## Mathematics of Operations Research

 Short Title: Math. Oper. Res. Publisher: Institute for Operations Research and the Management Sciences (INFORMS), Catonsville, MD ISSN: 0364-765X; 1526-5471/e Online: https://pubsonline.informs.org/loi/moor Comments: Indexed cover-to-cover
 Documents Indexed: 2,368 Publications (since 1976) References Indexed: 462 Publications with 16,167 References.
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### Latest Issues

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### Authors

 20 Todd, Michael J. 16 Ye, Yinyu 15 Pang, Jong-Shi 15 Rothblum, Uriel George 14 Rhee, Wansoo T. 14 Whitt, Ward 12 Hordijk, Arie 12 Lewis, Adrian S. 12 Sudderth, William D. 12 Sviridenko, Maxim I. 11 Feinberg, Eugene Aleksandrovich 11 Lehrer, Ehud 11 Neyman, Abraham 11 Shapiro, Alexander 11 Shwartz, Adam 10 Atar, Rami 10 Bertsekas, Dimitri Panteli 10 Conforti, Michele 10 Cornuéjols, Gérard P. 10 Freund, Robert M. 10 Hassin, Refael 10 Mannor, Shie 10 Nagarajan, Viswanath 10 Solan, Eilon 10 Teboulle, Marc 10 Tsitsiklis, John N. 10 Wolsey, Laurence Alexander 9 Bertsimas, Dimitris John 9 Eaves, B. Curtis 9 Federgruen, Awi 9 Fishburn, Peter Clingerman 9 Glynn, Peter W. 9 Gowda, Muddappa Seetharama 9 Kojima, Masakazu 9 Megiddo, Nimrod 9 Monteiro, Renato D. C. 9 Renault, Jérôme 9 Rockafellar, Ralph Tyrrell 9 Smith, Robert Longworth 9 Zemel, Eitan 8 Basu, Amitabh 8 Gupta, Anupam 8 Levi, Retsef 8 Mandelbaum, Avi 8 Mizuno, Shinji 8 Qi, Liqun 8 Queyranne, Maurice 8 Saigal, Romesh 8 Shimkin, Nahum 8 Shmoys, David B. 8 Skutella, Martin 8 Tseng, Paul 8 Wets, Roger Jean-Baptiste 8 Yao, David D. W. 8 Zhang, Shuzhong 8 Zwart, Bert P. 7 Bayraktar, Erhan 7 Ben-Tal, Aharon 7 Blanchet, Jose H. 7 Dayanik, Savas 7 Filar, Jerzy A. 7 Flesch, Janos 7 Fujishige, Satoru 7 Glazebrook, Kevin D. 7 Goemans, Michel X. 7 Hart, Sergiu 7 Kannan, Ravindran 7 Lasserre, Jean-Bernard 7 Laurent, Monique 7 Nemirovski, Arkadi S. 7 Ozdaglar, Asuman E. 7 Robinson, Stephen M. 7 Roundy, Robin O. 7 Ruszczyński, Andrzej 7 Scarf, Herbert E. 7 Schulz, Andreas S. 7 Sethuraman, Jayachandran 7 Shaked, Moshe 7 Sorin, Sylvain 7 Sun, Jie 7 Taksar, Michael I. 7 Talagrand, Michel 7 Tardos, Éva 6 Balder, Erik J. 6 Bolte, Jérôme 6 Buchbinder, Niv 6 Coffman, Edward Grady jun. 6 Correa, José R. 6 Cunningham, William H. 6 Dai, J. G. (Jim) 6 Denardo, Eric V. 6 Glasserman, Paul 6 Harks, Tobias 6 Harrison, John Michael 6 Monderer, Dov 6 Murota, Kazuo 6 Potts, Chris N. 6 Ralph, Daniel 6 Rinnooy Kan, Alexander Hendrik George 6 Rolski, Tomasz ...and 2,382 more Authors
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### Fields

 1,684 Operations research, mathematical programming (90-XX) 638 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 522 Probability theory and stochastic processes (60-XX) 294 Computer science (68-XX) 256 Calculus of variations and optimal control; optimization (49-XX) 241 Numerical analysis (65-XX) 166 Systems theory; control (93-XX) 136 Combinatorics (05-XX) 114 Convex and discrete geometry (52-XX) 103 Statistics (62-XX) 37 Linear and multilinear algebra; matrix theory (15-XX) 34 Operator theory (47-XX) 33 General topology (54-XX) 24 Functional analysis (46-XX) 22 Real functions (26-XX) 21 Measure and integration (28-XX) 17 Information and communication theory, circuits (94-XX) 16 Approximations and expansions (41-XX) 12 Order, lattices, ordered algebraic structures (06-XX) 12 Number theory (11-XX) 12 Algebraic geometry (14-XX) 12 Algebraic topology (55-XX) 11 Partial differential equations (35-XX) 10 Manifolds and cell complexes (57-XX) 10 Global analysis, analysis on manifolds (58-XX) 8 Dynamical systems and ergodic theory (37-XX) 7 Mathematical logic and foundations (03-XX) 7 Ordinary differential equations (34-XX) 5 Biology and other natural sciences (92-XX) 3 History and biography (01-XX) 3 Difference and functional equations (39-XX) 3 Integral transforms, operational calculus (44-XX) 3 Geometry (51-XX) 2 Field theory and polynomials (12-XX) 2 Nonassociative rings and algebras (17-XX) 1 General and overarching topics; collections (00-XX) 1 Commutative algebra (13-XX) 1 Associative rings and algebras (16-XX) 1 Group theory and generalizations (20-XX) 1 Functions of a complex variable (30-XX) 1 Several complex variables and analytic spaces (32-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Differential geometry (53-XX) 1 Statistical mechanics, structure of matter (82-XX)

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Strongly regular generalized equations. Zbl 0437.90094
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Graphs and cooperation in games. Zbl 0402.90106
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Convergence analysis of some algorithms for solving nonsmooth equations. Zbl 0776.65037
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The complexity of flow shop and jobshop scheduling. Zbl 0396.90041
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A greedy heuristic for the set-covering problem. Zbl 0443.90066
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Integer programming with a fixed number of variables. Zbl 0524.90067
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Portfolio selection with transaction costs. Zbl 0717.90007
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Proximal alternating minimization and projection methods for nonconvex problems: an approach based on the Kurdyka-Łojasiewicz inequality. Zbl 1214.65036
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Scenarios and policy aggregation in optimization under uncertainty. Zbl 0729.90067
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Optimal investment policies for a firm with a random risk process: exponential utility and minimizing the probability of ruin. Zbl 0846.90012
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Mathematical programs with complementarity constraints: stationarity, optimality, and sensitivity. Zbl 1073.90557
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2000
A new approach to Lagrange multipliers. Zbl 0404.90100
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A weak-to-strong convergence principle for Fejér-monotone methods in Hilbert spaces. Zbl 1082.65058
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Self-scaled barriers and interior-point methods for convex programming. Zbl 0871.90064
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Minimizing total tardiness on one machine is NP-hard. Zbl 0714.90052
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1990
Mathematical properties of the Banzhaf power index. Zbl 0409.90008
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Cooling schedules for optimal annealing. Zbl 0652.65050
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1988
Lipschitz behavior of solutions to convex minimization problems. Zbl 0539.90085
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Tangent cones, generalized gradients and mathematical programming in Banach spaces. Zbl 0409.90086
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1979
Jointly constrained biconvex programming. Zbl 0521.90087
Al-Khayyal, Faiz A.; Falk, James E.
1983
Strong and weak convexity of sets and functions. Zbl 0526.90077
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1983
The economic of matching: Stability and incentives. Zbl 0496.90008
Roth, Alvin E.
1982
An existence theorem in vector optimization. Zbl 0688.90051
Dinh The Luc
1989
Robust portfolio selection problems. Zbl 1082.90082
Goldfarb, D.; Iyengar, G.
2003
Geometric properties of the kernel, nucleolus, and related solution concepts. Zbl 0426.90097
Maschler, M.; Peleg, B.; Shapley, L. S.
1979
Regularity and stability for convex multivalued functions. Zbl 0418.52005
Robinson, Stephen M.
1976
On adaptive-step primal-dual interior-point algorithms for linear programming. Zbl 0810.90091
Mizuno, Shinji; Todd, Michael J.; Ye, Yinyu
1993
Newton’s method for B-differentiable equations. Zbl 0716.90090
Pang, Jong-Shi
1990
Nonlinear proximal point algorithms using Bregman functions, with applications to convex programming. Zbl 0807.47036
Eckstein, Jonathan
1993
Optimization of convex risk functions. Zbl 1278.90283
Ruszczynski, Andrzej; Shapiro, Alexander
2006
On metric generators of graphs. Zbl 1082.05032
Sebö, András; Tannier, Eric
2004
The generalized quasi-variational inequality problem. Zbl 0502.90080
Chan, D.; Pang, J. S.
1982
Distributional strategies for games with incomplete information. Zbl 0582.90106
Milgrom, Paul R.; Weber, Robert J.
1985
Combinatorial optimization with rational objective functions. Zbl 0425.90076
Megiddo, Nimrod
1979
Some useful functions for functional limit theorems. Zbl 0428.60010
Whitt, Ward; Sleeman, B. D.
1980
A stochastic calculus model of continuous trading: optimal portfolios. Zbl 1011.91503
Pliska, Stanley R.
1986
Odd minimum cut-sets and b-matchings. Zbl 0499.90056
Padberg, Manfred W.; Rao, M. R.
1982
Minkowski’s convex body theorem and integer programming. Zbl 0639.90069
Kannan, Ravi
1987
Open queueing networks in heavy traffic. Zbl 0549.90043
Reiman, Martin I.
1984
On cones of nonnegative quadratic functions. Zbl 1082.90086
Sturm, Jos F.; Zhang, Shuzhong
2003
A best possible heuristic for the k-center problem. Zbl 0565.90015
Hochbaum, Dorit S.; Shmoys, David B.
1985
One-processor scheduling with symmetric earliness and tardiness penalties. Zbl 0671.90033
Garey, Michael R.; Tarjan, Robert E.; Wilfong, Gordon T.
1988
Cooperative fuzzy games. Zbl 0496.90092
Aubin, Jean-Pierre
1981
New finite pivoting rules for the simplex method. Zbl 0408.90050
Bland, Robert G.
1977
Scheduling to minimize average completion time: Off-line and on-line approximation algorithms. Zbl 0883.90064
Hall, Leslie A.; Schulz, Andreas S.; Shmoys, David B.; Wein, Joel
1997
On dividing an amount according to individual claims or liabilities. Zbl 0629.90003
Young, H. Peyton
1987
A comparison of the Sherali-Adams, Lovász-Schrijver, and Lasserre relaxations for 0-1 programming. Zbl 1082.90084
Laurent, Monique
2003
Stochastic decomposition: An algorithm for two-stage linear programs with recourse. Zbl 0746.90045
Higle, Julia L.; Sen, Suvrajeet
1991
Decompositions of simplicial complexes related to diameters of convex polyhedra. Zbl 0457.52005
Provan, J. Scott; Billera, Louis J.
1980
Value theory without efficiency. Zbl 0496.90096
Dubey, Pradeep; Neyman, Abraham; Weber, Robert James
1981
Conjugate gradient methods with inexact searches. Zbl 0399.90077
Shanno, David F.
1978
Normal maps induced by linear transformations. Zbl 0777.90063
Robinson, Stephen M.
1992
Necessary optimality conditions for optimization problems with variational inequality constraints. Zbl 1088.90042
Ye, J. J.; Ye, X. Y.
1997
Minimization by random search techniques. Zbl 0502.90070
Solis, Francisco J.; Wets, Roger J.-B.
1981
On the complexity of cooperative solution concepts. Zbl 0824.90146
1994
Expected residual minimization method for stochastic linear complementarity problems. Zbl 1162.90527
Chen, Xiaojun; Fukushima, Masao
2005
Randomized methods for linear constraints: convergence rates and conditioning. Zbl 1216.15006
Leventhal, D.; Lewis, A. S.
2010
The fair division of a fixed supply among a growing population. Zbl 0524.90102
Thomson, William
1983
Variational inequalities with generalized monotone operators. Zbl 0813.49010
Yao, Jen-Chih
1994
An inexact hybrid generalized proximal point algorithm and some new results on the theory of Bregman functions. Zbl 0980.90097
Solodov, M. V.; Svaiter, B. F.
2000
Mean-variance portfolio selection with random parameters in a complete market. Zbl 1082.91521
Lim, Andrew E. B.; Zhou, Xun Yu
2002
Semismooth matrix-valued functions. Zbl 1082.49501
Sun, Defeng; Sun, Jie
2002
An $$O(\sqrt{n} L)$$-iteration homogeneous and self-dual linear programming algorithm. Zbl 0799.90087
Ye, Yinyu; Todd, Michael J.; Mizuno, Shinji
1994
Fast approximation algorithms for knapsack problems. Zbl 0425.90064
Lawler, Eugene L.
1979
The traveling salesman problem with distances one and two. Zbl 0778.90057
1993
An implicit-function theorem for a class of nonsmooth functions. Zbl 0746.46039
Robinson, Stephen M.
1991
Approximation schemes for the restricted shortest path problem. Zbl 0763.90083
Hassin, Refael
1992
A polynomial time algorithm for counting integral points in polyhedra when the dimension is fixed. Zbl 0821.90085
Barvinok, Alexander I.
1994
A fixed-point approach to stable matchings and some applications. Zbl 1082.90096
Fleiner, Tamás
2003
Selfish routing in capacitated networks. Zbl 1082.90009
Correa, José R.; Schulz, Andreas S.; Stier-Moses, Nicolás E.
2004
The asymptotic theory of stochastic games. Zbl 0364.93031
Bewley, Truman; Kohlberg, Elon
1976
Sensitivity analysis in variational inequalities. Zbl 0674.49007
Dafermos, Stella
1988
The strong second-order sufficient condition and constraint nondegeneracy in nonlinear semidefinite programming and their implications. Zbl 1278.90304
Sun, Defeng
2006
Löwner’s operator and spectral functions in Euclidean Jordan algebras. Zbl 1218.90197
Sun, Defeng; Sun, Jie
2008
Conditional risk mappings. Zbl 1278.90284
Ruszczynski, Andrzej; Shapiro, Alexander
2006
Barrier functions in interior point methods. Zbl 0867.90090
Güler, Osman
1996
A survey and comparison of methods for finding all vertices of convex polyhedral sets. Zbl 0442.90050
Matheiss, T. H.; Rubin, David S.
1980
Totally balanced games and games of flow. Zbl 0498.90030
Kalai, Ehud; Zemel, Eitan
1982
A successive underestimation method for concave minimization problems. Zbl 0362.90082
Falk, James E.; Hoffman, Karla R.
1976
On polyhedral approximations of the second-order cone. Zbl 1082.90133
2001
Bounds and heuristics for capacitated routing problems. Zbl 0582.90030
Haimovich, M.; Rinnooy Kan, A. H. G.
1985
Analysis of sample-path optimization. Zbl 0868.90087
Robinson, Stephen M.
1996
Entropic proximal mappings with applications to nonlinear programming. Zbl 0766.90071
Teboulle, Marc
1992
An algorithm for constrained optimization with semismooth functions. Zbl 0395.90069
Mifflin, Robert
1977
Robust dynamic programming. Zbl 1082.90123
Iyengar, Garud N.
2005
Extension of the generalized complementarity problem. Zbl 0363.90091
Saigal, Romesh
1976
Probabilistic analysis of partitioning algorithms for the traveling- salesman problem in the plane. Zbl 0391.90091
Karp, Richard M.
1977
Variance-optimal hedging in discrete time. Zbl 0835.90008
Schweizer, Martin
1995
The lattice structure of the set of stable matchings with multiple partners. Zbl 0664.90075
Blair, Charles
1988
Instantaneous control of Brownian motion. Zbl 0523.93068
Harrison, J. Michael; Taksar, Michael I.
1983
On the rank of extreme matrices in semidefinite programs and the multiplicity of optimal eigenvalues. Zbl 0977.90051
Pataki, Gábor
1998
On the starting and stopping problem: application in reversible investments. Zbl 1276.91100
2007
Associative and Jordan algebras, and polynomial time interior-point algorithms for symmetric cones. Zbl 1073.90572
2001
Quadratic hedging and mean-variance portfolio selection with random parameters in an incomplete market. Zbl 1082.91050
Lim, Andrew E. B.
2004
On the existence of Pareto efficient points. Zbl 0508.90080
Borwein, Jonathan M.
1983
On quasi-convex duality. Zbl 0717.90058
Penot, Jean-Paul; Volle, Michel
1990
A polynomial-time primal-dual affine scaling algorithm for linear and convex quadratic programming and its power series extension. Zbl 0714.90060
Monteiro, Renato D. C.; Adler, Ilan; Resende, Maricio G. C.
1990
Unanimous and strategy-proof probabilistic rules for single-peaked preference profiles on graphs. Zbl 1468.91046
Peters, Hans; Roy, Souvik; Sadhukhan, Soumyarup
2021
A mean field game of optimal portfolio liquidation. Zbl 1483.91215
Fu, Guanxing; Graewe, Paulwin; Horst, Ulrich; Popier, Alexandre
2021
Proximal-like incremental aggregated gradient method with linear convergence under Bregman distance growth conditions. Zbl 1469.90108
Zhang, Hui; Dai, Yu-Hong; Guo, Lei; Peng, Wei
2021
Strong and weak equilibria for time-inconsistent stochastic control in continuous time. Zbl 1476.93160
Huang, Yu-Jui; Zhou, Zhou
2021
A probabilistic approach to extended finite state mean field games. Zbl 1468.49043
Carmona, René; Wang, Peiqi
2021
Stationary waiting time in parallel queues with synchronization. Zbl 1481.60196
Olvera-Cravioto, Mariana; Ruiz-Lacedelli, Octavio
2021
Fast hybrid schemes for fractional Riccati equations (rough is not so tough). Zbl 1481.60079
Callegaro, Giorgia; Grasselli, Martino; Pagès, Gilles
2021
New algorithms for solving zero-sum stochastic games. Zbl 1466.91022
Oliu-Barton, Miquel
2021
Heavy traffic limits for join-the-shortest-estimated-queue policy using delayed information. Zbl 1470.60244
Atar, Rami; Lipshutz, David
2021
Competitive equilibrium with indivisible goods and generic budgets. Zbl 1466.91138
Babaioff, Moshe; Nisan, Noam; Talgam-Cohen, Inbal
2021
On uniform exponential ergodicity of Markovian multiclass many-server queues in the Halfin-Whitt regime. Zbl 1468.90039
Arapostathis, Ari; Hmedi, Hassan; Pang, Guodong
2021
From monetary to nonmonetary mechanism design via artificial currencies. Zbl 1471.91200
Gorokh, Artur; Banerjee, Siddhartha; Iyer, Krishnamurthy
2021
A theory for measures of tail risk. Zbl 1471.91626
Liu, Fangda; Wang, Ruodu
2021
Stochastic load balancing on unrelated machines. Zbl 07354634
Gupta, Anupam; Kumar, Amit; Nagarajan, Viswanath; Shen, Xiangkun
2021
Trust your data or not – StQP remains StQP: community detection via robust standard quadratic optimization. Zbl 1469.90097
Bomze, Immanuel M.; Kahr, Michael; Leitner, Markus
2021
Popularity, mixed matchings, and self-duality. Zbl 1471.90123
Huang, Chien-Chung; Kavitha, Telikepalli
2021
On the optimality of affine policies for budgeted uncertainty sets. Zbl 1471.90103
El Housni, Omar; Goyal, Vineet
2021
Active-set Newton methods and partial smoothness. Zbl 1471.90143
2021
A general analysis of sequential social learning. Zbl 1483.91146
Arieli, Itai; Mueller-Frank, Manuel
2021
The proximal alternating direction method of multipliers in the nonconvex setting: convergence analysis and rates. Zbl 1480.90198
2020
Nonzero-sum stochastic differential games with impulse controls: a verification theorem with applications. Zbl 1437.91044
Aïd, René; Basei, Matteo; Callegaro, Giorgia; Campi, Luciano; Vargiolu, Tiziano
2020
A stochastic analysis of queues with customer choice and delayed information. Zbl 1466.60190
Pender, Jamol; Rand, Richard; Wesson, Elizabeth
2020
Worst-case examples for Lasserre’s measure-based hierarchy for polynomial optimization on the hypercube. Zbl 1442.90141
de Klerk, Etienne; Laurent, Monique
2020
On synchronous, asynchronous, and randomized best-response schemes for stochastic Nash games. Zbl 1437.91047
Lei, Jinlong; Shanbhag, Uday V.; Pang, Jong-Shi; Sen, Suvrajeet
2020
Decompositions of semidefinite matrices and the perspective reformulation of nonseparable quadratic programs. Zbl 1437.90110
Frangioni, Antonio; Gentile, Claudio; Hungerford, James
2020
Epi-regularization of risk measures. Zbl 1455.90115
Kouri, Drew P.; Surowiec, Thomas M.
2020
Trimmed statistical estimation via variance reduction. Zbl 1461.65120
Aravkin, Aleksandr; Davis, Damek
2020
Characterization, robustness, and aggregation of signed Choquet integrals. Zbl 1455.91072
Wang, Ruodu; Wei, Yunran; Willmot, Gordon E.
2020
The Euclidean $$k$$-supplier problem. Zbl 1442.90169
Nagarajan, Viswanath; Schieber, Baruch; Shachnai, Hadas
2020
Discrete midpoint convexity. Zbl 1443.52008
Moriguchi, Satoko; Murota, Kazuo; Tamura, Akihisa; Tardella, Fabio
2020
Random serial dictatorship: the one and only. Zbl 1437.91313
2020
Steady-state analysis of the join-the-shortest-queue model in the Halfin-Whitt regime. Zbl 1455.90035
Braverman, Anton
2020
A dynamic network model of interbank lending – systemic risk and liquidity provisioning. Zbl 1457.91406
Capponi, Agostino; Sun, Xu; Yao, David D.
2020
Quitting games and linear complementarity problems. Zbl 1461.91033
Solan, Eilon; Solan, Omri N.
2020
Greed works – online algorithms for unrelated machine stochastic scheduling. Zbl 1440.90012
Gupta, Varun; Moseley, Benjamin; Uetz, Marc; Xie, Qiaomin
2020
Optimal redeeming strategy of stock loans under drift uncertainty. Zbl 1437.91423
Xu, Zuo Quan; Yi, Fahuai
2020
A block successive upper-bound minimization method of multipliers for linearly constrained convex optimization. Zbl 1456.90124
Hong, Mingyi; Chang, Tsung-Hui; Wang, Xiangfeng; Razaviyayn, Meisam; Ma, Shiqian; Luo, Zhi-Quan
2020
Approximate Markov-Nash equilibria for discrete-time risk-sensitive mean-field games. Zbl 1455.91040
Saldi, Naci; Başar, Tamer; Raginsky, Maxim
2020
Budgeted prize-collecting traveling salesman and minimum spanning tree problems. Zbl 1456.90137
Paul, Alice; Freund, Daniel; Ferber, Aaron; Shmoys, David B.; Williamson, David P.
2020
Primal-dual interior-point methods for domain-driven formulations. Zbl 1455.90127
Karimi, Mehdi; Tunçel, Levent
2020
Multiconstrained finite-horizon piecewise deterministic Markov decision processes with unbounded transition rates. Zbl 1468.90140
Huang, Yonghui; Guo, Xianping
2020
Hamiltonian cycles and subsets of discounted occupational measures. Zbl 1455.90145
Eshragh, Ali; Filar, Jerzy A.; Kalinowski, Thomas; Mohammadian, Sogol
2020
Rescaling algorithms for linear conic feasibility. Zbl 1455.90103
Dadush, Daniel; Végh, László A.; Zambelli, Giacomo
2020
Synthesis and generalization of structural results in inventory management: a generalized convexity property. Zbl 1440.90001
Federgruen, Awi; Liu, Zhe; Lu, Lijian
2020
On the efficiency of random permutation for ADMM and coordinate descent. Zbl 1442.90147
Sun, Ruoyu; Luo, Zhi-Quan; Ye, Yinyu
2020
On the construction of substitutes. Zbl 1434.90164
Balkanski, Eric; Leme, Renato Paes
2020
Variance regularization in sequential Bayesian optimization. Zbl 1459.90219
Kim, Michael Jong
2020
The limit of stationary distributions of many-server queues in the Halfin-Whitt regime. Zbl 1451.90043
Aghajani, Reza; Ramanan, Kavita
2020
Monotonicity and weighted prenucleoli: a characterization without consistency. Zbl 1455.91020
Calleja, Pedro; Llerena, Francesc; Sudhölter, Peter
2020
Strong metric (sub)regularity of Karush-Kuhn-Tucker mappings for piecewise linear-quadratic convex-composite optimization and the quadratic convergence of Newton’s method. Zbl 1456.90123
Burke, James V.; Engle, Abraham
2020
Utility maximization with proportional transaction costs under model uncertainty. Zbl 1455.91245
Deng, Shuoqing; Tan, Xiaolu; Yu, Xiang
2020
Surplus-invariant risk measures. Zbl 1455.91275
Gao, Niushan; Munari, Cosimo
2020
Closing the gap for makespan scheduling via sparsification techniques. Zbl 1451.90062
Jansen, Klaus; Klein, Kim-Manuel; Verschae, José
2020
Stochastic recursive inclusions in two timescales with nonadditive iterate-dependent Markov noise. Zbl 1460.62136
Yaji, Vinayaka G.; Bhatnagar, Shalabh
2020
About the structure of the integer cone and its application to bin packing. Zbl 1456.90134
Jansen, Klaus; Klein, Kim-Manuel
2020
Asymptotic optimality of power-of-$$d$$ load balancing in large-scale systems. Zbl 1455.60124
Mukherjee, Debankur; Borst, Sem C.; van Leeuwaarden, Johan S. H.; Whiting, Philip A.
2020
Quantifying distributional model risk via optimal transport. Zbl 1434.60113
Blanchet, Jose; Murthy, Karthyek
2019
A tale of a principal and many, many agents. Zbl 1443.91198
Elie, Romuald; Mastrolia, Thibaut; Possamaï, Dylan
2019
Pointwise arbitrage pricing theory in discrete time. Zbl 1437.90159
Burzoni, Matteo; Frittelli, Marco; Hou, Zhaoxu; Maggis, Marco; Obłój, Jan
2019
Incremental constraint projection methods for monotone stochastic variational inequalities. Zbl 1477.65101
Iusem, Alfredo N.; Jofré, Alejandro; Thompson, Philip
2019
A mean field competition. Zbl 1437.91059
Nutz, Marcel; Zhang, Yuchong
2019
No small linear program approximates vertex cover within a factor $$2 -\varepsilon$$. Zbl 1435.68110
Bazzi, Abbas; Fiorini, Samuel; Pokutta, Sebastian; Svensson, Ola
2019
Zero-sum stopping games with asymmetric information. Zbl 1443.91081
Gensbittel, Fabien; Grün, Christine
2019
Rare Nash equilibria and the price of anarchy in large static games. Zbl 1435.91024
Lacker, Daniel; Ramanan, Kavita
2019
On the nonergodic convergence rate of an inexact augmented Lagrangian framework for composite convex programming. Zbl 1441.90119
Liu, Ya-Feng; Liu, Xin; Ma, Shiqian
2019
Polytope conditioning and linear convergence of the Frank-Wolfe algorithm. Zbl 1440.90048
Peña, Javier; Rodríguez, Daniel
2019
Explore first, exploit next: the true shape of regret in bandit problems. Zbl 1435.62308
Garivier, Aurélien; Ménard, Pierre; Stoltz, Gilles
2019
Linear convergence of projection algorithms. Zbl 1446.47064
Dao, Minh N.; Phan, Hung M.
2019
Brownian control problems for a multiclass M/M/1 queueing problem with model uncertainty. Zbl 1441.93336
Cohen, Asaf
2019
On likely solutions of the stable matching problem with unequal numbers of men and women. Zbl 1435.91128
Pittel, Boris
2019
Location games on networks: existence and efficiency of equilibria. Zbl 1443.91074
Fournier, Gaëtan; Scarsini, Marco
2019
Heavy-traffic analysis through uniform acceleration of queues with diminishing populations. Zbl 1437.60065
Bet, Gianmarco; van der Hofstad, Remco; van Leeuwaarden, Johan S. H.
2019
Constrained submodular maximization via a nonsymmetric technique. Zbl 1434.68674
Buchbinder, Niv; Feldman, Moran
2019
Computing stable outcomes in symmetric additively separable hedonic games. Zbl 1437.91018
Gairing, Martin; Savani, Rahul
2019
A general regularized continuous formulation for the maximum clique problem. Zbl 1437.90147
Hungerford, James T.; Rinaldi, Francesco
2019
Product-mix auctions and tropical geometry. Zbl 1434.91033
Tran, Ngoc Mai; Yu, Josephine
2019
On submodular search and machine scheduling. Zbl 1437.91103
Fokkink, Robbert; Lidbetter, Thomas; Végh, László A.
2019
Discrete approximation and quantification in distributionally robust optimization. Zbl 1440.90041
Liu, Yongchao; Pichler, Alois; Xu, Huifu
2019
A market impact game under transient price impact. Zbl 1443.91278
Schied, Alexander; Zhang, Tao
2019
Nonparametric self-adjusting control for joint learning and optimization of multiproduct pricing with finite resource capacity. Zbl 1442.90096
Chen, Qi (George); Jasin, Stefanus; Duenyas, Izak
2019
Sampling-based approximation schemes for capacitated stochastic inventory control models. Zbl 1432.90011
Cheung, Wang Chi; Simchi-Levi, David
2019
Continuous-time portfolio choice under monotone mean-variance preferences – stochastic factor case. Zbl 1437.91412
Trybuła, Jakub; Zawisza, Dariusz
2019
Approximate Nash equilibria in partially observed stochastic games with mean-field interactions. Zbl 1437.91060
Saldi, Naci; Başar, Tamer; Raginsky, Maxim
2019
Unique Tarski fixed points. Zbl 1437.47026
Marinacci, Massimo; Montrucchio, Luigi
2019
From duels to battlefields: computing equilibria of Blotto and other games. Zbl 1437.91011
2019
Rationalizable implementation of correspondences. Zbl 1437.91019
Kunimoto, Takashi; Serrano, Roberto
2019
Weak stability of $$\ell_1$$-minimization methods in sparse data reconstruction. Zbl 1441.90091
Zhao, Yun-Bin; Jiang, Houyuan; Luo, Zhi-Quan
2019
The entropic barrier: exponential families, log-concave geometry, and self-concordance. Zbl 1441.90116
Bubeck, Sébastien; Eldan, Ronen
2019
Pricing average and spread options under local-stochastic volatility jump-diffusion models. Zbl 1435.91191
Shiraya, Kenichiro; Takahashi, Akihiko
2019
Unbiased sensitivity estimation of one-dimensional diffusion processes. Zbl 1477.65015
Kang, Wanmo; Lee, Jong Mun
2019
Approximation algorithms for dynamic assortment optimization models. Zbl 1432.90009
Aouad, Ali; Levi, Retsef; Segev, Danny
2019
A solvable two-dimensional degenerate singular stochastic control problem with nonconvex costs. Zbl 1443.91215
De Angelis, Tiziano; Ferrari, Giorgio; Moriarty, John
2019
Probabilistic bisection converges almost as quickly as stochastic approximation. Zbl 1441.90105
Frazier, Peter I.; Henderson, Shane G.; Waeber, Rolf
2019
Efficient rare-event simulation for multiple jump events in regularly varying random walks and compound Poisson processes. Zbl 07195280
Chen, Bohan; Blanchet, Jose; Rhee, Chang-Han; Zwart, Bert
2019
Efficient computation of optimal auctions via reduced forms. Zbl 1437.91212
Alaei, Saeed; Fu, Hu; Haghpanah, Nima; Hartline, Jason; Malekian, Azarakhsh
2019
Uniform turnpike theorems for finite Markov decision processes. Zbl 1437.90158
Lewis, Mark E.; Paul, Anand
2019
Optimal cutting planes from the group relaxations. Zbl 1437.90106
Basu, Amitabh; Conforti, Michele; Di Summa, Marco; Zambelli, Giacomo
2019
An inverse optimal stopping problem for diffusion processes. Zbl 1443.91199
Kruse, Thomas; Strack, Philipp
2019
No-arbitrage and hedging with liquid American options. Zbl 1433.91169
Bayraktar, Erhan; Zhou, Zhou
2019
Perfect sampling of generalized Jackson networks. Zbl 07179979
Blanchet, Jose; Chen, Xinyun
2019
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### Cited by 24,277 Authors

 121 Yao, Jen-Chih 76 Zhang, Liwei 74 Qi, Liqun 72 Mordukhovich, Boris S. 67 Yang, Xiaoqi 56 Pang, Jong-Shi 56 Whitt, Ward 54 Noor, Muhammad Aslam 54 Ye, Yinyu 53 Guo, Xianping 53 Kanzow, Christian 50 Penot, Jean-Paul 49 Chen, Jein-Shan 49 Fukushima, Masao 46 Zhang, Shuzhong 45 Sun, Defeng 45 Sun, Jie 43 Bertsimas, Dimitris John 43 Escudero, Laureano Fernando 43 Xu, Dachuan 43 Yuan, Xiaoming 42 Cornuéjols, Gérard P. 42 Glynn, Peter W. 42 Jansen, Klaus 42 Kheirfam, Behrouz 42 Levin, Asaf 42 Shapiro, Alexander 42 Tijs, Stef H. 41 Li, Duan 41 Van den Brink, René 41 Zwart, Bert P. 40 Outrata, Jiří V. 40 Rockafellar, Ralph Tyrrell 40 Terlaky, Tamás 40 Toh, Kim Chuan 39 Xiu, Naihua 38 Huang, Zheng-Hai 38 Pardalos, Panos M. 38 Rothblum, Uriel George 37 Bayraktar, Erhan 37 Feinberg, Eugene Aleksandrovich 37 Hernández-Lerma, Onésimo 37 Huang, Nan-Jing 37 Puerto Albandoz, Justo 37 Xu, Huifu 36 Epstein, Leah 36 Ma, Changfeng 36 Pan, Shaohua 36 Van der Laan, Gerard 36 Zaslavski, Alexander Yakovlevich 35 Dempe, Stephan 35 Murota, Kazuo 34 Conforti, Michele 34 Dey, Santanu S. 34 Han, Deren 34 Liu, Hongwei 34 Tunçel, Levent 34 Woeginger, Gerhard Johannes 33 Perry, David 33 Shabtay, Dvir 33 Solan, Eilon 33 Todd, Michael J. 32 Iusem, Alfredo Noel 32 Letchford, Adam N. 32 Ruszczyński, Andrzej 32 Thibault, Lionel 31 Cheng, Tai-Chiu Edwin 31 Grabisch, Michel 31 Strusevich, Vitaly A. 31 Thomson, William 31 Weismantel, Robert 31 Young, Virginia R. 30 Asmussen, Søren 30 Boxma, Onno Johan 30 Chen, Xiaojun 30 Jeyakumar, Vaithilingam 30 Laurent, Monique 30 Lin, Guihua 30 Scarsini, Marco 29 Basu, Amitabh 29 De Loera, Jesús A. 29 Ioffe, Alexander Davidovich 29 Li, Shengjie 29 Nowak, Andrzej S. 29 Tseng, Paul 29 Zhou, Jinchuan 28 Ahmed, Shabbir 28 Béal, Sylvain 28 Flesch, Janos 28 Koulamas, Christos P. 28 Mandjes, Michel Robertus Hendrikus 28 Phan Quôc Khánh 28 Pinar, Mustafa Çelebi 28 Sherali, Hanif D. 28 Yang, Xinmin 28 Nguyen Dong Yen 27 Bauschke, Heinz H. 27 Fang, Shu-Cherng 27 Fujishige, Satoru 27 Henrion, René ...and 24,177 more Authors
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### Cited in 848 Journals

 1,599 European Journal of Operational Research 1,281 Mathematical Programming. Series A. Series B 1,016 Journal of Optimization Theory and Applications 748 Operations Research Letters 618 Annals of Operations Research 570 Optimization 558 Games and Economic Behavior 528 Journal of Global Optimization 527 Discrete Applied Mathematics 513 Computers & Operations Research 481 Journal of Economic Theory 424 Journal of Mathematical Analysis and Applications 381 SIAM Journal on Optimization 368 Computational Optimization and Applications 343 International Journal of Game Theory 337 Queueing Systems 333 Theoretical Computer Science 324 Mathematics of Operations Research 301 Journal of Mathematical Economics 283 Operations Research 268 Optimization Letters 257 Mathematical Methods of Operations Research 256 Applied Mathematics and Computation 246 Mathematical Social Sciences 232 Algorithmica 231 Linear Algebra and its Applications 222 Journal of Computational and Applied Mathematics 218 Optimization Methods & Software 212 The Annals of Applied Probability 205 Insurance Mathematics & Economics 197 Stochastic Processes and their Applications 179 Journal of Combinatorial Optimization 177 Mathematical Programming 170 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 165 Discrete Optimization 160 Numerical Functional Analysis and Optimization 152 Economic Theory 151 Journal of Scheduling 150 Social Choice and Welfare 149 Set-Valued and Variational Analysis 146 Applied Mathematics and Optimization 143 Information Processing Letters 138 SIAM Journal on Control and Optimization 132 Automatica 132 Journal of Applied Probability 130 Journal of Industrial and Management Optimization 126 Top 126 Probability in the Engineering and Informational Sciences 124 Economics Letters 121 Computers & Mathematics with Applications 113 Advances in Applied Probability 113 Journal of Economic Dynamics & Control 105 Asia-Pacific Journal of Operational Research 104 International Game Theory Review 100 Statistics & Probability Letters 99 Theory and Decision 98 Discrete Mathematics 93 Mathematical Problems in Engineering 92 Artificial Intelligence 92 Quantitative Finance 87 Journal of Inequalities and Applications 86 Stochastic Models 81 Fuzzy Sets and Systems 80 Numerical Algorithms 80 Theory of Computing Systems 78 Nonlinear Analysis. Theory, Methods & Applications 76 Journal of Computer and System Sciences 76 Finance and Stochastics 73 INFORMS Journal on Computing 68 Mathematics and Financial Economics 68 Journal of the Operations Research Society of China 67 Kybernetika 67 RAIRO. Operations Research 66 Discrete & Computational Geometry 66 Fixed Point Theory and Applications 65 Transactions of the American Mathematical Society 65 Mathematical Finance 65 Abstract and Applied Analysis 64 Applied Mathematical Modelling 64 Dynamic Games and Applications 63 Information Sciences 63 Naval Research Logistics 63 Mathematical and Computer Modelling 63 SIAM Journal on Discrete Mathematics 63 International Journal of Theoretical and Applied Finance 63 Mathematical Programming Computation 62 Acta Mathematicae Applicatae Sinica. English Series 62 Computational Management Science 61 SIAM Journal on Computing 59 International Journal of Computer Mathematics 57 Optimization and Engineering 56 Journal of Information & Optimization Sciences 56 Set-Valued Analysis 56 Positivity 56 SIAM Journal on Financial Mathematics 55 ZOR. Zeitschrift für Operations Research 55 Journal of Applied Mathematics and Computing 54 Networks 54 Systems & Control Letters 54 Stochastic Systems ...and 748 more Journals
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### Cited in 60 Fields

 15,255 Operations research, mathematical programming (90-XX) 7,404 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 3,355 Probability theory and stochastic processes (60-XX) 3,248 Calculus of variations and optimal control; optimization (49-XX) 3,034 Computer science (68-XX) 2,802 Numerical analysis (65-XX) 1,531 Combinatorics (05-XX) 1,361 Systems theory; control (93-XX) 1,072 Statistics (62-XX) 901 Operator theory (47-XX) 735 Convex and discrete geometry (52-XX) 422 Linear and multilinear algebra; matrix theory (15-XX) 309 Real functions (26-XX) 307 Functional analysis (46-XX) 298 Partial differential equations (35-XX) 254 Information and communication theory, circuits (94-XX) 178 General topology (54-XX) 175 Global analysis, analysis on manifolds (58-XX) 174 Ordinary differential equations (34-XX) 173 Biology and other natural sciences (92-XX) 145 Number theory (11-XX) 145 Measure and integration (28-XX) 122 Algebraic geometry (14-XX) 115 Commutative algebra (13-XX) 97 Dynamical systems and ergodic theory (37-XX) 96 Mathematical logic and foundations (03-XX) 90 Order, lattices, ordered algebraic structures (06-XX) 90 Mechanics of deformable solids (74-XX) 88 Approximations and expansions (41-XX) 72 Statistical mechanics, structure of matter (82-XX) 48 Quantum theory (81-XX) 47 Nonassociative rings and algebras (17-XX) 45 Manifolds and cell complexes (57-XX) 40 Algebraic topology (55-XX) 34 Group theory and generalizations (20-XX) 34 Geometry (51-XX) 34 Differential geometry (53-XX) 32 Field theory and polynomials (12-XX) 30 History and biography (01-XX) 30 Fluid mechanics (76-XX) 28 General and overarching topics; collections (00-XX) 26 Difference and functional equations (39-XX) 25 Functions of a complex variable (30-XX) 25 Integral transforms, operational calculus (44-XX) 24 Mechanics of particles and systems (70-XX) 19 Integral equations (45-XX) 15 Optics, electromagnetic theory (78-XX) 15 Geophysics (86-XX) 12 Several complex variables and analytic spaces (32-XX) 11 Harmonic analysis on Euclidean spaces (42-XX) 8 Associative rings and algebras (16-XX) 8 Special functions (33-XX) 8 Classical thermodynamics, heat transfer (80-XX) 5 General algebraic systems (08-XX) 5 Topological groups, Lie groups (22-XX) 5 Potential theory (31-XX) 4 Sequences, series, summability (40-XX) 3 Relativity and gravitational theory (83-XX) 3 Mathematics education (97-XX) 2 Category theory; homological algebra (18-XX)