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Mathematics of Operations Research

1976 - 2017

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Volume 42, issue 1, 2017

When Is a Network Epidemic Hard to Eliminate? pp. 1-14 Downloads
Kimon Drakopoulos, Asuman Ozdaglar and John N. Tsitsiklis
Empirical Distribution of Equilibrium Play and Its Testing Application pp. 15-29 Downloads
Yakov Babichenko, Siddharth Barman and Ron Peretz
Robust Optimization of Credit Portfolios pp. 30-56 Downloads
Lijun Bo and Agostino Capponi
Constructing New Weighted ℓ 1 -Algorithms for the Sparsest Points of Polyhedral Sets pp. 57-76 Downloads
Yun-Bin Zhao and Zhi-Quan Luo
Genericity Results in Linear Conic Programming—A Tour d’Horizon pp. 77-94 Downloads
Mirjam Dür, Bolor Jargalsaikhan and Georg Still
Computing B-Stationary Points of Nonsmooth DC Programs pp. 95-118 Downloads
Jong-Shi Pang, Meisam Razaviyayn and Alberth Alvarado
Proper Efficiency and Tradeoffs in Multiple Criteria and Stochastic Optimization pp. 119-134 Downloads
Alexander Engau
On the Hardest Problem Formulations for the 0/1 Lasserre Hierarchy pp. 135-143 Downloads
Adam Kurpisz, Samuli Leppänen and Monaldo Mastrolilli
Interdicting Structured Combinatorial Optimization Problems with {0, 1}-Objectives pp. 144-166 Downloads
Stephen R. Chestnut and Rico Zenklusen
Characterizations of Smooth Ambiguity Based on Continuous and Discrete Data pp. 167-178 Downloads
Stefania Minardi and Andrei Savochkin
A Strongly Polynomial Algorithm for Generalized Flow Maximization pp. 179-211 Downloads
László A. Végh
Inventory Control for Spectrally Positive Lévy Demand Processes pp. 212-237 Downloads
Kazutoshi Yamazaki
A Generalized Polymatroid Approach to Stable Matchings with Lower Quotas pp. 238-255 Downloads
Yu Yokoi
Provably Near-Optimal Balancing Policies for Multi-Echelon Stochastic Inventory Control Models pp. 256-276 Downloads
Retsef Levi, Robin Roundy, Truong Van Anh and Xinshang Wang

Volume 41, issue 4, 2016

Diffusion Limit of Fair Resource Control—Stationarity and Interchange of Limits pp. 1161-1207 Downloads
Heng-Qing Ye and David D. Yao
Subgame-Perfect ϵ-Equilibria in Perfect Information Games with Common Preferences at the Limit pp. 1208-1221 Downloads
János Flesch and Arkadi Predtetchinski
Optimality of Quasi-Open-Loop Policies for Discounted Semi-Markov Decision Processes pp. 1222-1247 Downloads
Daniel Adelman and Angelo J. Mancini
Robust Sensitivity Analysis for Stochastic Systems pp. 1248-1275 Downloads
Henry Lam
Optimality of Mixed Policies for Average Continuous-Time Markov Decision Processes with Constraints pp. 1276-1296 Downloads
Xianping Guo and Yi Zhang
Learning in Games via Reinforcement and Regularization pp. 1297-1324 Downloads
Panayotis Mertikopoulos and William H. Sandholm
Reinforcement Learning in Robust Markov Decision Processes pp. 1325-1353 Downloads
Shiau Hong Lim, Huan Xu and Shie Mannor
A Differential Game for a Multiclass Queueing Model in the Moderate-Deviation Heavy-Traffic Regime pp. 1354-1380 Downloads
Rami Atar and Asaf Cohen
Cut-Generating Functions for Integer Variables pp. 1381-1403 Downloads
Sercan Yıldız and Gérard Cornuéjols
How the Experts Algorithm Can Help Solve LPs Online pp. 1404-1431 Downloads
Anupam Gupta and Marco Molinaro
Finite-Horizon Optimal Multiple Switching with Signed Switching Costs pp. 1432-1447 Downloads
Randall Martyr
A Central Limit Theorem for Temporally Nonhomogenous Markov Chains with Applications to Dynamic Programming pp. 1448-1468 Downloads
Alessandro Arlotto and J. Michael Steele
An Adjusted Payoff-Based Procedure for Normal Form Games pp. 1469-1483 Downloads
Mario Bravo
Robust MDPs with k -Rectangular Uncertainty pp. 1484-1509 Downloads
Shie Mannor, Ofir Mebel and Huan Xu
Additive Consistency of Risk Measures and Its Application to Risk-Averse Routing in Networks pp. 1510-1521 Downloads
Roberto Cominetti and Alfredo Torrico
A Tauberian Theorem for Nonexpansive Operators and Applications to Zero-Sum Stochastic Games pp. 1522-1534 Downloads
Bruno Ziliotto
On Computation of Generalized Derivatives of the Normal-Cone Mapping and Their Applications pp. 1535-1556 Downloads
Helmut Gfrerer and Jiří V. Outrata

Volume 41, issue 3, 2016

An Improved Integrality Gap for Asymmetric TSP Paths pp. 745-757 Downloads
Zachary Friggstad, Anupam Gupta and Mohit Singh
Improved and Generalized Upper Bounds on the Complexity of Policy Iteration pp. 758-774 Downloads
Bruno Scherrer
Approximations for Chat Service Systems Using Many-Server Diffusion Limits pp. 775-807 Downloads
Leon Cui and Tolga Tezcan
Joint Mixability pp. 808-826 Downloads
Bin Wang and Ruodu Wang
Sequential Sensor Installation for Wiener Disorder Detection pp. 827-850 Downloads
Savas Dayanik and Semih O. Sezer
Unrelated Machine Scheduling with Stochastic Processing Times pp. 851-864 Downloads
Martin Skutella, Maxim Sviridenko and Marc Uetz
Facility Location with Client Latencies: LP-Based Techniques for Minimum-Latency Problems pp. 865-883 Downloads
Deeparnab Chakrabarty and Chaitanya Swamy
On the Range of the Douglas–Rachford Operator pp. 884-897 Downloads
Heinz H. Bauschke, Warren L. Hare and Walaa M. Moursi
Asymptotic Optimality of Constant-Order Policies for Lost Sales Inventory Models with Large Lead Times pp. 898-913 Downloads
David A. Goldberg, Dmitriy A. Katz-Rogozhnikov, Yingdong Lu, Mayank Sharma and Mark S. Squillante
Multivariate Transient Price Impact and Matrix-Valued Positive Definite Functions pp. 914-934 Downloads
Aurélien Alfonsi, Florian Klöck and Alexander Schied
Recursive Inspection Games pp. 935-952 Downloads
Bernhard von Stengel
Optimal Consumption Until Ruin for an Endowment Described by an Autonomous ODE for an Infinite Time Horizon pp. 953-968 Downloads
Peter Grandits
A Polyhedral Description of Kernels pp. 969-990 Downloads
Qin Chen, Xujin Chen and Wenan Zang
Robust Polynomial-Time Approximation Schemes for Parallel Machine Scheduling with Job Arrivals and Departures pp. 991-1021 Downloads
Martin Skutella and José Verschae
Submodular Stochastic Probing on Matroids pp. 1022-1038 Downloads
Marek Adamczyk, Maxim Sviridenko and Justin Ward
Fundamental Theorem of Asset Pricing Under Transaction Costs and Model Uncertainty pp. 1039-1054 Downloads
Erhan Bayraktar and Yuchong Zhang
Fluid Limits for Multiple-Input Shortest Remaining Processing Time Queues pp. 1055-1092 Downloads
Łukasz Kruk and Ewa Sokołowska
Continuous Time Contests with Private Information pp. 1093-1107 Downloads
Christian Seel and Philipp Strack
Bayesian Switching Multiple Disorder Problems pp. 1108-1124 Downloads
Pavel V. Gapeev
Computation, Multiplicity, and Comparative Statics of Cournot Equilibria in Integers pp. 1125-1134 Downloads
Michael J. Todd
A Unified Approach to Diffusion Analysis of Queues with General Patience-Time Distributions pp. 1135-1160 Downloads
Junfei Huang, Hanqin Zhang and Jiheng Zhang

Volume 41, issue 2, 2016

Convergence Analysis for Distributionally Robust Optimization and Equilibrium Problems pp. 377-401 Downloads
Hailin Sun and Huifu Xu
Empirical Dynamic Programming pp. 402-429 Downloads
William B. Haskell, Rahul Jain and Dileep Kalathil
Stationary Almost Markov Perfect Equilibria in Discounted Stochastic Games pp. 430-441 Downloads
Anna Jaśkiewicz and Andrzej Nowak
Majorization-Minimization Procedures and Convergence of SQP Methods for Semi-Algebraic and Tame Programs pp. 442-465 Downloads
Jérôme Bolte and Edouard Pauwels
Local Utility and Multivariate Risk Aversion pp. 466-476 Downloads
Arthur Charpentier, Alfred Galichon and Marc Henry
On Minimal Valid Inequalities for Mixed Integer Conic Programs pp. 477-510 Downloads
Fatma Kılınç-Karzan
Minimizing Cubic and Homogeneous Polynomials over Integers in the Plane pp. 511-530 Downloads
Alberto Del Pia, Robert Hildebrand, Robert Weismantel and Kevin Zemmer
General Optimized Lower and Upper Bounds for Discrete and Continuous Arithmetic Asian Options pp. 531-559 Downloads
Gianluca Fusai and Ioannis Kyriakou
Gaussian Limits for a Fork-Join Network with Nonexchangeable Synchronization in Heavy Traffic pp. 560-595 Downloads
Hongyuan Lu and Guodong Pang
Hölder-Like Property and Metric Regularity of a Positive-Order for Implicit Multifunctions pp. 596-611 Downloads
Thai Doan Chuong and Do Sang Kim
Unified Algorithms for Online Learning and Competitive Analysis pp. 612-625 Downloads
Niv Buchbinder, Shahar Chen, Joseph (Seffi) Naor and Ohad Shamir
Optimal Trend Following Trading Rules pp. 626-642 Downloads
Min Dai, Zhou Yang, Qing Zhang and Qiji Jim Zhu
HodgeRank Is the Limit of Perron Rank pp. 643-647 Downloads
Ngoc Mai Tran
Zero-Sum Polymatrix Games: A Generalization of Minmax pp. 648-655 Downloads
Yang Cai, Ozan Candogan, Constantinos Daskalakis and Christos Papadimitriou
Partially Observable Total-Cost Markov Decision Processes with Weakly Continuous Transition Probabilities pp. 656-681 Downloads
Eugene A. Feinberg, Pavlo O. Kasyanov and Michael Z. Zgurovsky
Time-Consistent Decisions and Temporal Decomposition of Coherent Risk Functionals pp. 682-699 Downloads
Georg Ch. Pflug and Alois Pichler
Lower Bounds for Bruss’ Odds Problem with Multiple Stoppings pp. 700-714 Downloads
Tomomi Matsui and Katsunori Ano
Convexity and Solutions of Stochastic Multidimensional 0-1 Knapsack Problems with Probabilistic Constraints pp. 715-731 Downloads
Kunikazu Yoda and András Prékopa
Erratum: “Convex Duality in Stochastic Optimization and Mathematical Finance” pp. 732-733 Downloads
Teemu Pennanen
A Matroid Approach to Stable Matchings with Lower Quotas pp. 734-744 Downloads
Tamás Fleiner and Naoyuki Kamiyama

Volume 41, issue 1, 2016

Two-Stage Optimization Problems with Multivariate Stochastic Order Constraints pp. 1-22 Downloads
Darinka Dentcheva and Eli Wolfhagen
The Cutting Plane Method is Polynomial for Perfect Matchings pp. 23-48 Downloads
Karthekeyan Chandrasekaran, László A. Végh and Santosh S. Vempala
Markov Games with Frequent Actions and Incomplete Information—The Limit Case pp. 49-71 Downloads
Pierre Cardaliaguet, Catherine Rainer, Dinah Rosenberg and Nicolas Vieille
On a Piecewise-Linear Approximation for Network Revenue Management pp. 72-91 Downloads
Sumit Kunnumkal and Kalyan Talluri
Finitely Additive Dynamic Programming pp. 92-108 Downloads
William D. Sudderth
Stochastic Target Games and Dynamic Programming via Regularized Viscosity Solutions pp. 109-124 Downloads
Bruno Bouchard and Marcel Nutz
Optimal Transport and Cournot-Nash Equilibria pp. 125-145 Downloads
Adrien Blanchet and Guillaume Carlier
Maximization of Nonconcave Utility Functions in Discrete-Time Financial Market Models pp. 146-173 Downloads
Laurence Carassus and Miklós Rásonyi
Equilibrium Pricing in Incomplete Markets Under Translation Invariant Preferences pp. 174-195 Downloads
Patrick Cheridito, Ulrich Horst, Michael Kupper and Traian A. Pirvu
On the Minimization Over Sparse Symmetric Sets: Projections, Optimality Conditions, and Algorithms pp. 196-223 Downloads
Amir Beck and Nadav Hallak
A Characterization of the Optimal Certainty Equivalent of the Average Cost via the Arrow-Pratt Sensitivity Function pp. 224-235 Downloads
Rolando Cavazos-Cadena and Daniel Hernández-Hernández
On the Tail Probabilities of Aggregated Lognormal Random Fields with Small Noise pp. 236-246 Downloads
Xiaoou Li, Jingchen Liu and Gongjun Xu
No-Wait Flowshop Scheduling Is as Hard as Asymmetric Traveling Salesman Problem pp. 247-254 Downloads
Marcin Mucha and Maxim Sviridenko
Congestion Games with Variable Demands pp. 255-277 Downloads
Tobias Harks and Max Klimm
Where Strategic and Evolutionary Stability Depart—A Study of Minimal Diversity Games pp. 278-292 Downloads
Dieter Balkenborg and Dries Vermeulen
A Measure-Valued Differentiation Approach to Sensitivities of Quantiles pp. 293-317 Downloads
Bernd Heidergott and Warren Volk-Makarewicz
Capacitated Vehicle Routing with Nonuniform Speeds pp. 318-331 Downloads
Inge Li Gørtz, Marco Molinaro, Viswanath Nagarajan and R. Ravi
A Unified Approach to Truthful Scheduling on Related Machines pp. 332-351 Downloads
Leah Epstein, Asaf Levin and Rob van Stee
Optimal Provision-After-Wait in Healthcare pp. 352-376 Downloads
Mark Braverman, Jing Chen and Sampath Kannan
Page updated 2017-04-28