Mathematical Methods of Operations Research

1997 - 2025

Current editor(s): Oliver Stein

From:
Springer
Gesellschaft für Operations Research (GOR)
Nederlands Genootschap voor Besliskunde (NGB)
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Volume 67, issue 3, 2008

Special issue NPA 2006 pp. 373-374

G. Chen, X. Huang and X. Yang

Strong convergence theorems by a relaxed extragradient method for a general system of variational inequalities pp. 375-390

Lu-Chuan Ceng, Chang-yu Wang and Jen-Chih Yao

Risk pooling strategy in a multi-echelon supply chain with price-sensitive demand pp. 391-421

Yue Dai, Shu-Cherng Fang, Xiaoli Ling and Henry Nuttle

Monte Carlo and quasi-Monte Carlo sampling methods for a class of stochastic mathematical programs with equilibrium constraints pp. 423-441

Gui-Hua Lin, Huifu Xu and Masao Fukushima

An active set limited memory BFGS algorithm for large-scale bound constrained optimization pp. 443-454

Yunhai Xiao and Dong-Hui Li

On the convergence of generalized Schwarz algorithms for solving obstacle problems with elliptic operators pp. 455-469

Gaojie Chen and Jinping Zeng

Vector Ekeland’s variational principle in an F-type topological space pp. 471-478

Guang-Ya Chen, X. Yang and Hui Yu

Solutions and optimality criteria for nonconvex quadratic-exponential minimization problem pp. 479-491

David Gao and Ning Ruan

Optimality and duality for a nonsmooth multiobjective optimization involving generalized type I functions pp. 493-504

S. Mishra, S. Wang and K. Lai

Levitin–Polyak well-posedness in generalized vector variational inequality problem with functional constraints pp. 505-524

Zui Xu, D. Zhu and X. Huang

Volume 67, issue 2, 2008

An approximate subgradient algorithm for unconstrained nonsmooth, nonconvex optimization pp. 187-206

Adil Bagirov and Asef Ganjehlou

Supremizers of inner γ-convex functions pp. 207-222

Hoang Phu

A sequential method for a class of box constrained quadratic programming problems pp. 223-243

Riccardo Cambini and Claudio Sodini

Some insight into characterizations of minimally nonideal matrices pp. 245-256

Gabriela Argiroffo, Silvia Bianchi and Graciela Nasini

On infinite horizon optimal stopping of general random walk pp. 257-268

Jukka Lempa

Analytic study of multiserver buffers with two-state Markovian arrivals and constant service times of multiple slots pp. 269-284

Peixia Gao, Sabine Wittevrongel, Joris Walraevens and Herwig Bruneel

Admission control of a service station when the arrivals are internal pp. 285-297

Yarlin Kuo

An envelope theorem and some applications to discounted Markov decision processes pp. 299-321

Hugo Cruz-Suárez and Raúl Montes- de-Oca

Constrained continuous-time Markov decision processes with average criteria pp. 323-340

Lanlan Zhang and Xianping Guo

Packet reordering in networks with heavy-tailed delays pp. 341-371

Marc Lelarge

Volume 67, issue 1, 2008

Robust optimal control for a consumption-investment problem pp. 1-20

Alexander Schied

Optimizing venture capital investments in a jump diffusion model pp. 21-42

Erhan Bayraktar and Masahiko Egami

A behavioral stock market model pp. 43-63

László Gerencsér and Zalán Mátyás

On a class of optimization problems emerging when hedging with short term futures contracts pp. 65-90

Gunther Leobacher

Selective Gram–Schmidt orthonormalization for conic cutting surface algorithms pp. 91-115

John Mitchell and Vasile Basescu

A mathematical approach to solve the network reconstruction problem pp. 117-132

Wolfgang Marwan, Annegret Wagler and Robert Weismantel

Vector and matrix apportionment problems and separable convex integer optimization pp. 133-159

N. Gaffke and F. Pukelsheim

Dependence properties and comparison results for Lévy processes pp. 161-186

Nicole Bäuerle, Anja Blatter and Alfred Müller

Volume 66, issue 3, 2007

Biconvex sets and optimization with biconvex functions: a survey and extensions pp. 373-407

Jochen Gorski, Frank Pfeuffer and Kathrin Klamroth

Scalarization for pointwise well-posed vectorial problems pp. 409-418

M. Durea

Weber problems with mixed distances and regional demand pp. 419-449

Martin Gugat and Barbara Pfeiffer

Numerical solution of a long-term average control problem for singular stochastic processes pp. 451-473

P. Kaczmarek, S. Kent, G. Rus, R. Stockbridge and B. Wade

Stochastic modelling of tropical cyclone tracks pp. 475-490

Jonas Rumpf, Helga Weindl, Peter Höppe, Ernst Rauch and Volker Schmidt

A new approach to the core and Weber set of multichoice games pp. 491-512

Michel Grabisch and Lijue Xie

On stochastic games in economics pp. 513-530

Andrzej Nowak

Randomized stopping games and Markov market games pp. 531-544

Elżbieta Ferenstein

A structured pattern matrix algorithm for multichain Markov decision processes pp. 545-555

Tetsuichiro Iki, Masayuki Horiguchi and Masami Kurano

J. Dreo, A. Petrowski, P. Siarry, E. Taillard: Metaheuristics for Hard Optimization pp. 557-558

Stefan Voß

Referee report on the book titled “Production planning by mixed integer programming” pp. 559-562

Sven Krumke and Elena Gavriliouk

Volume 66, issue 2, 2007

An inexact logarithmic-quadratic proximal augmented Lagrangian method for a class of constrained variational inequalities pp. 183-201

M. Li, H. Shao and Bing He

The Karush-Kuhn-Tucker optimality conditions for the optimization problem with fuzzy-valued objective function pp. 203-224

Hsien-Chung Wu

On the optimum capacity of capacity expansion problems pp. 225-233

Chao Yang, Chunyan Hao and Jianzhong Zhang

Double optimal stopping times and dynamic pricing problem: description of the mathematical model pp. 235-253

Anna Karpowicz and Krzysztof Szajowski

Owen coalitional value without additivity axiom pp. 255-261

Anna Khmelnitskaya and Elena Yanovskaya

Structural results on a batch acceptance problem for capacitated queues pp. 263-274

Eren Çil, E. Örmeci and Fikri Karaesmen

Tandem Brownian queues pp. 275-298

P. Lieshout and M. Mandjes

Average optimality inequality for continuous-time Markov decision processes in Polish spaces pp. 299-313

Quanxin Zhu

Fictitious play in stochastic games pp. 315-325

G. Schoenmakers, J. Flesch and F. Thuijsman

The relative entropy in CGMY processes and its applications to finance pp. 327-338

Young Kim and Jeong Lee

Mean-variance portfolio selection for a non-life insurance company pp. 339-367

Łukasz Delong and Russell Gerrard

S. Nickel and J. Puerto: Location theory: a unified approach pp. 369-371

V. Verter and A. Murat

Volume 66, issue 1, 2007

Asymptotic pricing in large financial markets pp. 1-20

Michał Baran

Modelling start-up costs of multiple technologies in electricity markets pp. 21-32

Ludwig Kuntz and Felix Müsgens

A projection method for a system of nonlinear monotone equations with convex constraints pp. 33-46

Chuanwei Wang, Yiju Wang and Chuanliang Xu

On the relations between different duals assigned to composed optimization problems pp. 47-68

Gert Wanka, Radu Boţ and Emese Vargyas

New cutting-planes for the time- and/or precedence-constrained ATSP and directed VRP pp. 69-98

Vicky Mak and Andreas Ernst

A simulated annealing algorithm for transient optimization in gas networks pp. 99-115

Debora Mahlke, Alexander Martin and Susanne Moritz

Speeding up the Dreyfus–Wagner algorithm for minimum Steiner trees pp. 117-125

Bernhard Fuchs, Walter Kern and Xinhui Wang

A scheduling problem for several parallel servers pp. 127-148

Klaus Schiefermayr and Josef Weichbold

A model of a 2-player stopping game with priority and asynchronous observation pp. 149-164

David Ramsey

Non-randomized policies for constrained Markov decision processes pp. 165-179

Richard Chen and Eugene Feinberg

Ivan Singer: Duality for nonconvex approximation and optimization pp. 181-182

Andreas Löhne