Mathematics of Operations Research

2017 - 2025

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Volume 50, issue 4, 2025

Exit Game with Private Information pp. 2433-2469

H. Dharma Kwon and Jan Palczewski

Online Estimation and Optimization of Utility-Based Shortfall Risk pp. 2470-2501

Vishwajit Hegde, Arvind Satish Menon, L.A. Prashanth and Krishna Jagannathan

Value-Positivity for Matrix Games pp. 2502-2525

Krishnendu Chatterjee, Miquel Oliu-Barton and Raimundo Saona

Stochastic Control Problems with State Reflections Arising from Relaxed Benchmark Tracking pp. 2526-2551

Lijun Bo, Yijie Huang and Xiang Yu

On Average Optimality for Non-Stationary Markov Decision Processes in Borel Spaces pp. 2552-2576

Xin Guo, Yonghui Huang and Yi Zhang

Primal-Dual Extrapolation Methods for Monotone Inclusions Under Local Lipschitz Continuity pp. 2577-2599

Zhaosong Lu and Sanyou Mei

A Dynamic Principal-Agent Problem with One-Sided Commitment pp. 2600-2632

Jianfeng Zhang and Zimu Zhu

Fast Convex Optimization via Time Scale and Averaging of the Steepest Descent pp. 2633-2665

Hedy Attouch, Radu Ioan Boţ and Dang-Khoa Nguyen

Relaxed Equilibria for Time-Inconsistent Markov Decision Processes pp. 2666-2687

Erhan Bayraktar, Yu-Jui Huang, Zhenhua Wang and Zhou Zhou

A 0/1 Constrained Optimization Solving Sample Average Approximation for Chance Constrained Programming pp. 2688-2716

Shenglong Zhou, Lili Pan, Naihua Xiu and Geoffrey Ye Li

Round-Robin Beyond Additive Agents: Existence and Fairness of Approximate Equilibria pp. 2717-2737

Georgios Amanatidis, Georgios Birmpas, Philip Lazos, Stefano Leonardi and Rebecca Reiffenhäuser

Is Pessimism Provably Efficient for Offline Reinforcement Learning? pp. 2738-2793

Ying Jin, Zhuoran Yang and Zhaoran Wang

On the Impossibility of Convergence of Mixed Strategies with Optimal No-Regret Learning pp. 2794-2833

Vidya Muthukumar, Soham Phade and Anant Sahai

Dynamic Resource Allocation: The Geometry and Robustness of Constant Regret pp. 2834-2872

Alberto Vera, Alessandro Arlotto, Itai Gurvich and Eli Levin

A Squared Smoothing Newton Method for Semidefinite Programming pp. 2873-2908

Ling Liang, Defeng Sun and Kim-Chuan Toh

Improved Guarantees for the A Priori TSP pp. 2909-2940

Jannis Blauth, Meike Neuwohner, Luise Puhlmann and Jens Vygen

Quadratic Memory Is Necessary for Optimal Query Complexity in Convex Optimization: Center of Mass Is Pareto Optimal pp. 2941-2971

Moïse Blanchard, Junhui Zhang and Patrick Jaillet

Deep Quadratic Hedging pp. 2972-3009

Alessandro Gnoatto, Silvia Lavagnini and Athena Picarelli

An Equivalent Reformulation and Multiproximity Gradient Algorithms for a Class of Nonsmooth Fractional Programming pp. 3010-3038

Junpeng Zhou, Na Zhang and Qia Li

Tight Bounds for Secretary Matching in General Graphs pp. 3039-3054

Tomer Ezra, Michal Feldman, Nikolai Gravin and Zhihao (Gavin) Tang

A Machine Learning Method for Stackelberg Mean Field Games pp. 3055-3093

Gökçe Dayanıklı and Mathieu Laurière

ℓ p -Sphere Covering and Approximating Nuclear p -Norm pp. 3094-3124

Jiewen Guan, Simai He, Bo Jiang and Zhening Li

Stochastic First-Order Methods for Average-Reward Markov Decision Processes pp. 3125-3160

Tianjiao Li, Feiyang Wu and Guanghui Lan

Pandora’s Problem with Combinatorial Cost pp. 3161-3189

Ben Berger, Tomer Ezra, Michal Feldman and Federico Fusco

An Stochastic Differential Equation Perspective on Stochastic Convex Optimization pp. 3190-3221

Maulén S. Rodrigo, Jalal Fadili and Hedy Attouch

A Riemannian Alternating Direction Method of Multipliers pp. 3222-3242

Jiaxiang Li, Shiqian Ma and Tejes Srivastava

Improved Guarantees for Offline Stochastic Matching via New Ordered Contention Resolution Schemes pp. 3243-3256

Brian Brubach, Nathaniel Grammel, Will Ma and Aravind Srinivasan

On Interim Envy-Free Allocation Lotteries pp. 3257-3282

Ioannis Caragiannis, Panagiotis Kanellopoulos and Maria Kyropoulou

Volume 50, issue 3, 2025

Rockafellian Relaxation and Stochastic Optimization Under Perturbations pp. 1585-1610

Johannes O. Royset, Louis L. Chen and Eric Eckstrand

Large Independent Sets in Recursive Markov Random Graphs pp. 1611-1634

Akshay Gupte and Yiran Zhu

Order Independence in Sequential, Issue-by-Issue Voting pp. 1635-1653

Alex Gershkov, Benny Moldovanu and Xianwen Shi

Optimality Conditions in Control Problems with Random State Constraints in Probabilistic or Almost Sure Form pp. 1654-1680

Caroline Geiersbach and René Henrion

On the Convex Formulations of Robust Markov Decision Processes pp. 1681-1706

Julien Grand-Clément and Marek Petrik

Risk-Averse Markov Decision Processes Through a Distributional Lens pp. 1707-1733

Ziteng Cheng and Sebastian Jaimungal

A Moment-Sum-of-Squares Hierarchy for Robust Polynomial Matrix Inequality Optimization with Sum-of-Squares Convexity pp. 1734-1761

Feng Guo and Jie Wang

Exploration Noise for Learning Linear-Quadratic Mean Field Games pp. 1762-1831

François Delarue and Athanasios Vasileiadis

Nonzero-Sum Optimal Stopping Game with Continuous vs. Periodic Exercise Opportunities pp. 1832-1867

José Luis Pérez, Neofytos Rodosthenous and Kazutoshi Yamazaki

An Augmented Lagrangian Approach to Conically Constrained Nonmonotone Variational Inequality Problems pp. 1868-1900

Lei Zhao, Daoli Zhu and Shuzhong Zhang

Fair Shares: Feasibility, Domination, and Incentives pp. 1901-1934

Moshe Babaioff and Uriel Feige

Erratum to: Linear Convergence of Dual Coordinate Descent on Nonpolyhedral Convex Problems pp. 1935-1938

Ion Necoara and Olivier Fercoq

Uncertainty Propagation and Dynamic Robust Risk Measures pp. 1939-1964

Marlon R. Moresco, Mélina Mailhot and Silvana M. Pesenti

Information Design and Sharing in Supply Chains pp. 1965-1991

René Caldentey, Avi Giloni, Clifford Hurvich and Yichen Zhang

Compact Extended Formulations for Low-Rank Functions with Indicator Variables pp. 1992-2016

Shaoning Han and Andrés Gómez

Parabolic Regularity of Spectral Functions pp. 2017-2046

Ashkan Mohammadi and Ebrahim Sarabi

On the Set of Balanced Games pp. 2047-2072

Pedro Garcia-Segador, Michel Grabisch and Pedro Miranda

Optimal Ratcheting of Dividends with Capital Injection pp. 2073-2111

Wenyuan Wang, Ran Xu and Kaixin Yan

On a Network Centrality Maximization Game pp. 2112-2140

Costanza Catalano, Maria Castaldo, Giacomo Como and Fabio Fagnani

Sparse Integer Programming Is Fixed-Parameter Tractable pp. 2141-2156

Friedrich Eisenbrand, Christoph Hunkenschröder, Kim-Manuel Klein, Martin Koutecký, Asaf Levin and Shmuel Onn

Correlated Equilibria in Large Anonymous Bayesian Games pp. 2157-2174

Frederic Koessler, Marco Scarsini and Tristan Tomala

Analysis of a Class of Minimization Problems Lacking Lower Semicontinuity pp. 2175-2198

Shaoning Han, Ying Cui and Jong-Shi Pang

The Core of Housing Markets from an Agent’s Perspective: Is It Worth Sprucing up Your Home? pp. 2199-2225

Ildikó Schlotter, Péter Biró and Tamás Fleiner

Robust Online Selection with Uncertain Offer Acceptance pp. 2226-2260

Sebastian Perez-Salazar, Mohit Singh and Alejandro Toriello

Envy-Free Division of Multilayered Cakes pp. 2261-2286

Ayumi Igarashi and Frédéric Meunier

The Minimax Property in Infinite Two-Person Win-Lose Games pp. 2287-2300

Ron Holzman

A Retrospective Approximation Approach for Smooth Stochastic Optimization pp. 2301-2332

David Newton, Raghu Bollapragada, Raghu Pasupathy and Nung Kwan Yip

Langevin Dynamics Based Algorithm e-TH ε O POULA for Stochastic Optimization Problems with Discontinuous Stochastic Gradient pp. 2333-2374

Dong-Young Lim, Ariel Neufeld, Sotirios Sabanis and Ying Zhang

Dual Solutions in Convex Stochastic Optimization pp. 2375-2404

Teemu Pennanen and Ari-Pekka Perkkiö

Comparison Between Mean-Variance and Monotone Mean-Variance Preferences Under Jump Diffusion and Stochastic Factor Model pp. 2405-2432

Yuchen Li, Zongxia Liang and Shunzhi Pang

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