Electronic commerce is impacting almost all commercial activities. The resulting emerging commercial activities bring with them many new modeling and optimization problems. This survey reviews pioneering works in this new area, covering topics in advertising strategy, web page design, automatic pricing, auction methods, brokerage strategy, and customer behavior analysis. Mathematical models for problems in these areas and their solution algorithms are discussed. In addition to presenting and commenting on these works, we also discuss possible extensions and related problems. The objective of this survey is to encourage more researchers to pay attention to this emerging area.