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April 2023, Volume 97, Issue 2
- 159-160 2022 MMOR best paper award
by Oliver Stein - 161-178 An asymptotically optimal algorithm for online stacking
by Martin Olsen & Lars Nørvang Andersen & Allan Gross - 179-205 Zero-sum infinite-horizon discounted piecewise deterministic Markov games
by Yonghui Huang & Zhaotong Lian & Xianping Guo - 207-231 Efficient dual ADMMs for sparse compressive sensing MRI reconstruction
by Yanyun Ding & Peili Li & Yunhai Xiao & Haibin Zhang - 233-258 Optimal three-part tariff pricing with Spence-Mirrlees reservation prices
by Jianqing Fisher Wu & Banafsheh Behzad - 259-286 Decision rule-based method in solving adjustable robust capacity expansion problem
by Sixiang Zhao - 287-287 Correction to: Decision rule-based method in solving adjustable robust capacity expansion problem
by Sixiang Zhao
February 2023, Volume 97, Issue 1
- 1-23 Nash equilibria for relative investors via no-arbitrage arguments
by Nicole Bäuerle & Tamara Göll - 25-56 Optimal dynamic multi-keyword bidding policy of an advertiser in search-based advertising
by Savas Dayanik & Semih O. Sezer - 57-89 An implicit gradient-descent procedure for minimax problems
by Montacer Essid & Esteban G. Tabak & Giulio Trigila - 91-116 Markov risk mappings and risk-sensitive optimal prediction
by Tomasz Kosmala & Randall Martyr & John Moriarty - 117-133 An axiomatic approach to Markov decision processes
by Adam Jonsson - 135-157 Improved approximation algorithms for some min–max postmen cover problems with applications to the min–max subtree cover
by Wei Yu
December 2022, Volume 96, Issue 3
- 315-350 Bilevel hyperparameter optimization for support vector classification: theoretical analysis and a solution method
by Qingna Li & Zhen Li & Alain Zemkoho - 351-382 A primal-dual interior-point relaxation method with global and rapidly local convergence for nonlinear programs
by Xin-Wei Liu & Yu-Hong Dai & Ya-Kui Huang - 383-419 An efficient partial parallel method with scaling step size strategy for three-block convex optimization problems
by Yaning Jiang & Deren Han & Xingju Cai - 421-446 On the solution of monotone nested variational inequalities
by Lorenzo Lampariello & Gianluca Priori & Simone Sagratella - 447-457 Reduced two-bound core games
by Doudou Gong & Bas Dietzenbacher & Hans Peters - 459-492 Local edge minimality of SRPT networks with shared resources
by Łukasz Kruk & Robert Gieroba
October 2022, Volume 96, Issue 2
- 161-185 A PAC algorithm in relative precision for bandit problem with costly sampling
by Marie Billaud Friess & Arthur Macherey & Anthony Nouy & Clémentine Prieur - 187-213 Inertial proximal incremental aggregated gradient method with linear convergence guarantees
by Xiaoya Zhang & Wei Peng & Hui Zhang - 215-232 The Lagrangian, constraint qualifications and economics
by Sjur D. Flåm & Jan-J. Rückmann - 233-258 Peer-to-Peer Lending: a Growth-Collapse Model and its Steady-State Analysis
by Onno Boxma & David Perry & Wolfgang Stadje - 259-290 Minimizing the penalized probability of drawdown for a general insurance company under ambiguity aversion
by Yu Yuan & Zhibin Liang & Xia Han - 291-312 Robust classical-impulse stochastic control problems in an infinite horizon
by Chi Seng Pun - 313-313 Correction to: Solutions for subset sum problems with special digraph constraints
by Frank Gurski & Dominique Komander & Carolin Rehs
August 2022, Volume 96, Issue 1
- 1-37 On the algorithmic solution of optimization problems subject to probabilistic/robust (probust) constraints
by Holger Berthold & Holger Heitsch & René Henrion & Jan Schwientek - 39-82 Solving continuous set covering problems by means of semi-infinite optimization
by Helene Krieg & Tobias Seidel & Jan Schwientek & Karl-Heinz Küfer - 83-112 Adaptive discretization-based algorithms for semi-infinite programs with unbounded variables
by Daniel Jungen & Hatim Djelassi & Alexander Mitsos - 113-121 The facets of the spanning trees polytope
by Brahim Chaourar - 123-148 Approximations for Pareto and Proper Pareto solutions and their KKT conditions
by P. Kesarwani & P. K. Shukla & J. Dutta & K. Deb - 149-160 On the rectangular knapsack problem
by Fritz Bökler & Markus Chimani & Mirko H. Wagner
June 2022, Volume 95, Issue 3
- 361-363 Special issue on Energy Networks
by Miguel F Anjos & Falk M Hante & Frauke Liers - 365-407 Strategic bidding in price coupled regions
by Jérôme De Boeck & Luce Brotcorne & Bernard Fortz - 409-449 A bilevel optimization approach to decide the feasibility of bookings in the European gas market
by Fränk Plein & Johannes Thürauf & Martine Labbé & Martin Schmidt - 451-474 Exploiting complete linear descriptions for decentralized power market problems with integralities
by Lukas Hümbs & Alexander Martin & Lars Schewe - 475-501 Fast and reliable transient simulation and continuous optimization of large-scale gas networks
by Pia Domschke & Oliver Kolb & Jens Lang - 503-532 Generative deep learning for decision making in gas networks
by Lovis Anderson & Mark Turner & Thorsten Koch - 533-563 Contingency analysis for gas transport networks with hydrogen injection
by Tanja Clees
April 2022, Volume 95, Issue 2
- 183-186 2021 MMOR best paper award
by Oliver Stein - 187-218 Discounted stochastic games for continuous-time jump processes with an uncountable state space
by Qingda Wei & Xian Chen - 219-247 Risk-sensitive discounted cost criterion for continuous-time Markov decision processes on a general state space
by Subrata Golui & Chandan Pal - 249-279 Strong convergence results for quasimonotone variational inequalities
by Timilehin O. Alakoya & Oluwatosin T. Mewomo & Yekini Shehu - 281-296 Individual weighted excess and least square values
by Xia Zhang & René van den Brink & Arantza Estévez-Fernández & Hao Sun - 297-326 Optimal renewable resource harvesting model using price and biomass stochastic variations: a utility based approach
by Gaston Clément Nyassoke Titi & Jules Sadefo Kamdem & Louis Aimé Fono - 327-359 Signal-to-noise matrix and model reduction in continuous-time hidden Markov models
by Elisabeth Leoff & Leonie Ruderer & Jörn Sass
February 2022, Volume 95, Issue 1
- 1-34 The knapsack problem with special neighbor constraints
by Steffen Goebbels & Frank Gurski & Dominique Komander - 35-80 Facets of the cone of exact games
by Milan Studený & Václav Kratochvíl - 81-99 Lagrangian heuristic for simultaneous subsidization and penalization: implementations on rooted travelling salesman games
by Lindong Liu & Yuqian Zhou & Zikang Li - 101-140 Portfolio optimization: not necessarily concave utility and constraints on wealth and allocation
by Marcos Escobar-Anel & Michel Kschonnek & Rudi Zagst - 141-161 An SDP-based approach for computing the stability number of a graph
by Elisabeth Gaar & Melanie Siebenhofer & Angelika Wiegele - 163-181 Optimal investments for the standard maximization problem with non-concave utility function in complete market model
by Olena Bahchedjioglou & Georgiy Shevchenko
December 2021, Volume 94, Issue 3
- 341-381 A stochastic Stackelberg differential reinsurance and investment game with delay in a defaultable market
by Yanfei Bai & Zhongbao Zhou & Helu Xiao & Rui Gao & Feimin Zhong - 383-412 Refined cut selection for benders decomposition: applied to network capacity expansion problems
by René Brandenberg & Paul Stursberg - 413-436 Strong duality for standard convex programs
by Kenneth O. Kortanek & Guolin Yu & Qinghong Zhang - 437-460 The average tree value for hypergraph games
by Liying Kang & Anna Khmelnitskaya & Erfang Shan & Dolf Talman & Guang Zhang - 461-492 A fragile multi-CPR game
by Christos Pelekis & Panagiotis Promponas & Juan Alvarado & Eirini Eleni Tsiropoulou & Symeon Papavassiliou - 493-528 Using Householder’s method to improve the accuracy of the closed-form formulas for implied volatility
by Daniel Wei-Chung Miao & Xenos Chang-Shuo Lin & Chang-Yao Lin
October 2021, Volume 94, Issue 2
- 171-195 Improved models for operation modes of complex compressor stations
by Benjamin Hiller & René Saitenmacher & Tom Walther - 197-217 Aumann–Serrano index of risk in portfolio optimization
by Tiantian Li & Young Shin Kim & Qi Fan & Fumin Zhu - 219-251 A non-cooperative game theory approach to cost sharing in networks
by M. A. Hinojosa & A. Caro - 253-279 Optimal step length for the Newton method: case of self-concordant functions
by Roland Hildebrand - 281-317 Optimal consumption/investment and retirement with necessities and luxuries
by Hyeng Keun Koo & Kum-Hwan Roh & Yong Hyun Shin - 319-340 Nash equilibria in a class of Markov stopping games with total reward criterion
by Rolando Cavazos-Cadena & Mario Cantú-Sifuentes & Imelda Cerda-Delgado
August 2021, Volume 94, Issue 1
- 1-34 Dynamic pricing with finite price sets: a non-parametric approach
by Athanassios N. Avramidis & Arnoud V. Boer - 35-69 Minimizing spectral risk measures applied to Markov decision processes
by Nicole Bäuerle & Alexander Glauner - 71-97 Chance-constrained games with mixture distributions
by Shen Peng & Navnit Yadav & Abdel Lisser & Vikas Vikram Singh - 99-121 Marginality and convexity in partition function form games
by J. M. Alonso-Meijide & M. Álvarez-Mozos & M. G. Fiestras-Janeiro & A. Jiménez-Losada - 123-143 Stochastic comparisons and ageing properties of residual lifetime mixture models
by Arijit Patra & Chanchal Kundu - 145-168 Optimal pairs trading with dynamic mean-variance objective
by Dong-Mei Zhu & Jia-Wen Gu & Feng-Hui Yu & Tak-Kuen Siu & Wai-Ki Ching - 169-170 Correction to: Optimal discrete search with technological choice
by Joseph B. Kadane
June 2021, Volume 93, Issue 3
- 437-462 Relative utility bounds for empirically optimal portfolios
by Dmitry B. Rokhlin - 463-499 The equal-surplus Shapley value for chance-constrained games on finite sample spaces
by Donald Nganmegni Njoya & Issofa Moyouwou & Nicolas Gabriel Andjiga - 501-520 A general class of relative optimization problems
by I. V. Konnov - 521-554 The maximum diversity assortment selection problem
by Felix Prause & Kai Hoppmann-Baum & Boris Defourny & Thorsten Koch - 555-584 A time consistent dynamic bargaining procedure in differential games with hterogeneous discounting
by Anna Castañer & Jesús Marín-Solano & Carmen Ribas - 585-603 New axiomatizations of the Owen value
by Xun-Feng Hu
April 2021, Volume 93, Issue 2
- 209-211 2020 MMOR best paper award
by Oliver Stein - 213-242 An inertial subgradient extragradient algorithm extended to pseudomonotone equilibrium problems
by Yekini Shehu & Olaniyi S. Iyiola & Duong Viet Thong & Nguyen Thi Cam Van - 243-289 Portfolio selection with drawdown constraint on consumption: a generalization model
by Junkee Jeon & Kyunghyun Park - 291-325 Considerations on the aggregate monotonicity of the nucleolus and the core-center
by Miguel Ángel Mirás Calvo & Carmen Quinteiro Sandomingo & Estela Sánchez-Rodríguez - 327-357 Integro-differential optimality equations for the risk-sensitive control of piecewise deterministic Markov processes
by O. L. V. Costa & F. Dufour - 359-412 Analysis of Markov chain approximation for Asian options and occupation-time derivatives: Greeks and convergence rates
by Wensheng Yang & Jingtang Ma & Zhenyu Cui - 413-436 Six set scalarizations based on the oriented distance: continuity, convexity and application to convex set optimization
by L. Huerga & B. Jiménez & V. Novo & A. Vílchez
February 2021, Volume 93, Issue 1
- 1-32 Inheritance of convexity for the $$\mathcal {P}_{\min }$$ P min -restricted game
by A. Skoda - 33-81 A numerical approach to solve consumption-portfolio problems with predictability in income, stock prices, and house prices
by Farina Weiss - 83-114 A transformation-based discretization method for solving general semi-infinite optimization problems
by Jan Schwientek & Tobias Seidel & Karl-Heinz Küfer - 115-151 Interplay of non-convex quadratically constrained problems with adjustable robust optimization
by Immanuel Bomze & Markus Gabl - 153-178 A multi-objective approach for PH-graphs with applications to stochastic shortest paths
by Peter Buchholz & Iryna Dohndorf - 179-208 On the computation of Whittle’s index for Markovian restless bandits
by Urtzi Ayesta & Manu K. Gupta & Ina Maria Verloop
December 2020, Volume 92, Issue 3
- 435-460 Robust best choice problem
by Lazar Obradović - 461-487 Optimal dividends and capital injection under dividend restrictions
by Kristoffer Lindensjö & Filip Lindskog - 489-509 On computation of optimal strategies in oligopolistic markets respecting the cost of change
by Jiří V. Outrata & Jan Valdman - 511-543 A conservative index heuristic for routing problems with multiple heterogeneous service facilities
by Rob Shone & Vincent A. Knight & Paul R. Harper - 545-575 On the facet defining inequalities of the mixed-integer bilinear covering set
by Hamidur Rahman & Ashutosh Mahajan - 577-599 Decentralization and mutual liability rules
by Martijn Ketelaars & Peter Borm & Marieke Quant - 601-648 The residual time approach for (Q, r) model under perishability, general lead times, and lost sales
by Yonit Barron & Opher Baron
October 2020, Volume 92, Issue 2
- 229-247 A new nonmonotone smoothing Newton method for the symmetric cone complementarity problem with the Cartesian $$P_0$$ P 0 -property
by Xiangjing Liu & Sanyang Liu - 249-283 Min max min robust (relative) regret combinatorial optimization
by Alejandro Crema - 285-309 Optimising dividends and consumption under an exponential CIR as a discount factor
by Julia Eisenberg & Yuliya Mishura - 311-341 A long-time asymptotic solution to the g-renewal equation for underlying distributions with nondecreasing hazard functions
by Serguei Maximov & Consuelo de J. Cortes-Penagos - 343-376 An augmented Lagrangian filter method
by Sven Leyffer & Charlie Vanaret - 377-399 Discrete-time control with non-constant discount factor
by Héctor Jasso-Fuentes & José-Luis Menaldi & Tomás Prieto-Rumeau - 401-433 Solutions for subset sum problems with special digraph constraints
by Frank Gurski & Dominique Komander & Carolin Rehs
August 2020, Volume 92, Issue 1
- 1-32 Statistical properties of estimators for the log-optimal portfolio
by Gabriel Frahm - 33-76 Continuity and monotonicity of solutions to a greedy maximization problem
by Łukasz Kruk - 77-106 A pricing problem with unknown arrival rate and price sensitivity
by Athanassios N. Avramidis - 107-132 On the rectangular knapsack problem: approximation of a specific quadratic knapsack problem
by Britta Schulze & Michael Stiglmayr & Luís Paquete & Carlos M. Fonseca & David Willems & Stefan Ruzika - 133-163 Semi-discrete optimal transport: a solution procedure for the unsquared Euclidean distance case
by Valentin Hartmann & Dominic Schuhmacher - 165-197 First-order sensitivity of the optimal value in a Markov decision model with respect to deviations in the transition probability function
by Patrick Kern & Axel Simroth & Henryk Zähle - 199-228 On weak conjugacy, augmented Lagrangians and duality in nonconvex optimization
by Gulcin Dinc Yalcin & Refail Kasimbeyli
June 2020, Volume 91, Issue 3
- 383-403 Convergence properties of a class of exact penalty methods for semi-infinite optimization problems
by Jiachen Ju & Qian Liu - 405-438 Optimal control of an objective functional with non-linearity between the conditional expectations: solutions to a class of time-inconsistent portfolio problems
by Esben Kryger & Maj-Britt Nordfang & Mogens Steffensen - 439-463 Counting and enumerating independent sets with applications to combinatorial optimization problems
by Frank Gurski & Carolin Rehs - 465-500 A finite horizon optimal switching problem with memory and application to controlled SDDEs
by Magnus Perninge - 501-544 An inexact primal-dual algorithm for semi-infinite programming
by Bo Wei & William B. Haskell & Sixiang Zhao - 545-557 An asymptotically optimal strategy for constrained multi-armed bandit problems
by Hyeong Soo Chang - 559-583 Some results on optimal stopping under phase-type distributed implementation delay
by Jukka Lempa
April 2020, Volume 91, Issue 2
- 197-198 2019 MMOR best paper award
by Oliver Stein - 199-199 OR for the classroom
by Oliver Stein - 201-240 The Douglas–Rachford algorithm for convex and nonconvex feasibility problems
by Francisco J. Aragón Artacho & Rubén Campoy & Matthew K. Tam - 241-268 Discounted approximations in risk-sensitive average Markov cost chains with finite state space
by Rubén Blancas-Rivera & Rolando Cavazos-Cadena & Hugo Cruz-Suárez - 269-310 A McKean–Vlasov approach to distributed electricity generation development
by René Aïd & Matteo Basei & Huyên Pham - 311-323 A note on the combination of equilibrium problems
by Nguyen Thi Thanh Ha & Tran Thi Huyen Thanh & Nguyen Ngoc Hai & Hy Duc Manh & Bui Dinh - 325-355 A class of linear quadratic dynamic optimization problems with state dependent constraints
by Rajani Singh & Agnieszka Wiszniewska-Matyszkiel - 357-381 The blockwise coordinate descent method for integer programs
by Sven Jäger & Anita Schöbel
February 2020, Volume 91, Issue 1
- 1-4 Choosing sets: preface to the special issue on set optimization and applications
by Andreas H Hamel & Andreas Löhne - 5-23 A continuous selection for optimal portfolios under convex risk measures does not always exist
by Michel Baes & Cosimo Munari - 25-54 Qualitative robustness of set-valued value-at-risk
by Giovanni Paolo Crespi & Elisa Mastrogiacomo - 55-72 The polyhedral projection problem
by Benjamin Weißing - 73-88 Multi-criteria decision making via multivariate quantiles
by Daniel Kostner - 89-115 Characterization of set relations through extensions of the oriented distance
by B. Jiménez & V. Novo & A. Vílchez - 117-136 Ekeland’s variational principle with weighted set order relations
by Qamrul Hasan Ansari & Andreas H Hamel & Pradeep Kumar Sharma - 137-158 A new concept of slope for set-valued maps and applications in set optimization studied with Kuroiwa’s set approach
by Truong Xuan Duc Ha - 159-173 Random optimization on random sets
by Emmanuel Lepinette - 175-196 The stability and extended well-posedness of the solution sets for set optimization problems via the Painlevé–Kuratowski convergence
by Yu Han & Kai Zhang & Nan-jing Huang
December 2019, Volume 90, Issue 3
- 301-328 Optimal control of electricity input given an uncertain demand
by Simone Göttlich & Ralf Korn & Kerstin Lux - 329-363 An optimal stopping approach for the end-of-life inventory problem
by J. B. G. Frenk & Sonya Javadi & Semih O. Sezer - 365-397 Order and exit decisions under non-increasing price curves for products with short life cycles
by J. B. G. Frenk & Canan Pehlivan & Semih O. Sezer - 399-451 Virtual allocation policies for many-server queues with abandonment
by Zhenghua Long & Jiheng Zhang - 453-476 Martingale optimal transport in the discrete case via simple linear programming techniques
by Nicole Bäuerle & Daniel Schmithals - 477-488 A simple construction of complete single-peaked domains by recursive tiling
by Ping Zhan
October 2019, Volume 90, Issue 2
- 153-168 Full-information best choice game with hint
by Marek Skarupski - 169-196 On horizontal cooperation in linear production processes with a supplier that controls a limited resource
by Elisabeth Gutierrez & Natividad Llorca & Manuel Mosquera & Joaquin Sanchez-Soriano - 197-227 Worst-case portfolio optimization in discrete time
by Lihua Chen & Ralf Korn - 229-253 Nonconcave robust optimization with discrete strategies under Knightian uncertainty
by Ariel Neufeld & Mario Šikić - 255-270 Locating a semi-obnoxious facility in the special case of Manhattan distances
by Andrea Wagner - 271-300 Facets of the cone of totally balanced games
by Tomáš Kroupa & Milan Studený
August 2019, Volume 90, Issue 1
- 1-22 On f-domination: polyhedral and algorithmic results
by Mauro Dell’Amico & José Neto - 23-59 Serving many masters: an agent and his principals
by Shuo Zeng & Moshe Dror - 61-76 Simple modeling techniques for base-stock inventory systems with state dependent demand rates
by Fredrik Olsson - 77-108 Dynamic systemic risk measures for bounded discrete time processes
by E. Kromer & L. Overbeck & K. Zilch - 109-135 Optimal mean–variance investment/reinsurance with common shock in a regime-switching market
by Junna Bi & Zhibin Liang & Kam Chuen Yuen - 137-152 Equilibrium formulations of relative optimization problems
by I. V. Konnov
June 2019, Volume 89, Issue 3
- 319-353 Accelerated first-order methods for large-scale convex optimization: nearly optimal complexity under strong convexity
by Masoud Ahookhosh - 355-383 Optimal price management in retail energy markets: an impulse control problem with asymptotic estimates
by Matteo Basei - 385-409 Generalized gap acceptance models for unsignalized intersections
by Abhishek & Marko A. A. Boon & Michel Mandjes - 411-432 Solutions for the knapsack problem with conflict and forcing graphs of bounded clique-width
by Frank Gurski & Carolin Rehs - 433-484 Complexity results on planar multifacility location problems with forbidden regions
by Andrea Maier & Horst W. Hamacher - 485-507 The sparsest solution of the union of finite polytopes via its nonconvex relaxation
by Guowei You & Zheng-Hai Huang & Yong Wang
April 2019, Volume 89, Issue 2
- 157-172 New results on the existence of open loop Nash equilibria in discrete time dynamic games via generalized Nash games
by Mathew P. Abraham & Ankur A. Kulkarni - 173-187 Implementation of optimal schedules in outsourcing with identical suppliers
by Herbert Hamers & Flip Klijn & Marco Slikker - 189-222 Optimal booking control in revenue management with two substitutable resources
by David Sayah & Stefan Irnich - 223-255 A multilevel model of the European entry-exit gas market
by Veronika Grimm & Lars Schewe & Martin Schmidt & Gregor Zöttl - 257-280 Optimal exchange rates management using stochastic impulse control for geometric Lévy processes
by Jinbiao Wu - 281-317 Algorithms for non-linear and stochastic resource constrained shortest path
by Axel Parmentier
February 2019, Volume 89, Issue 1
- 1-42 Computation of weighted sums of rewards for concurrent MDPs
by Peter Buchholz & Dimitri Scheftelowitsch - 43-71 Management of a hydropower system via convex duality
by Kristina Rognlien Dahl - 73-113 Optimal investment for insurance company with exponential utility and wealth-dependent risk aversion coefficient
by Łukasz Delong - 115-142 Finding an optimal core on a tree network with M/G/c/c state-dependent queues
by Mehrdad Moshtagh & Jafar Fathali & James MacGregor Smith & Nezam Mahdavi-Amiri - 143-156 Responsibility and sharing the cost of cleaning a polluted river
by Panfei Sun & Dongshuang Hou & Hao Sun
December 2018, Volume 88, Issue 3
- 339-367 A new look at a smart polling model
by Brian Fralix - 369-397 A set optimization approach to zero-sum matrix games with multi-dimensional payoffs
by Andreas H. Hamel & Andreas Löhne - 399-415 An inertial-like proximal algorithm for equilibrium problems
by Dang Hieu - 417-443 An investment model with switching costs and the option to abandon
by Mihail Zervos & Carlos Oliveira & Kate Duckworth - 445-473 Approximation algorithms for k-echelon extensions of the one warehouse multi-retailer problem
by Gautier Stauffer - 475-493 Asymptotics for the late arrivals problem
by Carlo Lancia & Gianluca Guadagni & Sokol Ndreca & Benedetto Scoppola
October 2018, Volume 88, Issue 2
- 147-159 On the complexity of inverse convex ordered 1-median problem on the plane and on tree networks
by Kien Trung Nguyen & Huong Nguyen-Thu & Nguyen Thanh Hung - 161-184 Risk measurement and risk-averse control of partially observable discrete-time Markov systems
by Jingnan Fan & Andrzej Ruszczyński - 185-240 Regularity properties in a state-constrained expected utility maximization problem
by Mourad Lazgham - 241-281 No-arbitrage and optimal investment with possibly non-concave utilities: a measure theoretical approach
by Romain Blanchard & Laurence Carassus & Miklós Rásonyi - 283-295 Endogenous reference points in bargaining
by Emin Karagözoğlu & Kerim Keskin - 297-337 Risk management with multiple VaR constraints
by An Chen & Thai Nguyen & Mitja Stadje
August 2018, Volume 88, Issue 1
- 1-35 Inventory control and pricing for perishable products under age and price dependent stochastic demand
by Onur Kaya & Sajjad Rahimi Ghahroodi - 37-57 Delay analysis of a two-class batch-service queue with class-dependent variable server capacity
by Jens Baetens & Bart Steyaert & Dieter Claeys & Herwig Bruneel - 59-79 Optimal mean–variance investment and reinsurance problem for an insurer with stochastic volatility
by Zhongyang Sun & Junyi Guo - 81-98 A fast algorithm for the rectilinear distance location problem
by S. Nobakhtian & A. Raeisi Dehkordi - 99-124 Generalized average shadow prices and bottlenecks
by Alejandro Crema - 125-146 Potential games, path independence and Poisson’s binomial distribution
by Debapriya Sen
June 2018, Volume 87, Issue 3
- 311-346 Non-linear filtering and optimal investment under partial information for stochastic volatility models
by Dalia Ibrahim & Frédéric Abergel - 347-382 A limited-feedback approximation scheme for optimal switching problems with execution delays
by Magnus Perninge - 383-409 On solving mutual liability problems
by Mirjam Groote Schaarsberg & Hans Reijnierse & Peter Borm - 411-430 Approximate sojourn time distribution of a discriminatory processor sharing queue with impatient customers
by Sunggon Kim - 431-450 Reverse selective obnoxious center location problems on tree graphs
by Roghayeh Etemad & Behrooz Alizadeh - 451-483 A primal–dual augmented Lagrangian penalty-interior-point filter line search algorithm
by Renke Kuhlmann & Christof Büskens
April 2018, Volume 87, Issue 2
- 169-195 An exact solution to a robust portfolio choice problem with multiple risk measures under ambiguous distribution
by Zhilin Kang & Zhongfei Li - 197-227 Quantile Hedging in a semi-static market with model uncertainty
by Erhan Bayraktar & Gu Wang - 229-250 Component importance based on dependence measures
by Mario Hellmich - 251-283 Variants of the $$ \varepsilon $$ ε -constraint method for biobjective integer programming problems: application to p-median-cover problems
by Jesús Sáez-Aguado & Paula Camelia Trandafir