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ORCIDComputational Management Science, Volume 13
Volume 13, Number 1, January 2016
- Stein-Erik Fleten
, Daniel Kuhn, Afzal S. Siddiqui:
Computational Management Science Special Issue on "Optimisation methods and applications in the energy sector". 1-3 - Pedro Crespo Del Granado, Stein W. Wallace, Zhan Pang:
The impact of wind uncertainty on the strategic valuation of distributed electricity storage. 5-27 - Yonghan Feng, Sarah M. Ryan:
Solution sensitivity-based scenario reduction for stochastic unit commitment. 29-62 - Xiaojia Guo, Alexandros Beskos, Afzal S. Siddiqui:
The natural hedge of a gas-fired power plant. 63-86 - Paolo Pisciella, Marida Bertocchi, Maria Teresa Vespucci:
A leader-followers model of power transmission capacity expansion in a market driven environment. 87-118 - Xiaomin Xi, Ramteen Sioshansi:
A dynamic programming model of energy storage and transformer deployments to relieve distribution constraints. 119-146
Volume 13, Number 2, April 2016
- Erick Delage, Dan Andrei Iancu:
Computational management science special issue on "Robust Optimization and Applications". 147-149 - Andreas Bärmann, Andreas Heidt, Alexander Martin, Sebastian Pokutta, Christoph Thurner:
Polyhedral approximation of ellipsoidal uncertainty sets via extended formulations: a computational case study. 151-193 - Dimitris Bertsimas, Iain Dunning, Miles Lubin:
Reformulation versus cutting-planes for robust optimization. 195-217 - Josette Ayoub, Michael Poss:
Decomposition for adjustable robust linear optimization subject to uncertainty polytope. 219-239 - Zizhuo Wang, Peter W. Glynn, Yinyu Ye:
Likelihood robust optimization for data-driven problems. 241-261 - Elçin Çetinkaya, Aurélie Thiele:
New product launch decisions with robust optimization. 263-292 - Michal 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. 293-315
Volume 13, Number 3, July 2016
- Kurt Jörnsten, Andreas Klose:
An improved Lagrangian relaxation and dual ascent approach to facility location problems. 317-348 - Javier Contreras, Jacek B. Krawczyk, James Zuccollo:
Economics of collective monitoring: a study of environmentally constrained electricity generators. 349-369 - Antoine Brias, Jean-Denis Mathias, Guillaume Deffuant:
Accelerating viability kernel computation with CUDA architecture: application to bycatch fishery management. 371-391 - X. J. Tong, Huifu Xu, F. F. Wu, Z. Zhao:
Penalized sample average approximation methods for stochastic programs in economic and secure dispatch of a power system. 393-422 - Francesca Maggioni, Elisabetta Allevi, Marida Bertocchi:
Monotonic bounds in multistage mixed-integer stochastic programming. 423-457 - Gokhan Metan, Aurélie Thiele:
Protecting the data-driven newsvendor against rare events: a correction-term approach. 459-482 - Ida Bakke, Stein-Erik Fleten, Lars Ivar Hagfors, Verena Hagspiel, Beate Norheim, Sonja Wogrin:
Investment in electric energy storage under uncertainty: a real options approach. 483-500
Volume 13, Number 4, October 2016
- Elçin Çetinkaya, Aurélie Thiele:
A moment matching approach to log-normal portfolio optimization. 501-520 - Rosa Ferrentino, Maria Teresa Cuomo, Carmine Boniello:
On the customer lifetime value: a mathematical perspective. 521-539 - Begoña Font:
Bootstrap estimation of the efficient frontier. 541-570 - Elham Sadeghi, Neng Fan:
On the minimum-cost λ-edge-connected k-subgraph problem. 571-596 - Michelle M. H. Seref, Onur Seref, Aydin Alptekinoglu, S. Selçuk Erengüç:
Advance selling to strategic consumers. 597-626
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