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Journal of Optimization Theory and Applications

1997 - 2018

Current editor(s): Franco Giannessi and David G. Hull

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2018, volume 179, issue 3

Proximal Point Methods for Lipschitz Functions on Hadamard Manifolds: Scalar and Vectorial Cases pp. 745-760 Downloads
João Carlos de O. Souza
Intersection Theorems with Applications in Optimization pp. 761-777 Downloads
Ravi P. Agarwal, Mircea Balaj and Donal O’Regan
On Constraint Qualifications and Sensitivity Analysis for General Optimization Problems via Pseudo-Jacobians pp. 778-799 Downloads
M. Alavi Hejazi, N. Movahedian and S. Nobakhtian
Constraint Qualifications and Stationary Conditions for Mathematical Programming with Non-differentiable Vanishing Constraints pp. 800-819 Downloads
Sajjad Kazemi and Nader Kanzi
On Bilevel Programs with a Convex Lower-Level Problem Violating Slater’s Constraint Qualification pp. 820-837 Downloads
Gaoxi Li and Zhongping Wan
Stochastic Mirror Descent Dynamics and Their Convergence in Monotone Variational Inequalities pp. 838-867 Downloads
Panayotis Mertikopoulos and Mathias Staudigl
Set-Valued Systems with Infinite-Dimensional Image and Applications pp. 868-895 Downloads
J. Li and L. Yang
Nonsmooth Multiobjective Problems and Generalized Vector Variational Inequalities Using Quasi-Efficiency pp. 896-916 Downloads
M. Golestani, H. Sadeghi and Y. Tavan
Reduced Jacobian Method pp. 917-943 Downloads
Mounir El Maghri and Youssef Elboulqe
An Accelerated Three-Term Conjugate Gradient Method with Sufficient Descent Condition and Conjugacy Condition pp. 944-961 Downloads
XiaoLiang Dong, Deren Han, Zhifeng Dai, Lixiang Li and Jianguang Zhu
Subgradient Methods for Sharp Weakly Convex Functions pp. 962-982 Downloads
Damek Davis, Dmitriy Drusvyatskiy, Kellie J. MacPhee and Courtney Paquette
Error Bounds for the Solution Sets of Quadratic Complementarity Problems pp. 983-1000 Downloads
Shenglong Hu, Jie Wang and Zheng-Hai Huang
Distributed Stochastic Algorithm for Global Optimization in Networked System pp. 1001-1007 Downloads
Shengnan Wang and Chunguang Li
On Stochastic Extremum Seeking via Adaptive Perturbation–Demodulation Loop pp. 1008-1024 Downloads
Miloje S. Radenković, Miloš S. Stanković and Srdjan S. Stanković
Optimal Control of Vibration-Based Micro-energy Harvesters pp. 1025-1042 Downloads
Thuy T. T. Le, Felix Jost and Sebastian Sager
Optimal Battery Aging: An Adaptive Weights Dynamic Programming Algorithm pp. 1043-1053 Downloads
Benjamin Heymann and Pierre Martinon
Time-Dependent Generalized Nash Equilibrium Problem pp. 1054-1064 Downloads
John Cotrina and Javier Zúñiga
Data-Driven Robust Chance Constrained Problems: A Mixture Model Approach pp. 1065-1085 Downloads
Zhiping Chen, Shen Peng and Jia Liu
Theoretical Complexity of Grid Cover Problems Used in Radar Applications pp. 1086-1106 Downloads
Yann Briheche, Frederic Barbaresco, Fouad Bennis and Damien Chablat

2018, volume 179, issue 2

Special Issue: Optimization and Stochastic Control in Finance, Journal of Optimization Theory and Applications pp. 363-365 Downloads
Bruno Bouchard, H. Mete Soner and Nizar Touzi
Systemic Risk and Stochastic Games with Delay pp. 366-399 Downloads
René Carmona, Jean-Pierre Fouque, Seyyed Mostafa Mousavi and Li-Hsien Sun
Systemic Risk and Interbank Lending pp. 400-424 Downloads
Li-Hsien Sun
Variational Formulation of a General Equilibrium Model with Incomplete Financial Markets and Numeraire Assets: Existence pp. 425-451 Downloads
Maria Bernadette Donato, Monica Milasi and Antonio Villanacci
Moral Hazard Under Ambiguity pp. 452-500 Downloads
Thibaut Mastrolia and Dylan Possamaï
Necessary and Sufficient Optimality Conditions for Regular–Singular Stochastic Differential Games with Asymmetric Information pp. 501-532 Downloads
Yan Wang, Lei Wang and Kok Lay Teo
On the Optimal Dividend Problem in the Dual Model with Surplus-Dependent Premiums pp. 533-552 Downloads
Ewa Marciniak and Zbigniew Palmowski
On the Bail-Out Optimal Dividend Problem pp. 553-568 Downloads
José-Luis Pérez, Kazutoshi Yamazaki and Xiang Yu
Some Results on Skorokhod Embedding and Robust Hedging with Local Time pp. 569-597 Downloads
Julien Claisse, Gaoyue Guo and Pierre Henry-Labordère
Pricing Bounds for Volatility Derivatives via Duality and Least Squares Monte Carlo pp. 598-617 Downloads
Ivan Guo and Gregoire Loeper
Rebalancing Multiple Assets with Mutual Price Impact pp. 618-653 Downloads
Paolo Guasoni and Marko H. Weber
An Optimal Strategy for Pairs Trading Under Geometric Brownian Motions pp. 654-675 Downloads
Jingzhi Tie, Hanqin Zhang and Qing Zhang
Stochastic Accelerated Alternating Direction Method of Multipliers with Importance Sampling pp. 676-695 Downloads
Chenxi Chen, Yunmei Chen, Yuyuan Ouyang and Eduardo Pasiliao
A Stochastic Maximum Principle for a Markov Regime-Switching Jump-Diffusion Model with Delay and an Application to Finance pp. 696-721 Downloads
Emel Savku and Gerhard-Wilhelm Weber
An Indefinite Stochastic Linear Quadratic Optimal Control Problem with Delay and Related Forward–Backward Stochastic Differential Equations pp. 722-744 Downloads
Na Li, Yuan Wang and Zhen Wu

2018, volume 179, issue 1

Inertial Forward–Backward Algorithms with Perturbations: Application to Tikhonov Regularization pp. 1-36 Downloads
Hedy Attouch, Alexandre Cabot, Zaki Chbani and Hassan Riahi
Proximal Point Method for Locally Lipschitz Functions in Multiobjective Optimization of Hadamard Manifolds pp. 37-52 Downloads
Glaydston de C. Bento, João Xavier Cruz Neto and Lucas V. Meireles
A Ky Fan Minimax Inequality for Quasiequilibria on Finite-Dimensional Spaces pp. 53-64 Downloads
Marco Castellani, Massimiliano Giuli and Massimo Pappalardo
Existence and Connectedness of Solutions for Generalized Vector Quasi-Equilibrium Problems pp. 65-85 Downloads
Yu Han and Nan-jing Huang
A Unified Characterization of Multiobjective Robustness via Separation pp. 86-102 Downloads
Hong-Zhi Wei, Chun-Rong Chen and Sheng-Jie Li
Convergence Analysis of Difference-of-Convex Algorithm with Subanalytic Data pp. 103-126 Downloads
Hoai An Le Thi, Huynh Van Ngai and Tao Pham Dinh
A Minimax Theorem for Lindelöf Sets pp. 127-136 Downloads
Chuanfeng Sun
Robustness in Deterministic Vector Optimization pp. 137-162 Downloads
Morteza Rahimi and Majid Soleimani-damaneh
On Glowinski’s Open Question on the Alternating Direction Method of Multipliers pp. 163-196 Downloads
Min Tao and Xiaoming Yuan
A Modified Projected Gradient Method for Monotone Variational Inequalities pp. 197-211 Downloads
Jun Yang and Hongwei Liu
Proximal Bundle Algorithms for Nonlinearly Constrained Convex Minimax Fractional Programs pp. 212-239 Downloads
Smail Addoune, Karima Boufi and Ahmed Roubi
Robust Time-Optimal Guidance in a Partially Uncertain Time-Varying Flow-Field pp. 240-264 Downloads
Jhanani Selvakumar and Efstathios Bakolas
Network Structures with Hierarchy and Communication pp. 265-282 Downloads
Encarnación Algaba, René Brink and Chris Dietz
Optimal Long-Term Distributed Generation Planning and Reconfiguration of Distribution Systems: An Accelerating Benders’ Decomposition Approach pp. 283-310 Downloads
Salman Khodayifar, Mohammad A. Raayatpanah, Abbas Rabiee, Hamed Rahimian and Panos M. Pardalos
Power Penalty Approach to American Options Pricing Under Regime Switching pp. 311-331 Downloads
Kai Zhang and Xiaoqi Yang
Steering the Distribution of Agents in Mean-Field Games System pp. 332-357 Downloads
Yongxin Chen, Tryphon T. Georgiou and Michele Pavon
Comments on Paper “On the Relation Between Two Approaches to Necessary Optimality Conditions in Problems with State Constraints” pp. 358-362 Downloads
Dmitry Karamzin
Page updated 2018-12-10