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Springer

Computational Management Science

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Web page: http://www.springerlink.com/link.asp?id=111894

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For technical questions regarding this series, please contact (Christopher F Baum)
Series handle: repec:spr:comgts

2009, Volume 6, Issue 4

377-397 A multi-parametric programming approach for multilevel hierarchical and decentralised optimisation problems
by Nuno Faísca & Pedro Saraiva & Berç Rustem & Efstratios Pistikopoulos [Downloadable! (restricted)]
399-409 A discrete approach to designing optimal hedging-point control policies for production-inventory systems with general stochastic behavior
by B. Khoury [Downloadable! (restricted)]
411-434 Inner and outer loop optimization in semiconductor manufacturing supply chain management
by Wenlin Wang & Daniel Rivera & Hans Mittelmann [Downloadable! (restricted)]
435-445 Persistency and matroid intersection
by D. Magos & I. Mourtos & L. Pitsoulis [Downloadable! (restricted)]
447-457 Comparative studies on dynamic programming and integer programming approaches for concave cost production/inventory control problems
by Hiroshi Konno & Takaaki Egawa & Rei Yamamoto [Downloadable! (restricted)]
459-475 Portfolio selection under downside risk measures and cardinality constraints based on DC programming and DCA
by Hoai Le Thi & Mahdi Moeini & Tao Pham Dinh [Downloadable! (restricted)]
477-501 DC programming and DCA for globally solving the value-at-risk
by Tao Pham Dinh & Nguyen Nam & Hoai Le Thi [Downloadable! (restricted)]

2009, Volume 6, Issue 3

269-280 A genetic approach for strategic resource allocation planning
by Pavlos Delias & Nikolaos Matsatsinis [Downloadable! (restricted)]
281-306 Exact methods for large-scale multi-period financial planning problems
by R. Baldacci & M. Boschetti & N. Christofides & S. Christofides [Downloadable! (restricted)]
307-327 On multistage Stochastic Integer Programming for incorporating logical constraints in asset and liability management under uncertainty
by Laureano Escudero & Araceli Garín & María Merino & Gloria Pérez [Downloadable! (restricted)]
329-345 A global optimization problem in portfolio selection
by M. Bartholomew-Biggs & S. Kane [Downloadable! (restricted)]
347-356 A multicriteria approach for rating the credit risk of financial institutions
by G. Baourakis & M. Conisescu & G. Dijk & P. Pardalos & C. Zopounidis [Downloadable! (restricted)]
357-372 A fixed-center spherical separation algorithm with kernel transformations for classification problems
by A. Astorino & M. Gaudioso [Downloadable! (restricted)]
373-375 Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games
by Jong-Shi Pang & Masao Fukushima [Downloadable! (restricted)]

2009, Volume 6, Issue 2

115-116 Introduction to the special issue on computational optimization under uncertainty
by Ronald Hochreiter & Georg Pflug [Downloadable! (restricted)]
117-133 Scenario tree reduction for multistage stochastic programs
by Holger Heitsch & Werner Römisch [Downloadable! (restricted)]
135-160 Exploiting structure in parallel implementation of interior point methods for optimization
by Jacek Gondzio & Andreas Grothey [Downloadable! (restricted)]
161-185 Testing the structure of multistage stochastic programs
by Jitka Dupačová & Marida Bertocchi & Vittorio Moriggia [Downloadable! (restricted)]
187-208 A stochastic programming approach for multi-period portfolio optimization
by Alois Geyer & Michael Hanke & Alex Weissensteiner [Downloadable! (restricted)]
209-231 Computational methods for incentive option valuation
by Markku Kallio & Antti Pirjetä [Downloadable! (restricted)]
233-250 Risk aversion for an electricity retailer with second-order stochastic dominance constraints
by Miguel Carrión & Uwe Gotzes & Rüdiger Schultz [Downloadable! (restricted)]
251-267 Stochastic optimization models for a single-sink transportation problem
by Francesca Maggioni & Michal Kaut & Luca Bertazzi [Downloadable! (restricted)]

2009, Volume 6, Issue 1

1-3 Guest Editorial
by O. Kundakcioglu & Marcello Sanguineti & Theodore Trafalis [Downloadable! (restricted)]
5-24 Nonparametric nonlinear regression using polynomial and neural approximators: a numerical comparison
by A. Alessandri & L. Cassettari & R. Mosca [Downloadable! (restricted)]
25-40 Feature selection for high-dimensional data
by Augusto Destrero & Sofia Mosci & Christine Mol & Alessandro Verri & Francesca Odone [Downloadable! (restricted)]
41-51 Self-adaptive support vector machines: modelling and experiments
by Peng Du & Jiming Peng & Tamás Terlaky [Downloadable! (restricted)]
53-79 The weight-decay technique in learning from data: an optimization point of view
by Giorgio Gnecco & Marcello Sanguineti [Downloadable! (restricted)]
81-100 A nonlinear multi-classification knowledge-based kernel machine
by Olutayo Oladunni & Theodore Trafalis [Downloadable! (restricted)]
101-114 Multicategory classification via discrete support vector machines
by Carlotta Orsenigo & Carlo Vercellis [Downloadable! (restricted)]

2008, Volume 5, Issue 4

287-288 Preface
by Josef Kallrath & Panos Pardalos & Steffen Rebennack [Downloadable! (restricted)]
289-304 Optimal portfolios: new variations of an old theme
by Ralf Korn [Downloadable! (restricted)]
305-316 Portfolio selection with transaction costs under expected shortfall constraints
by Thomas Breuer & Martin Jandačka [Downloadable! (restricted)]
317-335 Using economic and financial information for stock selection
by I. Roko & M. Gilli [Downloadable! (restricted)]
337-354 Credit portfolio risk and asset price cycles
by Klaus Rheinberger & Martin Summer [Downloadable! (restricted)]
355-377 Airline network revenue management by multistage stochastic programming
by Andris Möller & Werner Römisch & Klaus Weber [Downloadable! (restricted)]
379-392 Optimal maintenance and scrapping versus the value of back ups
by Franz Wirl [Downloadable! (restricted)]
393-401 Reversible stopping (“switching”) implies super contact
by Franz Wirl [Downloadable! (restricted)]
403-405 Pricing problems in the chemical process industry
by J. Kallrath [Downloadable! (restricted)]

2008, Volume 5, Issue 3

173-206 GEMINI-E3, a general equilibrium model of international–national interactions between economy, energy and the environment
by Alain Bernard & Marc Vielle [Downloadable! (restricted)]
207-231 Supporting hydrogen based transportation: case studies with Global MARKAL Model
by Daniel Krzyzanowski & Socrates Kypreos & Leonardo Barreto [Downloadable! (restricted)]
233-257 The secondary benefits of climate change mitigation: an overlapping generations approach
by Olivier Bahn & Andrew Leach [Downloadable! (restricted)]
259-286 Adaptive management of energy transitions in long-term climate change
by Jürgen Scheffran [Downloadable! (restricted)]

2008, Volume 5, Issue 1

1-5 Editorial
by Alain Haurie [Downloadable! (restricted)]
7-40 ETSAP-TIAM: the TIMES integrated assessment model Part I: Model structure
by Richard Loulou & Maryse Labriet [Downloadable! (restricted)]
41-66 ETSAP-TIAM: the TIMES integrated assessment model. part II: mathematical formulation
by Richard Loulou [Downloadable! (restricted)]
67-94 How Crucial is Cooperation in Mitigating World Climate? Analysis with World-MARKAL
by Maryse Labriet & Richard Loulou [Downloadable! (restricted)]
95-117 Linking energy system and macroeconomic growth models
by Nico Bauer & Ottmar Edenhofer & Socrates Kypreos [Downloadable! (restricted)]
119-140 An oracle based method to compute a coupled equilibrium in a model of international climate policy
by Laurent Drouet & Alain Haurie & Francesco Moresino & Jean-Philippe Vial & Marc Vielle & Laurent Viguier [Downloadable! (restricted)]
141-170 Stabilizing global temperature change below thresholds: Monte Carlo analyses with MERGE
by Socrates Kypreos [Downloadable! (restricted)]

2007, Volume 4, Issue 4

301-312 The danger model: application to a competitive market
by Enrique Castillo & María Sarabia & Elena Álvarez [Downloadable! (restricted)]
313-353 Solving two-stage stochastic programming problems with level decomposition
by Csaba Fábián & Zoltán Szőke [Downloadable! (restricted)]
355-375 The Internet, evolutionary variational inequalities, and the time-dependent Braess paradox
by Anna Nagurney & David Parkes & Patrizia Daniele [Downloadable! (restricted)]

2007, Volume 4, Issue 3

227-242 Parameter redundancy in neural networks: an application of Chebyshev polynomials
by Bruce Curry [Downloadable! (restricted)]
243-281 Financial Networks with Intermediation and Transportation Network Equilibria: A Supernetwork Equivalence and Reinterpretation of the Equilibrium Conditions with Computations
by Zugang Liu & Anna Nagurney [Downloadable! (restricted)]
283-299 A Computational Algorithm Associated with Patient Progress Modelling
by S. Gallivan & M. Utley & M. Jit & C. Pagel [Downloadable! (restricted)]

2007, Volume 4, Issue 2

87-88 Special issue on dynamic games
by Georges Zaccour [Downloadable! (restricted)]
89-111 Optimal stopping problems by two or more decision makers: a survey
by Fouad Abdelaziz & Saoussen Krichen [Downloadable! (restricted)]
113-140 Algorithms for computing Nash equilibria in deterministic LQ games
by Jacob Engwerda [Downloadable! (restricted)]
141-157 A dynamic Cournot–Nash game: a representation of a finitely repeated feedback game
by Talat Genc [Downloadable! (restricted)]
159-181 Developments in differential game theory and numerical methods: economic and management applications
by Steffen Jørgensen & Georges Zaccour [Downloadable! (restricted)]
183-204 Numerical solutions to coupled-constraint (or generalised Nash) equilibrium problems
by Jacek Krawczyk [Downloadable! (restricted)]
205-225 Dynamic games in management science with interest rate uncertainty
by David Yeung [Downloadable! (restricted)]

2007, Volume 4, Issue 1

1-16 Equity Models in Planar Location
by Tammy Drezner & Zvi Drezner [Downloadable! (restricted)]
17-40 Automatic Formulation of Stochastic Programs Via an Algebraic Modeling Language
by J. Thénié & Ch. Delft & J. Vial [Downloadable! (restricted)]
41-57 Studies on a general stock-bond integrated portfolio optimization model
by Koji Kato & Hiroshi Konno [Downloadable! (restricted)]
59-83 Combined Discrete-event Simulation and Ant Colony Optimisation Approach for Selecting Optimal Screening Policies for Diabetic Retinopathy
by Sally Brailsford & Walter Gutjahr & Marion Rauner & Wolfgang Zeppelzauer [Downloadable! (restricted)]
85-86 Yaroslav D. Sergeyev: Arithmetic of infinity
by Donato Trigiante [Downloadable! (restricted)]

2006, Volume 3, Issue 4

245-269 Integrated Chance Constraints: Reduced Forms and an Algorithm
by Willem Haneveld & Maarten Vlerk [Downloadable! (restricted)]
271-284 An Optimization Model for Stochastic Project Networks with Cash Flows
by Stefano Benati [Downloadable! (restricted)]
285-305 Robust Capacity Assignment in Telecommunications
by Adam Ouorou [Downloadable! (restricted)]
307-330 Leader-Follower Equilibria for Electric Power and NO x Allowances Markets
by Yihsu Chen & Benjamin Hobbs & Sven Leyffer & Todd Munson [Downloadable! (restricted)]
331-348 An Algorithm for the Job Shop Scheduling Problem based on Global Equilibrium Search Techniques
by Panos Pardalos & Oleg Shylo [Downloadable! (restricted)]

2006, Volume 3, Issue 3

175-176 Introduction
by Erol Gelenbe [Downloadable! (restricted)]
177-192 Product form solution for exponential G-networks with dependent service and completion of service of killed customers
by Pavel Bocharov & Ciro D’Apice & Alexandre Pechinkin [Downloadable! (restricted)]
193-205 Texture Classification and Retrieval Using the Random Neural Network Model
by Alper Teke & Volkan Atalay [Downloadable! (restricted)]
207-223 Numerical Modelling of Autonomous Agent Movement and Conflict
by Y. Wang [Downloadable! (restricted)]
225-244 A New Multiobjective Dynamic Routing Method for Multiservice Networks: Modelling and Performance
by Lúcia Martins & José Craveirinha & João Clímaco [Downloadable! (restricted)]

2006, Volume 3, Issue 2

101-102 Foreword
by Theodore Trafalis [Downloadable! (restricted)]
103-112 Breast Tumor Susceptibility to Chemotherapy Via Support Vector Machines
by Glenn Fung & O. Mangasarian [Downloadable! (restricted)]
113-129 Fixed-size Least Squares Support Vector Machines: A Large Scale Application in Electrical Load Forecasting
by Marcelo Espinoza & Johan Suykens & Bart Moor [Downloadable! (restricted)]
131-145 An Improved Gradient Projection-based Decomposition Technique for Support Vector Machines
by Luca Zanni [Downloadable! (restricted)]
147-160 Support Vector Machine as an Efficient Framework for Stock Market Volatility Forecasting
by Valeriy Gavrishchaka & Supriya Banerjee [Downloadable! (restricted)]
161-174 Non-Parametric Regression Methods
by Huseyin Ince [Downloadable! (restricted)]

2006, Volume 3, Issue 1

1 Foreword
by Istvan Maros [Downloadable! (restricted)]
3-27 Computational aspects of minimizing conditional value-at-risk
by Alexandra Künzi-Bay & János Mayer [Downloadable! (restricted)]
29-53 On solving the multi-period single-sourcing problem under uncertainty
by A. Alonso-Ayuso & L. Escudero & C. Pizarro & H. Romeijn & D. Morales [Downloadable! (restricted)]
55-79 An adaptive Monte Carlo algorithm for computing mixed logit estimators
by Fabian Bastin & Cinzia Cirillo & Philippe Toint [Downloadable! (restricted)]
81-100 Optimal impulse control on an unbounded domain with nonlinear cost functions
by Stefano Baccarin & Simona Sanfelici [Downloadable! (restricted)]

2005, Volume 4, Issue 4

253-278 Efficient strategies for deriving the subset VAR models
by Cristian Gatu & Erricos Kontoghiorghes [Downloadable! (restricted)]
279-293 Bilevel programming approach applied to the flow shop scheduling problem under fuzziness
by Samir Abass [Downloadable! (restricted)]
295-308 Intervention analysis to identify significant exposures in pulsing advertising campaigns: an operative procedure
by Alessandra Luati & Giorgio Tassinari [Downloadable! (restricted)]
309-338 An application of the neural network energy function to machine sequencing
by Komgrit Leksakul & Anulark Techanitisawad [Downloadable! (restricted)]
339-351 Integer programming approaches in mean-risk models
by Hiroshi Konno & Rei Yamamoto [Downloadable! (restricted)]
353-354 Book review
by Berc Rustem [Downloadable! (restricted)]

2005, Volume 2, Issue 3

165-180 A C + + computational environment for biomolecular sequence management
by M. Chiusano & Takashi Gojobori & G. Toraldo [Downloadable! (restricted)]
181-212 Global optimization of mixed-integer bilevel programming problems
by Zeynep Gümüş & Christodoulos Floudas [Downloadable! (restricted)]
213-228 Design of induction motors using a mixed-variable approach
by Giampaolo Liuzzi & Stefano Lucidi & Veronica Piccialli & Marco Villani [Downloadable! (restricted)]
229-251 Learning networks in rainfall estimation
by Theodore Trafalis & Budi Santosa & Michael Richman [Downloadable! (restricted)]

2005, Volume 2, Issue 2

85-85 Guest editorial
by Erricos Kontoghiorghes [Downloadable! (restricted)]
87-106 A multivariate FGD technique to improve VaR computation in equity markets
by Francesco Audrino & Giovanni Barone-Adesi [Downloadable! (restricted)]
107-121 Quadratic interior-point methods in statistical disclosure control
by Jordi Castro [Downloadable! (restricted)]
123-138 Portfolio selection under VaR constraints
by Kostas Giannopoulos & Ephraim Clark & Radu Tunaru [Downloadable! (restricted)]
139-153 Distribution assumptions and risk constraints in portfolio optimization
by Dietmar Maringer [Downloadable! (restricted)]
155-161 Hybrid artificial neural networks for efficient valuation of real options and financial derivatives
by Chris Charalambous & Spiros Martzoukos [Downloadable! (restricted)]

2005, Volume 2, Issue 1

1-1 Jacques F. Benders is 80
by István Maros [Downloadable! (restricted)]
3-19 Partitioning procedures for solving mixed-variables programming problems
by J. Benders [Downloadable! (restricted)]
21-56 Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games
by Jong-Shi Pang & Masao Fukushima [Downloadable! (restricted)]
57-82 Performance analysis of distributed solution approaches in simulation-based optimization
by M. Gerdes & T. Barth & M. Grauer [Downloadable! (restricted)]
83-84 Book review
by Sampo Ruuth [Downloadable! (restricted)]
21-56 Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games
by Jong-Shi Pang & Masao Fukushima [Downloadable! (restricted)]

2004, Volume 1, Issue 3

209-210 Editorial
by C. Zopounidis & M. Doumpos & P. Pardalos [Downloadable! (restricted)]
211-230 Pattern classification by goal programming and support vector machines
by Takeshi Asada & Yeboon Yun & Hirotaka Nakayama & Tetsuzo Tanino [Downloadable! (restricted)]
231-244 Decision trees for monotone price models
by Marina Velikova & Hennie Daniels [Downloadable! (restricted)]
245-274 A multiple decision trees architecture for medical diagnosis: The differentiation of opening snap, second heart sound split and third heart sound
by A. Stasis & E. Loukis & S. Pavlopoulos & D. Koutsouris [Downloadable! (restricted)]
275-292 Design of cellular manufacturing systems using Latent Semantic Indexing and Self Organizing Maps
by Nikolaos Ampazis & Ioannis Minis [Downloadable! (restricted)]
293-310 A hybrid genetic model for the prediction of corporate failure
by Anthony Brabazon & Peter Keenan [Downloadable! (restricted)]
311-327 Evolving technical trading rules for spot foreign-exchange markets using grammatical evolution
by Anthony Brabazon & Michael O’Neill [Downloadable! (restricted)]
329-343 Foreign versus domestic banks’ performance in the UK: a multicriteria approach
by K. Kosmidou & F. Pasiouras & M. Doumpos & C. Zopounidis [Downloadable! (restricted)]

2004, Volume 1, Issue 2

109-149 New tools in non-linear modelling and prediction
by Antonia Jones [Downloadable! (restricted)]
151-178 Sampling aspects of rough set theory
by Bruce Curry [Downloadable! (restricted)]
179-192 Flow equivalence and stochastic equivalence in G-networks
by Jean-Michel Fourneau & Erol Gelenbe [Downloadable! (restricted)]
193-208 Finding the optimal solution to the Huff based competitive location model
by Tammy Drezner & Zvi Drezner [Downloadable! (restricted)]

2003, Volume 1, Issue 1

1-14 Sensible decisions based on QoS
by Erol Gelenbe [Downloadable! (restricted)]
31-58 International financial networks with intermediation: modeling, analysis, and computations
by Anna Nagurney & Jose Cruz [Downloadable! (restricted)]
59-73 Estimation of failure probability using semi-definite logit model
by Hiroshi Konno & Naoya Kawadai & Dai Wu [Downloadable! (restricted)]
75-107 Pricing early exercise contracts in incomplete markets
by A. Oberman & T. Zariphopoulou [Downloadable! (restricted)]

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This page was last updated on 2009-10-18.

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