminia Calvete, Lourdes del-Pozo and José Iranzo

DCA for solving the scheduling of lifting vehicle in an automated port container terminal pp. 273-286

Hoai Le, Adnan Yassine and Riadh Moussi

IPM based sparse LP solver on a heterogeneous processor pp. 287-299

Mujahed Eleyat and Lasse Natvig

Volume 9, issue 1, 2012

Optimal decision making under uncertainty pp. 1-2

Ronald Hochreiter and Daniel Kuhn

Monte Carlo methods for mean-risk optimization and portfolio selection pp. 3-29

Huifu Xu and Dali Zhang

Robust international portfolio management pp. 31-62

Raquel Fonseca, Wolfram Wiesemann and Berç Rustem

Robust portfolio optimization with a hybrid heuristic algorithm pp. 63-88

Björn Fastrich and Peter Winker

Regime-switching recurrent reinforcement learning for investment decision making pp. 89-107

Dietmar Maringer and Tikesh Ramtohul

Real options analysis of investment in carbon capture and sequestration technology pp. 109-138

Somayeh Heydari, Nick Ovenden and Afzal Siddiqui

Single source single-commodity stochastic network design pp. 139-160

Biju Thapalia, Stein Wallace, Michal Kaut and Teodor Crainic