Mathematics of Operations Research

2017 - 2025

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Volume 43, issue 4, 2018

Random Projections for Linear Programming pp. 1051-1071

Ky Vu, Pierre-Louis Poirion and Leo Liberti

On the Complexity of Robust PCA and ℓ 1 -Norm Low-Rank Matrix Approximation pp. 1072-1084

Nicolas Gillis and Stephen A. Vavasis

How to Calculate the Barycenter of a Weighted Graph pp. 1085-1118

Sébastien Gadat, Ioana Gavra and Laurent Risser

Robust Dynamic Pricing with Strategic Customers pp. 1119-1142

Yiwei Chen and Vivek F. Farias

Quantitative Convergence Analysis of Iterated Expansive, Set-Valued Mappings pp. 1143-1176

D. Russell Luke, Nguyen H. Thao and Matthew K. Tam

Optimal Stopping Under Uncertainty in Drift and Jump Intensity pp. 1177-1209

Volker Krätschmer, Marcel Ladkau, Roger Laeven, John G. M. Schoenmakers and Mitja Stadje

Nonconvex Lagrangian-Based Optimization: Monitoring Schemes and Global Convergence pp. 1210-1232

Jérôme Bolte, Shoham Sabach and Marc Teboulle

Optimality Conditions for Problems over Symmetric Cones and a Simple Augmented Lagrangian Method pp. 1233-1251

Bruno F. Lourenço, Ellen H. Fukuda and Masao Fukushima

Segmentation, Incentives, and Privacy pp. 1252-1268

Kobbi Nissim, Rann Smorodinsky and Moshe Tennenholtz

The Periodic Joint Replenishment Problem Is Strongly 𝒩𝒫-Hard pp. 1269-1289

Tamar Cohen-Hillel and Liron Yedidsion

Sparse Recovery via Partial Regularization: Models, Theory, and Algorithms pp. 1290-1316

Zhaosong Lu and Xiaorui Li

Comparison of Lasserre’s Measure-Based Bounds for Polynomial Optimization to Bounds Obtained by Simulated Annealing pp. 1317-1325

Etienne de Klerk and Monique Laurent

A Single-Phase, Proximal Path-Following Framework pp. 1326-1347

Quoc Tran-Dinh, Anastasios Kyrillidis and Volkan Cevher

Sample Path Large Deviations for Stochastic Evolutionary Game Dynamics pp. 1348-1377

William Sandholm and Mathias Staudigl

Optimal Consumption and Portfolio Selection with Early Retirement Option pp. 1378-1404

Zhou Yang and Hyeng Keun Koo

Volume 43, issue 3, 2018

Improvements and Generalizations of Stochastic Knapsack and Markovian Bandits Approximation Algorithms pp. 789-812

Will Ma

Liquidity, Risk Measures, and Concentration of Measure pp. 813-837

Daniel Lacker

Infinite-Horizon Average Optimality of the N-Network in the Halfin–Whitt Regime pp. 838-866

Ari Arapostathis and Guodong Pang

Join the Shortest Queue with Many Servers. The Heavy-Traffic Asymptotics pp. 867-886

Patrick Eschenfeldt and David Gamarnik

Chebyshev Inequalities for Products of Random Variables pp. 887-918

Napat Rujeerapaiboon, Daniel Kuhn and Wolfram Wiesemann

Error Bounds, Quadratic Growth, and Linear Convergence of Proximal Methods pp. 919-948

Dmitriy Drusvyatskiy and Adrian S. Lewis

Achievable Performance of Blind Policies in Heavy Traffic pp. 949-964

Nikhil Bansal, Bart Kamphorst and Bert Zwart

Pathwise Dynamic Programming pp. 965-965

Christian Bender, Christian Gärtner and Nikolaus Schweizer

Substitution with Satiation: A New Class of Utility Functions and a Complementary Pivot Algorithm pp. 996-1024

Jugal Garg, Ruta Mehta and Vijay V. Vaziranic

Characterization of the Optimal Risk-Sensitive Average Cost in Denumerable Markov Decision Chains pp. 1025-1050

Rolando Cavazos-Cadena

Volume 42, issue 4, 2017

The Performance of Deferred-Acceptance Auctions pp. 897-914

Paul Dütting, Vasilis Gkatzelis and Tim Roughgarden

The Evolutionary Game of Pressure (or Interference), Resistance and Collaboration pp. 915-944

Vassili Kolokoltsov

On the Asymptotic Optimality of Finite Approximations to Markov Decision Processes with Borel Spaces pp. 945-978

Naci Saldi, Serdar Yüksel and Tamás Linder

Optimal Ordering Policy for Inventory Systems with Quantity-Dependent Setup Costs pp. 979-1006

Shuangchi He, Dacheng Yao and Hanqin Zhang

Calculating Principal Eigen-Functions of Non-Negative Integral Kernels: Particle Approximations and Applications pp. 1007-1034

Nick Whiteley and Nikolas Kantas

Notions of Maximality for Integral Lattice-Free Polyhedra: The Case of Dimension Three pp. 1035-1062

Gennadiy Averkov, Jan Krümpelmann and Stefan Weltge

Optimality and Complexity for Constrained Optimization Problems with Nonconvex Regularization pp. 1063-1084

Wei Bian and Xiaojun Chen

Dynamical Analysis of a Repeated Game with Incomplete Information pp. 1085-1105

Xavier Bressaud and Anthony Quas

On the Width of Semialgebraic Proofs and Algorithms pp. 1106-1134

Alexander Razborov

Optimal Boundary Surface for Irreversible Investment with Stochastic Costs pp. 1135-1161

Tiziano De Angelis, Salvatore Federico and Giorgio Ferrari

A Characterization of Subgame-Perfect Equilibrium Plays in Borel Games of Perfect Information pp. 1162-1179

János Flesch and Arkadi Predtetchinski

Partially Observable Risk-Sensitive Markov Decision Processes pp. 1180-1196

Nicole Bäauerle and Ulrich Rieder

Optimal Approximation for Submodular and Supermodular Optimization with Bounded Curvature pp. 1197-1218

Maxim Sviridenko, Jan Vondrák and Justin Ward

Graph Orientations and Linear Extensions pp. 1219-1229

Benjamin Iriarte

Quantifying Double McCormick pp. 1230-1253

Emily Speakman and Jon Lee

Information and Ambiguity: Toward a Foundation of Nonexpected Utility pp. 1254-1279

Massimiliano Amarante

A Law of Large Numbers for Limit Order Books pp. 1280-1312

Ulrich Horst and Michael Paulsen

Volume 42, issue 3, 2017

Polynomial-Time Computation of Strong and n -Present-Value Optimal Policies in Markov Decision Chains pp. 577-598

Michael O’Sullivan and Arthur F. Veinott, Jr.

Optimal Dynamic Risk Taking pp. 599-625

Ajay Subramanian and Baozhong Yang

An ɛ -Nash Equilibrium with High Probability for Strategic Customers in Heavy Traffic pp. 626-647

Rami Atar and Subhamay Saha

A Generalization of the Borkar-Meyn Theorem for Stochastic Recursive Inclusions pp. 648-661

Arunselvan Ramaswamy and Shalabh Bhatnagar

Convergence Rate Analysis for the Alternating Direction Method of Multipliers with a Substitution Procedure for Separable Convex Programming pp. 662-691

Bingsheng He, Min Tao and Xiaoming Yuan

The Power of Slightly More than One Sample in Randomized Load Balancing pp. 692-722

Lei Ying, R. Srikant and Xiaohan Kang

Scheduling Using Interactive Optimization Oracles for Constrained Queueing Networks pp. 723-744

Tonghoon Suk and Jinwoo Shin

Matroids Are Immune to Braess’ Paradox pp. 745-761

Satoru Fujishige, Michel X. Goemans, Tobias Harks, Britta Peis and Rico Zenklusen

Efficient Reinforcement Learning in Deterministic Systems with Value Function Generalization pp. 762-782

Zheng Wen and Benjamin Van Roy

Faster Convergence Rates of Relaxed Peaceman-Rachford and ADMM Under Regularity Assumptions pp. 783-805

Damek Davis and Wotao Yin

Optimal Stopping Under Probability Distortions pp. 806-833

Denis Belomestny and Volker Krätschmer

Bound-Constrained Polynomial Optimization Using Only Elementary Calculations pp. 834-853

Etienne de Klerk, Jean B. Lasserre, Monique Laurent and Zhao Sun

Fast Approximation Algorithms for the One-Warehouse Multi-Retailer Problem Under General Cost Structures and Capacity Constraints pp. 854-875

Jean-Philippe Gayon, Guillaume Massonnet, Christophe Rapine and Gautier Stauffer

Approximation Algorithms for Optimal Decision Trees and Adaptive TSP Problems pp. 876-896

Anupam Gupta, Viswanath Nagarajan and R. Ravi

Volume 42, issue 2, 2017

Chasing Demand: Learning and Earning in a Changing Environment pp. 277-307

N. Bora Keskin and Assaf Zeevi

Comparing Apples and Oranges: Query Trade-off in Submodular Maximization pp. 308-329

Niv Buchbinder, Moran Feldman and Roy Schwartz

A Descent Lemma Beyond Lipschitz Gradient Continuity: First-Order Methods Revisited and Applications pp. 330-348

Heinz H. Bauschke, Jérôme Bolte and Marc Teboulle

Long-Term Values in Markov Decision Processes and Repeated Games, and a New Distance for Probability Spaces pp. 349-376

Jérôme Renault and Xavier Venel

A Sublogarithmic Approximation for Tollbooth Pricing on Trees pp. 377-388

Iftah Gamzu and Danny Segev

A Polyhedral Study of Binary Polynomial Programs pp. 389-410

Alberto Del Pia and Aida Khajavirad

New Algorithms for Maximum Weight Matching and a Decomposition Theorem pp. 411-426

Chien-Chung Huang and Telikepalli Kavitha

Best-Response Cycles in Perfect Information Games pp. 427-433

P. Jean-Jacques Herings and Arkadi Predtetchinski

Approximately Optimal Mechanisms for Strategyproof Facility Location: Minimizing L p Norm of Costs pp. 434-447

Itai Feigenbaum, Jay Sethuraman and Chun Ye

Convex Duality with Transaction Costs pp. 448-471

Yan Dolinsky and H. Mete Soner

Equivariant Semidefinite Lifts of Regular Polygons pp. 472-494

Hamza Fawzi, James Saunderson and Pablo A. Parrilo

Carathéodory, Helly, and Radon Numbers for Sublattice and Related Convexities pp. 495-516

Maurice Queyranne and Fabio Tardella

Optimal Liquidation of Child Limit Orders pp. 517-545

S. C. P. Yam and W. Zhou

Optimal Credit Investment with Borrowing Costs pp. 546-575

Lijun Bo and Agostino Capponi

Volume 42, issue 1, 2017

Provably Near-Optimal Balancing Policies for Multi-Echelon Stochastic Inventory Control Models pp. 256-276

Retsef Levi, Robin Roundy, Truong Van Anh and Xinshang Wang