Mathematical Methods of Operations Research

1997 - 2025

Current editor(s): Oliver Stein

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Springer
Gesellschaft für Operations Research (GOR)
Nederlands Genootschap voor Besliskunde (NGB)
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Volume 69, issue 3, 2009

Introduction to special issue: studies in mathematical and empirical finance pp. 375-377

Svetlozar Rachev and Frank Fabozzi

Black swans and white eagles: on mathematics and finance pp. 379-394

Sergio Focardi and Frank Fabozzi

Estimating allocations for Value-at-Risk portfolio optimization pp. 395-410

Arthur Charpentier and Abder Oulidi

Smoothly truncated stable distributions, GARCH-models, and option pricing pp. 411-438

Christian Menn and Svetlozar Rachev

A latent process model for the pricing of corporate securities pp. 439-455

Masaaki Kijima, Teruyoshi Suzuki and Keiichi Tanaka

Heavy-tails and regime-switching in electricity prices pp. 457-473

Rafał Weron

On convex risk measures on L p -spaces pp. 475-495

M. Kaina and L. Rüschendorf

Panjer recursion versus FFT for compound distributions pp. 497-508

Paul Embrechts and Marco Frei

Testing diffusion processes for non-stationarity pp. 509-551

Jeff Hamrick and Murad Taqqu

A note on statistical models for individual hedge fund returns pp. 553-577

Ryozo Miura, Yoshimitsu Aoki and Daisuke Yokouchi

Stochastic models for bidding strategies on oligopoly electricity market pp. 579-592

Magdalena Borgosz-Koczwara, Aleksander Weron and Agnieszka Wyłomańska

Scaling issues for risky asset modelling pp. 593-603

Chris Heyde

Volume 69, issue 2, 2009

Preface on CTW 2006 pp. 203-204

Ulrich Faigle, Rainer Schrader and Rüdiger Schultz

Edge-swapping algorithms for the minimum fundamental cycle basis problem pp. 205-233

Edoardo Amaldi, Leo Liberti, Francesco Maffioli and Nelson Maculan

Game-perfect graphs pp. 235-250

Stephan Andres

Partial characterizations of coordinated graphs: line graphs and complements of forests pp. 251-270

Flavia Bonomo, Guillermo Durán, Francisco Soulignac and Gabriel Sueiro

A dynamic programming algorithm for the single-machine scheduling problem with release dates and deteriorating processing times pp. 271-280

Alberto Bosio and Giovanni Righini

A minimization version of a directed subgraph homeomorphism problem pp. 281-296

Janina Brenner, Sándor Fekete and Jan Veen

On hamiltonicity of P 3 -dominated graphs pp. 297-306

H. Broersma and E. Vumar

L(h, 1, 1)-labeling of outerplanar graphs pp. 307-321

Tiziana Calamoneri, Emanuele Fusco, Richard Tan and Paola Vocca

A two-stage model for a day-ahead paratransit planning problem pp. 323-341

Maria Cremers, Willem Klein Haneveld and Maarten Vlerk

Hamiltonian cycles and 2-dominating induced cycles in claw-free graphs pp. 343-352

Jinfeng Feng

Risk neutral and risk averse power optimization in electricity networks with dispersed generation pp. 353-367

Sebastian Kuhn and Rüdiger Schultz

A remark on degree sequences of multigraphs pp. 369-374

Dirk Meierling and Lutz Volkmann

Volume 69, issue 1, 2009

Replication and shortfall risk in a binomial model with transaction costs pp. 1-26

Barbara Trivellato

Optimal payout policy in presence of downside risk pp. 27-58

Luis Alvarez and Teppo Rakkolainen

Pure equilibria in a simple dynamic model of strategic market game pp. 59-79

Piotr Więcek

GI/G/1/∞ batch arrival queueing system with a single exponential vacation pp. 81-97

Wojciech Kempa

Cooperation under interval uncertainty pp. 99-109

S. Alparslan-Gök, Silvia Miquel and Stef Tijs

Properties of saddle points for generalized augmented Lagrangian pp. 111-124

Qian Liu, Wan Tang and Xin Yang

Levitin–Polyak well-posedness of vector equilibrium problems pp. 125-140

S. Li and M. Li

A hybrid extragradient method for general variational inequalities pp. 141-158

L. Zeng and J. Yao

Set-valued duality theory for multiple objective linear programs and application to mathematical finance pp. 159-179

Frank Heyde, Andreas Löhne and Christiane Tammer

Cost allocation protocols for supply contract design in network situations pp. 181-202

Stefano Moretti, Stef Tijs, Rodica Branzei and Henk Norde

Volume 68, issue 3, 2008

An interior-point method for the single-facility location problem with mixed norms using a conic formulation pp. 383-405

Robert Chares and François Glineur

A new approach for data editing and imputation pp. 407-428

Sergio Delgado-Quintero and Juan-José Salazar-González

A hybrid method for multidimensional scaling using city-block distances pp. 429-443

Antanas Žilinskas and Julius Žilinskas

On boundedness of (quasi-)convex integer optimization problems pp. 445-467

Wiesława Obuchowska

Approximating the nondominated set of an MOLP by approximately solving its dual problem pp. 469-492

Lizhen Shao and Matthias Ehrgott

Hahn–Banach extension theorems for multifunctions revisited pp. 493-508

C. Zălinescu

Logarithmic asymptotics for a single-server processing distinguishable sources pp. 509-537

Ken Duffy and David Malone

Optimal discrete search with imperfect specificity pp. 539-549

Moshe Kress, Kyle Lin and Roberto Szechtman

On the regularity of second order cone programs and an application to solving large scale problems pp. 551-564

Katrin Schmallowsky

Volume 68, issue 2, 2008

Special issue dedicated to the EURO Summer Institute ESI XXIV: Optimization challenges in engineering—methods, software, and applications pp. 207-210

Mirjam Dür, Petra Huhn, Kathrin Klamroth and Christiane Tammer

Adjustable robust counterpart of conic quadratic problems pp. 211-233

Odellia Boni and Aharon Ben-Tal

Globalizing a nonsmooth Newton method via nonmonotone path search pp. 235-256

Stephan Bütikofer

Approximately solving multiobjective linear programmes in objective space and an application in radiotherapy treatment planning pp. 257-276

Lizhen Shao and Matthias Ehrgott

Scheduling at coal handling facilities using Simulated Annealing pp. 277-293

David Conradie, Leilani Morison and Johan Joubert

Minimum power multicasting problem in wireless networks pp. 295-311

Valeria Leggieri, Paolo Nobili and Chefi Triki

Integer linear programming models for topology optimization in sheet metal design pp. 313-331

Armin Fügenschuh and Marzena Fügenschuh

Approximation algorithms for a vehicle routing problem pp. 333-359

Sven Krumke, Sleman Saliba, Tjark Vredeveld and Stephan Westphal

EVE-OPT: a hybrid algorithm for the capacitated vehicle routing problem pp. 361-382

Guido Perboli, Ferdinando Pezzella and Roberto Tadei

Volume 68, issue 1, 2008

The path player game pp. 1-20

Justo Puerto, Anita Schöbel and Silvia Schwarze

Long-term staffing based on qualification profiles pp. 21-47

Andreas Drexl and Martin Mundschenk

Moments of first passage times in general birth–death processes pp. 49-76

Oualid Jouini and Yves Dallery

Discounted cost optimality problem: stability with respect to weak metrics pp. 77-96

Evgueni Gordienko, Enrique Lemus-Rodríguez and Raúl Montes- de-Oca

Utility based pricing and exercising of real options under geometric mean reversion and risk aversion toward idiosyncratic risk pp. 97-123

Christian-Oliver Ewald and Zhaojun Yang

Optimal time to change premiums pp. 125-158

Erhan Bayraktar and H. Poor

An optimal investment strategy with maximal risk aversion and its ruin probability pp. 159-179

Begoña Fernández, Daniel Hernández-Hernández, Ana Meda and Patricia Saavedra

Dynamic mean-variance problem with constrained risk control for the insurers pp. 181-205

Lihua Bai and Huayue Zhang