Journal: Comput. Manag. Science

Volume 7, Issue 4

355 -- 375Fernando S. Oliveira. Bottom-up design of strategic options as finite automata
377 -- 406Anna Nagurney. Formulation and analysis of horizontal mergers among oligopolistic firms with insights into the merger paradox: a supply chain network perspective
407 -- 435Songsong Liu, Jose M. Pinto, Lazaros G. Papageorgiou. MILP-based approaches for medium-term planning of single-stage continuous multiproduct plants with parallel units
437 -- 463Robert Fourer, Dominique Orban. DrAmpl: a meta solver for optimization problem analysis

Volume 7, Issue 3

225 -- 227Paolo Toth. Foreword
229 -- 268Roberto Baldacci, Enrico Bartolini, Aristide Mingozzi, Roberto Roberti. An exact solution framework for a broad class of vehicle routing problems
269 -- 287Enrique Benavent, Ángel Corberán, José M. Sanchis. A metaheuristic for the min-max windy rural postman problem with K vehicles
289 -- 311Abilio Lucena, Nelson Maculan, Luidi Simonetti. Reformulations and solution algorithms for the maximum leaf spanning tree problem
313 -- 336Eleni Hadjiconstantinou, Evelina Klerides. A new path-based cutting plane approach for the discrete time-cost tradeoff problem
337 -- 353Anabela Costa, José M. P. Paixão. An approximate solution approach for a scenario-based capital budgeting model

Volume 7, Issue 2

111 -- 120Hiroshi Konno, Sadanori Kameda, Naoya Kawadai. Solving a large scale semi-definite logit model
121 -- 137Mingzhou Jin, Burak Eksioglu. Optimal routing of vehicles with communication capabilities in disasters
139 -- 170J. A. J. Hall. Towards a practical parallelisation of the simplex method
171 -- 187Farid AitSahlia, Manisha Goswami, Suchandan Guha. American option pricing under stochastic volatility: an efficient numerical approach
189 -- 206Farid AitSahlia, Manisha Goswami, Suchandan Guha. American option pricing under stochastic volatility: an empirical evaluation
207 -- 223István Maros. Computational study of the GDPO dual phase-1 algorithm

Volume 7, Issue 1

1 -- 0Martin Becker. Exact simulation of final, minimal and maximal values of Brownian motion and jump-diffusions with applications to option pricing
19 -- 0Salem M. Al-Yakoob, Hanif D. Sherali, Mona Al-Jazzaf. A mixed-integer mathematical modeling approach to exam timetabling
47 -- 0Hiroshi Konno, Yuuhei Morita, Rei Yamamoto. A maximal predictability portfolio using absolute deviation reformulation
61 -- 0Apostolos Kotsialos. A hydrodynamic modelling framework for production networks
85 -- 0Chengyu Cao, Naira Hovakimyan, Johnny Evers. Active control of visual sensor for navigation and guidance