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Content
May 2006, Volume 63, Issue 2
- 239-260 Constructions of Nash Equilibria in Stochastic Games of Resource Extraction with Additive Transition Structure
by Piotr Szajowski - 261-285 Existence of nash equilibria for constrained stochastic games
by Jorge Alvarez-Mena & Onésimo Hernández-Lerma - 287-299 Ruin problems for a discrete time risk model with random interest rate
by Hailiang Yang & Lihong Zhang - 301-327 Optimal purchasing policy in a two-component assembly system with different purchasing contracts for each component
by Eungab Kim & Kaphoon Lee & Suk-Ho Kang - 329-340 Graph models for scheduling systems with machine saturation property
by Paolo Dell’Olmo & Monica Gentili - 341-356 Performance analysis approximation in a queueing system of type M/G/1
by Louiza Bouallouche-Medjkoune & Djamil Aissani - 357-369 An M/G/1 queue under hysteretic vacation policy with an early startup and un-reliable server
by Jau-Chuan Ke - 371-384 Maximum Likelihood Estimates and Confidence Intervals of an M/M/R Queue with Heterogeneous Servers
by Tsung-Yin Wang & Jau-Chuan Ke & Kuo-Hsiung Wang & Siu-Chuen Ho - 385-385 Book Review: K.W. Morton, D.F. Mayers: Cambridge University Press, 2005. ISBN: 0-521-60793-0. 278 pp, paperback, US 43.00
by P. Gugat
February 2006, Volume 63, Issue 1
- 1-29 UMTS radio network evaluation and optimization beyond snapshots
by Andreas Eisenblätter & Hans-Florian Geerdes & Thorsten Koch & Alexander Martin & Roland Wessäly - 31-51 New models for locating a moving service facility
by Justo Puerto & Antonio Rodríguez-Chía - 53-62 Sequencing games without initial order
by Flip Klijn & Estela Sánchez - 63-75 Scheduling chains with identical jobs and constant delays on a single machine
by Peter Brucker & Sigrid Knust & Ceyda Oğuz - 77-85 On sufficient second order optimality conditions in multiobjective optimization
by Giancarlo Bigi - 87-106 First-order optimality conditions in set-valued optimization
by Giovanni Crespi & Ivan Ginchev & Matteo Rocca - 107-121 On the stability of linear systems with an exact constraint set
by Jorge Amaya & Miguel Goberna - 123-150 Portfolio problems stopping at first hitting time with application to default risk
by Holger Kraft & Mogens Steffensen - 151-168 Portfolio optimization in stochastic markets
by U. Çakmak & S. Özekici - 169-186 Time Consistent Dynamic Risk Measures
by Kang Boda & Jerzy Filar - 187-189 Book Review: Michael L. Pinedo (2005): ISBN 0-387-22198-0, Springer, New York
by Frank Werner - 191-192 Book Review: Morco Dorigo and Thomas Stützle: Ant colony optimization (2004) ISBN 0-262-04219-3, MIT Press, Cambridge
by Stefan Voss - 193-194 Book Review: Holger H. Hoos and Thomas Stützle: Stochastic local search: foundations and applications (2005)
by Stefan Voss
December 2005, Volume 62, Issue 3
- 347-349 Special issue in honor of Arie Hordijk Editorial introduction
by L. Kallenberg & G. Koole & F. Spieksma - 351-356 Extending simulation uses of antithetic variables: partially monotone functions, random permutations, and random subsets
by Sheldon Ross - 357-373 Simulation of typical Cox–Voronoi cells with a special regard to implementation tests
by C. Gloaguen & F. Fleischer & H. Schmidt & V. Schmidt - 375-386 Zero-sum constrained stochastic games with independent state processes
by Eitan Altman & Konstantin Avrachenkov & Richard Marquez & Gregory Miller - 387-397 On mean reward variance in semi-Markov processes
by Karel Sladký - 399-410 On essential information in sequential decision processes
by Eugene Feinberg - 411-427 Stochastic control problems with delay
by Harald Bauer & Ulrich Rieder - 429-436 On product form tandem structures
by Nico Dijk - 437-452 The G/M/1 queue revisited
by Ivo Adan & Onno Boxma & David Perry - 453-466 Controlling an oscillating Jackson-type network having state-dependent service rates
by Arnon Arazi & Eshel Ben-Jacob & Uri Yechiali - 467-483 Large deviations without principle: join the shortest queue
by Ad Ridder & Adam Shwartz - 485-497 On the optimality of a full-service policy for a queueing system with discounted costs
by Shaler Stidham - 499-514 Staffing decisions for heterogeneous workers with turnover
by Hyun-Soo Ahn & Rhonda Righter & J. Shanthikumar
November 2005, Volume 62, Issue 2
- 167-185 Minimization of convex functions on the convex hull of a point set
by Nikolai Botkin & Josef Stoer - 187-209 ɛ-Subdifferentials of Set-valued Maps and ɛ-Weak Pareto Optimality for Multiobjective Optimization
by A. Taa - 211-224 Convergence analysis of a modified inexact implicit method for general mixed monotone variational inequalities
by Lu-Chuan Zeng & Jen-Chih Yao - 225-242 On multiple simple recourse models
by Maarten Vlerk - 243-253 Upper and lower bounds for the solutions of Markov renewal equations
by Gang Li & Jiaowan Luo - 255-274 Deviation Measures in Linear Two-Stage Stochastic Programming
by Trine Kristoffersen - 275-279 Minimizing total completion time for UET tasks with release time and outtree precedence constraints
by Yumei Huo & Joseph Leung - 281-295 Cost optimal periodic train scheduling
by Thomas Lindner & Uwe Zimmermann - 297-318 Ergodic and adaptive control of hidden Markov models
by T. Duncan & B. Pasik-Duncan & L. Stettner - 319-343 A unified approach to portfolio optimization with linear transaction costs
by Valeri Zakamouline - 345-346 Bernt Øksendal and Agnès Sulem (2005) applied stochastic control of jump diffusions ISBN 3-540-14023-9, Springer Berlin
by Gerhard-Wilhelm Weber
September 2005, Volume 62, Issue 1
- 1-2 Preface
by Rainer E. Burkard - 3-22 Lipschitz Continuity of Value Functions in Markovian Decision Processes
by K. Hinderer - 23-40 Nonzero-sum semi-Markov games with the expected average payoffs
by Andrzej S. Nowak & Anna Jaśkiewicz - 41-54 Weighted singularly perturbed hybrid stochastic systems
by Ke Liu & Jerzy A. Filar - 55-75 On the structure of the optimal server control for fluid networks
by S. Gajrat & A. Hordijk - 77-97 Fixed-time schedules for the processing of jobs when service completions are not observable
by K.D. Glazebrook & E.L. Punton - 99-122 Generalized Pinwheel Problem
by Eugene A. Feinberg & Michael T. Curry - 123-140 Worst-Case Scenario Portfolio Optimization: a New Stochastic Control Approach
by Ralf Korn & Olaf Menkens - 141-158 Control of ruin probabilities by discrete-time investments
by Manfred Schäl - 159-165 Benchmark and mean-variance problems for insurers
by Nicole Bäuerle
July 2005, Volume 61, Issue 3
- 347-363 A note on solution sensitivity for Karush–Kuhn–Tucker systems
by A. Izmailov & M. Solodov - 365-384 Nonlinear-programming reformulation of the order-value optimization problem
by R. Andreani & C. Dunder & J. Martínez - 385-397 Generalized vector quasi-equilibrium problems
by S. Li & K. Teo & X. Yang - 399-417 Scheduling Stochastic jobs on a repairable machine with general phase type uptime
by Wei Li & Attahiru Alfa - 419-435 A preference change and discretionary stopping in a consumption and porfolio selection problem
by Kyoung Jin Choi & Hyeng Keun Koo - 437-454 Bias and overtaking equilibria for zero-sum continuous-time Markov games
by Tomás Prieto-Rumeau & Onésimo Hernández-Lerma - 455-468 Semi-Markov control processes with unknown holding times distribution under a discounted criterion
by Fernando Luque-Vásquez & J. Minjárez-Sosa - 469-482 Unbounded cost Markov decision processes with limsup and liminf average criteria: new conditions
by Quanxin Zhu & Xianping Guo & Yonglong Dai - 483-500 A geometric characterisation of the compromise value
by Julio Díaz & Peter Borm & Ruud Hendrickx & Marieke Quant - 501-504 Drop out monotonic rules for sequencing situations
by Cristina Fernández & Peter Borm & Ruud Hendrickx & Stef Tijs - 505-520 Comparative analysis for the N policy M/G/1 queueing system with a removable and unreliable server
by Kuo-Hsiung Wang & Li-Ping Wang & Jau-Chuan Ke & Gang Chen - 521-522 Book Review
by Mirijam Dür
June 2005, Volume 61, Issue 2
- 173-190 Optimal sale strategies in illiquid markets
by Martin Dahlgren - 191-218 Pricing of point-to-point bandwidth contracts
by Jussi Keppo - 219-237 Optimal consumption and investment problems under GARCH with transaction costs
by Zhiping Chen & K. C. Yuen - 239-259 Portfolio optimization under transaction costs in the CRR model
by Jörn Sass - 261-280 Increasing quasiconcave co-radiant functions with applications in mathematical economics
by Juan Enrique Martínez-Legaz & Alexander M. Rubinov & Siegfried Schaible - 281-297 Hahn-Banach theorems and subgradients of set-valued maps
by Jian Wen Peng & Heung Wing Joseph Lee & Wei Dong Rong & Xin Min Yang - 299-310 Study on a class of nonlinear time series models and ergodicity in random environment domain
by Zhenting Hou & Zheng Yu & Peng Shi - 311-328 Markov decision processes under observability constraints
by Yasemin Serin & Vidyadhar Kulkarni - 329-343 Cost benefit analysis of series systems with warm standby components and general repair time
by Kuo-Hsiung Wang & Yi-Chun Liu & Wen Lea Pearn - 345-346 Book Review
by R. Henrion
March 2005, Volume 61, Issue 1
- 1-22 Managing the reputation of an award to motivate performance
by C. Gavrila & J.P. Caulkins & G. Feichtinger & G. Tragler & R.F. Hartl - 23-32 Minimum time problems in Economics
by Luca Grosset & Bruno Viscolani - 33-40 The core of multi-choice NTU games
by Yan-An Hwang & Wen-Hwa Li - 41-55 Locating a maximally complementary solution of the monotone NCP by using non-interior-point smoothing algorithms
by Zheng-Hai Huang - 57-84 On a finite-buffer bulk-service queue with disasters
by A. Gómez-Corral - 85-108 Moment inequalities for the discrete-time bulk service queue
by D. Denteneer & A.J.E.M. Janssen & J.S.H. van Leeuwaarden - 109-121 Comparing two socially optimal work allocation rules when having a profit optimizing subcontractor with ample capacity
by Christian Larsen - 123-145 The Laurent series, sensitive discount and Blackwell optimality for continuous-time controlled Markov chains
by Tomás Prieto-Rumeau & Onésimo Hernández-Lerma - 147-169 Optimal scheduling of tasks when service is subject to disruption: the preempt-repeat case
by Kevin D. Glazebrook
December 2004, Volume 60, Issue 3
- 349-367 On semidefinite programming relaxations for the satisfiability problem
by Miguel F. Anjos - 369-377 On least element problems for feasible sets in vector complementarity problems
by Ya-ping Fang & Nan-jing Huang - 379-397 Characterizing the idle time of a nonexponential server system
by Hsing Luh & Kai-Hung Tseng - 399-414 A characterization of exponential functionals in finite Markov chains
by Rolando Cavazos–Cadena & Daniel Hernández–Hernández - 415-436 Conditions for the uniqueness of optimal policies of discounted Markov decision processes
by Daniel Cruz-Suárez & Raúl Montes-de-Oca & Francisco Salem-Silva - 437-451 A non-zero-sum no-information best-choice game
by Minoru Sakaguchi & Vladimir V. Mazalov - 453-470 A connectivity game for graphs
by Rafael Amer & José Miguel Giménez - 471-483 Retailer’s optimal ordering policy under supplier credits
by Chun-Tao Chang & Jinn-Tsair Teng - 485-496 Optimal portfolio selection when stock prices follow an jump-diffusion process
by Wenjing Guo & Chengming Xu - 497-521 Dynamic inventory strategies for profit maximization in a service facility with stochastic service, demand and lead time
by Oded Berman & Eungab Kim - 523-524 Book Review
by S. Gawiejnowicz - 525-526 Book Review
by Holger Höller
October 2004, Volume 60, Issue 2
- 165-174 Realism and practicality of transaction cost approaches in continuous-time portfolio optimisation: the scope of the Morton-Pliska approach
by Ralf Korn - 175-201 Investment optimization under constraints
by Nguyen-Thanh Long - 203-214 A dynamic programming approach to solve efficient frontier
by S. J. Sadjadi & M. B. Aryanezhad & B. F. Moghaddam - 215-238 Nash equilibria in electricity markets with discrete prices
by E. J. Anderson & H. Xu - 239-250 Equivalence classes for optimizing risk models in Markov decision processes
by Yoshio Ohtsubo & Kenji Toyonaga - 251-265 Semi-infinite weighted Markov decision processes with perturbation
by Mohammed Abbad & Khalid Rahhali - 267-277 Construction of Nash equilibria in symmetric stochastic games of capital accumulation
by Łukasz Balbus & Andrzej S. Nowak - 279-298 Stochastic games for distributed players on graphs
by Ruslan K. Chornei & Hans Daduna & Pavel S. Knopov - 299-310 Multi-policy iteration with a distributed voting
by Hyeong Soo Chang - 311-329 A General Framework for Bounds for Higher-Dimensional Orthogonal Packing Problems
by Sándor P. Fekete & Jörg Schepers - 331-346 Dual methods for probabilistic optimization problems
by Darinka Dentcheva & Bogumila Lai & Andrzej Ruszczyński - 347-348 Book Review
by Gert Wanka
September 2004, Volume 60, Issue 1
- 1-13 Discrete search with multiple sensors
by Nah-Oak Song & Demosthenis Teneketzis - 15-28 On regular and parametric data envelopment analysis
by L. Neralić & O. Stein - 29-51 Sensitivity analysis via simulation in the presence of discontinuities
by Mikael Signahl - 53-71 On the existence of solutions to systems of vector quasi-optimization problems
by Nguyen Xuan Tan - 73-85 A robust trust region method for general constrained optimization
by Ju-liang Zhang - 87-99 Dual approach for a class of implicit convex optimization problems
by Igor V. Konnov - 101-123 Generalized benefit functions and measurement of utility
by Walter Briec & Philippe Gardères - 125-144 Multicriteria impulsive control of jump Markov processes
by A. B. Piunovskiy - 145-153 Shortest path to nonpreemptive schedules of unit-time jobs on two identical parallel machines with minimum total completion time
by Philippe Baptiste & Vadim G. Timkovsky - 155-162 Perishable inventory systems with variable input and demand rates
by Steven Nahmias & David Perry & Wolfgang Stadje
July 2004, Volume 59, Issue 3
- 347-348 Preface
by Peter Borm & Henk Norde & Ignacio Garcia-Jurado & Floravante Patrone - 349-357 Density estimation using game theory
by Ignacio García-Jurado & Luciano Méndez-Naya & César Sánchez-Sellero - 359-373 Do we detect and exploit mixed strategy play by opponents?
by Jason Shachat & J. Todd Swarthout - 375-391 Measuring skill in games: several approaches discussed
by Marcel Dreef & Peter Borm & Ben van der Genugten - 393-403 A non-cooperative approach to the cost spanning tree problem
by Gustavo Bergantiños & Leticia Lorenzo - 405-418 Cost allocation in a bank ATM network
by Endre Bjørndal & Herbert Hamers & Maurice Koster - 419-434 Cost allocation games with information costs
by Stefano Moretti & Fioravante Patrone - 435-446 Optimal sharing of surgical costs in the presence of queues
by Paula González & Carmen Herrero - 447-463 A cost allocation problem in urban solid wastes collection and disposal
by Vito Fragnelli & Anna Iandolino - 465-477 The position value in communication structures
by E. Algaba & J. M. Bilbao & J. J. López - 479-489 Splitting graphs when calculating Myerson value for pure overhead games
by D. Gómez & E. González-Arangüena & C. Manuel & G. Owen & M. del Pozo & J. Tejada - 491-502 A game-theoretic analysis of the political structure of the Netherlands Antilles
by Imma Curiel - 503-515 On the design of voting games
by Francesc Carreras
June 2004, Volume 59, Issue 2
- 173-192 Periodic routing to parallel queues and billiard sequences
by Arie Hordijk & Dinard van der Laan - 193-203 An exact algorithm for scheduling identical coupled tasks
by Dino Ahr & József Békési & Gábor Galambos & Marcus Oswald & Gerhard Reinelt - 205-220 A fast algorithm for near cost optimal line plans
by Michael R. Bussieck & Thomas Lindner & Marco E. Lübbecke - 221-233 Is every radiant function the sum of quasiconvex functions?
by Alberto Zaffaroni - 235-247 A conditional gradient method with linear rate of convergence for solving convex linear systems
by Amir Beck & Marc Teboulle - 249-270 Weighted allocation rules for standard fixed tree games
by Endre Bjørndal & Maurice Koster & Stef Tijs - 271-286 Inheritance of properties in NTU communication situations
by Ruud Hendrickx - 287-302 Distributional properties of the typical cell of stationary iterated tessellations
by Roland Maier & Johannes Mayer & Volker Schmidt - 303-313 Theorem of conflicts for a pair of probability measures
by Volodymyr Koshmanenko - 315-328 Hedging of the European option in discrete time under proportional transaction costs
by Marek Kociński - 329-342 Smoothed Monte Carlo estimators for the time-in-the-red in risk processes
by G. Makatis & M. A. Zazanis
January 2004, Volume 59, Issue 1
- 91-110 Global convergence of Newton’s method on an interval
by Lars Thorlund-Petersen
February 2004, Volume 59, Issue 1
- 1-23 The unbalance and bounds on the average waiting time for periodic routing to one queue
by Arie Hordijk & Dinard van der Laan - 25-35 On non-rank facets of the stable set polytope of claw-free graphs and circulant graphs
by Thomas M. Liebling & Gianpaolo Oriolo & Bianca Spille & Gautier Stauffer - 37-51 Optimization of rod antennas of mobile phones
by Johannes Jahn & Andreas Kirsch & Carmen Wagner - 53-67 Strategies to serve or receive the service in volleyball
by K. T. Lee & S. T. Chin - 69-89 Gap-free computation of Pareto-points by quadratic scalarizations
by Jörg Fliege - 111-128 A reduced form model for ESO valuation
by Alexander Szimayer - 129-145 Semistrictly quasiconvex mappings and non-convex vector optimization
by Fabián Flores-Bazán - 147-166 An axiomatization of the Banzhaf value for cooperative games on antimatroids
by E. Algaba & J. M. Bilbao & R. van den Brink & A. Jiménez-Losada
December 2003, Volume 58, Issue 3
- 359-374 Design of tariff zones in public transportation networks: theoretical results and heuristics
by Luitpold Babel & Hans Kellerer - 375-385 Well-posedness and convexity in vector optimization
by E. Miglierina & E. Molho - 387-399 Order-Value Optimization: Formulation and solution by means of a primal cauchy method
by Roberto Andreani & Cibele Dunder & José Mario Martínez - 401-415 Equivalent martingale measures for large financial markets in discrete time
by Miklós Rásonyi - 417-439 On the properties of solutions for NTU communication situations 1
by Balbina Casas-Méndez & José Manuel Prada-Sánchez - 441-448 Closedness under reduced games
by Yan-An Hwang - 449-458 On Pareto equilibria in vector-valued extensive form games
by Thomas Krieger - 459-475 Stochastic games with non-observable actions
by J. Flesch & F. Thuijsman & O.J. Vrieze - 477-482 An optimal service rate in a Poisson arrival queue with two-stage service policy
by Jongho Bae & Jongwoo Kim & Eui Yong Lee - 483-501 Optimal threshold policies in a workload model with a variable number of service phases per job
by Gido A.J.F. Brouns & Jan van der Wal
November 2003, Volume 58, Issue 2
- 183-189 A note on the complexity of determining optimal strategies in games with common payoffs
by Gerhard J. Woeginger - 191-208 Neighbor games and the leximax solution
by Flip Klijn & Dries Vermeulen & Herbert Hamers & Tamás Solymosi & Stef Tijs & Joan Pere Villar - 209-219 One-armed bandit models with continuous and delayed responses
by Xikui Wang & Mikelis G. Bickis - 221-236 On the uniqueness of solutions to the Poisson equations for average cost Markov chains with unbounded cost functions
by Sandjai Bhulai & Flora M. Spieksma - 237-245 Hierarchical algorithms for discounted and weighted Markov decision processes
by M. Abbad & C. Daoui - 247-258 Cost benefit analysis of series systems with warm standby components
by Kuo-Hsiung Wang & Wen-Lea Pearn - 259-269 A feasible descent algorithm for solving variational inequality problems
by Deren Han & Hong K. Lo - 271-282 An improved SQP algorithm for inequality constrained optimization
by Zhibin Zhu & Kecun Zhang & Jinbao Jian - 283-298 A new trust region method for nonlinear equations
by Ju-liang Zhang & Yong Wang - 299-317 Second order necessary conditions in set constrained differentiable vector optimization
by Bienvenido Jiménez & Vicente Novo - 319-329 Characterizing matchings as the intersection of matroids
by Sándor P. Fekete & Robert T. Firla & Bianca Spille - 331-349 Robust facility location
by Emilio Carrizosa & Stefan Nickel - 351-358 Book Reviews
by Matthias Ehrgott
September 2003, Volume 58, Issue 1
- 1-28 An analysis of Klimov's problem with parallel servers
by K. D. Glazebrook - 29-39 Optimal control of a removable and non-reliable server in an M/M/1 queueing system with exponential startup time
by Kuo-Hsiung Wang - 41-56 Optimal strategy policy in batch arrival queue with server breakdowns and multiple vacations
by Jau-Chuan Ke - 57-68 Inference of statistical bounds for multistage stochastic programming problems
by Alexander Shapiro - 69-85 A path following method for box-constrained multiobjective optimization with applications to goal programming problems
by Maria Cristina Recchioni - 87-104 Single facility location problems with unbounded unit balls
by Y. Hinojosa & J. Puerto - 105-129 A discrete mass transportation problem for infinitely many sites, and general representant systems for infinite families
by Iosif Pinelis - 131-139 Submodularity of some classes of the combinatorial optimization games
by Yoshio Okamoto - 149-157 Dynamic principal agent model based on CMDP
by Yuanyao Ding & Rangcheng Jia & Shaoxiang Tang - 159-182 Elasticity approach to portfolio optimization
by Holger Kraft
August 2003, Volume 58, Issue 1
- 141-147 Note on supplier-restricted order quantity under temporary price discounts
by Peter Chu & Patrick Chen & Thomas Niu
August 2003, Volume 57, Issue 3
- 345-365 Stability estimates in the problem of average optimal switching of a Markov chain
by Evgueni Gordienko & Alexander Yushkevich - 367-376 Control policy of a hysteretic queueing system
by Lotfi Tadj & Jau-Chuan Ke - 377-391 Differential and sensitivity properties of gap functions for vector variational inequalities
by S. J. Li & Hong Yan & G. Y. Chen - 393-407 Strong convergence of a proximal-based method for convex optimization
by Vadim Azhmyakov & Werner H. Schmidt - 409-425 Upper semicontinuity of closed-convex-valued multifunctions
by Maria J. Cánovas & Marco A. López & Eva-Maria Ortega & Juan Parra - 427-435 Characterizations of convex and quasiconvex set-valued maps
by Joël Benoist & Nicolae Popovici - 437-448 Degeneracy degrees of constraint collections
by Gerard Sierksma & Gert A. Tijssen - 449-479 The average behaviour of greedy algorithms for the knapsack problem: General distributions
by Gennady Diubin & Alexander Korbut - 481-493 Cooperation and competition in inventory games
by Ana Meca & Ignacio García-Jurado & Peter Borm - 495-511 Semiproportional values for TU games
by Anna B. Khmelnitskaya & Theo S. H. Driessen