Lecture Notes in Economics and Mathematical Systems

Computational Management Science

State of the Art 2014

Editors: Fonseca, Raquel J., Weber, Gerhard-Wilhelm, Telhada, João (Eds.)

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About this book

This volume contains contributions from the 11th International Conference on Management Science (CMS 2014), held at Lisbon, Portugal, on May 29-31, 2014. Its contents reflect the wide scope of Management Science, covering different theoretical aspects for a quite diverse set of applications. Computational Management Science provides a unique perspective in relevant decision-making processes by focusing on all its computational aspects. These include computational economics, finance and statistics; energy; scheduling; supply chains; design, analysis and applications of optimization algorithms; deterministic, dynamic, stochastic, robust and combinatorial optimization models; solution algorithms, learning and forecasting such as neural networks and genetic algorithms; models and tools of knowledge acquisition, such as data mining; and all other topics in management science with the emphasis on computational paradigms.

About the authors

Raquel J. Fonseca is a professor at the Faculty of Sciences, University of Lisbon and a member of the Operations Research Centre. She completed her PhD in robust optimization of international portfolios at Imperial College in 2011. Prior to her Phd, she worked in financial consulting at PricewaterhouseCoopers in Lisbon. Her main research interests are robust optimization and operations research applied to finance and economics.

João Telhada is a professor at the Faculty of Sciences, University of Lisbon and member of the Operations Research Center. He completed his PhD in Statistics and Operations Research at the University of Lisbon in 2004. He took part in several projects with some industry partners, mainly in the transportations and mobility area. His main scientific activity has been on integer programming reformulations, mainly for network optimization problems.

Gerhard-Wilhelm Weber is a professor at Institute of Applied Mathematics, METU, Ankara, Turkey. His research in on optimization and control OR finance, life and human sciences, data mining and inverse problems. He received Diploma and Doctorate in Mathematics and Economics/BA at RWTH Aachen and his Habilitation at TU Darmstadt. He held Professorships by proxy at University of Cologne and TU Chemitz (Germany); he has international affiliations and honorary positions and is “Advisor to EURO Conferences”.

Table of contents (31 chapters)

Table of contents (31 chapters)
  • Evaluating Price Risk Mitigation Strategies for an Oil and Gas Company

    Quintino, António (et al.)

    Pages 3-8

  • Load Shifting, Interrupting or Both? Customer Portfolio Composition in Demand Side Management

    Gärttner, Johannes (et al.)

    Pages 9-15

  • Stress-Testing for Portfolios of Commodity Futures with Extreme Value Theory and Copula Functions

    Mudry, Pierre-Antoine (et al.)

    Pages 17-22

  • Integrating Consumption and Reserve Strategies for Large Consumers in Electricity Markets

    Cleland, Nigel (et al.)

    Pages 23-30

  • Controlled Approximation of the Stochastic Dynamic Programming Value Function for Multi-Reservoir Systems

    Zéphyr, Luckny (et al.)

    Pages 31-37

Buy this book

eBook 107,09 €
price for Italia (gross)
  • ISBN 978-3-319-20430-7
  • Digitally watermarked, DRM-free
  • Included format: EPUB, PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover 135,19 €
price for Italia (gross)
  • ISBN 978-3-319-20429-1
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Computational Management Science
Book Subtitle
State of the Art 2014
Editors
  • Raquel J. Fonseca
  • Gerhard-Wilhelm Weber
  • João Telhada
Series Title
Lecture Notes in Economics and Mathematical Systems
Series Volume
682
Copyright
2016
Publisher
Springer International Publishing
Copyright Holder
Springer International Publishing Switzerland
eBook ISBN
978-3-319-20430-7
DOI
10.1007/978-3-319-20430-7
Softcover ISBN
978-3-319-20429-1
Series ISSN
0075-8442
Edition Number
1
Number of Pages
XXI, 245
Number of Illustrations
22 b/w illustrations, 17 illustrations in colour
Topics