Is this page useful for you? Then, help us to keep the service working. Please have a look to our donations page ... Thanks for your help!!

Computational Management Science / Springer


0.26

Impact Factor

0.46

5-Years IF

15

5-Years H index

Main indicators


Raw data


IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.1000 (%)0.04
19910.1000 (%)0.04
19920.09000 (%)0.04
19930.11000 (%)0.05
19940.11000 (%)0.04
19950.19000 (%)0.07
19960.22000 (%)0.09
19970.26000 (%)0.09
19980.27000 (%)0.1
19990.31000 (%)0.13
20000.38000 (%)0.15
20010.38000 (%)0.14
20020.40200 (%)0.17
20030.425513001 (7.7%)0.18
20040.47121710.0634552 (5.9%)0.19
20050.120.510.12213840.111211721725 (4.1%)10.050.2
20060.150.50.16215960.18733538610 (11.5%)0.19
20070.210.440.21877130.176542959124 (6.2%)0.17
20080.10.470.132097120.1217739477104 (2.3%)20.10.19
20090.160.490.229126200.1668386921811 (16.2%)0.19
20100.10.460.2321147360.2446495109252 (4.3%)10.050.16
20110.10.480.2821168510.31025051093010 (9.8%)10.050.19
20120.260.510.3928196760.39754211109434 (5.3%)30.110.19
20130.370.580.4120216940.441274918119492 (1.6%)50.250.2
20140.670.580.5282441410.5834483211960 (%)40.140.19
20150.50.590.52302741210.44354824118612 (5.7%)40.130.19
20160.120.630.49313051640.5434587127625 (14.7%)30.10.19
20170.360.660.54303351700.5166122137741 (16.7%)30.10.2
20180.260.90.46273621650.468611613964 (%)10.040.29
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CCU: Cumulative number of citations to papers published until year y
CIF: Cumulative impact factor
CIT: Number of citations to papers published in year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y

 

50 most cited documents in this series:


#YearTitleCited
12008ETSAP-TIAM: the TIMES integrated assessment model Part I: Model structure. (2008). Labriet, Maryse ; Loulou, Richard . In: Computational Management Science. RePEc:spr:comgts:v:5:y:2008:i:1:p:7-40.

Full description at Econpapers || Download paper

104
22008ETSAP-TIAM: the TIMES integrated assessment model. part II: mathematical formulation. (2008). Loulou, Richard . In: Computational Management Science. RePEc:spr:comgts:v:5:y:2008:i:1:p:41-66.

Full description at Econpapers || Download paper

97
32005Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games. (2005). Pang, Jong-Shi ; Fukushima, Masao. In: Computational Management Science. RePEc:spr:comgts:v:2:y:2005:i:1:p:21-56.

Full description at Econpapers || Download paper

73
42013Assessing interbank contagion using simulated networks. (2013). Kok, Christoffer ; Halaj, Grzegorz ; Haaj, Grzegorz. In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:2:p:157-186.

Full description at Econpapers || Download paper

40
52013Network analysis of the e-MID overnight money market: the informational value of different aggregation levels for intrinsic dynamic processes. (2013). Fricke, Daniel ; Lux, Thomas ; Finger, Karl . In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:2:p:187-211.

Full description at Econpapers || Download paper

37
62006Integrated Chance Constraints: Reduced Forms and an Algorithm. (2006). Vlerk, Maarten ; Haneveld, Willem. In: Computational Management Science. RePEc:spr:comgts:v:3:y:2006:i:4:p:245-269.

Full description at Econpapers || Download paper

24
72009Scenario tree reduction for multistage stochastic programs. (2009). Heitsch, Holger ; Romisch, Werner. In: Computational Management Science. RePEc:spr:comgts:v:6:y:2009:i:2:p:117-133.

Full description at Econpapers || Download paper

20
82008GEMINI-E3, a general equilibrium model of international–national interactions between economy, energy and the environment. (2008). Vielle, Marc ; Bernard, Alain. In: Computational Management Science. RePEc:spr:comgts:v:5:y:2008:i:3:p:173-206.

Full description at Econpapers || Download paper

20
92006Computational aspects of minimizing conditional value-at-risk. (2006). Kunzi-Bay, Alexandra ; Mayer, Janos. In: Computational Management Science. RePEc:spr:comgts:v:3:y:2006:i:1:p:3-27.

Full description at Econpapers || Download paper

19
102012Real options analysis of investment in carbon capture and sequestration technology. (2012). Siddiqui, Afzal ; Heydari, Somayeh ; Ovenden, Nick . In: Computational Management Science. RePEc:spr:comgts:v:9:y:2012:i:1:p:109-138.

Full description at Econpapers || Download paper

18
112011Multiobjective optimization using differential evolution for real-world portfolio optimization. (2011). Paterlini, Sandra ; Krink, Thiemo . In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:1:p:157-179.

Full description at Econpapers || Download paper

18
122012An approximate dynamic programming framework for modeling global climate policy under decision-dependent uncertainty. (2012). Webster, Mort ; Parpas, Panos ; Santen, Nidhi . In: Computational Management Science. RePEc:spr:comgts:v:9:y:2012:i:3:p:339-362.

Full description at Econpapers || Download paper

17
132006Leader-Follower Equilibria for Electric Power and NO x Allowances Markets. (2006). Hobbs, Benjamin ; Chen, Yihsu ; Munson, Todd ; Leyffer, Sven . In: Computational Management Science. RePEc:spr:comgts:v:3:y:2006:i:4:p:307-330.

Full description at Econpapers || Download paper

17
142004Finding the optimal solution to the Huff based competitive location model. (2004). Drezner, Tammy. In: Computational Management Science. RePEc:spr:comgts:v:1:y:2004:i:2:p:193-208.

Full description at Econpapers || Download paper

16
152008Linking energy system and macroeconomic growth models. (2008). Edenhofer, Ottmar ; Bauer, Nico ; Kypreos, Socrates. In: Computational Management Science. RePEc:spr:comgts:v:5:y:2008:i:1:p:95-117.

Full description at Econpapers || Download paper

16
162012Supply chain network operations management of a blood banking system with cost and risk minimization. (2012). Masoumi, Amir ; Yu, Min ; Nagurney, Anna. In: Computational Management Science. RePEc:spr:comgts:v:9:y:2012:i:2:p:205-231.

Full description at Econpapers || Download paper

15
172011Progressive hedging innovations for a class of stochastic mixed-integer resource allocation problems. (2011). Woodruff, David ; Watson, Jean-Paul. In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:4:p:355-370.

Full description at Econpapers || Download paper

15
182007Numerical solutions to coupled-constraint (or generalised Nash) equilibrium problems. (2007). Krawczyk, Jacek. In: Computational Management Science. RePEc:spr:comgts:v:4:y:2007:i:2:p:183-204.

Full description at Econpapers || Download paper

14
192005Global optimization of mixed-integer bilevel programming problems. (2005). Floudas, Christodoulos ; Gumu, Zeynep. In: Computational Management Science. RePEc:spr:comgts:v:2:y:2005:i:3:p:181-212.

Full description at Econpapers || Download paper

13
202011Restricted generalized Nash equilibria and controlled penalty algorithm. (2011). Fukushima, Masao. In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:3:p:201-218.

Full description at Econpapers || Download paper

13
212008An oracle based method to compute a coupled equilibrium in a model of international climate policy. (2008). Vielle, Marc ; Haurie, Alain ; Viguier, Laurent ; Drouet, Laurent ; Vial, Jean-Philippe ; Moresino, Francesco. In: Computational Management Science. RePEc:spr:comgts:v:5:y:2008:i:1:p:119-140.

Full description at Econpapers || Download paper

13
222007Equity Models in Planar Location. (2007). Drezner, Tammy. In: Computational Management Science. RePEc:spr:comgts:v:4:y:2007:i:1:p:1-16.

Full description at Econpapers || Download paper

12
232010An exact solution framework for a broad class of vehicle routing problems. (2010). Mingozzi, Aristide ; Roberti, Roberto ; Baldacci, Roberto ; Bartolini, Enrico . In: Computational Management Science. RePEc:spr:comgts:v:7:y:2010:i:3:p:229-268.

Full description at Econpapers || Download paper

11
242015Constructing optimal sparse portfolios using regularization methods. (2015). Winker, Peter ; Fastrich, B. ; Paterlini, S.. In: Computational Management Science. RePEc:spr:comgts:v:12:y:2015:i:3:p:417-434.

Full description at Econpapers || Download paper

11
252011Dynamic modeling of mean-reverting spreads for statistical arbitrage. (2011). Triantafyllopoulos, Kostas ; Montana, Giovanni. In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:1:p:23-49.

Full description at Econpapers || Download paper

10
262010Formulation and analysis of horizontal mergers among oligopolistic firms with insights into the merger paradox: a supply chain network perspective. (2010). Nagurney, Anna. In: Computational Management Science. RePEc:spr:comgts:v:7:y:2010:i:4:p:377-406.

Full description at Econpapers || Download paper

10
272013Simple measure of similarity for the market graph construction. (2013). Koldanov, Alexander ; Kalyagin, Valery ; Pardalos, Panos ; Bautin, Grigory . In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:2:p:105-124.

Full description at Econpapers || Download paper

9
282013Ecological-economic modelling for the sustainable management of biodiversity. (2013). PEREAU, Jean-Christophe ; Mouysset, Lauriane ; Doyen, Luc ; Cisse, A. ; Gourguet, S. ; P.-Y. Hardy, ; Thebaud, O. ; J.-C. Pereau, ; Jiguet, F. ; Blanchard, F. ; Bene, C.. In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:4:p:353-364.

Full description at Econpapers || Download paper

9
292006An adaptive Monte Carlo algorithm for computing mixed logit estimators. (2006). Cirillo, Cinzia ; Toint, Philippe ; Bastin, Fabian. In: Computational Management Science. RePEc:spr:comgts:v:3:y:2006:i:1:p:55-79.

Full description at Econpapers || Download paper

9
302003Pricing early exercise contracts in incomplete markets. (2003). Oberman, A. ; Zariphopoulou, T.. In: Computational Management Science. RePEc:spr:comgts:v:1:y:2003:i:1:p:75-107.

Full description at Econpapers || Download paper

9
312008The secondary benefits of climate change mitigation: an overlapping generations approach. (2008). Leach, Andrew ; Bahn, Olivier . In: Computational Management Science. RePEc:spr:comgts:v:5:y:2008:i:3:p:233-257.

Full description at Econpapers || Download paper

9
322009Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games. (2009). Pang, Jong-Shi ; Fukushima, Masao. In: Computational Management Science. RePEc:spr:comgts:v:6:y:2009:i:3:p:373-375.

Full description at Econpapers || Download paper

8
332009Stochastic optimization models for a single-sink transportation problem. (2009). Maggioni, Francesca ; Kaut, Michal ; Bertazzi, Luca. In: Computational Management Science. RePEc:spr:comgts:v:6:y:2009:i:2:p:251-267.

Full description at Econpapers || Download paper

8
342005Integer programming approaches in mean-risk models. (2005). Konno, Hiroshi ; Yamamoto, Rei . In: Computational Management Science. RePEc:spr:comgts:v:4:y:2005:i:4:p:339-351.

Full description at Econpapers || Download paper

8
352009Risk aversion for an electricity retailer with second-order stochastic dominance constraints. (2009). Carrion, Miguel ; Gotzes, Uwe ; Schultz, Rudiger . In: Computational Management Science. RePEc:spr:comgts:v:6:y:2009:i:2:p:233-250.

Full description at Econpapers || Download paper

8
362011On the role of norm constraints in portfolio selection. (2011). Takeda, Akiko ; Gotoh, Jun-Ya. In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:4:p:323-353.

Full description at Econpapers || Download paper

8
372013A robust meta-game for climate negotiations. (2013). Vielle, Marc ; Haurie, Alain ; Babonneau, Frederic. In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:4:p:299-329.

Full description at Econpapers || Download paper

8
382011Mean-variance versus expected utility in dynamic investment analysis. (2011). Zhao, Yonggan ; MacLean, Leonard ; Ziemba, William. In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:1:p:3-22.

Full description at Econpapers || Download paper

8
392005Partitioning procedures for solving mixed-variables programming problems. (2005). Benders, J.. In: Computational Management Science. RePEc:spr:comgts:v:2:y:2005:i:1:p:3-19.

Full description at Econpapers || Download paper

8
402007Developments in differential game theory and numerical methods: economic and management applications. (2007). Zaccour, Georges ; Jorgensen, Steffen. In: Computational Management Science. RePEc:spr:comgts:v:4:y:2007:i:2:p:159-181.

Full description at Econpapers || Download paper

7
412013Computation of viability kernels: a case study of by-catch fisheries. (2013). Pharo, Alastair ; Krawczyk, Jacek ; Sinclair, Stewart ; Serea, Oana . In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:4:p:365-396.

Full description at Econpapers || Download paper

7
422011Least median of squares estimation by optimization heuristics with an application to the CAPM and a multi-factor model. (2011). Winker, Peter ; Lyra, Marianna ; Sharpe, Chris . In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:1:p:103-123.

Full description at Econpapers || Download paper

7
432011Shape-based scenario generation using copulas. (2011). Wallace, Stein ; Kaut, Michal . In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:1:p:181-199.

Full description at Econpapers || Download paper

7
442007The Internet, evolutionary variational inequalities, and the time-dependent Braess paradox. (2007). Nagurney, Anna ; Daniele, Patrizia ; Parkes, David. In: Computational Management Science. RePEc:spr:comgts:v:4:y:2007:i:4:p:355-375.

Full description at Econpapers || Download paper

7
452013Financial contagion: extending the exposures network of the Mexican financial system. (2013). Lopez-Gallo, Fabrizio ; Martinez-Jaramillo, Serafin ; Solorzano-Margain, Juan . In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:2:p:125-155.

Full description at Econpapers || Download paper

7
462005Efficient strategies for deriving the subset VAR models. (2005). Kontoghiorghes, Erricos ; Gatu, Cristian . In: Computational Management Science. RePEc:spr:comgts:v:4:y:2005:i:4:p:253-278.

Full description at Econpapers || Download paper

6
472014Network approach for the Russian stock market. (2014). Goldengorin, Boris ; Koldanov, A. ; Kalyagin, V. ; Pardalos, P. ; Vizgunov, A.. In: Computational Management Science. RePEc:spr:comgts:v:11:y:2014:i:1:p:45-55.

Full description at Econpapers || Download paper

6
482011Day-ahead market bidding for a Nordic hydropower producer: taking the Elbas market into account. (2011). Fleten, Stein-Erik ; Faria, Eduardo ; Stein- Erik Fleten, . In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:1:p:75-101.

Full description at Econpapers || Download paper

6
492004Foreign versus domestic banks’ performance in the UK: a multicriteria approach. (2004). Pasiouras, Fotios ; Zopounidis, C. ; Doumpos, M. ; Kosmidou, K.. In: Computational Management Science. RePEc:spr:comgts:v:1:y:2004:i:3:p:329-343.

Full description at Econpapers || Download paper

6
502016Reformulation versus cutting-planes for robust optimization. (2016). Bertsimas, Dimitris ; Lubin, Miles ; Dunning, Iain . In: Computational Management Science. RePEc:spr:comgts:v:13:y:2016:i:2:d:10.1007_s10287-015-0236-z.

Full description at Econpapers || Download paper

6

50 most relevant documents in this series (papers most cited in the last two years)


#YearTitleCited
12008ETSAP-TIAM: the TIMES integrated assessment model. part II: mathematical formulation. (2008). Loulou, Richard . In: Computational Management Science. RePEc:spr:comgts:v:5:y:2008:i:1:p:41-66.

Full description at Econpapers || Download paper

44
22008ETSAP-TIAM: the TIMES integrated assessment model Part I: Model structure. (2008). Labriet, Maryse ; Loulou, Richard . In: Computational Management Science. RePEc:spr:comgts:v:5:y:2008:i:1:p:7-40.

Full description at Econpapers || Download paper

43
32013Network analysis of the e-MID overnight money market: the informational value of different aggregation levels for intrinsic dynamic processes. (2013). Fricke, Daniel ; Lux, Thomas ; Finger, Karl . In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:2:p:187-211.

Full description at Econpapers || Download paper

19
42005Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games. (2005). Pang, Jong-Shi ; Fukushima, Masao. In: Computational Management Science. RePEc:spr:comgts:v:2:y:2005:i:1:p:21-56.

Full description at Econpapers || Download paper

16
52013Assessing interbank contagion using simulated networks. (2013). Kok, Christoffer ; Halaj, Grzegorz ; Haaj, Grzegorz. In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:2:p:157-186.

Full description at Econpapers || Download paper

15
62012Supply chain network operations management of a blood banking system with cost and risk minimization. (2012). Masoumi, Amir ; Yu, Min ; Nagurney, Anna. In: Computational Management Science. RePEc:spr:comgts:v:9:y:2012:i:2:p:205-231.

Full description at Econpapers || Download paper

8
72015Constructing optimal sparse portfolios using regularization methods. (2015). Winker, Peter ; Fastrich, B. ; Paterlini, S.. In: Computational Management Science. RePEc:spr:comgts:v:12:y:2015:i:3:p:417-434.

Full description at Econpapers || Download paper

7
82012Real options analysis of investment in carbon capture and sequestration technology. (2012). Siddiqui, Afzal ; Heydari, Somayeh ; Ovenden, Nick . In: Computational Management Science. RePEc:spr:comgts:v:9:y:2012:i:1:p:109-138.

Full description at Econpapers || Download paper

7
92009Scenario tree reduction for multistage stochastic programs. (2009). Heitsch, Holger ; Romisch, Werner. In: Computational Management Science. RePEc:spr:comgts:v:6:y:2009:i:2:p:117-133.

Full description at Econpapers || Download paper

6
102011Progressive hedging innovations for a class of stochastic mixed-integer resource allocation problems. (2011). Woodruff, David ; Watson, Jean-Paul. In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:4:p:355-370.

Full description at Econpapers || Download paper

6
112006Integrated Chance Constraints: Reduced Forms and an Algorithm. (2006). Vlerk, Maarten ; Haneveld, Willem. In: Computational Management Science. RePEc:spr:comgts:v:3:y:2006:i:4:p:245-269.

Full description at Econpapers || Download paper

6
122013Ecological-economic modelling for the sustainable management of biodiversity. (2013). PEREAU, Jean-Christophe ; Mouysset, Lauriane ; Doyen, Luc ; Cisse, A. ; Gourguet, S. ; P.-Y. Hardy, ; Thebaud, O. ; J.-C. Pereau, ; Jiguet, F. ; Blanchard, F. ; Bene, C.. In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:4:p:353-364.

Full description at Econpapers || Download paper

5
132005Global optimization of mixed-integer bilevel programming problems. (2005). Floudas, Christodoulos ; Gumu, Zeynep. In: Computational Management Science. RePEc:spr:comgts:v:2:y:2005:i:3:p:181-212.

Full description at Econpapers || Download paper

5
142013Supply chain network sustainability under competition and frequencies of activities from production to distribution. (2013). Nagurney, Anna ; Yu, Min ; Floden, Jonas. In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:4:p:397-422.

Full description at Econpapers || Download paper

5
152015Linear vs. quadratic portfolio selection models with hard real-world constraints. (2015). Cesarone, Francesco ; Tardella, Fabio ; Scozzari, Andrea. In: Computational Management Science. RePEc:spr:comgts:v:12:y:2015:i:3:p:345-370.

Full description at Econpapers || Download paper

5
162013A robust meta-game for climate negotiations. (2013). Vielle, Marc ; Haurie, Alain ; Babonneau, Frederic. In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:4:p:299-329.

Full description at Econpapers || Download paper

5
172016Reformulation versus cutting-planes for robust optimization. (2016). Bertsimas, Dimitris ; Lubin, Miles ; Dunning, Iain . In: Computational Management Science. RePEc:spr:comgts:v:13:y:2016:i:2:d:10.1007_s10287-015-0236-z.

Full description at Econpapers || Download paper

5
182014Capacity expansion and forward contracting in a duopolistic power sector. (2014). Siddiqui, Afzal ; Chin, Dorea . In: Computational Management Science. RePEc:spr:comgts:v:11:y:2014:i:1:p:57-86.

Full description at Econpapers || Download paper

5
192013Simple measure of similarity for the market graph construction. (2013). Koldanov, Alexander ; Kalyagin, Valery ; Pardalos, Panos ; Bautin, Grigory . In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:2:p:105-124.

Full description at Econpapers || Download paper

4
202010Formulation and analysis of horizontal mergers among oligopolistic firms with insights into the merger paradox: a supply chain network perspective. (2010). Nagurney, Anna. In: Computational Management Science. RePEc:spr:comgts:v:7:y:2010:i:4:p:377-406.

Full description at Econpapers || Download paper

4
212016Investment in electric energy storage under uncertainty: a real options approach. (2016). Fleten, Stein-Erik ; Stein- Erik Fleten, ; Hagfors, Lars Ivar ; Hagspiel, Verena ; Wogrin, Sonja ; Norheim, Beate ; Bakke, Ida . In: Computational Management Science. RePEc:spr:comgts:v:13:y:2016:i:3:d:10.1007_s10287-016-0256-3.

Full description at Econpapers || Download paper

4
222016Monotonic bounds in multistage mixed-integer stochastic programming. (2016). Maggioni, Francesca ; Allevi, Elisabetta ; Bertocchi, Marida. In: Computational Management Science. RePEc:spr:comgts:v:13:y:2016:i:3:d:10.1007_s10287-016-0254-5.

Full description at Econpapers || Download paper

4
232006Computational aspects of minimizing conditional value-at-risk. (2006). Kunzi-Bay, Alexandra ; Mayer, Janos. In: Computational Management Science. RePEc:spr:comgts:v:3:y:2006:i:1:p:3-27.

Full description at Econpapers || Download paper

4
242011Multiobjective optimization using differential evolution for real-world portfolio optimization. (2011). Paterlini, Sandra ; Krink, Thiemo . In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:1:p:157-179.

Full description at Econpapers || Download paper

4
252015A scalable solution framework for stochastic transmission and generation planning problems. (2015). Watson, Jean-Paul ; Munoz, Francisco . In: Computational Management Science. RePEc:spr:comgts:v:12:y:2015:i:4:p:491-518.

Full description at Econpapers || Download paper

4
262009Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games. (2009). Pang, Jong-Shi ; Fukushima, Masao. In: Computational Management Science. RePEc:spr:comgts:v:6:y:2009:i:3:p:373-375.

Full description at Econpapers || Download paper

4
272012An approximate dynamic programming framework for modeling global climate policy under decision-dependent uncertainty. (2012). Webster, Mort ; Parpas, Panos ; Santen, Nidhi . In: Computational Management Science. RePEc:spr:comgts:v:9:y:2012:i:3:p:339-362.

Full description at Econpapers || Download paper

4
282009Stochastic optimization models for a single-sink transportation problem. (2009). Maggioni, Francesca ; Kaut, Michal ; Bertazzi, Luca. In: Computational Management Science. RePEc:spr:comgts:v:6:y:2009:i:2:p:251-267.

Full description at Econpapers || Download paper

4
292015Game Theory Explorer: software for the applied game theorist. (2015). von Stengel, Bernhard ; Savani, Rahul. In: Computational Management Science. RePEc:spr:comgts:v:12:y:2015:i:1:p:5-33.

Full description at Econpapers || Download paper

3
302008GEMINI-E3, a general equilibrium model of international–national interactions between economy, energy and the environment. (2008). Vielle, Marc ; Bernard, Alain. In: Computational Management Science. RePEc:spr:comgts:v:5:y:2008:i:3:p:173-206.

Full description at Econpapers || Download paper

3
312013Financial contagion: extending the exposures network of the Mexican financial system. (2013). Lopez-Gallo, Fabrizio ; Martinez-Jaramillo, Serafin ; Solorzano-Margain, Juan . In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:2:p:125-155.

Full description at Econpapers || Download paper

3
322014Multi-horizon stochastic programming. (2014). Werner, Adrian ; Kaut, Michal ; Fodstad, Marte ; Hellemo, Lars ; Midthun, Kjetil ; Tomasgard, Asgeir. In: Computational Management Science. RePEc:spr:comgts:v:11:y:2014:i:1:p:179-193.

Full description at Econpapers || Download paper

3
332008Linking energy system and macroeconomic growth models. (2008). Edenhofer, Ottmar ; Bauer, Nico ; Kypreos, Socrates. In: Computational Management Science. RePEc:spr:comgts:v:5:y:2008:i:1:p:95-117.

Full description at Econpapers || Download paper

3
342011Multiobjective evolutionary algorithms for complex portfolio optimization problems. (2011). Mamanis, Georgios ; Anagnostopoulos, Konstantinos. In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:3:p:259-279.

Full description at Econpapers || Download paper

3
352014Network approach for the Russian stock market. (2014). Goldengorin, Boris ; Koldanov, A. ; Kalyagin, V. ; Pardalos, P. ; Vizgunov, A.. In: Computational Management Science. RePEc:spr:comgts:v:11:y:2014:i:1:p:45-55.

Full description at Econpapers || Download paper

3
362013Simultaneous pursuit of out-of-sample performance and sparsity in index tracking portfolios. (2013). Takeda, Akiko ; Kawahara, Yoshinobu ; Niranjan, Mahesan ; Gotoh, Jun-Ya. In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:1:p:21-49.

Full description at Econpapers || Download paper

3
372015Cutting plane algorithms for mean-CVaR portfolio optimization with nonconvex transaction costs. (2015). Nanjo, Keisuke ; Takano, Yuichi ; Mizuno, Shinji ; Sukegawa, Noriyoshi . In: Computational Management Science. RePEc:spr:comgts:v:12:y:2015:i:2:p:319-340.

Full description at Econpapers || Download paper

3
382011Shape-based scenario generation using copulas. (2011). Wallace, Stein ; Kaut, Michal . In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:1:p:181-199.

Full description at Econpapers || Download paper

3
392007Optimal stopping problems by two or more decision makers: a survey. (2007). Abdelaziz, Fouad ; Krichen, Saoussen . In: Computational Management Science. RePEc:spr:comgts:v:4:y:2007:i:2:p:89-111.

Full description at Econpapers || Download paper

3
402016Likelihood robust optimization for data-driven problems. (2016). Glynn, Peter W ; Wang, Zizhuo ; Ye, Yinyu . In: Computational Management Science. RePEc:spr:comgts:v:13:y:2016:i:2:d:10.1007_s10287-015-0240-3.

Full description at Econpapers || Download paper

3
412011On the role of norm constraints in portfolio selection. (2011). Takeda, Akiko ; Gotoh, Jun-Ya. In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:4:p:323-353.

Full description at Econpapers || Download paper

2
422017Robust optimization of uncertain multistage inventory systems with inexact data in decision rules. (2017). Brekelmans, Ruud ; Hertog, Dick ; Ben-Tal, Aharon . In: Computational Management Science. RePEc:spr:comgts:v:14:y:2017:i:1:d:10.1007_s10287-016-0253-6.

Full description at Econpapers || Download paper

2
432007Equity Models in Planar Location. (2007). Drezner, Tammy. In: Computational Management Science. RePEc:spr:comgts:v:4:y:2007:i:1:p:1-16.

Full description at Econpapers || Download paper

2
442011Restricted generalized Nash equilibria and controlled penalty algorithm. (2011). Fukushima, Masao. In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:3:p:201-218.

Full description at Econpapers || Download paper

2
452014Energy efficiency and risk management in public buildings: strategic model for robust planning. (2014). Cano, Emilio ; Ermoliev, Yuri ; Ermolieva, Tatiana ; Moguerza, Javier . In: Computational Management Science. RePEc:spr:comgts:v:11:y:2014:i:1:p:25-44.

Full description at Econpapers || Download paper

2
462007Algorithms for computing Nash equilibria in deterministic LQ games. (2007). Engwerda, Jacob. In: Computational Management Science. RePEc:spr:comgts:v:4:y:2007:i:2:p:113-140.

Full description at Econpapers || Download paper

2
472011Dynamic modeling of mean-reverting spreads for statistical arbitrage. (2011). Triantafyllopoulos, Kostas ; Montana, Giovanni. In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:1:p:23-49.

Full description at Econpapers || Download paper

2
482010An exact solution framework for a broad class of vehicle routing problems. (2010). Mingozzi, Aristide ; Roberti, Roberto ; Baldacci, Roberto ; Bartolini, Enrico . In: Computational Management Science. RePEc:spr:comgts:v:7:y:2010:i:3:p:229-268.

Full description at Econpapers || Download paper

2
492018The organization of the interbank network and how ECB unconventional measures affected the e-MID overnight market. (2018). Barucca, Paolo ; Lillo, Fabrizio. In: Computational Management Science. RePEc:spr:comgts:v:15:y:2018:i:1:d:10.1007_s10287-017-0293-6.

Full description at Econpapers || Download paper

2
502004Evolving technical trading rules for spot foreign-exchange markets using grammatical evolution. (2004). Brabazon, Anthony ; ONeill, Michael. In: Computational Management Science. RePEc:spr:comgts:v:1:y:2004:i:3:p:311-327.

Full description at Econpapers || Download paper

2

Citing documents used to compute impact factor 16:


YearTitle
2018A perfect information lower bound for robust lot-sizing problems. (2018). Santos, Marcio Costa ; Nace, Dritan ; Poss, Michael. In: Annals of Operations Research. RePEc:spr:annopr:v:271:y:2018:i:2:d:10.1007_s10479-018-2908-x.

Full description at Econpapers || Download paper

2018Conditions under which adjustability lowers the cost of a robust linear program. (2018). Haddad-Sisakht, Ali ; Ryan, Sarah M. In: Annals of Operations Research. RePEc:spr:annopr:v:269:y:2018:i:1:d:10.1007_s10479-018-2954-4.

Full description at Econpapers || Download paper

2018A comparison of different routing schemes for the robust network loading problem: polyhedral results and computation. (2018). Mattia, Sara ; Poss, Michael. In: Computational Optimization and Applications. RePEc:spr:coopap:v:69:y:2018:i:3:d:10.1007_s10589-017-9956-z.

Full description at Econpapers || Download paper

2018A perfect information lower bound for robust lot-sizing problems. (2018). Santos, Marcio Costa ; Nace, Dritan ; Poss, Michael. In: Annals of Operations Research. RePEc:spr:annopr:v:271:y:2018:i:2:d:10.1007_s10479-018-2908-x.

Full description at Econpapers || Download paper

2018Hedging spark spread risk with futures. (2018). Torro, Hipolit ; Martinez, Beatriz. In: Energy Policy. RePEc:eee:enepol:v:113:y:2018:i:c:p:731-746.

Full description at Econpapers || Download paper

2018Electricity storage and transmission: Complements or substitutes?. (2018). Neetzow, Paul ; Eisenack, Klaus ; Pechan, Anna . In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:367-377.

Full description at Econpapers || Download paper

2018Robust allocation of operating rooms: A cutting plane approach to handle lognormal case durations. (2018). Sagnol, Guillaume ; Wernecke, Klaus ; Spies, Claudia ; Seeling, Matthes ; Grima, Mickael ; Borndorfer, Ralf ; Barner, Christoph. In: European Journal of Operational Research. RePEc:eee:ejores:v:271:y:2018:i:2:p:420-435.

Full description at Econpapers || Download paper

2018A Countermeasure for Preventing Flexibility Deficit under High-Level Penetration of Renewable Energies: A Robust Optimization Approach. (2018). Jeong, Jinwoo ; Lee, Byongjun ; Song, Hwachang ; Shin, Heewon. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:11:p:4159-:d:182241.

Full description at Econpapers || Download paper

2018Determination and estimation of risk aversion coefficients. (2018). Bodnar, Taras ; Zabolotskyy, Taras ; Vitlinskyy, Valdemar ; Okhrin, Yarema. In: Computational Management Science. RePEc:spr:comgts:v:15:y:2018:i:2:d:10.1007_s10287-018-0317-x.

Full description at Econpapers || Download paper

2018Optimal forward trading and battery control under renewable electricity generation. (2018). Hinz, Juri ; Yee, Jeremy. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:95:y:2018:i:c:p:244-254.

Full description at Econpapers || Download paper

2018Bounds on risk-averse mixed-integer multi-stage stochastic programming problems with mean-CVaR. (2018). Mahmutoullari, Ali Rfan ; Akturk, Selim M ; Avu, Ozlem. In: European Journal of Operational Research. RePEc:eee:ejores:v:266:y:2018:i:2:p:595-608.

Full description at Econpapers || Download paper

2018A stochastic multi-stage fixed charge transportation problem: Worst-case analysis of the rolling horizon approach. (2018). Bertazzi, Luca ; Maggioni, Francesca. In: European Journal of Operational Research. RePEc:eee:ejores:v:267:y:2018:i:2:p:555-569.

Full description at Econpapers || Download paper

2018Optimal decision for the market graph identification problem in a sign similarity network. (2018). Kalyagin, V A ; Pardalos, P M ; Koldanov, P A. In: Annals of Operations Research. RePEc:spr:annopr:v:266:y:2018:i:1:d:10.1007_s10479-017-2491-6.

Full description at Econpapers || Download paper

2018A systematic approach for the joint dispatch of energy and reserve incorporating demand response. (2018). Zhang, Menglin ; Wen, Jinyu ; Chen, Zhe ; Zuo, Wenping ; Yao, Wei ; Fang, Jiakun ; Ai, Xiaomeng. In: Applied Energy. RePEc:eee:appene:v:230:y:2018:i:c:p:1279-1291.

Full description at Econpapers || Download paper

2018Distributionally robust chance constrained optimization for economic dispatch in renewable energy integrated systems. (2018). Tong, Xiaojiao ; Zheng, Quanguo ; Luo, Xiao ; Sun, Hailin. In: Journal of Global Optimization. RePEc:spr:jglopt:v:70:y:2018:i:1:d:10.1007_s10898-017-0572-3.

Full description at Econpapers || Download paper

2018Adaptation and approximate strategies for solving the lot-sizing and scheduling problem under multistage demand uncertainty. (2018). Curcio, Eduardo ; Almada-Lobo, Bernardo ; Zhang, QI ; Amorim, Pedro. In: International Journal of Production Economics. RePEc:eee:proeco:v:202:y:2018:i:c:p:81-96.

Full description at Econpapers || Download paper

Recent citations (cites in year: CiY)


Recent citations received in 2018

YearCiting document
2018Identifying relationship lending in the interbank market: A network approach. (2018). Kobayashi, Teruyoshi ; Takaguchi, Taro . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:97:y:2018:i:c:p:20-36.

Full description at Econpapers || Download paper

Recent citations received in 2017

YearCiting document
2017A customer based supplier selection process that combines quality function deployment, the analytic network process and a Markov chain. (2017). Asadabadi, Mehdi Rajabi . In: European Journal of Operational Research. RePEc:eee:ejores:v:263:y:2017:i:3:p:1049-1062.

Full description at Econpapers || Download paper

2017Assessment of Policy Changes to Means-Tested Age Pension Using the Expected Utility Model: Implication for Decisions in Retirement. (2017). Andreasson, Johan G ; Shevchenko, Pavel V. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:3:p:47-:d:111425.

Full description at Econpapers || Download paper

2017Using tropical optimization to solve constrained minimax single-facility location problems with rectilinear distance. (2017). Krivulin, Nikolai. In: Computational Management Science. RePEc:spr:comgts:v:14:y:2017:i:4:d:10.1007_s10287-017-0289-2.

Full description at Econpapers || Download paper

Recent citations received in 2016

YearCiting document
2016Duality in Two-Stage Adaptive Linear Optimization: Faster Computation and Stronger Bounds. (2016). Bertsimas, Dimitris. In: INFORMS Journal on Computing. RePEc:inm:orijoc:v:28:y:2016:i:3:p:500-511.

Full description at Econpapers || Download paper

2016Investment in electric energy storage under uncertainty: a real options approach. (2016). Fleten, Stein-Erik ; Stein- Erik Fleten, ; Hagfors, Lars Ivar ; Hagspiel, Verena ; Wogrin, Sonja ; Norheim, Beate ; Bakke, Ida . In: Computational Management Science. RePEc:spr:comgts:v:13:y:2016:i:3:d:10.1007_s10287-016-0256-3.

Full description at Econpapers || Download paper

2016Economic Problems with Constraints: How Efficiency Relates to Equilibrium. (2016). Krawczyk, Jacek ; Tidball, Mabel. In: International Game Theory Review (IGTR). RePEc:wsi:igtrxx:v:18:y:2016:i:04:n:s0219198916500110.

Full description at Econpapers || Download paper

Recent citations received in 2015

YearCiting document
2015Asset Allocation Strategies Based on Penalized Quantile Regression. (2015). Caporin, Massimiliano ; Bonaccolto, Giovanni ; Paterlini, Sandra. In: Papers. RePEc:arx:papers:1507.00250.

Full description at Econpapers || Download paper

2015Optimal ETF Selection for Passive Investing. (2015). Puelz, David ; Hahn, Richard P ; Carvalho, Carlos M. In: Papers. RePEc:arx:papers:1510.03385.

Full description at Econpapers || Download paper

2015Strategic Management of Sustainable Development of Agro – Industrial Complex with Economic Integration. (2015). Kabanov, V ; Kozenko, Z ; Ovchinnikov, A ; Bichkov, M ; Karpova, A. In: European Research Studies Journal. RePEc:ers:journl:v:xviii:y:2015:i:3:p:307-315.

Full description at Econpapers || Download paper

2015Asset Allocation Strategies Based On Penalized Quantile Regression. (2015). Caporin, Massimiliano ; Bonaccolto, Giovanni ; Paterlini, Sandra. In: Marco Fanno Working Papers. RePEc:pad:wpaper:0199.

Full description at Econpapers || Download paper

Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.

Source data used to compute the impact factor of RePEc series.

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 4 2019. Contact: CitEc Team