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Content
November 2025, Volume 50, Issue 4
- 2433-2469 Exit Game with Private Information
by H. Dharma Kwon & Jan Palczewski - 2470-2501 Online Estimation and Optimization of Utility-Based Shortfall Risk
by Vishwajit Hegde & Arvind Satish Menon & L.A. Prashanth & Krishna Jagannathan - 2502-2525 Value-Positivity for Matrix Games
by Krishnendu Chatterjee & Miquel Oliu-Barton & Raimundo Saona - 2526-2551 Stochastic Control Problems with State Reflections Arising from Relaxed Benchmark Tracking
by Lijun Bo & Yijie Huang & Xiang Yu - 2552-2576 On Average Optimality for Non-Stationary Markov Decision Processes in Borel Spaces
by Xin Guo & Yonghui Huang & Yi Zhang - 2577-2599 Primal-Dual Extrapolation Methods for Monotone Inclusions Under Local Lipschitz Continuity
by Zhaosong Lu & Sanyou Mei - 2600-2632 A Dynamic Principal-Agent Problem with One-Sided Commitment
by Jianfeng Zhang & Zimu Zhu - 2633-2665 Fast Convex Optimization via Time Scale and Averaging of the Steepest Descent
by Hedy Attouch & Radu Ioan Boţ & Dang-Khoa Nguyen - 2666-2687 Relaxed Equilibria for Time-Inconsistent Markov Decision Processes
by Erhan Bayraktar & Yu-Jui Huang & Zhenhua Wang & Zhou Zhou - 2688-2716 A 0/1 Constrained Optimization Solving Sample Average Approximation for Chance Constrained Programming
by Shenglong Zhou & Lili Pan & Naihua Xiu & Geoffrey Ye Li - 2717-2737 Round-Robin Beyond Additive Agents: Existence and Fairness of Approximate Equilibria
by Georgios Amanatidis & Georgios Birmpas & Philip Lazos & Stefano Leonardi & Rebecca Reiffenhäuser - 2738-2793 Is Pessimism Provably Efficient for Offline Reinforcement Learning?
by Ying Jin & Zhuoran Yang & Zhaoran Wang - 2794-2833 On the Impossibility of Convergence of Mixed Strategies with Optimal No-Regret Learning
by Vidya Muthukumar & Soham Phade & Anant Sahai - 2834-2872 Dynamic Resource Allocation: The Geometry and Robustness of Constant Regret
by Alberto Vera & Alessandro Arlotto & Itai Gurvich & Eli Levin - 2873-2908 A Squared Smoothing Newton Method for Semidefinite Programming
by Ling Liang & Defeng Sun & Kim-Chuan Toh - 2909-2940 Improved Guarantees for the A Priori TSP
by Jannis Blauth & Meike Neuwohner & Luise Puhlmann & Jens Vygen - 2941-2971 Quadratic Memory Is Necessary for Optimal Query Complexity in Convex Optimization: Center of Mass Is Pareto Optimal
by Moïse Blanchard & Junhui Zhang & Patrick Jaillet - 2972-3009 Deep Quadratic Hedging
by Alessandro Gnoatto & Silvia Lavagnini & Athena Picarelli - 3010-3038 An Equivalent Reformulation and Multiproximity Gradient Algorithms for a Class of Nonsmooth Fractional Programming
by Junpeng Zhou & Na Zhang & Qia Li - 3039-3054 Tight Bounds for Secretary Matching in General Graphs
by Tomer Ezra & Michal Feldman & Nikolai Gravin & Zhihao (Gavin) Tang - 3055-3093 A Machine Learning Method for Stackelberg Mean Field Games
by Gökçe Dayanıklı & Mathieu Laurière - 3094-3124 ℓ p -Sphere Covering and Approximating Nuclear p -Norm
by Jiewen Guan & Simai He & Bo Jiang & Zhening Li - 3125-3160 Stochastic First-Order Methods for Average-Reward Markov Decision Processes
by Tianjiao Li & Feiyang Wu & Guanghui Lan - 3161-3189 Pandora’s Problem with Combinatorial Cost
by Ben Berger & Tomer Ezra & Michal Feldman & Federico Fusco - 3190-3221 An Stochastic Differential Equation Perspective on Stochastic Convex Optimization
by Maulén S. Rodrigo & Jalal Fadili & Hedy Attouch - 3222-3242 A Riemannian Alternating Direction Method of Multipliers
by Jiaxiang Li & Shiqian Ma & Tejes Srivastava - 3243-3256 Improved Guarantees for Offline Stochastic Matching via New Ordered Contention Resolution Schemes
by Brian Brubach & Nathaniel Grammel & Will Ma & Aravind Srinivasan - 3257-3282 On Interim Envy-Free Allocation Lotteries
by Ioannis Caragiannis & Panagiotis Kanellopoulos & Maria Kyropoulou
August 2025, Volume 50, Issue 3
- 1585-1610 Rockafellian Relaxation and Stochastic Optimization Under Perturbations
by Johannes O. Royset & Louis L. Chen & Eric Eckstrand - 1611-1634 Large Independent Sets in Recursive Markov Random Graphs
by Akshay Gupte & Yiran Zhu - 1635-1653 Order Independence in Sequential, Issue-by-Issue Voting
by Alex Gershkov & Benny Moldovanu & Xianwen Shi - 1654-1680 Optimality Conditions in Control Problems with Random State Constraints in Probabilistic or Almost Sure Form
by Caroline Geiersbach & René Henrion - 1681-1706 On the Convex Formulations of Robust Markov Decision Processes
by Julien Grand-Clément & Marek Petrik - 1707-1733 Risk-Averse Markov Decision Processes Through a Distributional Lens
by Ziteng Cheng & Sebastian Jaimungal - 1734-1761 A Moment-Sum-of-Squares Hierarchy for Robust Polynomial Matrix Inequality Optimization with Sum-of-Squares Convexity
by Feng Guo & Jie Wang - 1762-1831 Exploration Noise for Learning Linear-Quadratic Mean Field Games
by François Delarue & Athanasios Vasileiadis - 1832-1867 Nonzero-Sum Optimal Stopping Game with Continuous vs. Periodic Exercise Opportunities
by José Luis Pérez & Neofytos Rodosthenous & Kazutoshi Yamazaki - 1868-1900 An Augmented Lagrangian Approach to Conically Constrained Nonmonotone Variational Inequality Problems
by Lei Zhao & Daoli Zhu & Shuzhong Zhang - 1901-1934 Fair Shares: Feasibility, Domination, and Incentives
by Moshe Babaioff & Uriel Feige - 1935-1938 Erratum to: Linear Convergence of Dual Coordinate Descent on Nonpolyhedral Convex Problems
by Ion Necoara & Olivier Fercoq - 1939-1964 Uncertainty Propagation and Dynamic Robust Risk Measures
by Marlon R. Moresco & Mélina Mailhot & Silvana M. Pesenti - 1965-1991 Information Design and Sharing in Supply Chains
by René Caldentey & Avi Giloni & Clifford Hurvich & Yichen Zhang - 1992-2016 Compact Extended Formulations for Low-Rank Functions with Indicator Variables
by Shaoning Han & Andrés Gómez - 2017-2046 Parabolic Regularity of Spectral Functions
by Ashkan Mohammadi & Ebrahim Sarabi - 2047-2072 On the Set of Balanced Games
by Pedro Garcia-Segador & Michel Grabisch & Pedro Miranda - 2073-2111 Optimal Ratcheting of Dividends with Capital Injection
by Wenyuan Wang & Ran Xu & Kaixin Yan - 2112-2140 On a Network Centrality Maximization Game
by Costanza Catalano & Maria Castaldo & Giacomo Como & Fabio Fagnani - 2141-2156 Sparse Integer Programming Is Fixed-Parameter Tractable
by Friedrich Eisenbrand & Christoph Hunkenschröder & Kim-Manuel Klein & Martin Koutecký & Asaf Levin & Shmuel Onn - 2157-2174 Correlated Equilibria in Large Anonymous Bayesian Games
by Frédéric Koessler & Marco Scarsini & Tristan Tomala - 2175-2198 Analysis of a Class of Minimization Problems Lacking Lower Semicontinuity
by Shaoning Han & Ying Cui & Jong-Shi Pang - 2199-2225 The Core of Housing Markets from an Agent’s Perspective: Is It Worth Sprucing up Your Home?
by Ildikó Schlotter & Péter Biró & Tamás Fleiner - 2226-2260 Robust Online Selection with Uncertain Offer Acceptance
by Sebastian Perez-Salazar & Mohit Singh & Alejandro Toriello - 2261-2286 Envy-Free Division of Multilayered Cakes
by Ayumi Igarashi & Frédéric Meunier - 2287-2300 The Minimax Property in Infinite Two-Person Win-Lose Games
by Ron Holzman - 2301-2332 A Retrospective Approximation Approach for Smooth Stochastic Optimization
by David Newton & Raghu Bollapragada & Raghu Pasupathy & Nung Kwan Yip - 2333-2374 Langevin Dynamics Based Algorithm e-TH ε O POULA for Stochastic Optimization Problems with Discontinuous Stochastic Gradient
by Dong-Young Lim & Ariel Neufeld & Sotirios Sabanis & Ying Zhang - 2375-2404 Dual Solutions in Convex Stochastic Optimization
by Teemu Pennanen & Ari-Pekka Perkkiö - 2405-2432 Comparison Between Mean-Variance and Monotone Mean-Variance Preferences Under Jump Diffusion and Stochastic Factor Model
by Yuchen Li & Zongxia Liang & Shunzhi Pang
May 2025, Volume 50, Issue 2
- 783-812 An Approximation to the Invariant Measure of the Limiting Diffusion of G / Ph / n + GI Queues in the Halfin–Whitt Regime and Related Asymptotics
by Xinghu Jin & Guodong Pang & Lihu Xu & Xin Xu - 813-837 Simple and Explicit Bounds for Multiserver Queues with 1 1 − ρ Scaling
by Yuan Li & David A. Goldberg - 838-870 Opinion Dynamics on Directed Complex Networks
by Nicolas Fraiman & Tzu-Chi Lin & Mariana Olvera-Cravioto - 871-909 On Constrained Mixed-Integer DR-Submodular Minimization
by Qimeng Yu & Simge Küçükyavuz - 910-934 Practical Algorithms with Guaranteed Approximation Ratio for Traveling Tournament Problem with Maximum Tour Length 2
by Jingyang Zhao & Mingyu Xiao - 935-964 Finite-Time High-Probability Bounds for Polyak–Ruppert Averaged Iterates of Linear Stochastic Approximation
by Alain Durmus & Eric Moulines & Alexey Naumov & Sergey Samsonov - 965-992 Robust-to-Dynamics Optimization
by Amir Ali Ahmadi & Oktay Günlük - 993-1018 Efficiency of Stochastic Coordinate Proximal Gradient Methods on Nonseparable Composite Optimization
by Ion Necoara & Flavia Chorobura - 1019-1041 Convexification of Bilinear Terms over Network Polytopes
by Erfan Khademnia & Danial Davarnia - 1042-1071 Equilibrium Portfolio Selection for Smooth Ambiguity Preferences
by Guohui Guan & Zongxia Liang & Jianming Xia - 1072-1111 Correlated Equilibria for Mean Field Games with Progressive Strategies
by Ofelia Bonesini & Luciano Campi & Markus Fischer - 1112-1138 Estimating a Function and Its Derivatives Under a Smoothness Condition
by Eunji Lim - 1139-1172 Learning and Balancing Unknown Loads in Large-Scale Systems
by Diego Goldsztajn & Sem C. Borst & Johan S. H. van Leeuwaarden - 1173-1203 Is There a Golden Parachute in Sannikov’s Principal–Agent Problem?
by Dylan Possamaï & Nizar Touzi - 1204-1232 Optimal Error Bounds in the Absence of Constraint Qualifications with Applications to p -Cones and Beyond
by Scott B. Lindstrom & Bruno F. Lourenço & Ting Kei Pong - 1233-1249 Liquid Welfare Guarantees for No-Regret Learning in Sequential Budgeted Auctions
by Giannis Fikioris & Éva Tardos - 1250-1276 Robust Multiple Stopping—A Duality Approach
by Roger J. A. Laeven & John G. M. Schoenmakers & Nikolaus Schweizer & Mitja Stadje - 1277-1304 Corruption-Robust Exploration in Episodic Reinforcement Learning
by Thodoris Lykouris & Max Simchowitz & Aleksandrs Slivkins & Wen Sun - 1305-1332 Markov Decision Processes with Observation Costs: Framework and Computation with a Penalty Scheme
by Christoph Reisinger & Jonathan Tam - 1333-1363 Confidence Intervals for Piecewise Normal Distributions and Stochastic Variational Inequalities
by Shu Lu - 1364-1397 Variance-Reduced Accelerated First-Order Methods: Central Limit Theorems and Confidence Statements
by Jinlong Lei & Uday V. Shanbhag - 1398-1420 On the Simplex Method for 0/1-Polytopes
by Alexander E. Black & Jesús A. De Loera & Sean Kafer & Laura Sanità - 1421-1432 How to Design a Stable Serial Knockout Competition
by Roel Lambers & Rudi Pendavingh & Frits Spieksma - 1433-1453 Procuring Unverifiable Information
by Salil Sharma & Elias Tsakas & Mark Voorneveld - 1454-1477 Hidden Convexity, Optimization, and Algorithms on Rotation Matrices
by Akshay Ramachandran & Kevin Shu & Alex L. Wang - 1478-1513 Investment Timing and Technological Breakthroughs
by Jean-Paul Décamps & Fabien Gensbittel & Thomas Mariotti - 1514-1554 Rank-One Boolean Tensor Factorization and the Multilinear Polytope
by Alberto Del Pia & Aida Khajavirad - 1555-1583 ρ -Arbitrage and ρ -Consistent Pricing for Star-Shaped Risk Measures
by Martin Herdegen & Nazem Khan
February 2025, Volume 50, Issue 1
- 1-39 The Online Saddle Point Problem and Online Convex Optimization with Knapsacks
by Adrian Rivera Cardoso & He Wang & Huan Xu - 40-67 Towards Optimal Problem Dependent Generalization Error Bounds in Statistical Learning Theory
by Yunbei Xu & Assaf Zeevi - 68-89 Flow Allocation Games
by Nils Bertschinger & Martin Hoefer & Daniel Schmand - 90-106 Polynomial Voting Rules
by Wenpin Tang & David D. Yao - 107-140 Scheduling in the High-Uncertainty Heavy Traffic Regime
by Rami Atar & Eyal Castiel & Yonatan Shadmi - 141-168 Alternating and Parallel Proximal Gradient Methods for Nonsmooth, Nonconvex Minimax: A Unified Convergence Analysis
by Eyal Cohen & Marc Teboulle - 169-188 Fluctuation Theory of Continuous-Time, Skip-Free Downward Markov Chains with Applications to Branching Processes with Immigration
by Ronnie Loeffen & Pierre Patie & Jian Wang - 189-208 Submodular Functions and Perfect Graphs
by Tara Abrishami & Maria Chudnovsky & Cemil Dibek & Kristina Vušković - 209-251 Stationary Points of a Shallow Neural Network with Quadratic Activations and the Global Optimality of the Gradient Descent Algorithm
by David Gamarnik & Eren C. Kızıldağ & Ilias Zadik - 252-276 A Characterization of Simultaneous Optimization, Majorization, and (Bi-)Submodular Polyhedra
by Martijn H. H. Schoot Uiterkamp - 277-312 Variational Inequalities on Unbounded Domains for Zero-Sum Singular Controller vs. Stopper Games
by Andrea Bovo & Tiziano De Angelis & Elena Issoglio - 313-333 Risk Sharing with Lambda Value at Risk
by Peng Liu - 334-355 Strongly Convergent Homogeneous Approximations to Inhomogeneous Markov Jump Processes and Applications
by Martin Bladt & Oscar Peralta - 356-389 Optimal Consumption and Investment with Independent Stochastic Labor Income
by Alain Bensoussan & Seyoung Park - 390-409 On the (Im-)Possibility of Representing Probability Distributions as a Difference of I.I.D. Noise Terms
by Christian Ewerhart & Marco Serena - 410-430 Parametric Semidefinite Programming: Geometry of the Trajectory of Solutions
by Antonio Bellon & Didier Henrion & Vyacheslav Kungurtsev & Jakub Mareček - 431-458 A Policy Gradient Algorithm for the Risk-Sensitive Exponential Cost MDP
by Mehrdad Moharrami & Yashaswini Murthy & Arghyadip Roy & R. Srikant - 459-481 Convergence and Stability of Coupled Belief-Strategy Learning Dynamics in Continuous Games
by Manxi Wu & Saurabh Amin & Asuman Ozdaglar - 482-505 Marginal Values of a Stochastic Game
by Luc Attia & Miquel Oliu-Barton & Raimundo Saona - 506-536 Mean-Field Multiagent Reinforcement Learning: A Decentralized Network Approach
by Haotian Gu & Xin Guo & Xiaoli Wei & Renyuan Xu - 537-572 Semidefinite Approximations for Bicliques and Bi-Independent Pairs
by Monique Laurent & Sven Polak & Luis Felipe Vargas - 573-605 Multilevel Langevin Pathwise Average for Gibbs Approximation
by Maxime Egéa & Fabien Panloup - 606-632 Optimal Investment Strategy for α-Robust Utility Maximization Problem
by Zhou Yang & Danping Li & Yan Zeng & Guanting Liu - 633-655 Fast Rates for the Regret of Offline Reinforcement Learning
by Yichun Hu & Nathan Kallus & Masatoshi Uehara - 656-710 Exact Characterization of the Jointly Optimal Restocking and Auditing Policy in Inventory Systems with Record Inaccuracy
by Naveed Chehrazi - 711-742 Sample-Path Large Deviations for Unbounded Additive Functionals of the Reflected Random Walk
by Mihail Bazhba & Jose Blanchet & Chang-Han Rhee & Bert Zwart - 743-763 Uniqueness of Convex-Ranged Probabilities and Applications to Risk Measures and Games
by Massimiliano Amarante & Felix-Benedikt Liebrich & Cosimo Munari - 764-781 Steiner Cut Dominants
by Michele Conforti & Volker Kaibel
November 2024, Volume 49, Issue 4
- 2049-2077 Robustness of Stochastic Optimal Control to Approximate Diffusion Models Under Several Cost Evaluation Criteria
by Somnath Pradhan & Serdar Yüksel - 2078-2108 A New Dynamic Programming Approach for Spanning Trees with Chain Constraints and Beyond
by Martin Nägele & Rico Zenklusen - 2109-2135 The Complexity of Pacing for Second-Price Auctions
by Xi Chen & Christian Kroer & Rachitesh Kumar - 2136-2165 Unbiased Time-Average Estimators for Markov Chains
by Nabil Kahalé - 2166-2179 Finding Hall Blockers by Matrix Scaling
by Koyo Hayashi & Hiroshi Hirai & Keiya Sakabe - 2180-2211 Fair-Share Allocations for Agents with Arbitrary Entitlements
by Moshe Babaioff & Tomer Ezra & Uriel Feige - 2212-2248 A Stochastic Sequential Quadratic Optimization Algorithm for Nonlinear-Equality-Constrained Optimization with Rank-Deficient Jacobians
by Albert S. Berahas & Frank E. Curtis & Michael J. O’Neill & Daniel P. Robinson - 2249-2270 A Class of Dissimilarity Semimetrics for Preference Relations
by Hiroki Nishimura & Efe A. Ok - 2271-2294 Fluid Limits for Longest Remaining Time First Queues
by Łukasz Kruk - 2295-2322 V-Learning—A Simple, Efficient, Decentralized Algorithm for Multiagent Reinforcement Learning
by Chi Jin & Qinghua Liu & Yuanhao Wang & Tiancheng Yu - 2323-2340 Improving Envy Freeness up to Any Good Guarantees Through Rainbow Cycle Number
by Bhaskar Ray Chaudhury & Jugal Garg & Kurt Mehlhorn & Ruta Mehta & Pranabendu Misra - 2341-2355 Extreme-Case Distortion Risk Measures: A Unification and Generalization of Closed-Form Solutions
by Hui Shao & Zhe George Zhang - 2356-2384 A Mean-Field Control Problem of Optimal Portfolio Liquidation with Semimartingale Strategies
by Guanxing Fu & Ulrich Horst & Xiaonyu Xia - 2385-2401 The Cost of Nonconvexity in Deterministic Nonsmooth Optimization
by Siyu Kong & A. S. Lewis - 2402-2424 Worst-Case Iteration Bounds for Log Barrier Methods on Problems with Nonconvex Constraints
by Oliver Hinder & Yinyu Ye - 2425-2445 Allocating Indivisible Goods to Strategic Agents: Pure Nash Equilibria and Fairness
by Georgios Amanatidis & Georgios Birmpas & Federico Fusco & Philip Lazos & Stefano Leonardi & Rebecca Reiffenhäuser - 2446-2467 Proximity and Flatness Bounds for Linear Integer Optimization
by Marcel Celaya & Stefan Kuhlmann & Joseph Paat & Robert Weismantel - 2468-2491 Linear Program-Based Policies for Restless Bandits: Necessary and Sufficient Conditions for (Exponentially Fast) Asymptotic Optimality
by Nicolas Gast & Bruno Gaujal & Chen Yan - 2492-2526 Convergence Analysis of Accelerated Stochastic Gradient Descent Under the Growth Condition
by You-Lin Chen & Sen Na & Mladen Kolar - 2527-2564 Quantitative Convergence for Displacement Monotone Mean Field Games with Controlled Volatility
by Joe Jackson & Ludovic Tangpi - 2565-2578 The Iterates of the Frank–Wolfe Algorithm May Not Converge
by Jérôme Bolte & Cyrille W. Combettes & Edouard Pauwels - 2579-2601 Counting and Enumerating Optimum Cut Sets for Hypergraph k -Partitioning Problems for Fixed k
by Calvin Beideman & Karthekeyan Chandrasekaran & Weihang Wang - 2602-2625 Zero-One Composite Optimization: Lyapunov Exact Penalty and a Globally Convergent Inexact Augmented Lagrangian Method
by Penghe Zhang & Naihua Xiu & Ziyan Luo - 2626-2651 Learning-Augmented Mechanism Design: Leveraging Predictions for Facility Location
by Priyank Agrawal & Eric Balkanski & Vasilis Gkatzelis & Tingting Ou & Xizhi Tan - 2652-2683 Limit Theorems for Default Contagion and Systemic Risk
by Hamed Amini & Zhongyuan Cao & Agnès Sulem - 2684-2722 Diffusion-Based Staffing for Multitasking Service Systems with Many Servers
by Jaap Storm & Wouter Berkelmans & René Bekker - 2723-2748 The Multi-Objective Polynomial Optimization
by Jiawang Nie & Zi Yang - 2749-2767 The Privacy Paradox and Optimal Bias–Variance Trade-offs in Data Acquisition
by Guocheng Liao & Yu Su & Juba Ziani & Adam Wierman & Jianwei Huang - 2768-2785 Strategy-Proof Multidimensional Mechanism Design
by Ranojoy Basu & Conan Mukherjee - 2786-2802 Joint Mixability and Notions of Negative Dependence
by Takaaki Koike & Liyuan Lin & Ruodu Wang
May 2024, Volume 49, Issue 2
- 653-674 Combinatorial Auctions with Interdependent Valuations: SOS to the Rescue
by Alon Eden & Michal Feldman & Amos Fiat & Kira Goldner & Anna R. Karlin - 675-696 Large Ranking Games with Diffusion Control
by Stefan Ankirchner & Nabil Kazi-Tani & Julian Wendt & Chao Zhou - 697-728 Solving Optimization Problems with Blackwell Approachability
by Julien Grand-Clément & Christian Kroer - 729-751 A Semismooth Newton-Type Method for the Nearest Doubly Stochastic Matrix Problem
by Hao Hu & Xinxin Li & Haesol Im & Henry Wolkowicz - 752-781 Numeraire-Invariant Quadratic Hedging and Mean–Variance Portfolio Allocation
by Aleš Černý & Christoph Czichowsky & Jan Kallsen - 782-825 On Geometric Connections of Embedded and Quotient Geometries in Riemannian Fixed-Rank Matrix Optimization
by Yuetian Luo & Xudong Li & Anru R. Zhang - 826-831 A Simple Characterization of Supply Correspondences
by Alexey Kushnir & Vinod Krishnamoorthy - 832-855 A Unified Analysis of a Class of Proximal Bundle Methods for Solving Hybrid Convex Composite Optimization Problems
by Jiaming Liang & Renato D. C. Monteiro - 856-879 Secretaries with Advice
by Paul Dütting & Silvio Lattanzi & Renato Paes Leme & Sergei Vassilvitskii - 880-900 Stateful Posted Pricing with Vanishing Regret via Dynamic Deterministic Markov Decision Processes
by Yuval Emek & Ron Lavi & Rad Niazadeh & Yangguang Shi - 901-927 Nontruthful Position Auctions Are More Robust to Misspecification
by Paul Dütting & Felix Fischer & David C. Parkes - 928-947 Minimization Fractional Prophet Inequalities for Sequential Procurement
by Junjie Qin & Shai Vardi & Adam Wierman - 948-985 Asymptotically Optimal Control of Make-to-Stock Systems
by Xuefeng Gao & Junfei Huang - 986-1011 Scalable Computation of Dynamic Flow Problems via Multimarginal Graph-Structured Optimal Transport
by Isabel Haasler & Axel Ringh & Yongxin Chen & Johan Karlsson - 1012-1044 A Fast Temporal Decomposition Procedure for Long-Horizon Nonlinear Dynamic Programming
by Sen Na & Mihai Anitescu & Mladen Kolar - 1045-1064 Quickest Detection Problems for Ornstein–Uhlenbeck Processes
by Kristoffer Glover & Goran Peskir - 1065-1090 Nash Equilibrium Problems of Polynomials
by Jiawang Nie & Xindong Tang - 1091-1108 Zero-Sum Games and Linear Programming Duality
by Bernhard von Stengel - 1109-1139 Satiation in Fisher Markets and Approximation of Nash Social Welfare
by Jugal Garg & Martin Hoefer & Kurt Mehlhorn - 1140-1168 Minimizing Compositions of Differences-of-Convex Functions with Smooth Mappings
by Hoai An Le Thi & Van Ngai Huynh & Tao Pham Dinh - 1169-1191 Probabilistic Bounds on the k -Traveling Salesman Problem and the Traveling Repairman Problem
by Moïse Blanchard & Alexandre Jacquillat & Patrick Jaillet - 1192-1222 Managing Customer Churn via Service Mode Control
by Yash Kanoria & Ilan Lobel & Jiaqi Lu - 1223-1240 Convergence Rates for Regularized Optimal Transport via Quantization
by Stephan Eckstein & Marcel Nutz - 1241-1262 The Secretary Problem with Predictions
by Kaito Fujii & Yuichi Yoshida - 1263-1277 Extension of Additive Valuations to General Valuations on the Existence of EFX
by Ryoga Mahara - 1278-1302 Binary Matrix Factorization and Completion via Integer Programming
by Oktay Günlük & Raphael Andreas Hauser & Réka Ágnes Kovács
November 2023, Volume 48, Issue 4
- 1811-1845 A Generalized Newton Method for Subgradient Systems
by Pham Duy Khanh & Boris Mordukhovich & Vo Thanh Phat - 1846-1870 Sampling from the Gibbs Distribution in Congestion Games
by Pieter Kleer - 1871-1898 Stationary Discounted and Ergodic Mean Field Games with Singular Controls
by Haoyang Cao & Jodi Dianetti & Giorgio Ferrari - 1899-1905 The Regularity of the Value Function of Repeated Games with Switching Costs
by Yevgeny Tsodikovich & Xavier Venel & Anna Zseleva - 1906-1933 Conic Optimization with Spectral Functions on Euclidean Jordan Algebras
by Chris Coey & Lea Kapelevich & Juan Pablo Vielma - 1934-1958 An Accelerated Newton–Dinkelbach Method and Its Application to Two Variables per Inequality Systems
by Daniel Dadush & Zhuan Khye Koh & Bento Natura & László A. Végh - 1959-1986 Truthful Mechanisms for Two-Sided Markets via Prophet Inequalities
by Alexander Braun & Thomas Kesselheim - 1987-2018 A Label-State Formulation of Stochastic Graphon Games and Approximate Equilibria on Large Networks
by Daniel Lacker & Agathe Soret - 2019-2042 Lyapunov Conditions for Differentiability of Markov Chain Expectations
by Chang-Han Rhee & Peter W. Glynn - 2043-2065 Generalization Bounds in the Predict-Then-Optimize Framework
by Othman El Balghiti & Adam N. Elmachtoub & Paul Grigas & Ambuj Tewari - 2066-2093 Convergence of Finite Memory Q Learning for POMDPs and Near Optimality of Learned Policies Under Filter Stability
by Ali Devran Kara & Serdar Yüksel - 2094-2128 On the Efficient Implementation of the Matrix Exponentiated Gradient Algorithm for Low-Rank Matrix Optimization
by Dan Garber & Atara Kaplan - 2129-2155 Nonasymptotic Convergence Rates for the Plug-in Estimation of Risk Measures
by Daniel Bartl & Ludovic Tangpi - 2156-2166 Percolation Games
by Guillaume Garnier & Bruno Ziliotto - 2167-2195 The Price of Anarchy for Instantaneous Dynamic Equilibria
by Lukas Graf & Tobias Harks - 2196-2232 A General Framework for Bandit Problems Beyond Cumulative Objectives
by Asaf Cassel & Shie Mannor & Assaf Zeevi - 2233-2266 Optimal Relative Performance Criteria in Mean-Field Contribution Games
by Zhou Zhou - 2267-2286 Polynomial Upper Bounds on the Number of Differing Columns of Δ-Modular Integer Programs
by Jon Lee & Joseph Paat & Ingo Stallknecht & Luze Xu - 2287-2303 Reduction of Potential-Based Flow Networks
by Max Klimm & Marc E. Pfetsch & Rico Raber & Martin Skutella - 2304-2307 Erratum to “Budgeted Prize-Collecting Traveling Salesman and Minimum Spanning Tree Problems”
by Alice Paul & Daniel Freund & Aaron Ferber & David B. Shmoys & David P. Williamson - 2308-2336 Optimal Oracle Inequalities for Projected Fixed-Point Equations, with Applications to Policy Evaluation
by Wenlong Mou & Ashwin Pananjady & Martin J. Wainwright - 2337-2352 An Adaptive Lagrangian-Based Scheme for Nonconvex Composite Optimization
by Nadav Hallak & Marc Teboulle - 2353-2382 Monotone Inclusions, Acceleration, and Closed-Loop Control
by Tianyi Lin & Michael I. Jordan
August 2023, Volume 48, Issue 3
- 1213-1234 On Singular Control for Lévy Processes
by Kei Noba & Kazutoshi Yamazaki - 1235-1253 Exactness Conditions for Semidefinite Programming Relaxations of Generalization of the Extended Trust Region Subproblem
by Rujun Jiang & Duan Li - 1254-1285 Optimality of Independently Randomized Symmetric Policies for Exchangeable Stochastic Teams with Infinitely Many Decision Makers
by Sina Sanjari & Naci Saldi & Serdar Yüksel - 1286-1315 Liquidity Provision with Adverse Selection and Inventory Costs
by Martin Herdegen & Johannes Muhle-Karbe & Florian Stebegg - 1316-1343 Sums of Separable and Quadratic Polynomials
by Amir Ali Ahmadi & Cemil Dibek & Georgina Hall - 1344-1363 Overbooking with Bounded Loss
by Daniel Freund & Jiayu (Kamessi) Zhao