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Computational Management Science, Volume 12
Volume 12, Number 1, January 2015
- Georges Zaccour
:
Special issue on computational techniques and applications. 1-3 - Rahul Savani
Game Theory Explorer: software for the applied game theorist. 5-33 - Pedro H. T. Schimit
The evolution of cooperation with different fitness functions using probabilistic cellular automata. 35-43 - Almas Naseem, R. Mark Reesor:
Risk and reward of home equity borrowing for investment in Canada, a stochastic analysis. 45-79 - Samir Trabelsi, Roc He, Lawrence He, Martin Kusy:
A comparison of Bayesian, Hazard, and Mixed Logit model of bankruptcy prediction. 81-97 - Shadi Sharif Azadeh
The impact of customer behavior models on revenue management systems. 99-109 - Vitor 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. 111-127 - Mohamad Y. Jaber
Imperfect production process with learning and forgetting effects. 129-152 - Mohammad Sadegh Pakkar:
An integrated approach based on DEA and AHP. 153-169 - Anna V. Timonina:
Multi-stage stochastic optimization: the distance between stochastic scenario processes. 171-195 - Samyukta Sethuraman, Sergiy Butenko:
The maximum ratio clique problem. 197-218
Volume 12, Number 2, April 2015
- Rüdiger Schultz:
Computations in stochastic programming. 219-220 - Václav Kozmík:
On variance reduction of mean-CVaR Monte Carlo estimators. 221-242 - Jinwook Lee, András Prékopa:
Decision-making from a risk assessment perspective for Corporate Mergers and Acquisitions. 243-266 - Ignacio Rios
Multi-period forecasting and scenario generation with limited data. 267-295 - Salem M. Al-Yakoob, Hanif D. Sherali:
A column generation mathematical programming approach for a class-faculty assignment problem with preferences. 297-318 - Yuichi Takano, Keisuke Nanjo, Noriyoshi Sukegawa
Cutting plane algorithms for mean-CVaR portfolio optimization with nonconvex transaction costs. 319-340 - Michal Kaut
Erratum to: A copula-based heuristic for scenario generation. 341-343
Volume 12, Number 3, July 2015
- Francesco Cesarone
Linear vs. quadratic portfolio selection models with hard real-world constraints. 345-370 - Leo Liberti:
Optimization and sustainable development. 371-395 - Emre Tokgöz, Samir A. Alwazzi, Theodore B. Trafalis
A heuristic algorithm to solve the single-facility location routing problem on Riemannian surfaces. 397-415 - Björn Fastrich, Sandra Paterlini
Constructing optimal sparse portfolios using regularization methods. 417-434 - Ingo Bremer, René Henrion, Andris Möller:
Probabilistic constraints via SQP solver: application to a renewable energy management problem. 435-459 - Agnieszka Karolina Konicz
Optimal annuity portfolio under inflation risk. 461-488
Volume 12, Number 4, October 2015
- Rüdiger Schultz:
Editorial, Volume 12, Issue 4, 2015. 489-490 - Francisco D. Muñoz, Jean-Paul Watson:
A scalable solution framework for stochastic transmission and generation planning problems. 491-518 - Nigel Cleland, Golbon Zakeri
Boomer-Consumer: a model for load consumption and reserve offers in reserve constrained electricity markets. 519-537 - Luckny Zéphyr
Controlled approximation of the value function in stochastic dynamic programming for multi-reservoir systems. 539-557 - Joseph Andria
Detection of local tourism systems by threshold accepting. 559-575 - Anurag Jayswal, Shipra Singh
On composite vector variational-like inequalities and vector optimization problems. 577-594
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