Content
February 2021, Volume 46, Issue 1
- 1-27 Stationary Waiting Time in Parallel Queues with Synchronization
by Mariana Olvera-Cravioto & Octavio Ruiz-Lacedelli - 28-60 A Dynkin Game on Assets with Incomplete Information on the Return
by Tiziano De Angelis & Fabien Gensbittel & Stephane Villeneuve - 61-81 Proximal-Like Incremental Aggregated Gradient Method with Linear Convergence Under Bregman Distance Growth Conditions
by Hui Zhang & Yu-Hong Dai & Lei Guo & Wei Peng - 82-114 Resistant Sets in the Unit Hypercube
by Ahmad Abdi & Gérard Cornuéjols & Dabeen Lee - 115-133 Stochastic Load Balancing on Unrelated Machines
by Anupam Gupta & Amit Kumar & Viswanath Nagarajan & Xiangkun Shen - 134-158 Efficient Black-Box Reductions for Separable Cost Sharing
by Tobias Harks & Martin Hoefer & Anja Schedel & Manuel Surek - 159-178 Game of Thrones: Fully Distributed Learning for Multiplayer Bandits
by Ilai Bistritz & Amir Leshem - 179-203 Online Learning over a Finite Action Set with Limited Switching
by Jason M. Altschuler & Kunal Talwar - 204-220 Efficient Online Linear Optimization with Approximation Algorithms
by Dan Garber - 221-254 Fast Hybrid Schemes for Fractional Riccati Equations (Rough Is Not So Tough)
by Giorgia Callegaro & Martino Grasselli & Gilles Paèes - 255-267 New Algorithms for Solving Zero-Sum Stochastic Games
by Miquel Oliu-Barton - 268-300 Heavy Traffic Limits for Join-the-Shortest-Estimated-Queue Policy Using Delayed Information
by Rami Atar & David Lipshutz - 301-316 Trust Your Data or Not—StQP Remains StQP: Community Detection via Robust Standard Quadratic Optimization
by Immanuel M. Bomze & Michael Kahr & Markus Leitner - 317-335 Algorithms as Mechanisms: The Price of Anarchy of Relax and Round
by Paul Dütting & Thomas Kesselheim & Éva Tardos - 336-360 Infinite-Horizon Optimal Switching Regions for a Pair-Trading Strategy with Quadratic Risk Aversion Considering Simultaneous Multiple Switchings: A Viscosity Solution Approach
by Kiyoshi Suzuki - 361-381 Set Relations via Families of Scalar Functions and Approximate Solutions in Set Optimization
by Giovanni Paolo Crespi & Andreas H. Hamel & Matteo Rocca & Carola Schrage - 382-403 Competitive Equilibrium with Indivisible Goods and Generic Budgets
by Moshe Babaioff & Noam Nisan & Inbal Talgam-Cohen
November 2020, Volume 45, Issue 4
- 1193-1209 The Value of Insight
by Philip A. Ernst & L. C. G. Rogers - 1210-1236 Utility Maximization with Proportional Transaction Costs Under Model Uncertainty
by Shuoqing Deng & Xiaolu Tan & Xiang Yu - 1237-1257 Acyclic Gambling Games
by Rida Laraki & Jérôme Renault - 1258-1288 Reinforcement with Fading Memories
by Kuang Xu & Se-Young Yun - 1289-1317 Control-Stopping Games for Market Microstructure and Beyond
by Roman Gayduk & Sergey Nadtochiy - 1318-1341 Stabilizing Weighted Graphs
by Zhuan Khye Koh & Laura Sanità - 1342-1370 Surplus-Invariant Risk Measures
by Niushan Gao & Cosimo Munari - 1371-1392 Closing the Gap for Makespan Scheduling via Sparsification Techniques
by Klaus Jansen & Kim-Manuel Klein & José Verschae - 1393-1404 On the Existence of Pairwise Stable Weighted Networks
by Philippe Bich & Lisa Morhaim - 1405-1444 Stochastic Recursive Inclusions in Two Timescales with Nonadditive Iterate-Dependent Markov Noise
by Vinayaka G. Yaji & Shalabh Bhatnagar - 1445-1465 Core Nonemptiness of Stratified Pooling Games: A Structured Markov Decision Process Approach
by Loe Schlicher & Marco Slikker & Willem van Jaarsveld & Geert-Jan van Houtum - 1466-1497 Last-Mile Shared Delivery: A Discrete Sequential Packing Approach
by Junyu Cao & Mariana Olvera-Cravioto & Zuo-Jun (Max) Shen - 1512-1534 Approximation Algorithms for D -optimal Design
by Mohit Singh & Weijun Xie - 1535-1571 Asymptotic Optimality of Power-of- d Load Balancing in Large-Scale Systems
by Debankur Mukherjee & Sem C. Borst & Johan S. H. van Leeuwaarden & Philip A. Whiting - 1596-1620 Approximate Markov-Nash Equilibria for Discrete-Time Risk-Sensitive Mean-Field Games
by Naci Saldi & Tamer Bas¸ ar & Maxim Raginsky
August 2020, Volume 45, Issue 3
- 797-832 Control Policies Approaching Hierarchical Greedy Ideal Performance in Heavy Traffic for Resource Sharing Networks
by Amarjit Budhiraja & Dane Johnson - 833-861 A Block Successive Upper-Bound Minimization Method of Multipliers for Linearly Constrained Convex Optimization
by Mingyi Hong & Tsung-Hui Chang & Xiangfeng Wang & Meisam Razaviyayn & Shiqian Ma & Zhi-Quan Luo - 862-888 Power-of- d -Choices with Memory: Fluid Limit and Optimality
by Jonatha Anselmi & Francois Dufour - 889-895 Limit Equilibrium Payoffs in Stochastic Games
by Jérôme Renault & Bruno Ziliotto - 896-922 Envy-Free Division of Land
by Erel Segal-Halevi & Shmuel Nitzan & Avinatan Hassidim & Yonatan Aumann - 923-946 General Error Estimates for the Longstaff–Schwartz Least-Squares Monte Carlo Algorithm
by Daniel Z. Zanger - 947-965 Constant Approximation Algorithm for Nonuniform Capacitated Multi-Item Lot Sizing via Strong Covering Inequalities
by Shi Li - 966-992 Variance Regularization in Sequential Bayesian Optimization
by Michael Jong Kim - 993-1015 Characterization, Robustness, and Aggregation of Signed Choquet Integrals
by Ruodu Wang & Yunran Wei & Gordon E. Willmot - 1016-1055 The Limit of Stationary Distributions of Many-Server Queues in the Halfin–Whitt Regime
by Reza Aghajani & Kavita Ramanan - 1056-1068 Monotonicity and Weighted Prenucleoli: A Characterization Without Consistency
by Pedro Calleja & Francesc Llerena & Peter Sudhölter - 1069-1103 Steady-State Analysis of the Join-the-Shortest-Queue Model in the Halfin–Whitt Regime
by Anton Braverman - 1104-1126 A Stochastic Analysis of Queues with Customer Choice and Delayed Information
by Jamol Pender & Richard Rand & Elizabeth Wesson - 1127-1152 A Dynamic Network Model of Interbank Lending—Systemic Risk and Liquidity Provisioning
by Agostino Capponi & Xu Sun & David D. Yao - 1153-1163 Exchangeable Processes: de Finetti’s Theorem Revisited
by Ehud Lehrer & Dimitry Shaiderman - 1164-1192 Strong Metric (Sub)regularity of Karush–Kuhn–Tucker Mappings for Piecewise Linear-Quadratic Convex-Composite Optimization and the Quadratic Convergence of Newton’s Method
by James V. Burke & Abraham Engle
May 2020, Volume 45, Issue 2
- 403-433 Future Expectations Modeling, Random Coefficient Forward–Backward Stochastic Differential Equations, and Stochastic Viscosity Solutions
by Xanthi-Isidora Kartala & Nikolaos Englezos & Athanasios N. Yannacopoulos - 434-454 Quitting Games and Linear Complementarity Problems
by Eilon Solan & Omri N. Solan - 455-464 Counting Integral Points in Polytopes via Numerical Analysis of Contour Integration
by Hiroshi Hirai & Ryunosuke Oshiro & Ken’ichiro Tanaka - 465-496 A Verification Theorem for Threshold-Indexability of Real-State Discounted Restless Bandits
by José Niño-Mora - 497-516 Greed Works—Online Algorithms for Unrelated Machine Stochastic Scheduling
by Varun Gupta & Benjamin Moseley & Marc Uetz & Qiaomin Xie - 517-546 Randomized Linear Programming Solves the Markov Decision Problem in Nearly Linear (Sometimes Sublinear) Time
by Mengdi Wang - 547-575 Synthesis and Generalization of Structural Results in Inventory Management: A Generalized Convexity Property
by Awi Federgruen & Zhe Liu & Lijian Lu - 576-590 Budgeted Prize-Collecting Traveling Salesman and Minimum Spanning Tree Problems
by Alice Paul & Daniel Freund & Aaron Ferber & David B. Shmoys & David P. Williamson - 591-621 Primal–Dual Interior-Point Methods for Domain-Driven Formulations
by Mehdi Karimi & Levent Tunçel - 622-640 The Pareto Comparisons of a Group of Exponential Discounters
by Christopher P. Chambers & Federico Echenique - 641-659 Multiconstrained Finite-Horizon Piecewise Deterministic Markov Decision Processes with Unbounded Transition Rates
by Yonghui Huang & Xianping Guo - 660-681 Rates of Convergence to Stationarity for Reflected Brownian Motion
by Jose Blanchet & Xinyun Chen - 682-712 The Proximal Alternating Direction Method of Multipliers in the Nonconvex Setting: Convergence Analysis and Rates
by Radu Ioan Bot & Dang-Khoa Nguyen - 713-731 Hamiltonian Cycles and Subsets of Discounted Occupational Measures
by Ali Eshragh & Jerzy A. Filar & Thomas Kalinowski & Sogol Mohammadian - 732-754 Rescaling Algorithms for Linear Conic Feasibility
by Daniel Dadush & László A. Végh & Giacomo Zambelli - 755-773 Price of Anarchy in Networks with Heterogeneous Latency Functions
by Sanjiv Kapoor & Junghwan Shin - 774-795 Epi-Regularization of Risk Measures
by Drew P. Kouri & Thomas M. Surowiec
February 2020, Volume 45, Issue 1
- 1-14 The Euclidean k -Supplier Problem
by Viswanath Nagarajan & Baruch Schieber & Hadas Shachnai - 15-33 Decompositions of Semidefinite Matrices and the Perspective Reformulation of Nonseparable Quadratic Programs
by Antonio Frangioni & Claudio Gentile & James Hungerford - 34-62 Polynomial Time Algorithms for Branching Markov Decision Processes and Probabilistic Min(Max) Polynomial Bellman Equations
by Kousha Etessami & Alistair Stewart & Mihalis Yannakakis - 63-85 Finding a Stable Allocation in Polymatroid Intersection
by Satoru Iwata & Yu Yokoi - 86-98 Worst-Case Examples for Lasserre’s Measure–Based Hierarchy for Polynomial Optimization on the Hypercube
by Etienne de Klerk & Monique Laurent - 99-128 Discrete Midpoint Convexity
by Satoko Moriguchi & Kazuo Murota & Akihisa Tamura & Fabio Tardella - 129-156 Reference Dependence and Market Participation
by Paolo Guasoni & Andrea Meireles-Rodrigues - 157-190 On Synchronous, Asynchronous, and Randomized Best-Response Schemes for Stochastic Nash Games
by Jinlong Lei & Uday V. Shanbhag & Jong-Shi Pang & Suvrajeet Sen - 191-204 The Computational Complexity of Integer Programming with Alternations
by Danny Nguyen & Igor Pak - 205-232 Nonzero-Sum Stochastic Differential Games with Impulse Controls: A Verification Theorem with Applications
by René Aïd & Matteo Basei & Giorgia Callegaro & Luciano Campi & Tiziano Vargiolu - 233-271 On the Efficiency of Random Permutation for ADMM and Coordinate Descent
by Ruoyu Sun & Zhi-Quan Luo & Yinyu Ye - 272-291 On the Construction of Substitutes
by Eric Balkanski & Renato Paes Leme - 292-322 Trimmed Statistical Estimation via Variance Reduction
by Aleksandr Aravkin & Damek Davis - 323-352 Hiring Secretaries over Time: The Benefit of Concurrent Employment
by Yann Disser & John Fearnley & Martin Gairing & Oliver Göbel & Max Klimm & Daniel Schmand & Alexander Skopalik & Andreas Tönnis - 353-368 Random Serial Dictatorship: The One and Only
by Sophie Bade - 369-383 An (Almost) Optimal Solution for Orthogonal Point Enclosure Query in ℝ 3
by Saladi Rahul - 384-401 Optimal Redeeming Strategy of Stock Loans Under Drift Uncertainty
by Zuo Quan Xu & Fahuai Yi
November 2019, Volume 44, Issue 4
- 1145-1160 Uniform Turnpike Theorems for Finite Markov Decision Processes
by Mark E. Lewis & Anand Paul - 1161-1173 A General Regularized Continuous Formulation for the Maximum Clique Problem
by James T. Hungerford & Francesco Rinaldi - 1174-1191 Unique Tarski Fixed Points
by Massimo Marinacci & Luigi Montrucchio - 1192-1207 On the Construction of Converging Hierarchies for Polynomial Optimization Based on Certificates of Global Positivity
by Amir Ali Ahmadi & Georgina Hall - 1208-1220 Optimal Cutting Planes from the Group Relaxations
by Amitabh Basu & Michele Conforti & Marco Di Summa & Giacomo Zambelli - 1221-1244 Submodular Maximization Through the Lens of Linear Programming
by Simon Bruggmann & Rico Zenklusen - 1245-1263 A Mean Field Competition
by Marcel Nutz & Yuchong Zhang - 1264-1285 Mixed-Integer Linear Representability, Disjunctions, and Chvátal Functions—Modeling Implications
by Amitabh Basu & Kipp Martin & Christopher Thomas Ryan & Guanyi Wang - 1286-1303 The Inefficiency of Nash and Subgame Perfect Equilibria for Network Routing
by José Correa & Jasper de Jong & Bart de Keijzer & Marc Uetz - 1304-1325 From Duels to Battlefields: Computing Equilibria of Blotto and Other Games
by AmirMahdi Ahmadinejad & Sina Dehghani & MohammadTaghi Hajiaghayi & Brendan Lucier & Hamid Mahini & Saeed Seddighin - 1326-1344 Rationalizable Implementation of Correspondences
by Takashi Kunimoto & Roberto Serrano - 1345-1380 Asymptotically Optimal Appointment Schedules
by Mor Armony & Rami Atar & Harsha Honnappa - 1381-1395 Optimality Conditions for Minimizers at Infinity in Polynomial Programming
by Tiến-Sơn Phạm - 1396-1411 Product-Mix Auctions and Tropical GeometryAbstract: In a recent and ongoing work, Baldwin and Klemperer explore a connection between tropical geometry and economics. They give a sufficient condition for the existence of competitive equilibrium in product-mix auctions of indivisible goods. This result, which we call the unimodularity theorem, can also be traced back to the work of Danilov, Koshevoy, and Murota in discrete convex analysis. We give a new proof of the unimodularity theorem via the classical unimodularity theorem in integer programming. We give a unified treatment of these results via tropical geometry and formulate a new sufficient condition for competitive equilibrium when there are only two types of products. Generalizations of our theorem in higher dimensions are equivalent to various forms of the Oda conjecture in algebraic geometry
by Ngoc Mai Tran & Josephine Yu - 1412-1430 The Structure of the Infinite Models in Integer ProgrammingAbstract: The infinite models in integer programming can be described as the convex hull of some points or as the intersection of halfspaces derived from valid functions. In this paper, we study the relationships between these two descriptions. Our results have implications for corner polyhedra. One consequence is that nonnegative, continuous valid functions suffice to describe corner polyhedra (with or without rational data)
by Amitabh Basu & Michele Conforti & Marco Di Summa & Joseph Paat - 1431-1449 On Submodular Search and Machine Scheduling
by Robbert Fokkink & Thomas Lidbetter & László A. Végh - 1450-1476 Information Asymmetries in Common-Value Auctions with Discrete Signals
by Vasilis Syrgkanis & David Kempe & Eva Tardos - 1494-1509 An Improved Analysis of Local Search for Max-Sum Diversification
by Alfonso Cevallos & Friedrich Eisenbrand & Rico Zenklusen
August 2019, Volume 44, Issue 3
- 767-782 The Banzhaf Value and General Semivalues for Differentiable Mixed Games
by Ori Haimanko - 783-792 The Exact Computational Complexity of Evolutionarily Stable Strategies
by Vincent Conitzer - 793-820 A Combinatorial Approach for Small and Strong Formulations of Disjunctive Constraints
by Joey Huchette & Joey Huchette - 821-864 Heavy-Traffic Analysis Through Uniform Acceleration of Queues with Diminishing Populations
by Gianmarco Bet & Remco van der Hofstad & Johan S. H. van Leeuwaarden - 865-889 Multiunit Facility Location Games
by Omer Ben-Porat & Moshe Tennenholtz - 890-918 Revisiting Stochastic Loss Networks: Structures and Approximations
by Kyomin Jung & Yingdong Lu & Devavrat Shah & Mayank Sharma & Mark S. Squillante - 919-942 Efficient Rare-Event Simulation for Multiple Jump Events in Regularly Varying Random Walks and Compound Poisson Processes
by Bohan Chen & Jose Blanchet & Chang-Han Rhee & Bert Zwart - 943-965 Instantaneous Control of Brownian Motion with a Positive Lead Time
by Zhen Xu & Jiheng Zhang & Rachel Q. Zhang - 966-987 Continuous-Time Portfolio Choice Under Monotone Mean-Variance Preferences—Stochastic Factor Case
by Jakub Trybuła & Dariusz Zawisza - 988-1005 Constrained Submodular Maximization via a Nonsymmetric Technique
by Niv Buchbinder & Moran Feldman - 1006-1033 Approximate Nash Equilibria in Partially Observed Stochastic Games with Mean-Field Interactions
by Naci Saldi & Tamer Başar & Maxim Raginsky - 1034-1057 Pointwise Arbitrage Pricing Theory in Discrete Time
by Matteo Burzoni & Marco Frittelli & Zhaoxu Hou & Marco Maggis & Jan Obłój - 1058-1086 Efficient Computation of Optimal Auctions via Reduced Forms
by Saeed Alaei & Hu Fu & Nima Haghpanah & Jason Hartline & Azarakhsh Malekian - 1087-1100 Completely Positive Binary Tensors
by Jinyan Fan & Jiawang Nie & Anwa Zhou - 1101-1121 Computing Stable Outcomes in Symmetric Additively Separable Hedonic Games
by Martin Gairing & Rahul Savani - 1122-1144 On the Role of a Market Maker in Networked Cournot Competition
by Desmond Cai & Subhonmesh Bose & Adam Wierman
May 2019, Volume 44, Issue 2
- 377-399 Explore First, Exploit Next: The True Shape of Regret in Bandit Problems
by Aurélien Garivier & Pierre Ménard & Gilles Stoltz - 400-422 Rare Nash Equilibria and the Price of Anarchy in Large Static Games
by Daniel Lacker & Kavita Ramanan - 423-439 An Inverse Optimal Stopping Problem for Diffusion Processes
by Thomas Kruse & Philipp Strack - 440-467 A Tale of a Principal and Many, Many Agents
by Romuald Elie & Thibaut Mastrolia & Dylan Possamaï - 468-486 No-Arbitrage and Hedging with Liquid American Options
by Erhan Bayraktar & Zhou Zhou - 487-511 Approximation Algorithms for Dynamic Assortment Optimization Models
by Ali Aouad & Retsef Levi & Danny Segev - 512-531 A Solvable Two-Dimensional Degenerate Singular Stochastic Control Problem with Nonconvex Costs
by Tiziano De Angelis & Giorgio Ferrari & John Moriarty - 532-564 On the Control of Fork-Join Networks
by Erhun Özkan & Amy R. Ward - 565-600 Quantifying Distributional Model Risk via Optimal Transport
by Jose Blanchet & Karthyek Murthy - 601-631 Nonparametric Self-Adjusting Control for Joint Learning and Optimization of Multiproduct Pricing with Finite Resource Capacity
by Qi (George) Chen & Stefanus Jasin & Izak Duenyas - 632-650 On the Nonergodic Convergence Rate of an Inexact Augmented Lagrangian Framework for Composite Convex Programming
by Ya-Feng Liu & Xin Liu & Shiqian Ma - 651-667 Probabilistic Bisection Converges Almost as Quickly as Stochastic Approximation
by Peter I. Frazier & Shane G. Henderson & Rolf Waeber - 668-692 Sampling-Based Approximation Schemes for Capacitated Stochastic Inventory Control Models
by Wang Chi Cheung & David Simchi-Levi - 693-714 Perfect Sampling of Generalized Jackson Networks
by Jose Blanchet & Xinyun Chen - 715-738 Linear Convergence of Projection Algorithms
by Minh N. Dao, & Hung M. Phan - 739-766 Brownian Control Problems for a Multiclass M/M/1 Queueing Problem with Model Uncertainty
by Asaf Cohen
February 2019, Volume 44, Issue 1
- 19-37 Discrete Approximation and Quantification in Distributionally Robust Optimization
by Yongchao Liu & Alois Pichler & Huifu Xu - 38-57 Risk-Averse Selfish Routing
by Thanasis Lianeas & Evdokia Nikolova & Nicolas E. Stier-Moses - 58-73 Efficient Simulation of High Dimensional Gaussian Vectors
by Nabil Kahalé - 74-101 Generating Functions of Weighted Voting Games, MacMahon’s Partition Analysis, and Clifford Algebras
by Antônio Francisco Neto - 102-121 A Market Impact Game Under Transient Price Impact
by Alexander Schied & Tao Zhang - 122-146 On Likely Solutions of the Stable Matching Problem with Unequal Numbers of Men and Women
by Boris Pittel - 147-172 No Small Linear Program Approximates Vertex Cover Within a Factor 2 − ɛ
by Abbas Bazzi & Samuel Fiorini & Sebastian Pokutta & Ola Svensson - 173-195 Weak Stability of ℓ 1 -Minimization Methods in Sparse Data Reconstruction
by Yun-Bin Zhao & Houyuan Jiang & Zhi-Quan Luo - 196-211 Expressiveness and Robustness of First-Price Position Auctions
by Paul Dütting & Felix Fischer & David C. Parkes - 212-235 Location Games on Networks: Existence and Efficiency of Equilibria
by Gaëtan Fournier & Marco Scarsini - 236-263 Incremental Constraint Projection Methods for Monotone Stochastic Variational Inequalities
by Alfredo N. Iusem & Alejandro Jofré & Philip Thompson - 264-276 The Entropic Barrier: Exponential Families, Log-Concave Geometry, and Self-Concordance
by Sébastien Bubeck & Ronen Eldan - 277-302 Zero-Sum Stopping Games with Asymmetric Information
by Fabien Gensbittel & Christine Grün - 303-333 Pricing Average and Spread Options Under Local-Stochastic Volatility Jump-Diffusion Models
by Kenichiro Shiraya & Akihiko Takahashi - 334-353 Unbiased Sensitivity Estimation of One-Dimensional Diffusion Processes
by Wanmo Kang & Jong Mun Lee - 354-375 Maximizing Expected Utility for Stochastic Combinatorial Optimization Problems
by Jian Li & Amol Deshpande - 1319-1348 Polytope Conditioning and Linear Convergence of the Frank–Wolfe Algorithm
by Jan Ossenbrink & Joern Hoppmann
November 2018, Volume 43, Issue 4
- 1051-1071 Random Projections for Linear Programming
by Ky Vu & Pierre-Louis Poirion & Leo Liberti - 1072-1084 On the Complexity of Robust PCA and ℓ 1 -Norm Low-Rank Matrix Approximation
by Nicolas Gillis & Stephen A. Vavasis - 1085-1118 How to Calculate the Barycenter of a Weighted Graph
by Sébastien Gadat & Ioana Gavra & Laurent Risser - 1119-1142 Robust Dynamic Pricing with Strategic Customers
by Yiwei Chen & Vivek F. Farias - 1143-1176 Quantitative Convergence Analysis of Iterated Expansive, Set-Valued Mappings
by D. Russell Luke & Nguyen H. Thao & Matthew K. Tam - 1177-1209 Optimal Stopping Under Uncertainty in Drift and Jump Intensity
by Volker Krätschmer & Marcel Ladkau & Roger J. A. Laeven & John G. M. Schoenmakers & Mitja Stadje - 1210-1232 Nonconvex Lagrangian-Based Optimization: Monitoring Schemes and Global Convergence
by Jérôme Bolte & Shoham Sabach & Marc Teboulle - 1233-1251 Optimality Conditions for Problems over Symmetric Cones and a Simple Augmented Lagrangian Method
by Bruno F. Lourenço & Ellen H. Fukuda & Masao Fukushima - 1252-1268 Segmentation, Incentives, and Privacy
by Kobbi Nissim & Rann Smorodinsky & Moshe Tennenholtz - 1269-1289 The Periodic Joint Replenishment Problem Is Strongly 𝒩𝒫-Hard
by Tamar Cohen-Hillel & Liron Yedidsion - 1290-1316 Sparse Recovery via Partial Regularization: Models, Theory, and Algorithms
by Zhaosong Lu & Xiaorui Li - 1317-1325 Comparison of Lasserre’s Measure-Based Bounds for Polynomial Optimization to Bounds Obtained by Simulated Annealing
by Etienne de Klerk & Monique Laurent - 1326-1347 A Single-Phase, Proximal Path-Following Framework
by Quoc Tran-Dinh & Anastasios Kyrillidis & Volkan Cevher - 1348-1377 Sample Path Large Deviations for Stochastic Evolutionary Game Dynamics
by William H. Sandholm & Mathias Staudigl - 1378-1404 Optimal Consumption and Portfolio Selection with Early Retirement Option
by Zhou Yang & Hyeng Keun Koo
August 2018, Volume 43, Issue 3
- 693-717 Strict Constraint Qualifications and Sequential Optimality Conditions for Constrained Optimization
by Roberto Andreani & José Mario Martínez & Alberto Ramos & Paulo J. S. Silva - 718-725 Characterizing Polytopes in the 0/1-Cube with Bounded Chvátal-Gomory Rank
by Yohann Benchetrit & Samuel Fiorini & Tony Huynh & Stefan Weltge - 726-753 Supermodularity in Unweighted Graph Optimization I: Branchings and Matchings
by Kristóf Bérczi & András Frank - 754-762 Supermodularity in Unweighted Graph Optimization II: Matroidal Term Rank Augmentation
by Kristóf Bérczi & András Frank - 763-780 Supermodularity in Unweighted Graph Optimization III: Highly Connected Digraphs
by Kristóf Bérczi & András Frank - 781-788 Multiple Exchange Property for M ♮ -Concave Functions and Valuated Matroids
by Kazuo Murota - 789-812 Improvements and Generalizations of Stochastic Knapsack and Markovian Bandits Approximation Algorithms
by Will Ma - 813-837 Liquidity, Risk Measures, and Concentration of Measure
by Daniel Lacker - 838-866 Infinite-Horizon Average Optimality of the N-Network in the Halfin–Whitt Regime
by Ari Arapostathis & Guodong Pang - 867-886 Join the Shortest Queue with Many Servers. The Heavy-Traffic Asymptotics
by Patrick Eschenfeldt & David Gamarnik - 887-918 Chebyshev Inequalities for Products of Random Variables
by Napat Rujeerapaiboon & Daniel Kuhn & Wolfram Wiesemann - 919-948 Error Bounds, Quadratic Growth, and Linear Convergence of Proximal Methods
by Dmitriy Drusvyatskiy & Adrian S. Lewis - 949-964 Achievable Performance of Blind Policies in Heavy Traffic
by Nikhil Bansal & Bart Kamphorst & Bert Zwart - 965-965 Pathwise Dynamic Programming
by Christian Bender & Christian Gärtner & Nikolaus Schweizer - 996-1024 Substitution with Satiation: A New Class of Utility Functions and a Complementary Pivot Algorithm
by Jugal Garg & Ruta Mehta & Vijay V. Vaziranic - 1025-1050 Characterization of the Optimal Risk-Sensitive Average Cost in Denumerable Markov Decision Chains
by Rolando Cavazos-Cadena
February 2018, Volume 43, Issue 2
- 100-129 On the Existence of Nash Equilibrium in Bayesian Games
by Oriol Carbonell-Nicolau & Richard P. McLean
May 2018, Volume 43, Issue 2
- 347-376 Dynamic Asset Allocation with Uncertain Jump Risks: A Pathwise Optimization Approach
by Xing Jin & Xudong Zeng - 377-398 Optimal Dividend Strategies of Two Collaborating Businesses in the Diffusion Approximation Model
by Jia-Wen Gu & Mogens Steffensen & Harry Zheng - 399-427 Two-Armed Restless Bandits with Imperfect Information: Stochastic Control and Indexability
by Roland Fryer & Philipp Harms - 428-459 Mathematics of Operations Research
by Ahmad Abdi & Ricardo Fukasawa & Laura Sanità - 460-493 Delay Analysis of the Max-Weight Policy Under Heavy-Tailed Traffic via Fluid Approximations
by Mihalis G. Markakis & Eytan Modiano & John N. Tsitsiklis - 494-515 Workload-Dependent Dynamic Priority for the Multiclass Queue with Reneging
by Rami Atar & Anat Lev-Ari - 516-532 Nonzero-Sum Risk-Sensitive Stochastic Games on a Countable State Space
by Arnab Basu & Mrinal K. Ghosh - 533-553 Ideal Clutters That Do Not Pack
by Ahmad Abdi & Kanstantsin Pashkovich & Gérard Cornuéjols - 554-579 Risk-Averse Approximate Dynamic Programming with Quantile-Based Risk Measures
by Daniel R. Jiang & Warren B. Powell - 580-597 Minimizing Piecewise-Concave Functions Over Polyhedra
by Manlio Gaudioso & Giovanni Giallombardo & Giovanna Miglionico - 598-621 Reversibility and Further Properties of FCFS Infinite Bipartite Matching
by Ivo Adan & Ana Bušić & Jean Mairesse & Gideon Weiss - 622-637 Linear Rate Convergence of the Alternating Direction Method of Multipliers for Convex Composite Programming
by Deren Han & Defeng Sun & Liwei Zhang - 638-650 A Simple O (log log(rank))-Competitive Algorithm for the Matroid Secretary Problem
by Moran Feldman & Ola Svensson & Rico Zenklusen - 651-674 The Complexity of Simple Models—A Study of Worst and Typical Hard Cases for the Standard Quadratic Optimization Problem
by Immanuel M. Bomze & Werner Schachinger & Reinhard Ullrich - 675-692 Robust Randomized Matchings
by Jannik Matuschke & Martin Skutella & José A. Soto
February 2018, Volume 43, Issue 1
- 1-28 Risk-Sensitive Asset Management and Cascading Defaults
by John R. Birge & Lijun Bo & Agostino Capponi - 29-50 Strategic Influence in Social Networks
by Michel Grabisch & Antoine Mandel & Agnieszka Rusinowska & Emily Tanimura - 51-63 Limit Value of Dynamic Zero-Sum Games with Vanishing Stage Duration
by Sylvain Sorin