Computational Management Science

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Investment disputes and their explicit role in option market uncertainty and overall risk instability
Computational Management Science - Tập 20 - Trang 1-25 - 2023
Zdeněk Drábek, Miloš Kopa, Matúš Maciak, Michal Pešta, Sebastiano Vitali
We propose a methodological approach for capturing and analyzing the impacts of investment disputes on option markets. A dispute submission typically brings in unspecified uncertainty and additional risk. The implied volatility of options is shown to reflect such effects. However, nontrivial caution and nonstandard statistical techniques are needed to analyze them appropriately. Artificial options...... hiện toàn bộ
Big data analytics: an aid to detection of non-technical losses in power utilities
Computational Management Science - - 2019
Giovanni Micheli, Emiliano Soda, Maria Teresa Vespucci, Marco Gobbi, Alessandro Bertani
Customer satisfaction: a mathematical framework for its analysis and its measurement
Computational Management Science - Tập 17 - Trang 23-45 - 2018
R. Ferrentino, C. Boniello
The customer satisfaction, an important concept in the field of general marketing and in the management of firms, is the measure of the degree of customer satisfaction. More precisely, the customer satisfaction provides an assessment of the discrepancy between the perceived performance by the customer (i.e. all the sensations and impressions after use of a product or the fruition of a service) and...... hiện toàn bộ
A hybrid dynamic programming - Tabu Search approach for the long-term hydropower scheduling problem
Computational Management Science - Tập 18 - Trang 385-410 - 2021
Yves Mbeutcha, Michel Gendreau, Gregory Emiel
The long-term energy scheduling of a large hydroelectric power system is studied in this paper. The problem aims at defining a policy that provides the best trade-off between energy conservation into the reservoir for future revenues and current energy sales with a risk of system failure in the future. The policy should take into account the uncertainty of energy inflows for the next decades. Ener...... hiện toàn bộ
The spot and balancing markets for electricity: open- and closed-loop equilibrium models
Computational Management Science - Tập 19 - Trang 309-346 - 2021
Trine Krogh Boomsma, Salvador Pineda, Ditte Mølgård Heide-Jørgensen
The increasing penetration of inflexible and fluctuating renewable energy generation is often accompanied by a sequential market setup, including a day-ahead spot market that balances forecasted supply and demand with an hourly time resolution and a balancing market in which flexible generation handles unexpected imbalances closer to real-time and with a higher time resolution. Market characterist...... hiện toàn bộ
Using the generalized maximum covering location model to control a project’s progress
Computational Management Science - Tập 17 - Trang 1-21 - 2018
Narjes Sabeghi, Hamed Reza Tareghian
Project control consists of monitoring a project’s progress at so called control points, finding possible deviations from the baseline schedule and if necessary, making adjustments to the deviated schedule subject to the available control budget, the adjusting strategies and also other technical and environmental possibilities in order to bring the schedule back on the right track. In this study, ...... hiện toàn bộ
Solving a large scale semi-definite logit model
Computational Management Science - Tập 7 - Trang 111-120 - 2008
Hiroshi Konno, Sadanori Kameda, Naoya Kawadai
This paper is concerned with an algorithm for solving a large scale semi-definite logit model which cannot be solved by an outer approximation (cutting plane) algorithm proposed earlier by one of the authors. Outer approximation algorithm can solve a problem with up to 10 financial attributes and 7,800 companies which is less than satisfactory from the viewpoint of failure discriminant analysis. T...... hiện toàn bộ
Design of induction motors using a mixed-variable approach
Computational Management Science - - 2005
Giampaolo Liuzzi, Stefano Lucidi, Veronica Piccialli, Marco Villani
In this paper we are concerned with the problem of optimally designing three-phase induction motors. This problem can be formulated as a mixed variable programming problem. Two different solution strategies have been used to solve this problem. The first one consists in solving the continuous nonlinear optimization problem obtained by suitably relaxing the discrete variables. On the opposite, the ...... hiện toàn bộ
Controlled approximation of the value function in stochastic dynamic programming for multi-reservoir systems
Computational Management Science - Tập 12 - Trang 539-557 - 2015
Luckny Zéphyr, Pascal Lang, Bernard F. Lamond
We present a new approach for adaptive approximation of the value function in stochastic dynamic programming. Under convexity assumptions, our method is based on a simplicial partition of the state space. Bounds on the value function provide guidance as to where refinement should be done, if at all. Thus, the method allows for a trade-off between solution time and accuracy. The proposed scheme is ...... hiện toàn bộ
Comparison of policy functions from the optimal learning and adaptive control frameworks
Computational Management Science - Tập 11 - Trang 221-235 - 2014
Hans M. Amman, David A. Kendrick
In this paper we turn our attention to comparing the policy function obtained by Beck and Wieland (J Econ Dyn Control 26:1359–1377, 2002) to the one obtained with adaptive control methods. It is an integral part of the optimal learning method used by Beck and Wieland to obtain a policy function that provides the optimal control as a feedback function of the state of the system. However, computing ...... hiện toàn bộ
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