Mathematics of Operations Research

2017 - 2025

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Volume 48, issue 4, 2023

A Generalized Newton Method for Subgradient Systems pp. 1811-1845

Pham Duy Khanh, Boris Mordukhovich and Vo Thanh Phat

Sampling from the Gibbs Distribution in Congestion Games pp. 1846-1870

Pieter Kleer

Stationary Discounted and Ergodic Mean Field Games with Singular Controls pp. 1871-1898

Haoyang Cao, Jodi Dianetti and Giorgio Ferrari

The Regularity of the Value Function of Repeated Games with Switching Costs pp. 1899-1905

Yevgeny Tsodikovich, Xavier Venel and Anna Zseleva

Conic Optimization with Spectral Functions on Euclidean Jordan Algebras pp. 1906-1933

Chris Coey, Lea Kapelevich and Juan Pablo Vielma

An Accelerated Newton–Dinkelbach Method and Its Application to Two Variables per Inequality Systems pp. 1934-1958

Daniel Dadush, Zhuan Khye Koh, Bento Natura and László A. Végh

Truthful Mechanisms for Two-Sided Markets via Prophet Inequalities pp. 1959-1986

Alexander Braun and Thomas Kesselheim

A Label-State Formulation of Stochastic Graphon Games and Approximate Equilibria on Large Networks pp. 1987-2018

Daniel Lacker and Agathe Soret

Lyapunov Conditions for Differentiability of Markov Chain Expectations pp. 2019-2042

Chang-Han Rhee and Peter W. Glynn

Generalization Bounds in the Predict-Then-Optimize Framework pp. 2043-2065

Othman El Balghiti, Adam N. Elmachtoub, Paul Grigas and Ambuj Tewari

Convergence of Finite Memory Q Learning for POMDPs and Near Optimality of Learned Policies Under Filter Stability pp. 2066-2093

Ali Devran Kara and Serdar Yüksel

On the Efficient Implementation of the Matrix Exponentiated Gradient Algorithm for Low-Rank Matrix Optimization pp. 2094-2128

Dan Garber and Atara Kaplan

Nonasymptotic Convergence Rates for the Plug-in Estimation of Risk Measures pp. 2129-2155

Daniel Bartl and Ludovic Tangpi

Percolation Games pp. 2156-2166

Guillaume Garnier and Bruno Ziliotto

The Price of Anarchy for Instantaneous Dynamic Equilibria pp. 2167-2195

Lukas Graf and Tobias Harks

A General Framework for Bandit Problems Beyond Cumulative Objectives pp. 2196-2232

Asaf Cassel, Shie Mannor and Assaf Zeevi

Optimal Relative Performance Criteria in Mean-Field Contribution Games pp. 2233-2266

Zhou Zhou

Polynomial Upper Bounds on the Number of Differing Columns of Δ-Modular Integer Programs pp. 2267-2286

Jon Lee, Joseph Paat, Ingo Stallknecht and Luze Xu

Reduction of Potential-Based Flow Networks pp. 2287-2303

Max Klimm, Marc E. Pfetsch, Rico Raber and Martin Skutella

Erratum to “Budgeted Prize-Collecting Traveling Salesman and Minimum Spanning Tree Problems” pp. 2304-2307

Alice Paul, Daniel Freund, Aaron Ferber, David B. Shmoys and David P. Williamson

Optimal Oracle Inequalities for Projected Fixed-Point Equations, with Applications to Policy Evaluation pp. 2308-2336

Wenlong Mou, Ashwin Pananjady and Martin J. Wainwright

An Adaptive Lagrangian-Based Scheme for Nonconvex Composite Optimization pp. 2337-2352

Nadav Hallak and Marc Teboulle

Monotone Inclusions, Acceleration, and Closed-Loop Control pp. 2353-2382

Tianyi Lin and Michael I. Jordan

Volume 48, issue 3, 2023

On Singular Control for Lévy Processes pp. 1213-1234

Kei Noba and Kazutoshi Yamazaki

Exactness Conditions for Semidefinite Programming Relaxations of Generalization of the Extended Trust Region Subproblem pp. 1235-1253

Rujun Jiang and Duan Li

Optimality of Independently Randomized Symmetric Policies for Exchangeable Stochastic Teams with Infinitely Many Decision Makers pp. 1254-1285

Sina Sanjari, Naci Saldi and Serdar Yüksel

Liquidity Provision with Adverse Selection and Inventory Costs pp. 1286-1315

Martin Herdegen, Johannes Muhle-Karbe and Florian Stebegg

Sums of Separable and Quadratic Polynomials pp. 1316-1343

Amir Ali Ahmadi, Cemil Dibek and Georgina Hall

Overbooking with Bounded Loss pp. 1344-1363

Daniel Freund and Jiayu (Kamessi) Zhao

A Sensitivity Analysis of the Price of Anarchy in Nonatomic Congestion Games pp. 1364-1392

Zijun Wu and Rolf H. Möhring

Fair Integral Network Flows pp. 1393-1422

András Frank and Kazuo Murota

An Equilibrium Model for the Cross Section of Liquidity Premia pp. 1423-1453

Johannes Muhle-Karbe, Xiaofei Shi and Chen Yang

Solving Optimal Stopping Problems via Randomization and Empirical Dual Optimization pp. 1454-1480

Denis Belomestny, Christian Bender and John Schoenmakers

On Integer Programming, Discrepancy, and Convolution pp. 1481-1495

Klaus Jansen and Lars Rohwedder

Provably Efficient Reinforcement Learning with Linear Function Approximation pp. 1496-1521

Chi Jin, Zhuoran Yang, Zhaoran Wang and Michael I. Jordan

Truthfulness of a Network Resource-Sharing Protocol pp. 1522-1552

Yukun Cheng, Xiaotie Deng, Qi Qi and Xiang Yan

Regret Analysis of a Markov Policy Gradient Algorithm for Multiarm Bandits pp. 1553-1588

Neil Walton and Denis Denisov

Exact Optimal Stopping for Multidimensional Linear Switching Diffusions pp. 1589-1606

Philip Ernst and Hongwei Mei

Contextual Bandits with Cross-Learning pp. 1607-1629

Santiago Balseiro, Negin Golrezaei, Mohammad Mahdian, Vahab Mirrokni and Jon Schneider

A Complementary Pivot Algorithm for Competitive Allocation of a Mixed Manna pp. 1630-1656

Bhaskar Ray Chaudhury, Jugal Garg, Peter McGlaughlin and Ruta Mehta

Risk-Averse Optimal Control in Continuous Time by Nesting Risk Measures pp. 1657-1678

Alois Pichler and Ruben Schlotter

A Unifying Framework for Submodular Mean Field Games pp. 1679-1710

Jodi Dianetti, Giorgio Ferrari, Markus Fischer and Max Nendel

From Perspective Maps to Epigraphical Projections pp. 1711-1740

Michael P. Friedlander, Ariel Goodwin and Tim Hoheisel

Convergence of a Packet Routing Model to Flows over Time pp. 1741-1766

Leon Sering, Laura Vargas Koch and Theresa Ziemke

Optimization Under Rational Expectations: A Framework of Fully Coupled Forward-Backward Stochastic Linear Quadratic Systems pp. 1767-1790

Mingshang Hu, Shaolin Ji and Xiaole Xue

Approximate Nash Equilibria in Large Nonconvex Aggregative Games pp. 1791-1809

Kang Liu, Nadia Oudjane and Cheng Wan

Volume 48, issue 2, 2023

Distributionally Robust Stochastic Optimization with Wasserstein Distance pp. 603-655

Rui Gao and Anton Kleywegt

A General Framework for Learning Mean-Field Games pp. 656-686

Xin Guo, Anran Hu, Renyuan Xu and Junzi Zhang

A Classical Search Game in Discrete Locations pp. 687-707

Jake Clarkson, Kyle Y. Lin and Kevin D. Glazebrook

Random Perfect Information Games pp. 708-727

János Flesch, Arkadi Predtetchinski and Ville Suomala

Lipschitz Bernoulli Utility Functions pp. 728-747

Efe A. Ok and Nik Weaver

Many-Server Queues with Random Service Rates: A Unified Framework Based on Measure-Valued Processes pp. 748-783

Burak Büke and Wenyi Qin

Approximation and Convergence of Large Atomic Congestion Games pp. 784-811

Roberto Cominetti, Marco Scarsini, Marc Schröder and Nicolás Stier-Moses

A Sparse Version of Reznick’s Positivstellensatz pp. 812-833

Ngoc Hoang Anh Mai, Victor Magron and Jean Lasserre

Repeated Games with Incomplete Information over Predictable Systems pp. 834-864

Ehud Lehrer and Dimitry Shaiderman

Strong Convexity of Feasible Sets in Off-line and Online Optimization pp. 865-884

Marco Molinaro

Linear Programming and Community Detection pp. 885-913

Alberto Del Pia, Aida Khajavirad and Dmitriy Kunisky

Multiagent Online Learning in Time-Varying Games pp. 914-941

Benoit Duvocelle, Panayotis Mertikopoulos, Mathias Staudigl and Dries Vermeulen

On the Effect of Symmetry Requirement for Rendezvous on the Complete Graph pp. 942-953

Marthe Bonamy, Michał Pilipczuk, Jean-Sébastien Sereni and Richard Weber

Stochastic Optimization with Decision-Dependent Distributions pp. 954-998

Dmitriy Drusvyatskiy and Lin Xiao

Edge-Weighted Online Windowed Matching pp. 999-1016

Itai Ashlagi, Maximilien Burq, Chinmoy Dutta, Patrick Jaillet, Amin Saberi and Chris Sholley

Exactness of Parrilo’s Conic Approximations for Copositive Matrices and Associated Low Order Bounds for the Stability Number of a Graph pp. 1017-1043

Monique Laurent and Luis Felipe Vargas

Stable Bounds on the Duality Gap of Separable Nonconvex Optimization Problems pp. 1044-1065

Thomas Kerdreux, Igor Colin and Alexandre d’Aspremont

Iteration Complexity of a Proximal Augmented Lagrangian Method for Solving Nonconvex Composite Optimization Problems with Nonlinear Convex Constraints pp. 1066-1094

Weiwei Kong, Jefferson G. Melo and Renato D. C. Monteiro

Mean Field Contest with Singularity pp. 1095-1118

Marcel Nutz and Yuchong Zhang

Many-Server Heavy-Traffic Limits for Queueing Systems with Perfectly Correlated Service and Patience Times pp. 1119-1157

Lun Yu and Ohad Perry

Maximum Spectral Measures of Risk with Given Risk Factor Marginal Distributions pp. 1158-1182

Mario Ghossoub, Jesse Hall and David Saunders

Stochastic Zeroth-Order Riemannian Derivative Estimation and Optimization pp. 1183-1211

Jiaxiang Li, Krishnakumar Balasubramanian and Shiqian Ma

Volume 48, issue 1, 2023

Bridging Bayesian and Minimax Mean Square Error Estimation via Wasserstein Distributionally Robust Optimization pp. 1-37

Viet Anh Nguyen, Soroosh Shafieezadeh-Abadeh, Daniel Kuhn and Peyman Mohajerin Esfahani

Prophet Inequality for Bipartite Matching: Merits of Being Simple and Nonadaptive pp. 38-52

Nick Gravin and Hongao Wang

Convergent Nested Alternating Minimization Algorithms for Nonconvex Optimization Problems pp. 53-77

Eyal Gur, Shoham Sabach and Shimrit Shtern

Game on Random Environment, Mean-Field Langevin System, and Neural Networks pp. 78-99

Giovanni Conforti, Anna Kazeykina and Zhenjie Ren

Necessary and Sufficient Conditions for Rank-One-Generated Cones pp. 100-126

C. J. Argue, Fatma Kılınç-Karzan and Alex L. Wang

Coordinate Descent Without Coordinates: Tangent Subspace Descent on Riemannian Manifolds pp. 127-159

David H. Gutman and Nam Ho-Nguyen

Guarantees in Fair Division: General or Monotone Preferences pp. 160-176

Anna Bogomolnaia and Herve Moulin

Stochastic Approximation Proximal Method of Multipliers for Convex Stochastic Programming pp. 177-193

Liwei Zhang, Yule Zhang, Xiantao Xiao and Jia Wu

Equipartition of a Segment pp. 194-202

Sergey Avvakumov and Roman Karasev

Robust Markov Decision Processes: Beyond Rectangularity pp. 203-226

Vineet Goyal and Julien Grand-Clément

Load Balancing Under Strict Compatibility Constraints pp. 227-256

Daan Rutten and Debankur Mukherjee

Diffusion of New Products with Heterogeneous Consumers pp. 257-287

Gadi Fibich and Amit Golan

Power Forward Performance in Semimartingale Markets with Stochastic Integrated Factors pp. 288-312

Lijun Bo, Agostino Capponi and Chao Zhou

The Edgeworth Conjecture with Small Coalitions and Approximate Equilibria in Large Economies pp. 313-331

Siddharth Barman and Federico Echenique

New Constructions of Obviously Strategyproof Mechanisms pp. 332-362

Diodato Ferraioli, Adrian Meier, Paolo Penna and Carmine Ventre

Optimistic Posterior Sampling for Reinforcement Learning: Worst-Case Regret Bounds pp. 363-392

Shipra Agrawal and Randy Jia

The Circlet Inequalities: A New, Circulant-Based, Facet-Defining Inequality for the TSP pp. 393-418

Samuel C. Gutekunst and David P. Williamson

The Big Match with a Clock and a Bit of Memory pp. 419-432

Kristoffer Arnsfelt Hansen, Rasmus Ibsen-Jensen and Abraham Neyman

Learning Zero-Sum Simultaneous-Move Markov Games Using Function Approximation and Correlated Equilibrium pp. 433-462

Qiaomin Xie, Yudong Chen, Zhaoran Wang and Zhuoran Yang

Modelling Multiperiod Carbon Markets Using Singular Forward-Backward SDEs pp. 463-497

Jean-François Chassagneux, Hinesh Chotai and Dan Crisan

Pandora’s Box Problem with Order Constraints pp. 498-519

Shant Boodaghians, Federico Fusco, Philip Lazos and Stefano Leonardi

Contingent Capital with Stock Price Triggers in Interbank Networks pp. 520-543

Anne G. Balter, Nikolaus Schweizer and Juan C. Vera

Dynamic Optimal Reinsurance and Dividend Payout in Finite Time Horizon pp. 544-568

Chonghu Guan, Zuo Quan Xu and Rui Zhou

A Convex Form That Is Not a Sum of Squares pp. 569-582

James Saunderson

Existence and Complexity of Approximate Equilibria in Weighted Congestion Games pp. 583-602

George Christodoulou, Martin Gairing, Yiannis Giannakopoulos, Diogo Poças and Clara Waldmann