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: 2,349 Publications (since 1976) References Indexed: 443 Publications with 15,458 References. all top 5 Latest Issues 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) 21, No. 4 (1996) ...and 45 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 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 Shapiro, Alexander 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 Zwart, Bert P. 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 7 Zhang, Shuzhong 6 Balder, Erik J. 6 Bayraktar, Erhan 6 Bolte, Jérôme 6 Buchbinder, Niv 6 Coffman, Edward Grady jun. 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 6 Sethi, Suresh P. ...and 2,350 more Authors all top 5 Fields 1,673 Operations research, mathematical programming (90-XX) 630 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 514 Probability theory and stochastic processes (60-XX) 291 Computer science (68-XX) 255 Calculus of variations and optimal control; optimization (49-XX) 239 Numerical analysis (65-XX) 166 Systems theory; control (93-XX) 135 Combinatorics (05-XX) 112 Convex and discrete geometry (52-XX) 103 Statistics (62-XX) 37 Linear and multilinear algebra; matrix theory (15-XX) 33 Operator theory (47-XX) 32 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) 6 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 Sequences, series, summability (40-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 2,104 Publications have been cited 36,423 times in 25,284 Documents Cited by ▼ Year ▼ Optimal auction design. Zbl 0496.90099Myerson, Roger B. 627 1981 Robust convex optimization. Zbl 0977.90052Ben-Tal, A.; Nemirovski, A. 440 1998 Augmented Lagrangians and applications of the proximal point algorithm in convex programming. Zbl 0402.90076Rockafellar, R. T. 377 1976 Strongly regular generalized equations. Zbl 0437.90094Robinson, Stephen M. 360 1980 Graphs and cooperation in games. Zbl 0402.90106Myerson, Roger B. 344 1977 Convergence analysis of some algorithms for solving nonsmooth equations. Zbl 0776.65037Qi, Liqun 338 1993 The complexity of flow shop and jobshop scheduling. Zbl 0396.90041Garey, M. R.; Johnson, D. S.; Sethi, Ravi 334 1976 A greedy heuristic for the set-covering problem. Zbl 0443.90066Chvatal, V. 309 1979 Integer programming with a fixed number of variables. Zbl 0524.90067Lenstra, H. W. jun. 279 1983 Portfolio selection with transaction costs. Zbl 0717.90007Davis, M. H. A.; Norman, A. R. 273 1990 Scenarios and policy aggregation in optimization under uncertainty. Zbl 0729.90067Rockafellar, R. T.; Wets, Roger J.-B. 244 1991 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 238 2010 Optimal investment policies for a firm with a random risk process: exponential utility and minimizing the probability of ruin. Zbl 0846.90012Browne, Sid 232 1995 Mathematical programs with complementarity constraints: stationarity, optimality, and sensitivity. Zbl 1073.90557Scheel, Holger; Scholtes, Stefan 227 2000 A new approach to Lagrange multipliers. Zbl 0404.90100Clarke, Frank H. 208 1976 A weak-to-strong convergence principle for Fejér-monotone methods in Hilbert spaces. Zbl 1082.65058Bauschke, Heinz H.; Combettes, Patrick L. 202 2001 Self-scaled barriers and interior-point methods for convex programming. Zbl 0871.90064Nesterov, Yu. E.; Todd, M. J. 198 1997 Minimizing total tardiness on one machine is NP-hard. Zbl 0714.90052Du, Jianzhong; Leung, Joseph Y.-T. 178 1990 Cooling schedules for optimal annealing. Zbl 0652.65050Hajek, Bruce 174 1988 Mathematical properties of the Banzhaf power index. Zbl 0409.90008Dubey, Pradeep; Shapley, Lloyd S. 171 1979 Tangent cones, generalized gradients and mathematical programming in Banach spaces. Zbl 0409.90086Hiriart-Urruty, J. B. 169 1979 Lipschitz behavior of solutions to convex minimization problems. Zbl 0539.90085Aubin, Jean-Pierre 169 1984 Jointly constrained biconvex programming. Zbl 0521.90087Al-Khayyal, Faiz A.; Falk, James E. 167 1983 An existence theorem in vector optimization. Zbl 0688.90051Dinh The Luc 166 1989 Robust portfolio selection problems. Zbl 1082.90082Goldfarb, D.; Iyengar, G. 160 2003 Strong and weak convexity of sets and functions. Zbl 0526.90077Vial, Jean-Philippe 160 1983 The economic of matching: Stability and incentives. Zbl 0496.90008Roth, Alvin E. 159 1982 Regularity and stability for convex multivalued functions. Zbl 0418.52005Robinson, Stephen M. 155 1976 Geometric properties of the kernel, nucleolus, and related solution concepts. Zbl 0426.90097Maschler, M.; Peleg, B.; Shapley, L. S. 152 1979 On adaptive-step primal-dual interior-point algorithms for linear programming. Zbl 0810.90091Mizuno, Shinji; Todd, Michael J.; Ye, Yinyu 145 1993 Newton’s method for B-differentiable equations. Zbl 0716.90090Pang, Jong-Shi 137 1990 Nonlinear proximal point algorithms using Bregman functions, with applications to convex programming. Zbl 0807.47036Eckstein, Jonathan 136 1993 Optimization of convex risk functions. Zbl 1278.90283Ruszczynski, Andrzej; Shapiro, Alexander 133 2006 The generalized quasi-variational inequality problem. Zbl 0502.90080Chan, D.; Pang, J. S. 132 1982 Combinatorial optimization with rational objective functions. Zbl 0425.90076Megiddo, Nimrod 131 1979 Distributional strategies for games with incomplete information. Zbl 0582.90106Milgrom, Paul R.; Weber, Robert J. 130 1985 Odd minimum cut-sets and b-matchings. Zbl 0499.90056Padberg, Manfred W.; Rao, M. R. 125 1982 Some useful functions for functional limit theorems. Zbl 0428.60010Whitt, Ward; Sleeman, B. D. 122 1980 A stochastic calculus model of continuous trading: optimal portfolios. Zbl 1011.91503Pliska, Stanley R. 121 1986 Open queueing networks in heavy traffic. Zbl 0549.90043Reiman, Martin I. 119 1984 On cones of nonnegative quadratic functions. Zbl 1082.90086Sturm, Jos F.; Zhang, Shuzhong 112 2003 On metric generators of graphs. Zbl 1082.05032Sebö, András; Tannier, Eric 112 2004 One-processor scheduling with symmetric earliness and tardiness penalties. Zbl 0671.90033Garey, Michael R.; Tarjan, Robert E.; Wilfong, Gordon T. 109 1988 Minkowski’s convex body theorem and integer programming. Zbl 0639.90069Kannan, Ravi 108 1987 New finite pivoting rules for the simplex method. Zbl 0408.90050Bland, Robert G. 107 1977 Cooperative fuzzy games. Zbl 0496.90092Aubin, Jean-Pierre 103 1981 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 102 1997 Value theory without efficiency. Zbl 0496.90096Dubey, Pradeep; Neyman, Abraham; Weber, Robert James 100 1981 On dividing an amount according to individual claims or liabilities. Zbl 0629.90003Young, H. Peyton 99 1987 Stochastic decomposition: An algorithm for two-stage linear programs with recourse. Zbl 0746.90045Higle, Julia L.; Sen, Suvrajeet 99 1991 A best possible heuristic for the k-center problem. Zbl 0565.90015Hochbaum, Dorit S.; Shmoys, David B. 96 1985 A comparison of the Sherali-Adams, Lovász-Schrijver, and Lasserre relaxations for 0-1 programming. Zbl 1082.90084Laurent, Monique 94 2003 Conjugate gradient methods with inexact searches. Zbl 0399.90077Shanno, David F. 93 1978 Normal maps induced by linear transformations. Zbl 0777.90063Robinson, Stephen M. 93 1992 The fair division of a fixed supply among a growing population. Zbl 0524.90102Thomson, William 92 1983 Minimization by random search techniques. Zbl 0502.90070Solis, Francisco J.; Wets, Roger J.-B. 91 1981 Decompositions of simplicial complexes related to diameters of convex polyhedra. Zbl 0457.52005Provan, J. Scott; Billera, Louis J. 91 1980 An \(O(\sqrt{n} L)\)-iteration homogeneous and self-dual linear programming algorithm. Zbl 0799.90087Ye, Yinyu; Todd, Michael J.; Mizuno, Shinji 90 1994 Expected residual minimization method for stochastic linear complementarity problems. Zbl 1162.90527Chen, Xiaojun; Fukushima, Masao 89 2005 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. 88 2000 Semismooth matrix-valued functions. Zbl 1082.49501Sun, Defeng; Sun, Jie 87 2002 Variational inequalities with generalized monotone operators. Zbl 0813.49010Yao, Jen-Chih 87 1994 The traveling salesman problem with distances one and two. Zbl 0778.90057Papadimitriou, Christos H.; Yannakakis, Mihalis 85 1993 Necessary optimality conditions for optimization problems with variational inequality constraints. Zbl 1088.90042Ye, J. J.; Ye, X. Y. 85 1997 An implicit-function theorem for a class of nonsmooth functions. Zbl 0746.46039Robinson, Stephen M. 85 1991 On the complexity of cooperative solution concepts. Zbl 0824.90146Deng, Xiaotie; Papadimitriou, Christos H. 84 1994 Fast approximation algorithms for knapsack problems. Zbl 0425.90064Lawler, Eugene L. 84 1979 Approximation schemes for the restricted shortest path problem. Zbl 0763.90083Hassin, Refael 84 1992 Mean-variance portfolio selection with random parameters in a complete market. Zbl 1082.91521Lim, Andrew E. B.; Zhou, Xun Yu 82 2002 The asymptotic theory of stochastic games. Zbl 0364.93031Bewley, Truman; Kohlberg, Elon 79 1976 Selfish routing in capacitated networks. Zbl 1082.90009Correa, José R.; Schulz, Andreas S.; Stier-Moses, Nicolás E. 79 2004 Sensitivity analysis in variational inequalities. Zbl 0674.49007Dafermos, Stella 79 1988 A polynomial time algorithm for counting integral points in polyhedra when the dimension is fixed. Zbl 0821.90085Barvinok, Alexander I. 78 1994 A fixed-point approach to stable matchings and some applications. Zbl 1082.90096Fleiner, Tamás 78 2003 Löwner’s operator and spectral functions in Euclidean Jordan algebras. Zbl 1218.90197Sun, Defeng; Sun, Jie 78 2008 A survey and comparison of methods for finding all vertices of convex polyhedral sets. Zbl 0442.90050Matheiss, T. H.; Rubin, David S. 78 1980 Randomized methods for linear constraints: convergence rates and conditioning. Zbl 1216.15006Leventhal, D.; Lewis, A. S. 77 2010 The strong second-order sufficient condition and constraint nondegeneracy in nonlinear semidefinite programming and their implications. Zbl 1278.90304Sun, Defeng 77 2006 A successive underestimation method for concave minimization problems. Zbl 0362.90082Falk, James E.; Hoffman, Karla R. 75 1976 Barrier functions in interior point methods. Zbl 0867.90090Güler, Osman 74 1996 Totally balanced games and games of flow. Zbl 0498.90030Kalai, Ehud; Zemel, Eitan 74 1982 Conditional risk mappings. Zbl 1278.90284Ruszczynski, Andrzej; Shapiro, Alexander 74 2006 On polyhedral approximations of the second-order cone. Zbl 1082.90133Ben-Tal, Aharon; Nemirovski, Arkadi 72 2001 Bounds and heuristics for capacitated routing problems. Zbl 0582.90030Haimovich, M.; Rinnooy Kan, A. H. G. 71 1985 An algorithm for constrained optimization with semismooth functions. Zbl 0395.90069Mifflin, Robert 70 1977 Extension of the generalized complementarity problem. Zbl 0363.90091Saigal, Romesh 69 1976 Probabilistic analysis of partitioning algorithms for the traveling- salesman problem in the plane. Zbl 0391.90091Karp, Richard M. 69 1977 Entropic proximal mappings with applications to nonlinear programming. Zbl 0766.90071Teboulle, Marc 68 1992 Variance-optimal hedging in discrete time. Zbl 0835.90008Schweizer, Martin 67 1995 Associative and Jordan algebras, and polynomial time interior-point algorithms for symmetric cones. Zbl 1073.90572Schmieta, S. H.; Alizadeh, F. 67 2001 Instantaneous control of Brownian motion. Zbl 0523.93068Harrison, J. Michael; Taksar, Michael I. 67 1983 On the starting and stopping problem: application in reversible investments. Zbl 1276.91100Hamadène, Said; Jeanblanc, Monique 67 2007 Analysis of sample-path optimization. Zbl 0868.90087Robinson, Stephen M. 66 1996 The lattice structure of the set of stable matchings with multiple partners. Zbl 0664.90075Blair, Charles 66 1988 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. 65 1990 On the existence of Pareto efficient points. Zbl 0508.90080Borwein, Jonathan M. 65 1983 Quadratic hedging and mean-variance portfolio selection with random parameters in an incomplete market. Zbl 1082.91050Lim, Andrew E. B. 64 2004 On the rank of extreme matrices in semidefinite programs and the multiplicity of optimal eigenvalues. Zbl 0977.90051Pataki, Gábor 64 1998 Fast approximation algorithms for fractional packing and covering problems. Zbl 0837.90103Plotkin, Serge A.; Shmoys, David B.; Tardos, Éva 63 1995 Equivalent representations of set functions. Zbl 0982.91009Grabisch, Michel; Marichal, Jean-Luc; Roubens, Marc 63 2000 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 New algorithms for solving zero-sum stochastic games. Zbl 1466.91022Oliu-Barton, Miquel 1 2021 Competitive equilibrium with indivisible goods and generic budgets. Zbl 1466.91138Babaioff, Moshe; Nisan, Noam; Talgam-Cohen, Inbal 1 2021 A probabilistic approach to extended finite state mean field games. Zbl 1468.49043Carmona, René; Wang, Peiqi 1 2021 On uniform exponential ergodicity of Markovian multiclass many-server queues in the Halfin-Whitt regime. Zbl 1468.90039Arapostathis, Ari; Hmedi, Hassan; Pang, Guodong 1 2021 The proximal alternating direction method of multipliers in the nonconvex setting: convergence analysis and rates. Zbl 07242700Boţ, Radu Ioan; Nguyen, Dang-Khoa 6 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 5 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 5 2020 Decompositions of semidefinite matrices and the perspective reformulation of nonseparable quadratic programs. Zbl 1437.90110Frangioni, Antonio; Gentile, Claudio; Hungerford, James 4 2020 Worst-case examples for Lasserre’s measure-based hierarchy for polynomial optimization on the hypercube. Zbl 1442.90141de Klerk, Etienne; Laurent, Monique 4 2020 The Euclidean \(k\)-supplier problem. Zbl 1442.90169Nagarajan, Viswanath; Schieber, Baruch; Shachnai, Hadas 2 2020 Discrete midpoint convexity. Zbl 1443.52008Moriguchi, Satoko; Murota, Kazuo; Tamura, Akihisa; Tardella, Fabio 2 2020 Random serial dictatorship: the one and only. Zbl 1437.91313Bade, Sophie 2 2020 Greed works – online algorithms for unrelated machine stochastic scheduling. Zbl 1440.90012Gupta, Varun; Moseley, Benjamin; Uetz, Marc; Xie, Qiaomin 2 2020 Epi-regularization of risk measures. Zbl 1455.90115Kouri, Drew P.; Surowiec, Thomas M. 2 2020 A stochastic analysis of queues with customer choice and delayed information. Zbl 1466.60190Pender, Jamol; Rand, Richard; Wesson, Elizabeth 2 2020 On the construction of substitutes. Zbl 1434.90164Balkanski, Eric; Leme, Renato Paes 1 2020 Trimmed statistical estimation via variance reduction. Zbl 1461.65120Aravkin, Aleksandr; Davis, Damek 1 2020 Optimal redeeming strategy of stock loans under drift uncertainty. Zbl 1437.91423Xu, Zuo Quan; Yi, Fahuai 1 2020 Synthesis and generalization of structural results in inventory management: a generalized convexity property. Zbl 1440.90001Federgruen, Awi; Liu, Zhe; Lu, Lijian 1 2020 Primal-dual interior-point methods for domain-driven formulations. Zbl 1455.90127Karimi, Mehdi; Tunçel, Levent 1 2020 Rescaling algorithms for linear conic feasibility. Zbl 1455.90103Dadush, Daniel; Végh, László A.; Zambelli, Giacomo 1 2020 The limit of stationary distributions of many-server queues in the Halfin-Whitt regime. Zbl 1451.90043Aghajani, Reza; Ramanan, Kavita 1 2020 Steady-state analysis of the join-the-shortest-queue model in the Halfin-Whitt regime. Zbl 1455.90035Braverman, Anton 1 2020 Utility maximization with proportional transaction costs under model uncertainty. Zbl 1455.91245Deng, Shuoqing; Tan, Xiaolu; Yu, Xiang 1 2020 Surplus-invariant risk measures. Zbl 1455.91275Gao, Niushan; Munari, Cosimo 1 2020 Closing the gap for makespan scheduling via sparsification techniques. Zbl 1451.90062Jansen, Klaus; Klein, Kim-Manuel; Verschae, José 1 2020 Stochastic recursive inclusions in two timescales with nonadditive iterate-dependent Markov noise. Zbl 1460.62136Yaji, Vinayaka G.; Bhatnagar, Shalabh 1 2020 Asymptotic optimality of power-of-\(d\) load balancing in large-scale systems. Zbl 1455.60124Mukherjee, Debankur; Borst, Sem C.; van Leeuwaarden, Johan S. H.; Whiting, Philip A. 1 2020 Quantifying distributional model risk via optimal transport. Zbl 1434.60113Blanchet, Jose; Murthy, Karthyek 14 2019 Pointwise arbitrage pricing theory in discrete time. Zbl 1437.90159Burzoni, Matteo; Frittelli, Marco; Hou, Zhaoxu; Maggis, Marco; Obłój, Jan 9 2019 A tale of a principal and many, many agents. Zbl 1443.91198Elie, Romuald; Mastrolia, Thibaut; Possamaï, Dylan 7 2019 Incremental constraint projection methods for monotone stochastic variational inequalities. Zbl 07179960Iusem, Alfredo N.; Jofré, Alejandro; Thompson, Philip 6 2019 On the nonergodic convergence rate of an inexact augmented Lagrangian framework for composite convex programming. Zbl 1441.90119Liu, Ya-Feng; Liu, Xin; Ma, Shiqian 5 2019 Linear convergence of projection algorithms. Zbl 1446.47064Dao, Minh N.; Phan, Hung M. 5 2019 Product-mix auctions and tropical geometry. Zbl 1434.91033Tran, Ngoc Mai; Yu, Josephine 4 2019 On likely solutions of the stable matching problem with unequal numbers of men and women. Zbl 1435.91128Pittel, Boris 4 2019 Brownian control problems for a multiclass M/M/1 queueing problem with model uncertainty. Zbl 1441.93336Cohen, Asaf 4 2019 Constrained submodular maximization via a nonsymmetric technique. Zbl 1434.68674Buchbinder, Niv; Feldman, Moran 3 2019 Computing stable outcomes in symmetric additively separable hedonic games. Zbl 1437.91018Gairing, Martin; Savani, Rahul 3 2019 Polytope conditioning and linear convergence of the Frank-Wolfe algorithm. Zbl 1440.90048Peña, Javier; Rodríguez, Daniel 3 2019 Location games on networks: existence and efficiency of equilibria. Zbl 1443.91074Fournier, Gaëtan; Scarsini, Marco 3 2019 Explore first, exploit next: the true shape of regret in bandit problems. Zbl 1435.62308Garivier, Aurélien; Ménard, Pierre; Stoltz, Gilles 3 2019 Rare Nash equilibria and the price of anarchy in large static games. Zbl 1435.91024Lacker, Daniel; Ramanan, Kavita 3 2019 Nonparametric self-adjusting control for joint learning and optimization of multiproduct pricing with finite resource capacity. Zbl 1442.90096Chen, Qi (George); Jasin, Stefanus; Duenyas, Izak 3 2019 Heavy-traffic analysis through uniform acceleration of queues with diminishing populations. Zbl 1437.60065Bet, Gianmarco; van der Hofstad, Remco; van Leeuwaarden, Johan S. H. 2 2019 Efficient rare-event simulation for multiple jump events in regularly varying random walks and compound Poisson processes. Zbl 07195280Chen, Bohan; Blanchet, Jose; Rhee, Chang-Han; Zwart, Bert 2 2019 Continuous-time portfolio choice under monotone mean-variance preferences – stochastic factor case. Zbl 1437.91412Trybuła, Jakub; Zawisza, Dariusz 2 2019 Approximate Nash equilibria in partially observed stochastic games with mean-field interactions. Zbl 1437.91060Saldi, Naci; Başar, Tamer; Raginsky, Maxim 2 2019 Efficient computation of optimal auctions via reduced forms. Zbl 1437.91212Alaei, Saeed; Fu, Hu; Haghpanah, Nima; Hartline, Jason; Malekian, Azarakhsh 2 2019 Uniform turnpike theorems for finite Markov decision processes. Zbl 1437.90158Lewis, Mark E.; Paul, Anand 2 2019 Unique Tarski fixed points. Zbl 1437.47026Marinacci, Massimo; Montrucchio, Luigi 2 2019 A mean field competition. Zbl 1437.91059Nutz, Marcel; Zhang, Yuchong 2 2019 From duels to battlefields: computing equilibria of Blotto and other games. Zbl 1437.91011Ahmadinejad, Amirmahdi; Dehghani, Sina; Hajiaghayi, Mohammadtaghi; Lucier, Brendan; Mahini, Hamid; Seddighin, Saeed 2 2019 Rationalizable implementation of correspondences. Zbl 1437.91019Kunimoto, Takashi; Serrano, Roberto 2 2019 On submodular search and machine scheduling. Zbl 1437.91103Fokkink, Robbert; Lidbetter, Thomas; Végh, László A. 2 2019 No small linear program approximates vertex cover within a factor \(2 -\varepsilon\). Zbl 1435.68110Bazzi, Abbas; Fiorini, Samuel; Pokutta, Sebastian; Svensson, Ola 2 2019 Weak stability of \(\ell_1\)-minimization methods in sparse data reconstruction. Zbl 1441.90091Zhao, Yun-Bin; Jiang, Houyuan; Luo, Zhi-Quan 2 2019 Zero-sum stopping games with asymmetric information. Zbl 1443.91081Gensbittel, Fabien; Grün, Christine 2 2019 Unbiased sensitivity estimation of one-dimensional diffusion processes. Zbl 07179964Kang, Wanmo; Lee, Jong Mun 2 2019 A combinatorial approach for small and strong formulations of disjunctive constraints. Zbl 1434.90170Huchette, Joey; Vielma, Juan Pablo 1 2019 Completely positive binary tensors. Zbl 1437.15031Fan, Jinyan; Nie, Jiawang; Zhou, Anwa 1 2019 A general regularized continuous formulation for the maximum clique problem. Zbl 1437.90147Hungerford, James T.; Rinaldi, Francesco 1 2019 On the construction of converging hierarchies for polynomial optimization based on certificates of global positivity. Zbl 1437.90127Ahmadi, Amir Ali; Hall, Georgina 1 2019 Optimal cutting planes from the group relaxations. Zbl 1437.90106Basu, Amitabh; Conforti, Michele; Di Summa, Marco; Zambelli, Giacomo 1 2019 Optimality conditions for minimizers at infinity in polynomial programming. Zbl 1437.90160Phạm, Tiến-Sơn 1 2019 Information asymmetries in common-value auctions with discrete signals. Zbl 1437.91226Syrgkanis, Vasilis; Kempe, David; Tardos, Eva 1 2019 Discrete approximation and quantification in distributionally robust optimization. Zbl 1440.90041Liu, Yongchao; Pichler, Alois; Xu, Huifu 1 2019 A market impact game under transient price impact. Zbl 1443.91278Schied, Alexander; Zhang, Tao 1 2019 The entropic barrier: exponential families, log-concave geometry, and self-concordance. Zbl 1441.90116Bubeck, Sébastien; Eldan, Ronen 1 2019 Pricing average and spread options under local-stochastic volatility jump-diffusion models. Zbl 1435.91191Shiraya, Kenichiro; Takahashi, Akihiko 1 2019 An inverse optimal stopping problem for diffusion processes. Zbl 1443.91199Kruse, Thomas; Strack, Philipp 1 2019 No-arbitrage and hedging with liquid American options. Zbl 1433.91169Bayraktar, Erhan; Zhou, Zhou 1 2019 Approximation algorithms for dynamic assortment optimization models. Zbl 1432.90009Aouad, Ali; Levi, Retsef; Segev, Danny 1 2019 A solvable two-dimensional degenerate singular stochastic control problem with nonconvex costs. Zbl 1443.91215De Angelis, Tiziano; Ferrari, Giorgio; Moriarty, John 1 2019 Probabilistic bisection converges almost as quickly as stochastic approximation. Zbl 1441.90105Frazier, Peter I.; Henderson, Shane G.; Waeber, Rolf 1 2019 Sampling-based approximation schemes for capacitated stochastic inventory control models. Zbl 1432.90011Cheung, Wang Chi; Simchi-Levi, David 1 2019 Perfect sampling of generalized Jackson networks. Zbl 07179979Blanchet, Jose; Chen, Xinyun 1 2019 Error bounds, quadratic growth, and linear convergence of proximal methods. Zbl 1440.90046Drusvyatskiy, Dmitriy; Lewis, Adrian S. 22 2018 Linear rate convergence of the alternating direction method of multipliers for convex composite programming. Zbl 1440.90047Han, Deren; Sun, Defeng; Zhang, Liwei 18 2018 Join the shortest queue with many servers. The heavy-traffic asymptotics. Zbl 1433.60087Eschenfeldt, Patrick; Gamarnik, David 12 2018 Strict constraint qualifications and sequential optimality conditions for constrained optimization. Zbl 07179851Andreani, Roberto; Martínez, José Mario; Ramos, Alberto; Silva, Paulo J. S. 10 2018 Optimal dividend strategies of two collaborating businesses in the diffusion approximation model. Zbl 1435.91151Gu, Jia-Wen; Steffensen, Mogens; Zheng, Harry 5 2018 Ideal clutters that do not pack. Zbl 1435.90117Abdi, Ahmad; Pashkovich, Kanstantsin; Cornuéjols, Gérard 5 2018 The complexity of simple models – a study of worst and typical hard cases for the standard quadratic optimization problem. Zbl 1440.90042Bomze, Immanuel M.; Schachinger, Werner; Ullrich, Reinhard 5 2018 Quantitative convergence analysis of iterated expansive, set-valued mappings. Zbl 1434.49012Luke, D. Russell; Thao, Nguyen H.; Tam, Matthew K. 5 2018 Sparse recovery via partial regularization: models, theory, and algorithms. Zbl 07179912Lu, Zhaosong; Li, Xiaorui 5 2018 Comparison of Lasserre’s measure-based bounds for polynomial optimization to bounds obtained by simulated annealing. Zbl 1440.90044de Klerk, Etienne; Laurent, Monique 5 2018 Negative dependence, scrambled nets, and variance bounds. Zbl 1445.62126Lemieux, Christiane 4 2018 A unified approach to time consistency of dynamic risk measures and dynamic performance measures in discrete time. Zbl 1443.91099Bielecki, Tomasz R.; Cialenco, Igor; Pitera, Marcin 4 2018 Reversibility and further properties of FCFS infinite bipartite matching. Zbl 1433.60080Adan, Ivo; Bušić, Ana; Mairesse, Jean; Weiss, Gideon 4 2018 Liquidity, risk measures, and concentration of measure. Zbl 1443.91343Lacker, Daniel 4 2018 Infinite-horizon average optimality of the N-network in the Halfin-Whitt regime. Zbl 1433.60085Arapostathis, Ari; Pang, Guodong 4 2018 On the complexity of robust PCA and \(\ell_1\)-norm low-rank matrix approximation. Zbl 1434.65054Gillis, Nicolas; Vavasis, Stephen A. 4 2018 Optimal consumption and portfolio selection with early retirement option. Zbl 1437.91413Yang, Zhou; Koo, Hyeng Keun 4 2018 Analysis of sparse cutting planes for sparse MILPs with applications to stochastic MILPs. Zbl 1432.90090Dey, Santanu S.; Molinaro, Marco; Wang, Qianyi 3 2018 On the existence of Nash equilibrium in Bayesian games. Zbl 1445.91007Carbonell-Nicolau, Oriol; Mclean, Richard P. 3 2018 A simple \(O(\log\log(\mathrm{rank}))\)-competitive algorithm for the matroid secretary problem. Zbl 1435.68376Feldman, Moran; Svensson, Ola; Zenklusen, Rico 3 2018 Random projections for linear programming. Zbl 1440.90024Vu, Ky; Poirion, Pierre-Louis; Liberti, Leo 3 2018 Nonconvex Lagrangian-based optimization: monitoring schemes and global convergence. Zbl 1440.90072Bolte, Jérôme; Sabach, Shoham; Teboulle, Marc 3 2018 ...and 1674 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 22,893 Authors 118 Yao, Jen-Chih 74 Qi, Liqun 74 Zhang, Liwei 69 Mordukhovich, Boris S. 66 Yang, Xiaoqi 56 Pang, Jong-Shi 54 Whitt, Ward 53 Guo, Xianping 53 Kanzow, Christian 53 Ye, Yinyu 52 Noor, Muhammad Aslam 50 Penot, Jean-Paul 49 Fukushima, Masao 48 Chen, Jein-Shan 45 Sun, Defeng 45 Zhang, Shuzhong 43 Escudero, Laureano Fernando 43 Sun, Jie 42 Glynn, Peter W. 41 Li, Duan 41 Tijs, Stef H. 41 Yuan, Xiaoming 40 Bertsimas, Dimitris John 40 Kheirfam, Behrouz 40 Rockafellar, Ralph Tyrrell 40 Terlaky, Tamás 40 Xu, Dachuan 39 Outrata, Jiří V. 39 Van den Brink, René 38 Cornuéjols, Gérard P. 38 Jansen, Klaus 38 Pardalos, Panos M. 38 Rothblum, Uriel George 38 Xiu, Naihua 38 Zwart, Bert P. 37 Hernández-Lerma, Onésimo 37 Huang, Zheng-Hai 37 Levin, Asaf 36 Huang, Nan-Jing 36 Ma, Changfeng 36 Van der Laan, Gerard 36 Xu, Huifu 35 Pan, Shaohua 35 Shapiro, Alexander 35 Zaslavski, Alexander Yakovlevich 34 Bayraktar, Erhan 34 Feinberg, Eugene Aleksandrovich 34 Murota, Kazuo 34 Puerto Albandoz, Justo 33 Conforti, Michele 33 Han, Deren 33 Liu, Hongwei 33 Perry, David 33 Todd, Michael J. 33 Tunçel, Levent 33 Woeginger, Gerhard Johannes 32 Dempe, Stephan 32 Epstein, Leah 32 Iusem, Alfredo Noel 32 Solan, Eilon 31 Dey, Santanu S. 31 Grabisch, Michel 31 Ruszczyński, Andrzej 31 Strusevich, Vitaly A. 31 Thomson, William 30 Asmussen, Søren 30 Cheng, Tai-Chiu Edwin 30 Jeyakumar, Vaithilingam 30 Weismantel, Robert 29 Chen, Xiaojun 29 Ioffe, Alexander Davidovich 29 Li, Shengjie 29 Lin, Guihua 29 Shabtay, Dvir 29 Tseng, Paul 29 Zhou, Jinchuan 28 De Loera, Jesús A. 28 Laurent, Monique 28 Letchford, Adam N. 28 Phan Quôc Khánh 28 Pinar, Mustafa Çelebi 28 Scarsini, Marco 28 Sherali, Hanif D. 28 Toh, Kimchuan 27 Ahmed, Shabbir 27 Basu, Amitabh 27 Bauschke, Heinz H. 27 Boxma, Onno Johan 27 Fang, Shu-Cherng 27 Flesch, Janos 27 Koulamas, Christos P. 27 Nowak, Andrzej S. 27 Solodov, Mikhail V. 27 Yang, Xinmin 27 Nguyen Dong Yen 27 Young, Virginia R. 26 Béal, Sylvain 26 Fujishige, Satoru 26 Kruger, Alexander Ya. 26 López-Cerdá, Marco Antonio ...and 22,793 more Authors all top 5 Cited in 807 Journals 1,529 European Journal of Operational Research 1,225 Mathematical Programming. Series A. Series B 1,001 Journal of Optimization Theory and Applications 710 Operations Research Letters 584 Annals of Operations Research 557 Optimization 544 Games and Economic Behavior 513 Discrete Applied Mathematics 508 Journal of Global Optimization 476 Computers & Operations Research 466 Journal of Economic Theory 414 Journal of Mathematical Analysis and Applications 360 Computational Optimization and Applications 353 SIAM Journal on Optimization 333 International Journal of Game Theory 321 Theoretical Computer Science 319 Queueing Systems 311 Mathematics of Operations Research 290 Journal of Mathematical Economics 256 Optimization Letters 249 Operations Research 245 Applied Mathematics and Computation 243 Mathematical Methods of Operations Research 236 Mathematical Social Sciences 230 Linear Algebra and its Applications 229 Algorithmica 220 Journal of Computational and Applied Mathematics 218 Optimization Methods & Software 197 Insurance Mathematics & Economics 196 The Annals of Applied Probability 188 Stochastic Processes and their Applications 177 Mathematical Programming 170 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 169 Journal of Combinatorial Optimization 164 Discrete Optimization 157 Numerical Functional Analysis and Optimization 143 Journal of Scheduling 140 Information Processing Letters 138 Social Choice and Welfare 135 Applied Mathematics and Optimization 135 Economic Theory 135 Set-Valued and Variational Analysis 132 Journal of Applied Probability 129 SIAM Journal on Control and Optimization 124 Top 123 Economics Letters 122 Probability in the Engineering and Informational Sciences 120 Computers & Mathematics with Applications 115 Automatica 109 Journal of Economic Dynamics & Control 104 Advances in Applied Probability 101 Journal of Industrial and Management Optimization 99 International Game Theory Review 96 Discrete Mathematics 94 Statistics & Probability Letters 94 Asia-Pacific Journal of Operational Research 93 Mathematical Problems in Engineering 92 Theory and Decision 85 Quantitative Finance 81 Fuzzy Sets and Systems 80 Stochastic Models 78 Artificial Intelligence 78 Nonlinear Analysis. Theory, Methods & Applications 76 Theory of Computing Systems 74 Numerical Algorithms 73 INFORMS Journal on Computing 72 Finance and Stochastics 68 Journal of Computer and System Sciences 67 Kybernetika 67 RAIRO. Operations Research 66 Fixed Point Theory and Applications 65 Transactions of the American Mathematical Society 65 Mathematical Finance 65 Journal of Inequalities and Applications 64 Abstract and Applied Analysis 63 Naval Research Logistics 63 Mathematical and Computer Modelling 63 Mathematics and Financial Economics 61 Information Sciences 61 Discrete & Computational Geometry 61 Applied Mathematical Modelling 61 Journal of the Operations Research Society of China 59 Acta Mathematicae Applicatae Sinica. English Series 58 International Journal of Theoretical and Applied Finance 58 Computational Management Science 56 Journal of Information & Optimization Sciences 56 Set-Valued Analysis 56 Mathematical Programming Computation 55 ZOR. Zeitschrift für Operations Research 54 Networks 54 Dynamic Games and Applications 54 Stochastic Systems 53 SIAM Journal on Computing 53 International Journal of Computer Mathematics 52 Positivity 52 Journal of Applied Mathematics and Computing 51 SIAM Journal on Discrete Mathematics 51 Journal of Applied Mathematics 49 OR Spektrum 49 4OR ...and 707 more Journals all top 5 Cited in 60 Fields 14,526 Operations research, mathematical programming (90-XX) 6,979 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 3,168 Probability theory and stochastic processes (60-XX) 3,111 Calculus of variations and optimal control; optimization (49-XX) 2,831 Computer science (68-XX) 2,666 Numerical analysis (65-XX) 1,426 Combinatorics (05-XX) 1,271 Systems theory; control (93-XX) 989 Statistics (62-XX) 860 Operator theory (47-XX) 699 Convex and discrete geometry (52-XX) 390 Linear and multilinear algebra; matrix theory (15-XX) 306 Functional analysis (46-XX) 297 Real functions (26-XX) 267 Partial differential equations (35-XX) 234 Information and communication theory, circuits (94-XX) 175 General topology (54-XX) 170 Global analysis, analysis on manifolds (58-XX) 159 Ordinary differential equations (34-XX) 156 Biology and other natural sciences (92-XX) 139 Measure and integration (28-XX) 134 Number theory (11-XX) 120 Algebraic geometry (14-XX) 105 Commutative algebra (13-XX) 92 Mathematical logic and foundations (03-XX) 91 Dynamical systems and ergodic theory (37-XX) 89 Order, lattices, ordered algebraic structures (06-XX) 88 Mechanics of deformable solids (74-XX) 82 Approximations and expansions (41-XX) 64 Statistical mechanics, structure of matter (82-XX) 45 Nonassociative rings and algebras (17-XX) 43 Quantum theory (81-XX) 42 Manifolds and cell complexes (57-XX) 38 Algebraic topology (55-XX) 34 Geometry (51-XX) 33 Field theory and polynomials (12-XX) 32 Group theory and generalizations (20-XX) 31 Differential geometry (53-XX) 29 History and biography (01-XX) 26 Fluid mechanics (76-XX) 23 General and overarching topics; collections (00-XX) 23 Functions of a complex variable (30-XX) 23 Difference and functional equations (39-XX) 23 Integral transforms, operational calculus (44-XX) 23 Mechanics of particles and systems (70-XX) 15 Integral equations (45-XX) 15 Geophysics (86-XX) 12 Several complex variables and analytic spaces (32-XX) 11 Optics, electromagnetic theory (78-XX) 8 Associative rings and algebras (16-XX) 8 Harmonic analysis on Euclidean spaces (42-XX) 8 Classical thermodynamics, heat transfer (80-XX) 6 Special functions (33-XX) 5 Topological groups, Lie groups (22-XX) 5 Potential theory (31-XX) 5 Mathematics education (97-XX) 4 General algebraic systems (08-XX) 4 Sequences, series, summability (40-XX) 3 Relativity and gravitational theory (83-XX) 2 Category theory; homological algebra (18-XX) Citations by Year