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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.
all top 5

Latest Issues

46, No. 4 (2021)
46, No. 3 (2021)
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23, No. 4 (1998)
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22, No. 4 (1997)
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...and 46 more Volumes
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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)

Publications by Year

Citations contained in zbMATH Open

2,146 Publications have been cited 38,472 times in 26,706 Documents Cited by Year
Optimal auction design. Zbl 0496.90099
Myerson, Roger B.
660
1981
Robust convex optimization. Zbl 0977.90052
Ben-Tal, A.; Nemirovski, A.
474
1998
Augmented Lagrangians and applications of the proximal point algorithm in convex programming. Zbl 0402.90076
Rockafellar, R. T.
394
1976
Strongly regular generalized equations. Zbl 0437.90094
Robinson, Stephen M.
372
1980
Graphs and cooperation in games. Zbl 0402.90106
Myerson, Roger B.
357
1977
Convergence analysis of some algorithms for solving nonsmooth equations. Zbl 0776.65037
Qi, Liqun
347
1993
The complexity of flow shop and jobshop scheduling. Zbl 0396.90041
Garey, M. R.; Johnson, D. S.; Sethi, Ravi
347
1976
A greedy heuristic for the set-covering problem. Zbl 0443.90066
Chvatal, V.
323
1979
Integer programming with a fixed number of variables. Zbl 0524.90067
Lenstra, H. W. jun.
305
1983
Portfolio selection with transaction costs. Zbl 0717.90007
Davis, M. H. A.; Norman, A. R.
281
1990
Proximal alternating minimization and projection methods for nonconvex problems: an approach based on the Kurdyka-Łojasiewicz inequality. Zbl 1214.65036
Attouch, Hédy; Bolte, Jérôme; Redont, Patrick; Soubeyran, Antoine
275
2010
Scenarios and policy aggregation in optimization under uncertainty. Zbl 0729.90067
Rockafellar, R. T.; Wets, Roger J.-B.
256
1991
Optimal investment policies for a firm with a random risk process: exponential utility and minimizing the probability of ruin. Zbl 0846.90012
Browne, Sid
253
1995
Mathematical programs with complementarity constraints: stationarity, optimality, and sensitivity. Zbl 1073.90557
Scheel, Holger; Scholtes, Stefan
234
2000
A new approach to Lagrange multipliers. Zbl 0404.90100
Clarke, Frank H.
220
1976
A weak-to-strong convergence principle for Fejér-monotone methods in Hilbert spaces. Zbl 1082.65058
Bauschke, Heinz H.; Combettes, Patrick L.
214
2001
Self-scaled barriers and interior-point methods for convex programming. Zbl 0871.90064
Nesterov, Yu. E.; Todd, M. J.
201
1997
Minimizing total tardiness on one machine is NP-hard. Zbl 0714.90052
Du, Jianzhong; Leung, Joseph Y.-T.
186
1990
Mathematical properties of the Banzhaf power index. Zbl 0409.90008
Dubey, Pradeep; Shapley, Lloyd S.
177
1979
Cooling schedules for optimal annealing. Zbl 0652.65050
Hajek, Bruce
177
1988
Lipschitz behavior of solutions to convex minimization problems. Zbl 0539.90085
Aubin, Jean-Pierre
176
1984
Tangent cones, generalized gradients and mathematical programming in Banach spaces. Zbl 0409.90086
Hiriart-Urruty, J. B.
175
1979
Jointly constrained biconvex programming. Zbl 0521.90087
Al-Khayyal, Faiz A.; Falk, James E.
171
1983
Strong and weak convexity of sets and functions. Zbl 0526.90077
Vial, Jean-Philippe
171
1983
The economic of matching: Stability and incentives. Zbl 0496.90008
Roth, Alvin E.
169
1982
An existence theorem in vector optimization. Zbl 0688.90051
Dinh The Luc
167
1989
Robust portfolio selection problems. Zbl 1082.90082
Goldfarb, D.; Iyengar, G.
167
2003
Geometric properties of the kernel, nucleolus, and related solution concepts. Zbl 0426.90097
Maschler, M.; Peleg, B.; Shapley, L. S.
158
1979
Regularity and stability for convex multivalued functions. Zbl 0418.52005
Robinson, Stephen M.
157
1976
On adaptive-step primal-dual interior-point algorithms for linear programming. Zbl 0810.90091
Mizuno, Shinji; Todd, Michael J.; Ye, Yinyu
150
1993
Newton’s method for B-differentiable equations. Zbl 0716.90090
Pang, Jong-Shi
141
1990
Nonlinear proximal point algorithms using Bregman functions, with applications to convex programming. Zbl 0807.47036
Eckstein, Jonathan
140
1993
Optimization of convex risk functions. Zbl 1278.90283
Ruszczynski, Andrzej; Shapiro, Alexander
138
2006
On metric generators of graphs. Zbl 1082.05032
Sebö, András; Tannier, Eric
137
2004
The generalized quasi-variational inequality problem. Zbl 0502.90080
Chan, D.; Pang, J. S.
135
1982
Distributional strategies for games with incomplete information. Zbl 0582.90106
Milgrom, Paul R.; Weber, Robert J.
135
1985
Combinatorial optimization with rational objective functions. Zbl 0425.90076
Megiddo, Nimrod
133
1979
Some useful functions for functional limit theorems. Zbl 0428.60010
Whitt, Ward; Sleeman, B. D.
129
1980
A stochastic calculus model of continuous trading: optimal portfolios. Zbl 1011.91503
Pliska, Stanley R.
128
1986
Odd minimum cut-sets and b-matchings. Zbl 0499.90056
Padberg, Manfred W.; Rao, M. R.
128
1982
Minkowski’s convex body theorem and integer programming. Zbl 0639.90069
Kannan, Ravi
125
1987
Open queueing networks in heavy traffic. Zbl 0549.90043
Reiman, Martin I.
124
1984
On cones of nonnegative quadratic functions. Zbl 1082.90086
Sturm, Jos F.; Zhang, Shuzhong
116
2003
A best possible heuristic for the k-center problem. Zbl 0565.90015
Hochbaum, Dorit S.; Shmoys, David B.
110
1985
One-processor scheduling with symmetric earliness and tardiness penalties. Zbl 0671.90033
Garey, Michael R.; Tarjan, Robert E.; Wilfong, Gordon T.
110
1988
Cooperative fuzzy games. Zbl 0496.90092
Aubin, Jean-Pierre
108
1981
New finite pivoting rules for the simplex method. Zbl 0408.90050
Bland, Robert G.
107
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
104
1997
On dividing an amount according to individual claims or liabilities. Zbl 0629.90003
Young, H. Peyton
104
1987
A comparison of the Sherali-Adams, Lovász-Schrijver, and Lasserre relaxations for 0-1 programming. Zbl 1082.90084
Laurent, Monique
103
2003
Stochastic decomposition: An algorithm for two-stage linear programs with recourse. Zbl 0746.90045
Higle, Julia L.; Sen, Suvrajeet
102
1991
Decompositions of simplicial complexes related to diameters of convex polyhedra. Zbl 0457.52005
Provan, J. Scott; Billera, Louis J.
101
1980
Value theory without efficiency. Zbl 0496.90096
Dubey, Pradeep; Neyman, Abraham; Weber, Robert James
101
1981
Conjugate gradient methods with inexact searches. Zbl 0399.90077
Shanno, David F.
98
1978
Normal maps induced by linear transformations. Zbl 0777.90063
Robinson, Stephen M.
96
1992
Necessary optimality conditions for optimization problems with variational inequality constraints. Zbl 1088.90042
Ye, J. J.; Ye, X. Y.
95
1997
Minimization by random search techniques. Zbl 0502.90070
Solis, Francisco J.; Wets, Roger J.-B.
95
1981
On the complexity of cooperative solution concepts. Zbl 0824.90146
Deng, Xiaotie; Papadimitriou, Christos H.
94
1994
Expected residual minimization method for stochastic linear complementarity problems. Zbl 1162.90527
Chen, Xiaojun; Fukushima, Masao
94
2005
Randomized methods for linear constraints: convergence rates and conditioning. Zbl 1216.15006
Leventhal, D.; Lewis, A. S.
93
2010
The fair division of a fixed supply among a growing population. Zbl 0524.90102
Thomson, William
93
1983
Variational inequalities with generalized monotone operators. Zbl 0813.49010
Yao, Jen-Chih
93
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.
91
2000
Mean-variance portfolio selection with random parameters in a complete market. Zbl 1082.91521
Lim, Andrew E. B.; Zhou, Xun Yu
91
2002
Semismooth matrix-valued functions. Zbl 1082.49501
Sun, Defeng; Sun, Jie
91
2002
An \(O(\sqrt{n} L)\)-iteration homogeneous and self-dual linear programming algorithm. Zbl 0799.90087
Ye, Yinyu; Todd, Michael J.; Mizuno, Shinji
90
1994
Fast approximation algorithms for knapsack problems. Zbl 0425.90064
Lawler, Eugene L.
89
1979
The traveling salesman problem with distances one and two. Zbl 0778.90057
Papadimitriou, Christos H.; Yannakakis, Mihalis
88
1993
An implicit-function theorem for a class of nonsmooth functions. Zbl 0746.46039
Robinson, Stephen M.
87
1991
Approximation schemes for the restricted shortest path problem. Zbl 0763.90083
Hassin, Refael
84
1992
A polynomial time algorithm for counting integral points in polyhedra when the dimension is fixed. Zbl 0821.90085
Barvinok, Alexander I.
83
1994
A fixed-point approach to stable matchings and some applications. Zbl 1082.90096
Fleiner, Tamás
82
2003
Selfish routing in capacitated networks. Zbl 1082.90009
Correa, José R.; Schulz, Andreas S.; Stier-Moses, Nicolás E.
82
2004
The asymptotic theory of stochastic games. Zbl 0364.93031
Bewley, Truman; Kohlberg, Elon
81
1976
Sensitivity analysis in variational inequalities. Zbl 0674.49007
Dafermos, Stella
81
1988
The strong second-order sufficient condition and constraint nondegeneracy in nonlinear semidefinite programming and their implications. Zbl 1278.90304
Sun, Defeng
80
2006
Löwner’s operator and spectral functions in Euclidean Jordan algebras. Zbl 1218.90197
Sun, Defeng; Sun, Jie
79
2008
Conditional risk mappings. Zbl 1278.90284
Ruszczynski, Andrzej; Shapiro, Alexander
79
2006
Barrier functions in interior point methods. Zbl 0867.90090
Güler, Osman
78
1996
A survey and comparison of methods for finding all vertices of convex polyhedral sets. Zbl 0442.90050
Matheiss, T. H.; Rubin, David S.
78
1980
Totally balanced games and games of flow. Zbl 0498.90030
Kalai, Ehud; Zemel, Eitan
78
1982
A successive underestimation method for concave minimization problems. Zbl 0362.90082
Falk, James E.; Hoffman, Karla R.
75
1976
On polyhedral approximations of the second-order cone. Zbl 1082.90133
Ben-Tal, Aharon; Nemirovski, Arkadi
75
2001
Bounds and heuristics for capacitated routing problems. Zbl 0582.90030
Haimovich, M.; Rinnooy Kan, A. H. G.
74
1985
Analysis of sample-path optimization. Zbl 0868.90087
Robinson, Stephen M.
73
1996
Entropic proximal mappings with applications to nonlinear programming. Zbl 0766.90071
Teboulle, Marc
72
1992
An algorithm for constrained optimization with semismooth functions. Zbl 0395.90069
Mifflin, Robert
72
1977
Robust dynamic programming. Zbl 1082.90123
Iyengar, Garud N.
71
2005
Extension of the generalized complementarity problem. Zbl 0363.90091
Saigal, Romesh
70
1976
Probabilistic analysis of partitioning algorithms for the traveling- salesman problem in the plane. Zbl 0391.90091
Karp, Richard M.
70
1977
Variance-optimal hedging in discrete time. Zbl 0835.90008
Schweizer, Martin
70
1995
The lattice structure of the set of stable matchings with multiple partners. Zbl 0664.90075
Blair, Charles
70
1988
Instantaneous control of Brownian motion. Zbl 0523.93068
Harrison, J. Michael; Taksar, Michael I.
69
1983
On the rank of extreme matrices in semidefinite programs and the multiplicity of optimal eigenvalues. Zbl 0977.90051
Pataki, Gábor
69
1998
On the starting and stopping problem: application in reversible investments. Zbl 1276.91100
Hamadène, Said; Jeanblanc, Monique
69
2007
Associative and Jordan algebras, and polynomial time interior-point algorithms for symmetric cones. Zbl 1073.90572
Schmieta, S. H.; Alizadeh, F.
68
2001
Quadratic hedging and mean-variance portfolio selection with random parameters in an incomplete market. Zbl 1082.91050
Lim, Andrew E. B.
68
2004
On the existence of Pareto efficient points. Zbl 0508.90080
Borwein, Jonathan M.
67
1983
On quasi-convex duality. Zbl 0717.90058
Penot, Jean-Paul; Volle, Michel
67
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.
66
1990
Unanimous and strategy-proof probabilistic rules for single-peaked preference profiles on graphs. Zbl 1468.91046
Peters, Hans; Roy, Souvik; Sadhukhan, Soumyarup
4
2021
A mean field game of optimal portfolio liquidation. Zbl 1483.91215
Fu, Guanxing; Graewe, Paulwin; Horst, Ulrich; Popier, Alexandre
4
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
3
2021
Strong and weak equilibria for time-inconsistent stochastic control in continuous time. Zbl 1476.93160
Huang, Yu-Jui; Zhou, Zhou
3
2021
A probabilistic approach to extended finite state mean field games. Zbl 1468.49043
Carmona, René; Wang, Peiqi
3
2021
Stationary waiting time in parallel queues with synchronization. Zbl 1481.60196
Olvera-Cravioto, Mariana; Ruiz-Lacedelli, Octavio
2
2021
Fast hybrid schemes for fractional Riccati equations (rough is not so tough). Zbl 1481.60079
Callegaro, Giorgia; Grasselli, Martino; Pagès, Gilles
2
2021
New algorithms for solving zero-sum stochastic games. Zbl 1466.91022
Oliu-Barton, Miquel
2
2021
Heavy traffic limits for join-the-shortest-estimated-queue policy using delayed information. Zbl 1470.60244
Atar, Rami; Lipshutz, David
2
2021
Competitive equilibrium with indivisible goods and generic budgets. Zbl 1466.91138
Babaioff, Moshe; Nisan, Noam; Talgam-Cohen, Inbal
2
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
2
2021
From monetary to nonmonetary mechanism design via artificial currencies. Zbl 1471.91200
Gorokh, Artur; Banerjee, Siddhartha; Iyer, Krishnamurthy
2
2021
A theory for measures of tail risk. Zbl 1471.91626
Liu, Fangda; Wang, Ruodu
2
2021
Stochastic load balancing on unrelated machines. Zbl 07354634
Gupta, Anupam; Kumar, Amit; Nagarajan, Viswanath; Shen, Xiangkun
1
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
1
2021
Popularity, mixed matchings, and self-duality. Zbl 1471.90123
Huang, Chien-Chung; Kavitha, Telikepalli
1
2021
On the optimality of affine policies for budgeted uncertainty sets. Zbl 1471.90103
El Housni, Omar; Goyal, Vineet
1
2021
Active-set Newton methods and partial smoothness. Zbl 1471.90143
Lewis, Adrian S.; Wylie, Calvin
1
2021
A general analysis of sequential social learning. Zbl 1483.91146
Arieli, Itai; Mueller-Frank, Manuel
1
2021
The proximal alternating direction method of multipliers in the nonconvex setting: convergence analysis and rates. Zbl 1480.90198
Boţ, Radu Ioan; Nguyen, Dang-Khoa
9
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
9
2020
A stochastic analysis of queues with customer choice and delayed information. Zbl 1466.60190
Pender, Jamol; Rand, Richard; Wesson, Elizabeth
8
2020
Worst-case examples for Lasserre’s measure-based hierarchy for polynomial optimization on the hypercube. Zbl 1442.90141
de Klerk, Etienne; Laurent, Monique
7
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
7
2020
Decompositions of semidefinite matrices and the perspective reformulation of nonseparable quadratic programs. Zbl 1437.90110
Frangioni, Antonio; Gentile, Claudio; Hungerford, James
5
2020
Epi-regularization of risk measures. Zbl 1455.90115
Kouri, Drew P.; Surowiec, Thomas M.
4
2020
Trimmed statistical estimation via variance reduction. Zbl 1461.65120
Aravkin, Aleksandr; Davis, Damek
4
2020
Characterization, robustness, and aggregation of signed Choquet integrals. Zbl 1455.91072
Wang, Ruodu; Wei, Yunran; Willmot, Gordon E.
4
2020
The Euclidean \(k\)-supplier problem. Zbl 1442.90169
Nagarajan, Viswanath; Schieber, Baruch; Shachnai, Hadas
3
2020
Discrete midpoint convexity. Zbl 1443.52008
Moriguchi, Satoko; Murota, Kazuo; Tamura, Akihisa; Tardella, Fabio
3
2020
Random serial dictatorship: the one and only. Zbl 1437.91313
Bade, Sophie
3
2020
Steady-state analysis of the join-the-shortest-queue model in the Halfin-Whitt regime. Zbl 1455.90035
Braverman, Anton
3
2020
A dynamic network model of interbank lending – systemic risk and liquidity provisioning. Zbl 1457.91406
Capponi, Agostino; Sun, Xu; Yao, David D.
3
2020
Quitting games and linear complementarity problems. Zbl 1461.91033
Solan, Eilon; Solan, Omri N.
2
2020
Greed works – online algorithms for unrelated machine stochastic scheduling. Zbl 1440.90012
Gupta, Varun; Moseley, Benjamin; Uetz, Marc; Xie, Qiaomin
2
2020
Optimal redeeming strategy of stock loans under drift uncertainty. Zbl 1437.91423
Xu, Zuo Quan; Yi, Fahuai
2
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
2
2020
Approximate Markov-Nash equilibria for discrete-time risk-sensitive mean-field games. Zbl 1455.91040
Saldi, Naci; Başar, Tamer; Raginsky, Maxim
2
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.
1
2020
Primal-dual interior-point methods for domain-driven formulations. Zbl 1455.90127
Karimi, Mehdi; Tunçel, Levent
1
2020
Multiconstrained finite-horizon piecewise deterministic Markov decision processes with unbounded transition rates. Zbl 1468.90140
Huang, Yonghui; Guo, Xianping
1
2020
Hamiltonian cycles and subsets of discounted occupational measures. Zbl 1455.90145
Eshragh, Ali; Filar, Jerzy A.; Kalinowski, Thomas; Mohammadian, Sogol
1
2020
Rescaling algorithms for linear conic feasibility. Zbl 1455.90103
Dadush, Daniel; Végh, László A.; Zambelli, Giacomo
1
2020
Synthesis and generalization of structural results in inventory management: a generalized convexity property. Zbl 1440.90001
Federgruen, Awi; Liu, Zhe; Lu, Lijian
1
2020
On the efficiency of random permutation for ADMM and coordinate descent. Zbl 1442.90147
Sun, Ruoyu; Luo, Zhi-Quan; Ye, Yinyu
1
2020
On the construction of substitutes. Zbl 1434.90164
Balkanski, Eric; Leme, Renato Paes
1
2020
Variance regularization in sequential Bayesian optimization. Zbl 1459.90219
Kim, Michael Jong
1
2020
The limit of stationary distributions of many-server queues in the Halfin-Whitt regime. Zbl 1451.90043
Aghajani, Reza; Ramanan, Kavita
1
2020
Monotonicity and weighted prenucleoli: a characterization without consistency. Zbl 1455.91020
Calleja, Pedro; Llerena, Francesc; Sudhölter, Peter
1
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
1
2020
Utility maximization with proportional transaction costs under model uncertainty. Zbl 1455.91245
Deng, Shuoqing; Tan, Xiaolu; Yu, Xiang
1
2020
Surplus-invariant risk measures. Zbl 1455.91275
Gao, Niushan; Munari, Cosimo
1
2020
Closing the gap for makespan scheduling via sparsification techniques. Zbl 1451.90062
Jansen, Klaus; Klein, Kim-Manuel; Verschae, José
1
2020
Stochastic recursive inclusions in two timescales with nonadditive iterate-dependent Markov noise. Zbl 1460.62136
Yaji, Vinayaka G.; Bhatnagar, Shalabh
1
2020
About the structure of the integer cone and its application to bin packing. Zbl 1456.90134
Jansen, Klaus; Klein, Kim-Manuel
1
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.
1
2020
Quantifying distributional model risk via optimal transport. Zbl 1434.60113
Blanchet, Jose; Murthy, Karthyek
22
2019
A tale of a principal and many, many agents. Zbl 1443.91198
Elie, Romuald; Mastrolia, Thibaut; Possamaï, Dylan
14
2019
Pointwise arbitrage pricing theory in discrete time. Zbl 1437.90159
Burzoni, Matteo; Frittelli, Marco; Hou, Zhaoxu; Maggis, Marco; Obłój, Jan
10
2019
Incremental constraint projection methods for monotone stochastic variational inequalities. Zbl 1477.65101
Iusem, Alfredo N.; Jofré, Alejandro; Thompson, Philip
7
2019
A mean field competition. Zbl 1437.91059
Nutz, Marcel; Zhang, Yuchong
7
2019
No small linear program approximates vertex cover within a factor \(2 -\varepsilon\). Zbl 1435.68110
Bazzi, Abbas; Fiorini, Samuel; Pokutta, Sebastian; Svensson, Ola
6
2019
Zero-sum stopping games with asymmetric information. Zbl 1443.91081
Gensbittel, Fabien; Grün, Christine
6
2019
Rare Nash equilibria and the price of anarchy in large static games. Zbl 1435.91024
Lacker, Daniel; Ramanan, Kavita
6
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
6
2019
Polytope conditioning and linear convergence of the Frank-Wolfe algorithm. Zbl 1440.90048
Peña, Javier; Rodríguez, Daniel
5
2019
Explore first, exploit next: the true shape of regret in bandit problems. Zbl 1435.62308
Garivier, Aurélien; Ménard, Pierre; Stoltz, Gilles
5
2019
Linear convergence of projection algorithms. Zbl 1446.47064
Dao, Minh N.; Phan, Hung M.
5
2019
Brownian control problems for a multiclass M/M/1 queueing problem with model uncertainty. Zbl 1441.93336
Cohen, Asaf
5
2019
On likely solutions of the stable matching problem with unequal numbers of men and women. Zbl 1435.91128
Pittel, Boris
4
2019
Location games on networks: existence and efficiency of equilibria. Zbl 1443.91074
Fournier, Gaëtan; Scarsini, Marco
4
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.
4
2019
Constrained submodular maximization via a nonsymmetric technique. Zbl 1434.68674
Buchbinder, Niv; Feldman, Moran
4
2019
Computing stable outcomes in symmetric additively separable hedonic games. Zbl 1437.91018
Gairing, Martin; Savani, Rahul
4
2019
A general regularized continuous formulation for the maximum clique problem. Zbl 1437.90147
Hungerford, James T.; Rinaldi, Francesco
4
2019
Product-mix auctions and tropical geometry. Zbl 1434.91033
Tran, Ngoc Mai; Yu, Josephine
4
2019
On submodular search and machine scheduling. Zbl 1437.91103
Fokkink, Robbert; Lidbetter, Thomas; Végh, László A.
4
2019
Discrete approximation and quantification in distributionally robust optimization. Zbl 1440.90041
Liu, Yongchao; Pichler, Alois; Xu, Huifu
3
2019
A market impact game under transient price impact. Zbl 1443.91278
Schied, Alexander; Zhang, Tao
3
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
3
2019
Sampling-based approximation schemes for capacitated stochastic inventory control models. Zbl 1432.90011
Cheung, Wang Chi; Simchi-Levi, David
3
2019
Continuous-time portfolio choice under monotone mean-variance preferences – stochastic factor case. Zbl 1437.91412
Trybuła, Jakub; Zawisza, Dariusz
3
2019
Approximate Nash equilibria in partially observed stochastic games with mean-field interactions. Zbl 1437.91060
Saldi, Naci; Başar, Tamer; Raginsky, Maxim
3
2019
Unique Tarski fixed points. Zbl 1437.47026
Marinacci, Massimo; Montrucchio, Luigi
3
2019
From duels to battlefields: computing equilibria of Blotto and other games. Zbl 1437.91011
Ahmadinejad, Amirmahdi; Dehghani, Sina; Hajiaghayi, Mohammadtaghi; Lucier, Brendan; Mahini, Hamid; Seddighin, Saeed
3
2019
Rationalizable implementation of correspondences. Zbl 1437.91019
Kunimoto, Takashi; Serrano, Roberto
3
2019
Weak stability of \(\ell_1\)-minimization methods in sparse data reconstruction. Zbl 1441.90091
Zhao, Yun-Bin; Jiang, Houyuan; Luo, Zhi-Quan
2
2019
The entropic barrier: exponential families, log-concave geometry, and self-concordance. Zbl 1441.90116
Bubeck, Sébastien; Eldan, Ronen
2
2019
Pricing average and spread options under local-stochastic volatility jump-diffusion models. Zbl 1435.91191
Shiraya, Kenichiro; Takahashi, Akihiko
2
2019
Unbiased sensitivity estimation of one-dimensional diffusion processes. Zbl 1477.65015
Kang, Wanmo; Lee, Jong Mun
2
2019
Approximation algorithms for dynamic assortment optimization models. Zbl 1432.90009
Aouad, Ali; Levi, Retsef; Segev, Danny
2
2019
A solvable two-dimensional degenerate singular stochastic control problem with nonconvex costs. Zbl 1443.91215
De Angelis, Tiziano; Ferrari, Giorgio; Moriarty, John
2
2019
Probabilistic bisection converges almost as quickly as stochastic approximation. Zbl 1441.90105
Frazier, Peter I.; Henderson, Shane G.; Waeber, Rolf
2
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
2
2019
Efficient computation of optimal auctions via reduced forms. Zbl 1437.91212
Alaei, Saeed; Fu, Hu; Haghpanah, Nima; Hartline, Jason; Malekian, Azarakhsh
2
2019
Uniform turnpike theorems for finite Markov decision processes. Zbl 1437.90158
Lewis, Mark E.; Paul, Anand
2
2019
Optimal cutting planes from the group relaxations. Zbl 1437.90106
Basu, Amitabh; Conforti, Michele; Di Summa, Marco; Zambelli, Giacomo
2
2019
An inverse optimal stopping problem for diffusion processes. Zbl 1443.91199
Kruse, Thomas; Strack, Philipp
1
2019
No-arbitrage and hedging with liquid American options. Zbl 1433.91169
Bayraktar, Erhan; Zhou, Zhou
1
2019
Perfect sampling of generalized Jackson networks. Zbl 07179979
Blanchet, Jose; Chen, Xinyun
1
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
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1,599 European Journal of Operational Research
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