Mathematics of Operations Research

2017 - 2025

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Volume 45, issue 3, 2020

Control Policies Approaching Hierarchical Greedy Ideal Performance in Heavy Traffic for Resource Sharing Networks pp. 797-832

Amarjit Budhiraja and Dane Johnson

A Block Successive Upper-Bound Minimization Method of Multipliers for Linearly Constrained Convex Optimization pp. 833-861

Mingyi Hong, Tsung-Hui Chang, Xiangfeng Wang, Meisam Razaviyayn, Shiqian Ma and Zhi-Quan Luo

Power-of- d -Choices with Memory: Fluid Limit and Optimality pp. 862-888

Jonatha Anselmi and Francois Dufour

Limit Equilibrium Payoffs in Stochastic Games pp. 889-895

Jérôme Renault and Bruno Ziliotto

Envy-Free Division of Land pp. 896-922

Erel Segal-Halevi, Shmuel Nitzan, Avinatan Hassidim and Yonatan Aumann

General Error Estimates for the Longstaff–Schwartz Least-Squares Monte Carlo Algorithm pp. 923-946

Daniel Z. Zanger

Constant Approximation Algorithm for Nonuniform Capacitated Multi-Item Lot Sizing via Strong Covering Inequalities pp. 947-965

Shi Li

Variance Regularization in Sequential Bayesian Optimization pp. 966-992

Michael Jong Kim

Volume 45, issue 2, 2020

Future Expectations Modeling, Random Coefficient Forward–Backward Stochastic Differential Equations, and Stochastic Viscosity Solutions pp. 403-433

Xanthi-Isidora Kartala, Nikolaos Englezos and Athanasios N. Yannacopoulos

Quitting Games and Linear Complementarity Problems pp. 434-454

Eilon Solan and Omri N. Solan

Counting Integral Points in Polytopes via Numerical Analysis of Contour Integration pp. 455-464

Hiroshi Hirai, Ryunosuke Oshiro and Ken’ichiro Tanaka

A Verification Theorem for Threshold-Indexability of Real-State Discounted Restless Bandits pp. 465-496

José Niño-Mora

Greed Works—Online Algorithms for Unrelated Machine Stochastic Scheduling pp. 497-516

Varun Gupta, Benjamin Moseley, Marc Uetz and Qiaomin Xie

Randomized Linear Programming Solves the Markov Decision Problem in Nearly Linear (Sometimes Sublinear) Time pp. 517-546

Mengdi Wang

Synthesis and Generalization of Structural Results in Inventory Management: A Generalized Convexity Property pp. 547-575

Awi Federgruen, Zhe Liu and Lijian Lu

Budgeted Prize-Collecting Traveling Salesman and Minimum Spanning Tree Problems pp. 576-590

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

Primal–Dual Interior-Point Methods for Domain-Driven Formulations pp. 591-621

Mehdi Karimi and Levent Tunçel

The Pareto Comparisons of a Group of Exponential Discounters pp. 622-640

Christopher Chambers and Federico Echenique

Multiconstrained Finite-Horizon Piecewise Deterministic Markov Decision Processes with Unbounded Transition Rates pp. 641-659

Yonghui Huang and Xianping Guo

Rates of Convergence to Stationarity for Reflected Brownian Motion pp. 660-681

Jose Blanchet and Xinyun Chen

The Proximal Alternating Direction Method of Multipliers in the Nonconvex Setting: Convergence Analysis and Rates pp. 682-712

Radu Ioan Bot and Dang-Khoa Nguyen

Hamiltonian Cycles and Subsets of Discounted Occupational Measures pp. 713-731

Ali Eshragh, Jerzy A. Filar, Thomas Kalinowski and Sogol Mohammadian

Rescaling Algorithms for Linear Conic Feasibility pp. 732-754

Daniel Dadush, László A. Végh and Giacomo Zambelli

Price of Anarchy in Networks with Heterogeneous Latency Functions pp. 755-773

Sanjiv Kapoor and Junghwan Shin

Epi-Regularization of Risk Measures pp. 774-795

Drew P. Kouri and Thomas M. Surowiec

Volume 45, issue 1, 2020

Reference Dependence and Market Participation pp. 129–156

Paolo Guasoni and Andrea Meireles-Rodrigues

On Synchronous, Asynchronous, and Randomized Best-Response Schemes for Stochastic Nash Games pp. 157–190

Jinlong Lei, Uday V. Shanbhag, Jong-Shi Pang and Suvrajeet Sen

Decompositions of Semidefinite Matrices and the Perspective Reformulation of Nonseparable Quadratic Programs pp. 15–33

Antonio Frangioni, Claudio Gentile and James Hungerford

The Computational Complexity of Integer Programming with Alternations pp. 191–204

Danny Nguyen and Igor Pak

The Euclidean k -Supplier Problem pp. 1–14

Viswanath Nagarajan, Baruch Schieber and Hadas Shachnai

Nonzero-Sum Stochastic Differential Games with Impulse Controls: A Verification Theorem with Applications pp. 205–232

René Aïd, Matteo Basei, Giorgia Callegaro, Luciano Campi and Tiziano Vargiolu

On the Efficiency of Random Permutation for ADMM and Coordinate Descent pp. 233–271

Ruoyu Sun, Zhi-Quan Luo and Yinyu Ye

On the Construction of Substitutes pp. 272–291

Eric Balkanski and Renato Paes Leme

Trimmed Statistical Estimation via Variance Reduction pp. 292–322

Aleksandr Aravkin and Damek Davis

Hiring Secretaries over Time: The Benefit of Concurrent Employment pp. 323–352

Yann Disser, John Fearnley, Martin Gairing, Oliver Göbel, Max Klimm, Daniel Schmand, Alexander Skopalik and Andreas Tönnis

Polynomial Time Algorithms for Branching Markov Decision Processes and Probabilistic Min(Max) Polynomial Bellman Equations pp. 34–62

Kousha Etessami, Alistair Stewart and Mihalis Yannakakis

Random Serial Dictatorship: The One and Only pp. 353–368

Sophie Bade

An (Almost) Optimal Solution for Orthogonal Point Enclosure Query in ℝ 3 pp. 369–383

Saladi Rahul

Optimal Redeeming Strategy of Stock Loans Under Drift Uncertainty pp. 384–401

Zuo Quan Xu and Fahuai Yi

Finding a Stable Allocation in Polymatroid Intersection pp. 63–85

Satoru Iwata and Yu Yokoi

Worst-Case Examples for Lasserre’s Measure–Based Hierarchy for Polynomial Optimization on the Hypercube pp. 86–98

Etienne de Klerk and Monique Laurent

Discrete Midpoint Convexity pp. 99–128

Satoko Moriguchi, Kazuo Murota, Akihisa Tamura and Fabio Tardella

Volume 44, issue 2, 2019

Explore First, Exploit Next: The True Shape of Regret in Bandit Problems pp. 377-399

Aurélien Garivier, Pierre Ménard and Gilles Stoltz

Rare Nash Equilibria and the Price of Anarchy in Large Static Games pp. 400-422

Daniel Lacker and Kavita Ramanan

An Inverse Optimal Stopping Problem for Diffusion Processes pp. 423-439

Thomas Kruse and Philipp Strack

A Tale of a Principal and Many, Many Agents pp. 440-467

Romuald Elie, Thibaut Mastrolia and Dylan Possamaï

No-Arbitrage and Hedging with Liquid American Options pp. 468-486

Erhan Bayraktar and Zhou Zhou

Approximation Algorithms for Dynamic Assortment Optimization Models pp. 487-511

Ali Aouad, Retsef Levi and Danny Segev

A Solvable Two-Dimensional Degenerate Singular Stochastic Control Problem with Nonconvex Costs pp. 512-531

Tiziano De Angelis, Giorgio Ferrari and John Moriarty

Volume 44, issue 1, 2019

Discrete Approximation and Quantification in Distributionally Robust Optimization pp. 19-37

Yongchao Liu, Alois Pichler and Huifu Xu

Risk-Averse Selfish Routing pp. 38-57

Thanasis Lianeas, Evdokia Nikolova and Nicolas E. Stier-Moses

Efficient Simulation of High Dimensional Gaussian Vectors pp. 58-73

Nabil Kahalé

Generating Functions of Weighted Voting Games, MacMahon’s Partition Analysis, and Clifford Algebras pp. 74-101

Antônio Francisco Neto

A Market Impact Game Under Transient Price Impact pp. 102-121

Alexander Schied and Tao Zhang

On Likely Solutions of the Stable Matching Problem with Unequal Numbers of Men and Women pp. 122-146

Boris Pittel

No Small Linear Program Approximates Vertex Cover Within a Factor 2 − ɛ pp. 147-172

Abbas Bazzi, Samuel Fiorini, Sebastian Pokutta and Ola Svensson

Weak Stability of ℓ 1 -Minimization Methods in Sparse Data Reconstruction pp. 173-195

Yun-Bin Zhao, Houyuan Jiang and Zhi-Quan Luo

Expressiveness and Robustness of First-Price Position Auctions pp. 196-211

Paul Dütting, Felix Fischer and David C. Parkes

Location Games on Networks: Existence and Efficiency of Equilibria pp. 212-235

Gaëtan Fournier and Marco Scarsini

Incremental Constraint Projection Methods for Monotone Stochastic Variational Inequalities pp. 236-263

Alfredo N. Iusem, Alejandro Jofré and Philip Thompson

The Entropic Barrier: Exponential Families, Log-Concave Geometry, and Self-Concordance pp. 264-276

Sébastien Bubeck and Ronen Eldan

Zero-Sum Stopping Games with Asymmetric Information pp. 277-302

Fabien Gensbittel and Christine Grün

Pricing Average and Spread Options Under Local-Stochastic Volatility Jump-Diffusion Models pp. 303-333

Kenichiro Shiraya and Akihiko Takahashi

Unbiased Sensitivity Estimation of One-Dimensional Diffusion Processes pp. 334-353

Wanmo Kang and Jong Mun Lee

Maximizing Expected Utility for Stochastic Combinatorial Optimization Problems pp. 354-375

Jian Li and Amol Deshpande

Polytope Conditioning and Linear Convergence of the Frank–Wolfe Algorithm pp. 1319-1348

Jan Ossenbrink and Joern Hoppmann