## Content

### November 2005, Volume 30, Issue 4

**897-915 Convergence to Second-Order Stationary Points of a Primal-Dual Algorithm Model for Nonlinear Programming***by*Gianni Di Pillo & Stefano Lucidi & Laura Palagi**916-938 Efficient Algorithms for Separated Continuous Linear Programs: The Multicommodity Flow Problem with Holding Costs and Extensions***by*Lisa Fleischer & Jay Sethuraman**939-955 Boundedness Theorems for the Relaxation Method***by*Edoardo Amaldi & Raphael Hauser**956-965 Characterizations of the Strong Basic Constraint Qualifications***by*Hui Hu**966-984 Convergence of a Hybrid Projection-Proximal Point Algorithm Coupled with Approximation Methods in Convex Optimization***by*Felipe Alvarez & Miguel Carrasco & Karine Pichard**985-1004 Some P -Properties for Nonlinear Transformations on Euclidean Jordan Algebras***by*Jiyuan Tao & M. Seetharama Gowda**1005-1021 Single-Machine Scheduling with Precedence Constraints***by*José R. Correa & Andreas S. Schulz**1022-1038 Expected Residual Minimization Method for Stochastic Linear Complementarity Problems***by*Xiaojun Chen & Masao Fukushima

### August 2005, Volume 30, Issue 3

**545-561 On the Empirical State-Action Frequencies in Markov Decision Processes Under General Policies***by*Shie Mannor & John N. Tsitsiklis**562-596 Lex-Optimal Online Multiclass Scheduling with Hard Deadlines***by*Bruce Hajek & Pierre Seri**597-614 An Alternative Algorithm for Counting Lattice Points in a Convex Polytope***by*Jean B. Lasserre & Eduardo S. Zeron**615-631 The Scenario Generation Algorithm for Multistage Stochastic Linear Programming***by*Michael S. Casey & Suvrajeet Sen**632-657 A Semidefinite Programming Approach to Optimal-Moment Bounds for Convex Classes of Distributions***by*Ioana Popescu**658-661 Note on Multimodularity and L-Convexity***by*Kazuo Murota**662-677 Second-Order Lower Bounds on the Expectation of a Convex Function***by*Steftcho P. Dokov & David P. Morton**678-700 Exponential Lower Bounds on the Lengths of Some Classes of Branch-and-Cut Proofs***by*Sanjeeb Dash**701-717 Error Bounds for Degenerate Cone Inclusion Problems***by*Yiran He & Jie Sun**718-732 A Discrete-Time Model for Common Lifetime Inventory Systems***by*Zhaotong Lian & Liming Liu & Marcel F. Neuts**733-749 A New Complexity Result on Solving the Markov Decision Problem***by*Yinyu Ye**750-764 Optimal Investments for Robust Utility Functionals in Complete Market Models***by*Alexander Schied**765-784 Convergence of Successive Approximation Methods with Parameter Target Sets***by*Adam B. Levy

### May 2005, Volume 30, Issue 2

**257-280 Robust Dynamic Programming***by*Garud N. Iyengar**281-310 Large Deviations with Diminishing Rates***by*Adam Shwartz & Alan Weiss**311-332 Ultramodular Functions***by*Massimo Marinacci & Luigi Montrucchio**333-353 Sensitivity Analysis for Cone-Constrained Optimization Problems Under the Relaxed Constraint Qualifications***by*Aram V. Arutyunov & Alexey F. Izmailov**354-368 Sporadic and Continuous Clearing Policies for a Production/Inventory System Under an M / G Demand Process***by*David Perry & Wolfgang Stadje & Shelemyahu Zacks**369-388 A Conic Programming Approach to Generalized Tchebycheff Inequalities***by*Luis F. Zuluaga & Javier F. Peña**389-403 A Multiexchange Local Search Algorithm for the Capacitated Facility Location Problem***by*Jiawei Zhang & Bo Chen & Yinyu Ye**404-419 Partially Ball Weakly Inf-Compact Saddle Functions***by*Lionel Thibault & Nadia Zlateva**420-440 Asymptotic Behavior of Internet Congestion Controllers in a Many-Flows Regime***by*Supratim Deb & Sanjay Shakkottai & R. Srikant**441-452 The Continuous Mixing Polyhedron***by*Mathieu Van Vyve**453-461 Submodularity, Supermodularity, and Higher-Order Monotonicities of Pseudo-Boolean Functions***by*Stephan Foldes & Peter L. Hammer**462-471 On the Lipschitz Continuity of the Solution Map in Semidefinite Linear Complementarity Problems***by*R. Balaji & T. Parthasarathy & D. Sampangi Raman & V. Vetrivel**472-500 Investment Timing Under Incomplete Information***by*Jean-Paul Décamps & Thomas Mariotti & Stéphane Villeneuve**501-520 A Sequential Entry Problem with Forced Exits***by*Hui Wang**521-544 On the Average Waiting Time for Regular Routing to Deterministic Queues***by*Arie Hordijk & Dinard van der Laan

### February 2005, Volume 30, Issue 1

**1-27 Heavy-Traffic Limits for the G / H 2 */ n / m Queue***by*Ward Whitt**28-50 Duality and Existence of Optimal Policies in Generalized Joint Replenishment***by*Daniel Adelman & Diego Klabjan**51-72 Subgame-Perfection in Quitting Games with Perfect Information and Differential Equations***by*Eilon Solan**73-90 The Linear Complementarity Problem Under Asymptotic Analysis***by*Fabián Flores-Bazán & Ruben López**91-108 Explicit Solution of a Stochastic, Irreversible Investment Problem and Its Moving Threshold***by*Maria B. Chiarolla & Ulrich G. Haussmann**109-126 Sensitivity Analysis of Parameterized Variational Inequalities***by*Alexander Shapiro**127-149 An Interior Point Cutting Plane Method for the Convex Feasibility Problem with Second-Order Cone Inequalities***by*Mohammad R. Oskoorouchi & Jean-Louis Goffin**150-172 Fast Approximation Schemes for Two-Stage, Two-Dimensional Bin Packing***by*Alberto Caprara & Andrea Lodi & Michele Monaci**173-194 On an Extension of Condition Number Theory to Nonconic Convex Optimization***by*Robert M. Freund & Fernando Ordóñez**195-224 Routing Jobs to Servers with Deterministic Service Times***by*Dinard van der Laan**225-244 Topological Conditions for Uniqueness of Equilibrium in Networks***by*Igal Milchtaich**245-256 Epi-Convergent Discretizations of Multistage Stochastic Programs***by*Teemu Pennanen

### November 2004, Volume 29, Issue 4

**739-775 Asymptotic Values of Vector Measure Games***by*Abraham Neyman & Rann Smorodinsky**776-785 The Structured Distance to Ill-Posedness for Conic Systems***by*A. S. Lewis**786-813 Diffusion Approximations for a Multiclass Markovian Service System with “Guaranteed” and “Best-Effort” Service Levels***by*Constantinos Maglaras & Assaf Zeevi**814-836 Learning Algorithms for Separable Approximations of Discrete Stochastic Optimization Problems***by*Warren Powell & Andrzej Ruszczyński & Huseyin Topaloglu**837-860 Convergence in Probability of Compressed Annealing***by*Jeffrey W. Ohlmann & James C. Bean & Shane G. Henderson**861-877 On Houseswapping, the Strict Core, Segmentation, and Linear Programming***by*Thomas Quint & Jun Wako**878-890 On Random Symmetric Travelling Salesman Problems***by*Alan Frieze**891-922 Stabilizing Queueing Networks with Setups***by*J. G. Dai & O. B. Jennings**923-934 Existence and Properties of Optimal Production and Inventory Policies***by*Daning Sun**935-945 Arbitrage in a Discrete Version of the Wick-Fractional Black-Scholes Market***by*Christian Bender & Robert J. Elliott**946-960 Combination of General Antithetic Transformations and Control Variables***by*Hatem Ben-Ameur & Pierre L'Ecuyer & Christiane Lemieux**961-976 Selfish Routing in Capacitated Networks***by*José R. Correa & Andreas S. Schulz & Nicolás E. Stier-Moses

### August 2004, Volume 29, Issue 3

**407-435 Efficiency Loss in a Network Resource Allocation Game***by*Ramesh Johari & John N. Tsitsiklis**436-461 Rounding Algorithms for a Geometric Embedding of Minimum Multiway Cut***by*David R. Karger & Philip Klein & Cliff Stein & Mikkel Thorup & Neal E. Young**462-478 On Constraint Sampling in the Linear Programming Approach to Approximate Dynamic Programming***by*Daniela Pucci de Farias & Benjamin Van Roy**479-491 Some Properties of the Augmented Lagrangian in Cone Constrained Optimization***by*Alexander Shapiro & Jie Sun**492-524 Continuous Time Discounted Jump Markov Decision Processes: A Discrete-Event Approach***by*Eugene A. Feinberg**525-558 Error Bounds for Perturbing Nonexponential Queues***by*Nico M. van Dijk & Masakiyo Miyazawa**559-591 An Algebra for Queueing Networks with Time-Varying Service and Its Application to the Analysis of Integrated Service Networks***by*Rajeev Agrawal & François Baccelli & Rajendran Rajan**592-601 On the Existence of Moments for the Busy Period in a Single-Server Queue***by*S. Foss & A. Sapozhnikov**602-623 Potential, Consistency, and Cost Allocation Prices***by*Richard P. McLean & Amit Pazgal & William W. Sharkey**624-648 Geometric and Subexponential Asymptotics of Markov Chains of M / G /1 Type***by*Tetsuya Takine**649-671 Optimal Bankruptcy Time and Consumption/Investment Policies on an Infinite Horizon with a Continuous Debt Repayment Until Bankruptcy***by*Monique Jeanblanc & Peter Lakner & Ashay Kadam**672-685 The Preservation of Continuity and Lipschitz Continuity by Optimal Reward Operators***by*Rida Laraki & William D. Sudderth**686-697 Online Scheduling of a Single Machine to Minimize Total Weighted Completion Time***by*Edward J. Anderson & Chris N. Potts**698-723 Coordinating Inventory Control and Pricing Strategies with Random Demand and Fixed Ordering Cost: The Infinite Horizon Case***by*Xin Chen & David Simchi-Levi**724-738 Hard Equality Constrained Integer Knapsacks***by*Karen Aardal & Arjen K. Lenstra

### May 2004, Volume 29, Issue 2

**191-212 A Diffusion Model for Growth Stocks***by*S. C. Kou & S. G. Kou**213-228 Error Bound Moduli for Conic Convex Systems on Banach Spaces***by*Xi Yin Zheng & Kung Fu Ng**229-258 On Multivariate Discrete Moment Problems and Their Applications to Bounding Expectations and Probabilities***by*Gergely Mádi-Nagy & András Prékopa**259-265 The Game of Normal Numbers***by*Ehud Lehrer**266-279 Discounted Multiarmed Bandit Problems on a Collection of Machines with Varying Speeds***by*R. T. Dunn & K. D. Glazebrook**280-288 Synthesis of 2-Commodity Flow Networks***by*Refael Hassin & Asaf Levin**289-308 Optimal Interventions in Countable Jump Markov Processes***by*A. B. Piunovskiy**309-325 MAP/M/c Queue with Constant Impatient Time***by*Bong Dae Choi & Bara Kim & Dongbi Zhu**326-338 On the Equivalence of Two Expected Average Cost Criteria for Semi-Markov Control Processes***by*A. Jaśkiewicz**339-352 On Average Reward Semi-Markov Decision Processes with a General Multichain Structure***by*L. Jianyong & Z. Xiaobo**353-368 A Combinatorial Characterization of Higher-Dimensional Orthogonal Packing***by*Sándor P. Fekete & Jörg Schepers**369-382 Almost Every Convex or Quadratic Programming Problem Is Well Posed***by*A. D. Ioffe & R. E. Lucchetti & J. P. Revalski**383-393 On Metric Generators of Graphs***by*András Sebő & Eric Tannier**394-397 On Hochbaum's Proximity-Scaling Algorithm for the General Resource Allocation Problem***by*Satoko Moriguchi & Akiyoshi Shioura**398-406 Large Deviations of Square Root Insensitive Random Sums***by*Predrag R. Jelenković & Petar Momčilović

### February 2004, Volume 29, Issue 1

**1-26 Interior Gradient and Epsilon-Subgradient Descent Methods for Constrained Convex Minimization***by*A. Auslender & M. Teboulle**27-44 An Analysis of the EM Algorithm and Entropy-Like Proximal Point Methods***by*Paul Tseng**45-63 Characterizations of Error Bounds for Convex Multifunctions on Banach Spaces***by*Kung Fu Ng & Xi Yin Zheng**64-79 On the Sequential Quadratically Constrained Quadratic Programming Methods***by*M. V. Solodov**80-91 Separation Algorithms for Classes of STSP Inequalities Arising from a New STSP Relaxation***by*Robert Carr**92-105 A Long-Range Dependent Workload Model for Packet Data Traffic***by*M. Çağlar**106-113 Random Walks and Voting Theory***by*Nicolas Vieille**114-131 Hamiltonian Cycles and Singularly Perturbed Markov Chains***by*Vladimir Ejov & Jerzy A. Filar & Minh-Tuan Nguyen**132-161 Quadratic Hedging and Mean-Variance Portfolio Selection with Random Parameters in an Incomplete Market***by*Andrew E. B. Lim**162-181 Index Policies for Stochastic Search in a Forest with an Application to R&D Project Management***by*Eric V. Denardo & Uriel G. Rothblum & Ludo Van der Heyden**182-190 The Mean Number-in-System Vector Range for Multiclass Queueing Networks***by*B. Curtis Eaves & Peter W. Glynn & Uriel G. Rothblum

### November 2003, Volume 28, Issue 4

**609-624 Unifying Condition Numbers for Linear Programming***by*Dennis Cheung & Felipe Cucker & Javier Peña**625-648 On the Complexity of Computing Estimates of Condition Measures of a Conic Linear System***by*Robert M. Freund & Jorge R. Vera**649-676 An Interior-Point Perspective on Sensitivity Analysis in Semidefinite Programming***by*E. A. Yıldırım**677-692 On a Class of Nonsmooth Composite Functions***by*Alexander Shapiro**693-715 An Approach to Location Models Involving Sets as Existing Facilities***by*Stefan Nickel & Justo Puerto & Antonio M. Rodriguez-Chia**716-751 Functional Limit Theorems for a Simple Auction***by*Łukasz Kruk**752-776 The Value Iteration Algorithm in Risk-Sensitive Average Markov Decision Chains with Finite State Space***by*Rolando Cavazos-Cadena & Raúl Montes-de-Oca**777-800 Markov Decision Processes with Slow Scale Periodic Decisions***by*M. Jacobson & N. Shimkin & A. Shwartz**801-835 An Escape-Time Criterion for Queueing Networks: Asymptotic Risk-Sensitive Control via Differential Games***by*Rami Atar & Paul Dupuis & Adam Shwartz**836-852 Asymmetric First-Price Auctions---A Perturbation Approach***by*Gadi Fibich & Arieh Gavious**853-870 On Counting Integral Points in a Convex Rational Polytope***by*Jean B. Lasserre & Eduardo S. Zeron**871-883 Lower Bound for the Number of Iterations in Semidefinite Hierarchies for the Cut Polytope***by*Monique Laurent**884-885 Note On: N. E. Aguilera, M. S. Escalante, G. L. Nasini, “A Generalization of the Perfect Graph Theorem Under the Disjunctive Index”***by*A. M. H. Gerards & Gábor Maróti & Alexander Schrijver

### August 2003, Volume 28, Issue 3

**395-423 Preference Foundations for Nonexpected Utility: A Generalized and Simplified Technique***by*Veronika Köbberling & Peter P. Wakker**424-432 Universality of Nash Equilibria***by*Ruchira S. Datta**433-462 Some Asymptotic Results in Discounted Repeated Games of One-Sided Incomplete Information***by*Martin W. Cripps & Jonathan P. Thomas**463-469 A Note on Kelso and Crawford's Gross Substitutes Condition***by*Satoru Fujishige & Zaifu Yang**470-496 A Comparison of the Sherali-Adams, Lovász-Schrijver, and Lasserre Relaxations for 0--1 Programming***by*Monique Laurent**497-523 Extended Matrix Cube Theorems with Applications to (mu)-Theory in Control***by*Aharon Ben-Tal & Arkadi Nemirovski & Cornelis Roos**524-532 A Nonlinear Extension of Hoffman's Error Bounds for Linear Inequalities***by*C. Zălinescu**533-552 A Unified Augmented Lagrangian Approach to Duality and Exact Penalization***by*X. X. Huang & X. Q. Yang**553-586 An Algorithm to Identify and Compute Average Optimal Policies in Multichain Markov Decision Processes***by*Arie Leizarowitz**587-608 Large Deviation Analysis of Subexponential Waiting Times in a Processor-Sharing Queue***by*P. Jelenković & P. Momčilović

### May 2003, Volume 28, Issue 2

**201-232 Constraint Nondegeneracy in Variational Analysis***by*Stephen M. Robinson**233-245 An Infinite-Dimensional LP Duality Theorem***by*Stephen A. Clark**246-267 On Cones of Nonnegative Quadratic Functions***by*Jos F. Sturm & Shuzhong Zhang**268-282 The Bilateral Consistent Prekernel, the Core, and NTU Bankruptcy Problems***by*Guni Orshan & Federico Valenciano & José M. Zarzuelo**283-293 Reconfirming the Prenucleolus***by*Guni Orshan & Peter Sudhölter**294-308 Matching Games: The Least Core and the Nucleolus***by*Walter Kern & Daniël Paulusma**309-326 Integer Programming and Arrovian Social Welfare Functions***by*Jay Sethuraman & Teo Chung Piaw & Rakesh V. Vohra**327-345 The Empirical Bayes Envelope and Regret Minimization in Competitive Markov Decision Processes***by*Shie Mannor & Nahum Shimkin**346-360 Drift Conditions for Matrix-Analytic Models***by*Guy Latouche & P. G. Taylor**361-381 Bayesian Adaptive Stochastic Process Termination***by*Inchi Hu & Chi-Wen Jevons Lee**382-394 Optimal Replacement Under Partial Observations***by*V. Makis & X. Jiang

### February 2003, Volume 28, Issue 1

**1-38 Robust Portfolio Selection Problems***by*D. Goldfarb & G. Iyengar**39-63 Semismooth Homeomorphisms and Strong Stability of Semidefinite and Lorentz Complementarity Problems***by*Jong-Shi Pang & Defeng Sun & Jie Sun**64-91 The Distribution of Values in the Quadratic Assignment Problem***by*Alexander Barvinok & Tamon Stephen**92-102 A Separation Algorithm for b -Matching Degree-Sequence Polyhedra***by*Fan Zhang**103-126 A Fixed-Point Approach to Stable Matchings and Some Applications***by*Tamás Fleiner**127-140 On the Complexity of Coordination***by*Olivier Gossner & Penélope Hernández**141-153 Calibration with Many Checking Rules***by*Alvaro Sandroni & Rann Smorodinsky & Rakesh V. Vohra**154-180 A Generalized Stochastic Differential Utility***by*Ali Lazrak & Marie Claire Quenez**181-193 A Characterization of Quality-Adjusted Life-Years Under Cumulative Prospect Theory***by*Han Bleichrodt & John Miyamoto**194-200 A Note on the Convergence of Policy Iteration in Markov Decision Processes with Compact Action Spaces***by*A. Y. Golubin

### November 2002, Volume 27, Issue 4

**637-646 Computing Equilibria in Finance Economies***by*P. Jean-Jacques Herings & Felix Kubler**647-661 Cost Allocation for a Tree Network with Heterogeneous Customers***by*Daniel Granot & Jeroen Kuipers & Sunil Chopra**662-680 Erratum: The Stable Allocation (or Ordinal Transportation) Problem***by*Mourad Baïou & Michel Balinski**681-692 The Complexity of Generic Primal Algorithms for Solving General Integer Programs***by*Andreas S. Schulz & Robert Weismantel**693-710 Integral Polyhedra Related to Even-Cycle and Even-Cut Matroids***by*Bertrand Guenin**711-739 A Polyhedral Study of Integer Variable Upper Bounds***by*Diego Klabjan & George L. Nemhauser**740-742 A Note on Clique-Web Facets for Multicut Polytopes***by*Michael M. Sørensen**743-753 A Superlinearly Convergent Algorithm for the Monotone Nonlinear Complementarity Problem Without Uniqueness and Nondegeneracy Conditions***by*Hiroshige Dan & Nobuo Yamashita & Masao Fukushima**755-774 Stability in the Discretization of a Parametric Semi-Infinite Convex Inequality System***by*María J. Cánovas & Marco A. López & Juan Parra**775-791 The Zero Duality Gap Property and Lower Semicontinuity of the Perturbation Function***by*A. M. Rubinov & X. X. Huang & X. Q. Yang**792-818 Quantitative Stability in Stochastic Programming: The Method of Probability Metrics***by*Svetlozar T. Rachev & Werner Römisch**819-840 The Complexity of Decentralized Control of Markov Decision Processes***by*Daniel S. Bernstein & Robert Givan & Neil Immerman & Shlomo Zilberstein

### August 2002, Volume 27, Issue 3

**445-459 A Polynomial Combinatorial Algorithm for Generalized Minimum Cost Flow***by*Kevin D. Wayne**460-469 A Generalization of the Perfect Graph Theorem Under the Disjunctive Index***by*Néstor E. Aguilera & Mariana S. Escalante & Graciela L. Nasini**470-484 Combining Problem Structure with Basis Reduction to Solve a Class of Hard Integer Programs***by*Quentin Louveaux & Laurence A. Wolsey**485-503 The Stable Allocation (or Ordinal Transportation) Problem***by*Mourad Baïou & Michel Balinski**504-517 Project Scheduling in AND--OR Graphs: A Generalization of Dijkstra's Algorithm***by*George M. Adelson-Velsky & Eugene Levner**518-544 Minimizing Service and Operation Costs of Periodic Scheduling***by*Amotz Bar-Noy & Randeep Bhatia & Joseph (Seffi) Naor & Baruch Schieber**545-566 Achieving Target State-Action Frequencies in Multichain Average-Reward Markov Decision Processes***by*Dmitry Krass & O. J. Vrieze**567-584 Approximating Subdifferentials by Random Sampling of Gradients***by*J. V. Burke & A. S. Lewis & M. L. Overton**585-613 Properties of the Log-Barrier Function on Degenerate Nonlinear Programs***by*Stephen J. Wright & Dominique Orban**614-635 The Theory of 2-Regularity for Mappings with Lipschitzian Derivatives and its Applications to Optimality Conditions***by*A. F. Izmailov & M. V. Solodov

### May 2002, Volume 27, Issue 2

**253-271 Approximating Martingales for Variance Reduction in Markov Process Simulation***by*Shane G. Henderson & Peter W. Glynn**272-293 On Deciding Stability of Constrained Homogeneous Random Walks and Queueing Systems***by*David Gamarnik**294-311 Q-Learning for Risk-Sensitive Control***by*V. S. Borkar**312-325 A Combinatorial, Graph-Based Solution Method for a Class of Continuous-Time Optimal Control Problems***by*Eugene Khmelnitsky**326-331 Relationship Between Strong Monotonicity Property, P 2 -Property, and the Gus-Property in Semidefinite Linear Complementarity Problems***by*T. Parthasarathy & D. Sampangi Raman & B. Sriparna**332-346 An Analytic Center Cutting Plane Method for Semidefinite Feasibility Problems***by*Jie Sun & Kim-Chuan Toh & Gongyun Zhao**347-360 Semidefinite Programming vs. LP Relaxations for Polynomial Programming***by*Jean B. Lasserre**361-371 A Min-Max Theorem on Feedback Vertex Sets***by*Mao-Cheng Cai & Xiaotie Deng & Wenan Zang**372-383 Node-Capacitated Ring Routing***by*András Frank & Bruce Shepherd & Vivek Tandon & Zoltán Végh**384-400 Computing Stationary Nash Equilibria of Undiscounted Single-Controller Stochastic Games***by*T. E. S. Raghavan & Zamir Syed**401-418 The Semi-Algebraic Theory of Stochastic Games***by*Emanuel Milman**419-440 Repeated Games with Lack of Information on One Side: The Dual Differential Approach***by*Rida Laraki**441-444 A Note on an Axiomatization of the Core of Market Games***by*Peter Sudhölter & Bezalel Peleg

### February 2002, Volume 27, Issue 1

**1-30 Fair Queuing and Other Probabilistic Allocation Methods***by*Hervé Moulin & Richard Stong**31-44 A Necessary and Sufficient Condition for Approachability***by*Xavier Spinat**45-64 Adopting a Plurality Vote Perspective***by*Donald G. Saari**65-81 Cognitive Foundations of Probability***by*Itzhak Gilboa & David Schmeidler**82-100 Optimal Offer Construction in Electricity Markets***by*E. J. Anderson & A. B. Philpott**101-120 Mean-Variance Portfolio Selection with Random Parameters in a Complete Market***by*Andrew E. B. Lim & Xun Yu Zhou**121-149 Parabolic ADI Methods for Pricing American Options on Two Stocks***by*Stephane Villeneuve & Antonino Zanette**150-169 Semismooth Matrix-Valued Functions***by*Defeng Sun & Jie Sun**170-191 Local Convergence of the Proximal Point Algorithm and Multiplier Methods Without Monotonicity***by*Teemu Pennanen**192-209 Risk-Sensitive Optimal Control for Markov Decision Processes with Monotone Cost***by*V. S. Borkar & S. P. Meyn**210-226 Facets of the Complementarity Knapsack Polytope***by*I. R. De Farias & E. L. Johnson & G. L. Nemhauser**227-243 Subset Comparisons for Additive Linear Orders***by*Peter C. Fishburn & Aleksandar Pekeč & James A. Reeds**244-252 Packing Random Rectangles of Given Volume***by*Wansoo T. Rhee

### November 2001, Volume 26, Issue 4

**637-653 A Model for Investments in the Natural Resource Industry with Switching Costs***by*Richard R. Lumley & Mihail Zervos**654-678 An Exact Bound on Epsilon for Nonemptiness of Epsilon Cores of Games***by*Alexander Kovalenkov & Myrna Holtz Wooders**679-699 A Differential Calculus for Random Matrices with Applications to (max, +)-Linear Stochastic Systems***by*Bernd Heidergott**700-722 The Symmetric Traveling Salesman Polytope Revisited***by*Denis Naddef & Yves Pochet**723-740 Stochastic Comparison of Random Vectors with a Common Copula***by*Alfred Müller & Marco Scarsini**741-768 Estimation of Derivatives of Nonsmooth Performance Measures in Regenerative Systems***by*Tito Homem-de-Mello**769-795 Constraint Aggregation in Infinite-Dimensional Spaces and Applications***by*Arkadii V. Kryazhimskii & Andrzej Ruszczyński