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) 46, No. 2 (2021) 46, No. 1 (2021) 45, No. 4 (2020) 45, No. 3 (2020) 45, No. 2 (2020) 45, No. 1 (2020) 44, No. 4 (2019) 44, No. 3 (2019) 44, No. 2 (2019) 44, No. 1 (2019) 43, No. 4 (2018) 43, No. 3 (2018) 43, No. 2 (2018) 43, No. 1 (2018) 42, No. 4 (2017) 42, No. 3 (2017) 42, No. 2 (2017) 42, No. 1 (2017) 41, No. 4 (2016) 41, No. 3 (2016) 41, No. 2 (2016) 41, No. 1 (2016) 40, No. 4 (2015) 40, No. 3 (2015) 40, No. 2 (2015) 40, No. 1 (2015) 39, No. 4 (2014) 39, No. 3 (2014) 39, No. 2 (2014) 39, No. 1 (2014) 38, No. 4 (2013) 38, No. 3 (2013) 38, No. 2 (2013) 38, No. 1 (2013) 37, No. 4 (2012) 37, No. 3 (2012) 37, No. 2 (2012) 37, No. 1 (2012) 36, No. 4 (2011) 36, No. 3 (2011) 36, No. 2 (2011) 36, No. 1 (2011) 35, No. 4 (2010) 35, No. 3 (2010) 35, No. 2 (2010) 35, No. 1 (2010) 34, No. 4 (2009) 34, No. 3 (2009) 34, No. 2 (2009) 34, No. 1 (2009) 33, No. 4 (2008) 33, No. 3 (2008) 33, No. 2 (2008) 33, No. 1 (2008) 32, No. 4 (2007) 32, No. 3 (2007) 32, No. 2 (2007) 32, No. 1 (2007) 31, No. 4 (2006) 31, No. 3 (2006) 31, No. 2 (2006) 31, No. 1 (2006) 30, No. 4 (2005) 30, No. 3 (2005) 30, No. 2 (2005) 30, No. 1 (2005) 29, No. 4 (2004) 29, No. 3 (2004) 29, No. 2 (2004) 29, No. 1 (2004) 28, No. 4 (2003) 28, No. 3 (2003) 28, No. 2 (2003) 28, No. 1 (2003) 27, No. 4 (2002) 27, No. 3 (2002) 27, No. 2 (2002) 27, No. 1 (2002) 26, No. 4 (2001) 26, No. 3 (2001) 26, No. 2 (2001) 26, No. 1 (2001) 25, No. 4 (2000) 25, No. 3 (2000) 25, No. 2 (2000) 25, No. 1 (2000) 24, No. 4 (1999) 24, No. 3 (1999) 24, No. 2 (1999) 24, No. 1 (1999) 23, No. 4 (1998) 23, No. 3 (1998) 23, No. 2 (1998) 23, No. 1 (1998) 22, No. 4 (1997) 22, No. 3 (1997) 22, No. 2 (1997) 22, No. 1 (1997) ...and 46 more Volumes all top 5 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 all top 5 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 all cited Publications top 5 cited Publications 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 0496.90099Myerson, Roger B. 660 1981 Robust convex optimization. Zbl 0977.90052Ben-Tal, A.; Nemirovski, A. 474 1998 Augmented Lagrangians and applications of the proximal point algorithm in convex programming. Zbl 0402.90076Rockafellar, R. T. 394 1976 Strongly regular generalized equations. Zbl 0437.90094Robinson, Stephen M. 372 1980 Graphs and cooperation in games. Zbl 0402.90106Myerson, Roger B. 357 1977 Convergence analysis of some algorithms for solving nonsmooth equations. Zbl 0776.65037Qi, Liqun 347 1993 The complexity of flow shop and jobshop scheduling. Zbl 0396.90041Garey, M. R.; Johnson, D. S.; Sethi, Ravi 347 1976 A greedy heuristic for the set-covering problem. Zbl 0443.90066Chvatal, V. 323 1979 Integer programming with a fixed number of variables. Zbl 0524.90067Lenstra, H. W. jun. 305 1983 Portfolio selection with transaction costs. Zbl 0717.90007Davis, 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 1214.65036Attouch, Hédy; Bolte, Jérôme; Redont, Patrick; Soubeyran, Antoine 275 2010 Scenarios and policy aggregation in optimization under uncertainty. Zbl 0729.90067Rockafellar, 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 0846.90012Browne, Sid 253 1995 Mathematical programs with complementarity constraints: stationarity, optimality, and sensitivity. Zbl 1073.90557Scheel, Holger; Scholtes, Stefan 234 2000 A new approach to Lagrange multipliers. Zbl 0404.90100Clarke, Frank H. 220 1976 A weak-to-strong convergence principle for Fejér-monotone methods in Hilbert spaces. Zbl 1082.65058Bauschke, Heinz H.; Combettes, Patrick L. 214 2001 Self-scaled barriers and interior-point methods for convex programming. Zbl 0871.90064Nesterov, Yu. E.; Todd, M. J. 201 1997 Minimizing total tardiness on one machine is NP-hard. Zbl 0714.90052Du, Jianzhong; Leung, Joseph Y.-T. 186 1990 Mathematical properties of the Banzhaf power index. Zbl 0409.90008Dubey, Pradeep; Shapley, Lloyd S. 177 1979 Cooling schedules for optimal annealing. Zbl 0652.65050Hajek, Bruce 177 1988 Lipschitz behavior of solutions to convex minimization problems. Zbl 0539.90085Aubin, Jean-Pierre 176 1984 Tangent cones, generalized gradients and mathematical programming in Banach spaces. Zbl 0409.90086Hiriart-Urruty, J. B. 175 1979 Jointly constrained biconvex programming. Zbl 0521.90087Al-Khayyal, Faiz A.; Falk, James E. 171 1983 Strong and weak convexity of sets and functions. Zbl 0526.90077Vial, Jean-Philippe 171 1983 The economic of matching: Stability and incentives. Zbl 0496.90008Roth, Alvin E. 169 1982 An existence theorem in vector optimization. Zbl 0688.90051Dinh The Luc 167 1989 Robust portfolio selection problems. Zbl 1082.90082Goldfarb, D.; Iyengar, G. 167 2003 Geometric properties of the kernel, nucleolus, and related solution concepts. Zbl 0426.90097Maschler, M.; Peleg, B.; Shapley, L. S. 158 1979 Regularity and stability for convex multivalued functions. Zbl 0418.52005Robinson, Stephen M. 157 1976 On adaptive-step primal-dual interior-point algorithms for linear programming. Zbl 0810.90091Mizuno, Shinji; Todd, Michael J.; Ye, Yinyu 150 1993 Newton’s method for B-differentiable equations. Zbl 0716.90090Pang, Jong-Shi 141 1990 Nonlinear proximal point algorithms using Bregman functions, with applications to convex programming. Zbl 0807.47036Eckstein, Jonathan 140 1993 Optimization of convex risk functions. Zbl 1278.90283Ruszczynski, Andrzej; Shapiro, Alexander 138 2006 On metric generators of graphs. Zbl 1082.05032Sebö, András; Tannier, Eric 137 2004 The generalized quasi-variational inequality problem. Zbl 0502.90080Chan, D.; Pang, J. S. 135 1982 Distributional strategies for games with incomplete information. Zbl 0582.90106Milgrom, Paul R.; Weber, Robert J. 135 1985 Combinatorial optimization with rational objective functions. Zbl 0425.90076Megiddo, Nimrod 133 1979 Some useful functions for functional limit theorems. Zbl 0428.60010Whitt, Ward; Sleeman, B. D. 129 1980 A stochastic calculus model of continuous trading: optimal portfolios. Zbl 1011.91503Pliska, Stanley R. 128 1986 Odd minimum cut-sets and b-matchings. Zbl 0499.90056Padberg, Manfred W.; Rao, M. R. 128 1982 Minkowski’s convex body theorem and integer programming. Zbl 0639.90069Kannan, Ravi 125 1987 Open queueing networks in heavy traffic. Zbl 0549.90043Reiman, Martin I. 124 1984 On cones of nonnegative quadratic functions. Zbl 1082.90086Sturm, Jos F.; Zhang, Shuzhong 116 2003 A best possible heuristic for the k-center problem. Zbl 0565.90015Hochbaum, Dorit S.; Shmoys, David B. 110 1985 One-processor scheduling with symmetric earliness and tardiness penalties. Zbl 0671.90033Garey, Michael R.; Tarjan, Robert E.; Wilfong, Gordon T. 110 1988 Cooperative fuzzy games. Zbl 0496.90092Aubin, Jean-Pierre 108 1981 New finite pivoting rules for the simplex method. Zbl 0408.90050Bland, Robert G. 107 1977 Scheduling to minimize average completion time: Off-line and on-line approximation algorithms. Zbl 0883.90064Hall, Leslie A.; Schulz, Andreas S.; Shmoys, David B.; Wein, Joel 104 1997 On dividing an amount according to individual claims or liabilities. Zbl 0629.90003Young, H. Peyton 104 1987 A comparison of the Sherali-Adams, Lovász-Schrijver, and Lasserre relaxations for 0-1 programming. Zbl 1082.90084Laurent, Monique 103 2003 Stochastic decomposition: An algorithm for two-stage linear programs with recourse. Zbl 0746.90045Higle, Julia L.; Sen, Suvrajeet 102 1991 Decompositions of simplicial complexes related to diameters of convex polyhedra. Zbl 0457.52005Provan, J. Scott; Billera, Louis J. 101 1980 Value theory without efficiency. Zbl 0496.90096Dubey, Pradeep; Neyman, Abraham; Weber, Robert James 101 1981 Conjugate gradient methods with inexact searches. Zbl 0399.90077Shanno, David F. 98 1978 Normal maps induced by linear transformations. Zbl 0777.90063Robinson, Stephen M. 96 1992 Necessary optimality conditions for optimization problems with variational inequality constraints. Zbl 1088.90042Ye, J. J.; Ye, X. Y. 95 1997 Minimization by random search techniques. Zbl 0502.90070Solis, Francisco J.; Wets, Roger J.-B. 95 1981 On the complexity of cooperative solution concepts. Zbl 0824.90146Deng, Xiaotie; Papadimitriou, Christos H. 94 1994 Expected residual minimization method for stochastic linear complementarity problems. Zbl 1162.90527Chen, Xiaojun; Fukushima, Masao 94 2005 Randomized methods for linear constraints: convergence rates and conditioning. Zbl 1216.15006Leventhal, D.; Lewis, A. S. 93 2010 The fair division of a fixed supply among a growing population. Zbl 0524.90102Thomson, William 93 1983 Variational inequalities with generalized monotone operators. Zbl 0813.49010Yao, Jen-Chih 93 1994 An inexact hybrid generalized proximal point algorithm and some new results on the theory of Bregman functions. Zbl 0980.90097Solodov, M. V.; Svaiter, B. F. 91 2000 Mean-variance portfolio selection with random parameters in a complete market. Zbl 1082.91521Lim, Andrew E. B.; Zhou, Xun Yu 91 2002 Semismooth matrix-valued functions. Zbl 1082.49501Sun, Defeng; Sun, Jie 91 2002 An \(O(\sqrt{n} L)\)-iteration homogeneous and self-dual linear programming algorithm. Zbl 0799.90087Ye, Yinyu; Todd, Michael J.; Mizuno, Shinji 90 1994 Fast approximation algorithms for knapsack problems. Zbl 0425.90064Lawler, Eugene L. 89 1979 The traveling salesman problem with distances one and two. Zbl 0778.90057Papadimitriou, Christos H.; Yannakakis, Mihalis 88 1993 An implicit-function theorem for a class of nonsmooth functions. Zbl 0746.46039Robinson, Stephen M. 87 1991 Approximation schemes for the restricted shortest path problem. Zbl 0763.90083Hassin, Refael 84 1992 A polynomial time algorithm for counting integral points in polyhedra when the dimension is fixed. Zbl 0821.90085Barvinok, Alexander I. 83 1994 A fixed-point approach to stable matchings and some applications. Zbl 1082.90096Fleiner, Tamás 82 2003 Selfish routing in capacitated networks. Zbl 1082.90009Correa, José R.; Schulz, Andreas S.; Stier-Moses, Nicolás E. 82 2004 The asymptotic theory of stochastic games. Zbl 0364.93031Bewley, Truman; Kohlberg, Elon 81 1976 Sensitivity analysis in variational inequalities. Zbl 0674.49007Dafermos, Stella 81 1988 The strong second-order sufficient condition and constraint nondegeneracy in nonlinear semidefinite programming and their implications. Zbl 1278.90304Sun, Defeng 80 2006 Löwner’s operator and spectral functions in Euclidean Jordan algebras. Zbl 1218.90197Sun, Defeng; Sun, Jie 79 2008 Conditional risk mappings. Zbl 1278.90284Ruszczynski, Andrzej; Shapiro, Alexander 79 2006 Barrier functions in interior point methods. Zbl 0867.90090Güler, Osman 78 1996 A survey and comparison of methods for finding all vertices of convex polyhedral sets. Zbl 0442.90050Matheiss, T. H.; Rubin, David S. 78 1980 Totally balanced games and games of flow. Zbl 0498.90030Kalai, Ehud; Zemel, Eitan 78 1982 A successive underestimation method for concave minimization problems. Zbl 0362.90082Falk, James E.; Hoffman, Karla R. 75 1976 On polyhedral approximations of the second-order cone. Zbl 1082.90133Ben-Tal, Aharon; Nemirovski, Arkadi 75 2001 Bounds and heuristics for capacitated routing problems. Zbl 0582.90030Haimovich, M.; Rinnooy Kan, A. H. G. 74 1985 Analysis of sample-path optimization. Zbl 0868.90087Robinson, Stephen M. 73 1996 Entropic proximal mappings with applications to nonlinear programming. Zbl 0766.90071Teboulle, Marc 72 1992 An algorithm for constrained optimization with semismooth functions. Zbl 0395.90069Mifflin, Robert 72 1977 Robust dynamic programming. Zbl 1082.90123Iyengar, Garud N. 71 2005 Extension of the generalized complementarity problem. Zbl 0363.90091Saigal, Romesh 70 1976 Probabilistic analysis of partitioning algorithms for the traveling- salesman problem in the plane. Zbl 0391.90091Karp, Richard M. 70 1977 Variance-optimal hedging in discrete time. Zbl 0835.90008Schweizer, Martin 70 1995 The lattice structure of the set of stable matchings with multiple partners. Zbl 0664.90075Blair, Charles 70 1988 Instantaneous control of Brownian motion. Zbl 0523.93068Harrison, J. Michael; Taksar, Michael I. 69 1983 On the rank of extreme matrices in semidefinite programs and the multiplicity of optimal eigenvalues. Zbl 0977.90051Pataki, Gábor 69 1998 On the starting and stopping problem: application in reversible investments. Zbl 1276.91100Hamadène, Said; Jeanblanc, Monique 69 2007 Associative and Jordan algebras, and polynomial time interior-point algorithms for symmetric cones. Zbl 1073.90572Schmieta, S. H.; Alizadeh, F. 68 2001 Quadratic hedging and mean-variance portfolio selection with random parameters in an incomplete market. Zbl 1082.91050Lim, Andrew E. B. 68 2004 On the existence of Pareto efficient points. Zbl 0508.90080Borwein, Jonathan M. 67 1983 On quasi-convex duality. Zbl 0717.90058Penot, 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 0714.90060Monteiro, 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 1468.91046Peters, Hans; Roy, Souvik; Sadhukhan, Soumyarup 4 2021 A mean field game of optimal portfolio liquidation. Zbl 1483.91215Fu, Guanxing; Graewe, Paulwin; Horst, Ulrich; Popier, Alexandre 4 2021 Proximal-like incremental aggregated gradient method with linear convergence under Bregman distance growth conditions. Zbl 1469.90108Zhang, Hui; Dai, Yu-Hong; Guo, Lei; Peng, Wei 3 2021 Strong and weak equilibria for time-inconsistent stochastic control in continuous time. Zbl 1476.93160Huang, Yu-Jui; Zhou, Zhou 3 2021 A probabilistic approach to extended finite state mean field games. Zbl 1468.49043Carmona, René; Wang, Peiqi 3 2021 Stationary waiting time in parallel queues with synchronization. Zbl 1481.60196Olvera-Cravioto, Mariana; Ruiz-Lacedelli, Octavio 2 2021 Fast hybrid schemes for fractional Riccati equations (rough is not so tough). Zbl 1481.60079Callegaro, Giorgia; Grasselli, Martino; Pagès, Gilles 2 2021 New algorithms for solving zero-sum stochastic games. Zbl 1466.91022Oliu-Barton, Miquel 2 2021 Heavy traffic limits for join-the-shortest-estimated-queue policy using delayed information. Zbl 1470.60244Atar, Rami; Lipshutz, David 2 2021 Competitive equilibrium with indivisible goods and generic budgets. Zbl 1466.91138Babaioff, Moshe; Nisan, Noam; Talgam-Cohen, Inbal 2 2021 On uniform exponential ergodicity of Markovian multiclass many-server queues in the Halfin-Whitt regime. Zbl 1468.90039Arapostathis, Ari; Hmedi, Hassan; Pang, Guodong 2 2021 From monetary to nonmonetary mechanism design via artificial currencies. Zbl 1471.91200Gorokh, Artur; Banerjee, Siddhartha; Iyer, Krishnamurthy 2 2021 A theory for measures of tail risk. Zbl 1471.91626Liu, Fangda; Wang, Ruodu 2 2021 Stochastic load balancing on unrelated machines. Zbl 07354634Gupta, 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 1469.90097Bomze, Immanuel M.; Kahr, Michael; Leitner, Markus 1 2021 Popularity, mixed matchings, and self-duality. Zbl 1471.90123Huang, Chien-Chung; Kavitha, Telikepalli 1 2021 On the optimality of affine policies for budgeted uncertainty sets. Zbl 1471.90103El Housni, Omar; Goyal, Vineet 1 2021 Active-set Newton methods and partial smoothness. Zbl 1471.90143Lewis, Adrian S.; Wylie, Calvin 1 2021 A general analysis of sequential social learning. Zbl 1483.91146Arieli, Itai; Mueller-Frank, Manuel 1 2021 The proximal alternating direction method of multipliers in the nonconvex setting: convergence analysis and rates. Zbl 1480.90198Boţ, Radu Ioan; Nguyen, Dang-Khoa 9 2020 Nonzero-sum stochastic differential games with impulse controls: a verification theorem with applications. Zbl 1437.91044Aïd, René; Basei, Matteo; Callegaro, Giorgia; Campi, Luciano; Vargiolu, Tiziano 9 2020 A stochastic analysis of queues with customer choice and delayed information. Zbl 1466.60190Pender, Jamol; Rand, Richard; Wesson, Elizabeth 8 2020 Worst-case examples for Lasserre’s measure-based hierarchy for polynomial optimization on the hypercube. Zbl 1442.90141de Klerk, Etienne; Laurent, Monique 7 2020 On synchronous, asynchronous, and randomized best-response schemes for stochastic Nash games. Zbl 1437.91047Lei, Jinlong; Shanbhag, Uday V.; Pang, Jong-Shi; Sen, Suvrajeet 7 2020 Decompositions of semidefinite matrices and the perspective reformulation of nonseparable quadratic programs. Zbl 1437.90110Frangioni, Antonio; Gentile, Claudio; Hungerford, James 5 2020 Epi-regularization of risk measures. Zbl 1455.90115Kouri, Drew P.; Surowiec, Thomas M. 4 2020 Trimmed statistical estimation via variance reduction. Zbl 1461.65120Aravkin, Aleksandr; Davis, Damek 4 2020 Characterization, robustness, and aggregation of signed Choquet integrals. Zbl 1455.91072Wang, Ruodu; Wei, Yunran; Willmot, Gordon E. 4 2020 The Euclidean \(k\)-supplier problem. Zbl 1442.90169Nagarajan, Viswanath; Schieber, Baruch; Shachnai, Hadas 3 2020 Discrete midpoint convexity. Zbl 1443.52008Moriguchi, Satoko; Murota, Kazuo; Tamura, Akihisa; Tardella, Fabio 3 2020 Random serial dictatorship: the one and only. Zbl 1437.91313Bade, Sophie 3 2020 Steady-state analysis of the join-the-shortest-queue model in the Halfin-Whitt regime. Zbl 1455.90035Braverman, Anton 3 2020 A dynamic network model of interbank lending – systemic risk and liquidity provisioning. Zbl 1457.91406Capponi, Agostino; Sun, Xu; Yao, David D. 3 2020 Quitting games and linear complementarity problems. Zbl 1461.91033Solan, Eilon; Solan, Omri N. 2 2020 Greed works – online algorithms for unrelated machine stochastic scheduling. Zbl 1440.90012Gupta, Varun; Moseley, Benjamin; Uetz, Marc; Xie, Qiaomin 2 2020 Optimal redeeming strategy of stock loans under drift uncertainty. Zbl 1437.91423Xu, Zuo Quan; Yi, Fahuai 2 2020 A block successive upper-bound minimization method of multipliers for linearly constrained convex optimization. Zbl 1456.90124Hong, 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. 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Zbl 1440.90001Federgruen, Awi; Liu, Zhe; Lu, Lijian 1 2020 On the efficiency of random permutation for ADMM and coordinate descent. Zbl 1442.90147Sun, Ruoyu; Luo, Zhi-Quan; Ye, Yinyu 1 2020 On the construction of substitutes. Zbl 1434.90164Balkanski, Eric; Leme, Renato Paes 1 2020 Variance regularization in sequential Bayesian optimization. Zbl 1459.90219Kim, Michael Jong 1 2020 The limit of stationary distributions of many-server queues in the Halfin-Whitt regime. Zbl 1451.90043Aghajani, Reza; Ramanan, Kavita 1 2020 Monotonicity and weighted prenucleoli: a characterization without consistency. Zbl 1455.91020Calleja, 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 1456.90123Burke, James V.; Engle, Abraham 1 2020 Utility maximization with proportional transaction costs under model uncertainty. 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Zbl 1443.91198Elie, Romuald; Mastrolia, Thibaut; Possamaï, Dylan 14 2019 Pointwise arbitrage pricing theory in discrete time. Zbl 1437.90159Burzoni, Matteo; Frittelli, Marco; Hou, Zhaoxu; Maggis, Marco; Obłój, Jan 10 2019 Incremental constraint projection methods for monotone stochastic variational inequalities. Zbl 1477.65101Iusem, Alfredo N.; Jofré, Alejandro; Thompson, Philip 7 2019 A mean field competition. Zbl 1437.91059Nutz, Marcel; Zhang, Yuchong 7 2019 No small linear program approximates vertex cover within a factor \(2 -\varepsilon\). Zbl 1435.68110Bazzi, Abbas; Fiorini, Samuel; Pokutta, Sebastian; Svensson, Ola 6 2019 Zero-sum stopping games with asymmetric information. Zbl 1443.91081Gensbittel, Fabien; Grün, Christine 6 2019 Rare Nash equilibria and the price of anarchy in large static games. Zbl 1435.91024Lacker, Daniel; Ramanan, Kavita 6 2019 On the nonergodic convergence rate of an inexact augmented Lagrangian framework for composite convex programming. 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Zbl 07179979Blanchet, Jose; Chen, Xinyun 1 2019 ...and 1697 more Documents all cited Publications top 5 cited Publications all top 5 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 all top 5 Cited in 848 Journals 1,599 European Journal of Operational Research 1,281 Mathematical Programming. 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Zeitschrift für Operations Research 55 Journal of Applied Mathematics and Computing 54 Networks 54 Systems & Control Letters 54 Stochastic Systems ...and 748 more Journals all top 5 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) Citations by Year