Journal: Comput. Manag. Science

Volume 12, Issue 4

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

Volume 12, Issue 3

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

Volume 12, Issue 2

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

Volume 12, Issue 1

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