Mathematics of Operations Research
2017 - 2025
From INFORMS Contact information at EDIRC. Bibliographic data for series maintained by Chris Asher (). Access Statistics for this journal.
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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

- Frédéric 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
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