Computational Management Science

2003 - 2025

Current editor(s): Ruediger Schultz

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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

Volume 8, issue 4, 2011

On the role of norm constraints in portfolio selection pp. 323-353

Jun-ya Gotoh and Akiko Takeda

Progressive hedging innovations for a class of stochastic mixed-integer resource allocation problems pp. 355-370

Jean-Paul Watson and David Woodruff

Path loss prediction in urban environment using learning machines and dimensionality reduction techniques pp. 371-385

M. Piacentini and F. Rinaldi

Estimation of risk-neutral density surfaces pp. 387-414

A. Monteiro, R. Tütüncü and L. Vicente

Kernel logistic regression using truncated Newton method pp. 415-428

Maher Maalouf, Theodore Trafalis and Indra Adrianto

Volume 8, issue 3, 2011

Restricted generalized Nash equilibria and controlled penalty algorithm pp. 201-218

Masao Fukushima

Participating life insurance policies: an accurate and efficient parallel software for COTS clusters pp. 219-236

S. Corsaro, P. De Angelis, Z. Marino and F. Perla

Cognitive and self-selective routing for sensor networks pp. 237-258

Erol Gelenbe, Peixiang Liu, Boleslaw Szymanski and Christopher Morrell

Multiobjective evolutionary algorithms for complex portfolio optimization problems pp. 259-279

Konstantinos Anagnostopoulos and Georgios Mamanis

Linear classification tikhonov regularization knowledge-based support vector machine for tornado forecasting pp. 281-297

Theodore Trafalis, Olutayo Oladunni and Michael Richman

Gain–loss based convex risk limits in discrete-time trading pp. 299-321

Mustafa Pınar

Volume 8, issue 1, 2011

Preface pp. 1-2

Daniel Kuhn

Mean-variance versus expected utility in dynamic investment analysis pp. 3-22

Leonard MacLean, Yonggan Zhao and William Ziemba

Dynamic modeling of mean-reverting spreads for statistical arbitrage pp. 23-49

Kostas Triantafyllopoulos and Giovanni Montana

Implementing quasi-Monte Carlo simulations with linear transformations pp. 51-74

Piergiacomo Sabino

Day-ahead market bidding for a Nordic hydropower producer: taking the Elbas market into account pp. 75-101

Eduardo Faria and Stein-Erik Fleten

Least median of squares estimation by optimization heuristics with an application to the CAPM and a multi-factor model pp. 103-123

Peter Winker, Marianna Lyra and Chris Sharpe

Pricing cliquet options by tree methods pp. 125-135

Marcellino Gaudenzi and Antonino Zanette

Collective adjustment of pension rights in ALM models pp. 137-156

Willem Klein Haneveld, Matthijs Streutker and Maarten Vlerk

Multiobjective optimization using differential evolution for real-world portfolio optimization pp. 157-179

Thiemo Krink and Sandra Paterlini

Shape-based scenario generation using copulas pp. 181-199

Michal Kaut and Stein Wallace