Computational Management Science

2003 - 2025

Current editor(s): Ruediger Schultz

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Volume 5, issue 4, 2008

Preface pp. 287-288

Josef Kallrath, Panos Pardalos and Steffen Rebennack

Optimal portfolios: new variations of an old theme pp. 289-304

Ralf Korn

Portfolio selection with transaction costs under expected shortfall constraints pp. 305-316

Thomas Breuer and Martin Jandačka

Using economic and financial information for stock selection pp. 317-335

Ilir Roko and Manfred Gilli

Credit portfolio risk and asset price cycles pp. 337-354

Klaus Rheinberger and Martin Summer

Airline network revenue management by multistage stochastic programming pp. 355-377

Andris Möller, Werner Römisch and Klaus Weber

Optimal maintenance and scrapping versus the value of back ups pp. 379-392

Franz Wirl

Reversible stopping (“switching”) implies super contact pp. 393-401

Franz Wirl

Pricing problems in the chemical process industry pp. 403-405

J. Kallrath

Volume 5, issue 3, 2008

GEMINI-E3, a general equilibrium model of international–national interactions between economy, energy and the environment pp. 173-206

Alain Bernard and Marc Vielle

Supporting hydrogen based transportation: case studies with Global MARKAL Model pp. 207-231

Daniel Krzyzanowski, Socrates Kypreos and Leonardo Barreto

The secondary benefits of climate change mitigation: an overlapping generations approach pp. 233-257

Olivier Bahn and Andrew Leach

Adaptive management of energy transitions in long-term climate change pp. 259-286

Jürgen Scheffran

Volume 5, issue 1, 2008

Editorial pp. 1-5

Alain Haurie

ETSAP-TIAM: the TIMES integrated assessment model Part I: Model structure pp. 7-40

Richard Loulou and Maryse Labriet

ETSAP-TIAM: the TIMES integrated assessment model. part II: mathematical formulation pp. 41-66

Richard Loulou

How Crucial is Cooperation in Mitigating World Climate? Analysis with World-MARKAL pp. 67-94

Maryse Labriet and Richard Loulou

Linking energy system and macroeconomic growth models pp. 95-117

Nico Bauer, Ottmar Edenhofer and Socrates Kypreos

An oracle based method to compute a coupled equilibrium in a model of international climate policy pp. 119-140

Laurent Drouet, Alain Haurie, Francesco Moresino, Jean-Philippe Vial, Marc Vielle and Laurent Viguier

Stabilizing global temperature change below thresholds: Monte Carlo analyses with MERGE pp. 141-170

Socrates Kypreos

Volume 4, issue 4, 2007

Efficient strategies for deriving the subset VAR models pp. 253-278

Cristian Gatu and Erricos Kontoghiorghes

Bilevel programming approach applied to the flow shop scheduling problem under fuzziness pp. 279-293

Samir Abass

Intervention analysis to identify significant exposures in pulsing advertising campaigns: an operative procedure pp. 295-308

Alessandra Luati and Giorgio Tassinari

The danger model: application to a competitive market pp. 301-312

Enrique Castillo, María Sarabia and Elena Álvarez

An application of the neural network energy function to machine sequencing pp. 309-338

Komgrit Leksakul and Anulark Techanitisawad

Solving two-stage stochastic programming problems with level decomposition pp. 313-353

Csaba Fábián and Zoltán Szőke

Integer programming approaches in mean-risk models pp. 339-351

Hiroshi Konno and Rei Yamamoto

Book review pp. 353-354

Berc Rustem

The Internet, evolutionary variational inequalities, and the time-dependent Braess paradox pp. 355-375

Anna Nagurney, David Parkes and Patrizia Daniele

Volume 4, issue 3, 2007

Parameter redundancy in neural networks: an application of Chebyshev polynomials pp. 227-242

Bruce Curry

Financial Networks with Intermediation and Transportation Network Equilibria: A Supernetwork Equivalence and Reinterpretation of the Equilibrium Conditions with Computations pp. 243-281

Zugang Liu and Anna Nagurney

A Computational Algorithm Associated with Patient Progress Modelling pp. 283-299

S. Gallivan, M. Utley, M. Jit and C. Pagel

Volume 4, issue 2, 2007

Special issue on dynamic games pp. 87-88

Georges Zaccour

Optimal stopping problems by two or more decision makers: a survey pp. 89-111

Fouad Abdelaziz and Saoussen Krichen

Algorithms for computing Nash equilibria in deterministic LQ games pp. 113-140

Jacob Engwerda

A dynamic Cournot–Nash game: a representation of a finitely repeated feedback game pp. 141-157

Talat Genc

Developments in differential game theory and numerical methods: economic and management applications pp. 159-181

Steffen Jørgensen and Georges Zaccour

Numerical solutions to coupled-constraint (or generalised Nash) equilibrium problems pp. 183-204

Jacek Krawczyk

Dynamic games in management science with interest rate uncertainty pp. 205-225

David Yeung

Volume 4, issue 1, 2007

Equity Models in Planar Location pp. 1-16

Tammy Drezner and Zvi Drezner

Automatic Formulation of Stochastic Programs Via an Algebraic Modeling Language pp. 17-40

J. Thénié, Ch. Delft and J. Vial

Studies on a general stock-bond integrated portfolio optimization model pp. 41-57

Koji Kato and Hiroshi Konno

Combined Discrete-event Simulation and Ant Colony Optimisation Approach for Selecting Optimal Screening Policies for Diabetic Retinopathy pp. 59-83

Sally Brailsford, Walter Gutjahr, Marion Rauner and Wolfgang Zeppelzauer

Yaroslav D. Sergeyev: Arithmetic of infinity pp. 85-86

Donato Trigiante

Volume 3, issue 4, 2006

Integrated Chance Constraints: Reduced Forms and an Algorithm pp. 245-269

Willem Haneveld and Maarten Vlerk

An Optimization Model for Stochastic Project Networks with Cash Flows pp. 271-284

Stefano Benati

Robust Capacity Assignment in Telecommunications pp. 285-305

Adam Ouorou

Leader-Follower Equilibria for Electric Power and NO x Allowances Markets pp. 307-330

Yihsu Chen, Benjamin Hobbs, Sven Leyffer and Todd Munson

An Algorithm for the Job Shop Scheduling Problem based on Global Equilibrium Search Techniques pp. 331-348

Panos Pardalos and Oleg Shylo

Volume 3, issue 3, 2006

Introduction pp. 175-176

Erol Gelenbe

Product form solution for exponential G-networks with dependent service and completion of service of killed customers pp. 177-192

Pavel Bocharov, Ciro D’Apice and Alexandre Pechinkin

Texture Classification and Retrieval Using the Random Neural Network Model pp. 193-205

Alper Teke and Volkan Atalay

Numerical Modelling of Autonomous Agent Movement and Conflict pp. 207-223

Y. Wang

A New Multiobjective Dynamic Routing Method for Multiservice Networks: Modelling and Performance pp. 225-244

Lúcia Martins, José Craveirinha and João Clímaco

Volume 3, issue 2, 2006

Foreword pp. 101-102

Theodore Trafalis

Breast Tumor Susceptibility to Chemotherapy Via Support Vector Machines pp. 103-112

Glenn Fung and O. Mangasarian

Fixed-size Least Squares Support Vector Machines: A Large Scale Application in Electrical Load Forecasting pp. 113-129

Marcelo Espinoza, Johan Suykens and Bart Moor

An Improved Gradient Projection-based Decomposition Technique for Support Vector Machines pp. 131-145

Luca Zanni

Support Vector Machine as an Efficient Framework for Stock Market Volatility Forecasting pp. 147-160

Valeriy Gavrishchaka and Supriya Banerjee

Non-Parametric Regression Methods pp. 161-174

Huseyin Ince

Volume 3, issue 1, 2006

Foreword pp. 1

Istvan Maros

Computational aspects of minimizing conditional value-at-risk pp. 3-27

Alexandra Künzi-Bay and János Mayer

On solving the multi-period single-sourcing problem under uncertainty pp. 29-53

A. Alonso-Ayuso, L. Escudero, C. Pizarro, H. Romeijn and D. Morales

An adaptive Monte Carlo algorithm for computing mixed logit estimators pp. 55-79

Fabian Bastin, Cinzia Cirillo and Philippe Toint

Optimal impulse control on an unbounded domain with nonlinear cost functions pp. 81-100

Stefano Baccarin and Simona Sanfelici