Mathematics of Operations Research
2017 - 2025
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Volume 50, issue 2, 2025
- An Approximation to the Invariant Measure of the Limiting Diffusion of G / Ph / n + GI Queues in the Halfin–Whitt Regime and Related Asymptotics pp. 783-812

- Xinghu Jin, Guodong Pang, Lihu Xu and Xin Xu
- Simple and Explicit Bounds for Multiserver Queues with 1 1 − ρ Scaling pp. 813-837

- Yuan Li and David A. Goldberg
- Opinion Dynamics on Directed Complex Networks pp. 838-870

- Nicolas Fraiman, Tzu-Chi Lin and Mariana Olvera-Cravioto
- On Constrained Mixed-Integer DR-Submodular Minimization pp. 871-909

- Qimeng Yu and Simge Küçükyavuz
- Practical Algorithms with Guaranteed Approximation Ratio for Traveling Tournament Problem with Maximum Tour Length 2 pp. 910-934

- Jingyang Zhao and Mingyu Xiao
- Finite-Time High-Probability Bounds for Polyak–Ruppert Averaged Iterates of Linear Stochastic Approximation pp. 935-964

- Alain Durmus, Eric Moulines, Alexey Naumov and Sergey Samsonov
- Robust-to-Dynamics Optimization pp. 965-992

- Amir Ali Ahmadi and Oktay Günlük
- Efficiency of Stochastic Coordinate Proximal Gradient Methods on Nonseparable Composite Optimization pp. 993-1018

- Ion Necoara and Flavia Chorobura
- Convexification of Bilinear Terms over Network Polytopes pp. 1019-1041

- Erfan Khademnia and Danial Davarnia
- Equilibrium Portfolio Selection for Smooth Ambiguity Preferences pp. 1042-1071

- Guohui Guan, Zongxia Liang and Jianming Xia
- Correlated Equilibria for Mean Field Games with Progressive Strategies pp. 1072-1111

- Ofelia Bonesini, Luciano Campi and Markus Fischer
- Estimating a Function and Its Derivatives Under a Smoothness Condition pp. 1112-1138

- Eunji Lim
- Learning and Balancing Unknown Loads in Large-Scale Systems pp. 1139-1172

- Diego Goldsztajn, Sem C. Borst and Johan S. H. van Leeuwaarden
- Is There a Golden Parachute in Sannikov’s Principal–Agent Problem? pp. 1173-1203

- Dylan Possamaï and Nizar Touzi
- Optimal Error Bounds in the Absence of Constraint Qualifications with Applications to p -Cones and Beyond pp. 1204-1232

- Scott B. Lindstrom, Bruno F. Lourenço and Ting Kei Pong
- Liquid Welfare Guarantees for No-Regret Learning in Sequential Budgeted Auctions pp. 1233-1249

- Giannis Fikioris and Éva Tardos
- Robust Multiple Stopping—A Duality Approach pp. 1250-1276

- Roger Laeven, John G. M. Schoenmakers, Nikolaus Schweizer and Mitja Stadje
- Corruption-Robust Exploration in Episodic Reinforcement Learning pp. 1277-1304

- Thodoris Lykouris, Max Simchowitz, Aleksandrs Slivkins and Wen Sun
- Markov Decision Processes with Observation Costs: Framework and Computation with a Penalty Scheme pp. 1305-1332

- Christoph Reisinger and Jonathan Tam
- Confidence Intervals for Piecewise Normal Distributions and Stochastic Variational Inequalities pp. 1333-1363

- Shu Lu
- Variance-Reduced Accelerated First-Order Methods: Central Limit Theorems and Confidence Statements pp. 1364-1397

- Jinlong Lei and Uday V. Shanbhag
- On the Simplex Method for 0/1-Polytopes pp. 1398-1420

- Alexander E. Black, Jesús A. De Loera, Sean Kafer and Laura Sanità
- How to Design a Stable Serial Knockout Competition pp. 1421-1432

- Roel Lambers, Rudi Pendavingh and Frits Spieksma
- Procuring Unverifiable Information pp. 1433-1453

- Salil Sharma, Elias Tsakas and Mark Voorneveld
- Hidden Convexity, Optimization, and Algorithms on Rotation Matrices pp. 1454-1477

- Akshay Ramachandran, Kevin Shu and Alex L. Wang
- Investment Timing and Technological Breakthroughs pp. 1478-1513

- Jean-Paul Décamps, Fabien Gensbittel and Thomas Mariotti
- Rank-One Boolean Tensor Factorization and the Multilinear Polytope pp. 1514-1554

- Alberto Del Pia and Aida Khajavirad
- ρ -Arbitrage and ρ -Consistent Pricing for Star-Shaped Risk Measures pp. 1555-1583

- Martin Herdegen and Nazem Khan
Volume 50, issue 1, 2025
- The Online Saddle Point Problem and Online Convex Optimization with Knapsacks pp. 1-39

- Adrian Rivera Cardoso, He Wang and Huan Xu
- Towards Optimal Problem Dependent Generalization Error Bounds in Statistical Learning Theory pp. 40-67

- Yunbei Xu and Assaf Zeevi
- Flow Allocation Games pp. 68-89

- Nils Bertschinger, Martin Hoefer and Daniel Schmand
- Polynomial Voting Rules pp. 90-106

- Wenpin Tang and David D. Yao
- Scheduling in the High-Uncertainty Heavy Traffic Regime pp. 107-140

- Rami Atar, Eyal Castiel and Yonatan Shadmi
- Alternating and Parallel Proximal Gradient Methods for Nonsmooth, Nonconvex Minimax: A Unified Convergence Analysis pp. 141-168

- Eyal Cohen and Marc Teboulle
- Fluctuation Theory of Continuous-Time, Skip-Free Downward Markov Chains with Applications to Branching Processes with Immigration pp. 169-188

- Ronnie Loeffen, Pierre Patie and Jian Wang
- Submodular Functions and Perfect Graphs pp. 189-208

- Tara Abrishami, Maria Chudnovsky, Cemil Dibek and Kristina Vušković
- Stationary Points of a Shallow Neural Network with Quadratic Activations and the Global Optimality of the Gradient Descent Algorithm pp. 209-251

- David Gamarnik, Eren C. Kızıldağ and Ilias Zadik
- A Characterization of Simultaneous Optimization, Majorization, and (Bi-)Submodular Polyhedra pp. 252-276

- Martijn H. H. Schoot Uiterkamp
- Variational Inequalities on Unbounded Domains for Zero-Sum Singular Controller vs. Stopper Games pp. 277-312

- Andrea Bovo, Tiziano De Angelis and Elena Issoglio
- Risk Sharing with Lambda Value at Risk pp. 313-333

- Peng Liu
- Strongly Convergent Homogeneous Approximations to Inhomogeneous Markov Jump Processes and Applications pp. 334-355

- Martin Bladt and Oscar Peralta
- Optimal Consumption and Investment with Independent Stochastic Labor Income pp. 356-389

- Alain Bensoussan and Seyoung Park
- On the (Im-)Possibility of Representing Probability Distributions as a Difference of I.I.D. Noise Terms pp. 390-409

- Christian Ewerhart and Marco Serena
- Parametric Semidefinite Programming: Geometry of the Trajectory of Solutions pp. 410-430

- Antonio Bellon, Didier Henrion, Vyacheslav Kungurtsev and Jakub Mareček
- A Policy Gradient Algorithm for the Risk-Sensitive Exponential Cost MDP pp. 431-458

- Mehrdad Moharrami, Yashaswini Murthy, Arghyadip Roy and R. Srikant
- Convergence and Stability of Coupled Belief-Strategy Learning Dynamics in Continuous Games pp. 459-481

- Manxi Wu, Saurabh Amin and Asuman Ozdaglar
- Marginal Values of a Stochastic Game pp. 482-505

- Luc Attia, Miquel Oliu-Barton and Raimundo Saona
- Mean-Field Multiagent Reinforcement Learning: A Decentralized Network Approach pp. 506-536

- Haotian Gu, Xin Guo, Xiaoli Wei and Renyuan Xu
- Semidefinite Approximations for Bicliques and Bi-Independent Pairs pp. 537-572

- Monique Laurent, Sven Polak and Luis Felipe Vargas
- Multilevel Langevin Pathwise Average for Gibbs Approximation pp. 573-605

- Maxime Egéa and Fabien Panloup
- Optimal Investment Strategy for α-Robust Utility Maximization Problem pp. 606-632

- Zhou Yang, Danping Li, Yan Zeng and Guanting Liu
- Fast Rates for the Regret of Offline Reinforcement Learning pp. 633-655

- Yichun Hu, Nathan Kallus and Masatoshi Uehara
- Exact Characterization of the Jointly Optimal Restocking and Auditing Policy in Inventory Systems with Record Inaccuracy pp. 656-710

- Naveed Chehrazi
- Sample-Path Large Deviations for Unbounded Additive Functionals of the Reflected Random Walk pp. 711-742

- Mihail Bazhba, Jose Blanchet, Chang-Han Rhee and Bert Zwart
- Uniqueness of Convex-Ranged Probabilities and Applications to Risk Measures and Games pp. 743-763

- Massimiliano Amarante, Felix-Benedikt Liebrich and Cosimo Munari
- Steiner Cut Dominants pp. 764-781

- Michele Conforti and Volker Kaibel
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