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February 2025, Volume 101, Issue 1
- 1-27 The last-success stopping problem with random observation times
by Alexander Gnedin & Zakaria Derbazi - 29-50 On asset pricing in a binomial model with fixed and proportional transaction costs, portfolio constraints and dividends
by Esmaeil Babaei - 51-71 A generalized scheme for split inclusion problem with conjugate like direction
by Jamilu Abubakar & Parin Chaipunya & Poom Kumam & Sani Salisu - 73-94 Equivalent sufficient conditions for global optimality of quadratically constrained quadratic programs
by Sunyoung Kim & Masakazu Kojima - 95-110 A reweighted $$\ell _1$$ ℓ 1 -penalty method for nonlinear complementarity problems
by Boshi Tian & Xiaoxing Chang - 111-134 Optimality conditions for Benson proper efficiency of set-valued equilibrium problems
by Zhiang Zhou & Kehui Liang & Qamrul Hasan Ansari
December 2024, Volume 100, Issue 3
- 601-601 Editorial
by Oliver Stein - 603-634 Whittle index approach to the multi-class queueing systems with convex holding costs and IHR service times
by Samuli Aalto - 635-668 Inverse demand tracking in transportation networks
by Simone Göttlich & Patrick Mehlitz & Thomas Schillinger - 669-701 Priority coalitional games and claims problems
by Iago Núñez Lugilde & Arantza Estévez-Fernández & Estela Sánchez-Rodríguez - 703-721 Designing sustainable diet plans by solving triobjective integer programs
by Luca Benvenuti & Alberto Santis & Marianna Santis & Daniele Patria - 723-752 Forward-reflected-backward and shadow-Douglas–Rachford with partial inverse for solving monotone inclusions
by Fernando Roldán - 753-796 100 volumes of Mathematical Methods of Operations Research: a bibliometric overview
by Luciano Barcellos-Paula & José M. Merigó & Anna M. Gil-Lafuente
October 2024, Volume 100, Issue 2
- 411-435 How to project onto the intersection of a closed affine subspace and a hyperplane
by Heinz H. Bauschke & Dayou Mao & Walaa M. Moursi - 437-466 Discrete-time stopping games with risk-sensitive discounted cost criterion
by Wenzhao Zhang & Congying Liu - 467-508 Low-complexity algorithm for restless bandits with imperfect observations
by Keqin Liu & Richard Weber & Chengzhong Zhang - 509-534 Tropical convexity in location problems
by Andrei Comăneci - 535-551 A new value for communication situations
by Daniel Li Li & Erfang Shan - 553-600 Multi-stage distributionally robust convex stochastic optimization with Bayesian-type ambiguity sets
by Wentao Ma & Zhiping Chen
August 2024, Volume 100, Issue 1
- 1-4 Special issue on exact and approximation methods for mixed-integer multi-objective optimization
by Carlos Henggeler Antunes & Carlos M. Fonseca & Luís Paquete & Michael Stiglmayr - 5-25 Approximating multiobjective optimization problems: How exact can you be?
by Cristina Bazgan & Arne Herzel & Stefan Ruzika & Clemens Thielen & Daniel Vanderpooten - 27-63 Using scalarizations for the approximation of multiobjective optimization problems: towards a general theory
by Stephan Helfrich & Arne Herzel & Stefan Ruzika & Clemens Thielen - 65-83 Complexity of the multiobjective minimum weight minimum stretch spanner problem
by Fritz Bökler & Henning Jasper - 85-121 Augmenting bi-objective branch and bound by scalarization-based information
by Julius Bauß & Michael Stiglmayr - 123-151 Column generation based solution for bi-objective gate assignment problems
by Gülesin Sena Daş & Fatma Gzara - 153-173 Combining discrete and continuous information for multi-criteria optimization problems
by Katrin Teichert & Tobias Seidel & Philipp Süss - 175-220 On the relationship between the value function and the efficient frontier of a mixed integer linear optimization problem
by Samira Fallah & Ted K. Ralphs & Natashia L. Boland - 221-262 A fast and robust algorithm for solving biobjective mixed integer programs
by Diego Pecin & Ian Herszterg & Tyler Perini & Natashia Boland & Martin Savelsbergh - 263-290 An outer approximation algorithm for generating the Edgeworth–Pareto hull of multi-objective mixed-integer linear programming problems
by Fritz Bökler & Sophie N. Parragh & Markus Sinnl & Fabien Tricoire - 291-320 A hybrid patch decomposition approach to compute an enclosure for multi-objective mixed-integer convex optimization problems
by Gabriele Eichfelder & Leo Warnow - 321-350 An approximation algorithm for multiobjective mixed-integer convex optimization
by Ina Lammel & Karl-Heinz Küfer & Philipp Süss - 351-384 A simple, efficient and versatile objective space algorithm for multiobjective integer programming
by Kerstin Dächert & Tino Fleuren & Kathrin Klamroth - 385-410 A test instance generator for multiobjective mixed-integer optimization
by Gabriele Eichfelder & Tobias Gerlach & Leo Warnow
June 2024, Volume 99, Issue 3
- 205-231 On the unification of centralized and decentralized clearing mechanisms in financial networks
by Martijn W. Ketelaars & Peter Borm - 233-270 Convergence rate of LQG mean field games with common noise
by Jiamin Jian & Qingshuo Song & Jiaxuan Ye - 271-305 Networks with nonordered partitioning of players: stability and efficiency with neighborhood-influenced cost topology
by Ping Sun & Elena Parilina - 307-347 Convex optimization via inertial algorithms with vanishing Tikhonov regularization: fast convergence to the minimum norm solution
by Hedy Attouch & Szilárd Csaba László - 349-364 On proper separation of convex sets
by Mahmood Mehdiloo - 365-407 Asymptotic upper bounds for an M/M/C/K retrial queue with a guard channel and guard buffer
by Nesrine Zidani & Natalia Djellab
April 2024, Volume 99, Issue 1
- 1-2 2023 MMOR best paper award
by Oliver Stein - 3-38 The non-preemptive ‘Join the Shortest Queue–Serve the Longest Queue’ service system with or without switch-over times
by Efrat Perel & Nir Perel & Uri Yechiali - 39-74 Stochastic Gauss–Seidel type inertial proximal alternating linearized minimization and its application to proximal neural networks
by Qingsong Wang & Deren Han - 75-75 Correction to: Stochastic Gauss–Seidel type inertial proximal alternating linearized minimization and its application to proximal neural networks
by Qingsong Wang & Deren Han - 77-114 Trilevel and multilevel optimization using monotone operator theory
by Allahkaram Shafiei & Vyacheslav Kungurtsev & Jakub Marecek - 115-139 A unified approach to inverse robust optimization problems
by Holger Berthold & Till Heller & Tobias Seidel - 141-178 Markov decision processes with risk-sensitive criteria: an overview
by Nicole Bäuerle & Anna Jaśkiewicz - 179-203 A D.C. approximation approach for optimization with probabilistic constraints based on Chen–Harker–Kanzow–Smale smooth plus function
by Yonghong Ren & Yuchao Sun & Dachen Li & Fangfang Guo
December 2023, Volume 98, Issue 3
- 325-349 A singular stochastic control problem with direction switching cost
by Łukasz Kruk - 351-376 Analysis of a two-class queueing system with service times dependent on the presence of a certain class
by Sara Sasaninejad & Joris Walraevens & Arnaud Devos & Sabine Wittevrongel - 377-410 Investment strategies of duopoly firms with asymmetric time-to-build under a jump-diffusion model
by Yanyun Liu & Baiqing Sun - 411-433 A spline smoothing homotopy method for nonlinear programming problems with both inequality and equality constraints
by Li Dong & Zhengyong Zhou & Li Yang - 435-459 Directional and approximate efficiency in set optimization
by Marius Durea & Elena-Andreea Florea - 461-498 Solving quasimonotone and non-monotone variational inequalities
by V. A. Uzor & T. O. Alakoya & O. T. Mewomo & A. Gibali
October 2023, Volume 98, Issue 2
- 155-168 Binary programming formulations for the upper domination problem
by Ryan Burdett & Michael Haythorpe & Alex Newcombe - 169-203 Stochastic Mitra–Wan forestry models analyzed as a mean field optimal control problem
by Carmen G. Higuera-Chan & Leonardo R. Laura-Guarachi & J. Adolfo Minjárez-Sosa - 205-230 Optimal stopping and impulse control in the presence of an anticipated regime switch
by Luis H. R. Alvarez E. & Wiljami Sillanpää - 231-268 Risk filtering and risk-averse control of Markovian systems subject to model uncertainty
by Tomasz R. Bielecki & Igor Cialenco & Andrzej Ruszczyński - 269-297 Subnetwork constraints for tighter upper bounds and exact solution of the clique partitioning problem
by Alexander Belyi & Stanislav Sobolevsky & Alexander Kurbatski & Carlo Ratti - 299-324 An algorithm for quasiconvex equilibrium problems and asymptotically nonexpansive mappings: application to a Walras model with implicit supply–demand
by Nguyen Ngoc Hai & Le Dung Muu & Bui Dinh
August 2023, Volume 98, Issue 1
- 1-39 Computational analysis of $$GI^{[X]}/D$$ G I [ X ] / D - $$MSP^{(a,b)}/1$$ M S P ( a , b ) / 1 queueing system via RG-factorization
by Kousik Das & Sujit Kumar Samanta - 41-41 Correction to: Computational analysis of GI[X] /D-MSP(a,b) /1 queueing system via RG-factorization
by Kousik Das & Sujit Kumar Samanta - 43-56 Approximation algorithms for stochastic online matching with reusable resources
by Meghan Shanks & Ge Yu & Sheldon H. Jacobson - 57-73 On egalitarian values for cooperative games with level structures
by J. M. Alonso-Meijide & J. Costa & I. García-Jurado & J. C. Gonçalves-Dosantos - 75-91 Contractive approximations in average Markov decision chains driven by a risk-seeking controller
by Gustavo Portillo-Ramírez & Rolando Cavazos-Cadena & Hugo Cruz-Suárez - 93-109 A partial ellipsoidal approximation scheme for nonconvex homogeneous quadratic optimization with quadratic constraints
by Zhuoyi Xu & Linbin Li & Yong Xia - 111-153 Bin stretching with migration on two hierarchical machines
by Islam Akaria & Leah Epstein
June 2023, Volume 97, Issue 3
- 289-310 Alternating direction method of multipliers for linear hyperspectral unmixing
by Yu-Hong Dai & Fangfang Xu & Liwei Zhang - 311-338 The α-Egalitarian Myerson value of games with communication structure
by Zijun Li & Fanyong Meng - 339-366 Existence and computations of best affine strategies for multilevel reverse Stackelberg games
by Seyfe Belete Worku & Birilew Belayneh Tsegaw & Semu Mitiku Kassa - 367-382 Sublinear scalarizations for proper and approximate proper efficient points in nonconvex vector optimization
by Fernando García-Castaño & Miguel Ángel Melguizo-Padial & G. Parzanese - 383-390 Average monotonic cooperative games with nontransferable utility
by José-Manuel Giménez-Gómez & Peter Sudhölter & Cori Vilella - 391-436 Testing indexability and computing Whittle and Gittins index in subcubic time
by Nicolas Gast & Bruno Gaujal & Kimang Khun
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