Journal: Comput. Manag. Science

Volume 13, Issue 4

501 -- 520Elçin Çetinkaya, Aurélie Thiele. A moment matching approach to log-normal portfolio optimization
521 -- 539Rosa Ferrentino, Maria Teresa Cuomo, Carmine Boniello. On the customer lifetime value: a mathematical perspective
541 -- 570Begoña Font. Bootstrap estimation of the efficient frontier
571 -- 596Elham Sadeghi, Neng Fan. k-subgraph problem
597 -- 626Michelle M. H. Seref, Onur Seref, Aydin Alptekinoglu, S. Selçuk Erengüç. Advance selling to strategic consumers

Volume 13, Issue 3

317 -- 348Kurt Jörnsten, Andreas Klose. An improved Lagrangian relaxation and dual ascent approach to facility location problems
349 -- 369Javier Contreras, Jacek B. Krawczyk, James Zuccollo. Economics of collective monitoring: a study of environmentally constrained electricity generators
371 -- 391Antoine Brias, Jean-Denis Mathias, Guillaume Deffuant. Accelerating viability kernel computation with CUDA architecture: application to bycatch fishery management
393 -- 422X. J. Tong, H. Xu, F. F. Wu, Z. Zhao. Penalized sample average approximation methods for stochastic programs in economic and secure dispatch of a power system
423 -- 457Francesca Maggioni, Elisabetta Allevi, Marida Bertocchi. Monotonic bounds in multistage mixed-integer stochastic programming
459 -- 482Gokhan Metan, Aurélie Thiele. Protecting the data-driven newsvendor against rare events: a correction-term approach
483 -- 500Ida Bakke, Stein-Erik Fleten, Lars Ivar Hagfors, Verena Hagspiel, Beate Norheim, Sonja Wogrin. Investment in electric energy storage under uncertainty: a real options approach

Volume 13, Issue 2

147 -- 149Erick Delage, Dan Andrei Iancu. Computational management science special issue on "Robust Optimization and Applications"
151 -- 193Andreas Bärmann, Andreas Heidt, Alexander Martin, Sebastian Pokutta, Christoph Thurner. Polyhedral approximation of ellipsoidal uncertainty sets via extended formulations: a computational case study
195 -- 217Dimitris Bertsimas, Iain Dunning, Miles Lubin. Reformulation versus cutting-planes for robust optimization
219 -- 239Josette Ayoub, Michael Poss. Decomposition for adjustable robust linear optimization subject to uncertainty polytope
241 -- 261Zizhuo Wang, Peter W. Glynn, Yinyu Ye. Likelihood robust optimization for data-driven problems
263 -- 292Elçin Çetinkaya, Aurélie Thiele. New product launch decisions with robust optimization
293 -- 315Michal Melamed, Aharon Ben-Tal, Boaz Golany. On the average performance of the adjustable RO and its use as an offline tool for multi-period production planning under uncertainty

Volume 13, Issue 1

1 -- 3Stein-Erik Fleten, Daniel Kuhn, Afzal Siddiqui. Computational Management Science Special Issue on "Optimisation methods and applications in the energy sector"
5 -- 27Pedro Crespo Del Granado, Stein W. Wallace, Zhan Pang. The impact of wind uncertainty on the strategic valuation of distributed electricity storage
29 -- 62Yonghan Feng, Sarah M. Ryan. Solution sensitivity-based scenario reduction for stochastic unit commitment
63 -- 86Xiaojia Guo, Alexandros Beskos, Afzal Siddiqui. The natural hedge of a gas-fired power plant
87 -- 118Paolo Pisciella, Marida Bertocchi, Maria Teresa Vespucci. A leader-followers model of power transmission capacity expansion in a market driven environment
119 -- 146Xiaomin Xi, Ramteen Sioshansi. A dynamic programming model of energy storage and transformer deployments to relieve distribution constraints