Computational Management Science

2003 - 2025

Current editor(s): Ruediger Schultz

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Volume 12, issue 4, 2015

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

Volume 12, issue 3, 2015

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

Volume 12, issue 2, 2015

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

Volume 12, issue 1, 2015

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

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