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 63, issue 3, 2006

Optimal Supply Functions in Electricity Markets with Option Contracts and Non-smooth Costs pp. 387-411

Edward Anderson and Huifu Xu

Multiple Fund Investment Situations and Related Games pp. 413-426

Stefan Wintein, Peter Borm, Ruud Hendrickx and Marieke Quant

Computing an Element in the Lexicographic Kernel of a Game pp. 427-433

Ulrich Faigle, Walter Kern and Jeroen Kuipers

The Shapley Valuation Function for Strategic Games in which Players Cooperate pp. 435-442

Luisa Carpente, Balbina Casas-Méndez, Ignacio García-Jurado and Anne Nouweland

Adaptive control of stochastic systems with unknown disturbance distribution: discounted criteria pp. 443-460

Nadine Hilgert and J. Minjárez-Sosa

The Problem of Capacity Addition in Multi-user Elastic Demand Communication Networks pp. 461-471

M. Abbad, R. Azouzi and M. Kamili

No-wait Job Shop Scheduling: Tabu Search and Complexity of Subproblems pp. 473-491

Christoph Schuster

Opportunistic Maintenance for Multi-component Shock Models pp. 493-511

Lirong Cui and Haijun Li

Sensitivity analysis for discrete optimal control problems pp. 513-524

Boban Marinković

Non-Euler–Lagrangian Pareto-optimality Conditions for Dynamic Multiple Criterion Decision Problems pp. 525-542

Augustine Esogbue, Qiang Song and Donovan Young

Computing an Eigenvector of a Monge Matrix in Max-Plus Algebra pp. 543-551

Martin Gavalec and Ján Plavka

The Proximal Point Method for Nonmonotone Variational Inequalities pp. 553-565

E. Allevi, A. Gnudi and Igor Konnov

Volume 63, issue 2, 2006

Penalty and Barrier Methods for Convex Semidefinite Programming pp. 195-219

Alfred Auslender and Héctor C.

Properties of game options pp. 221-238

Erik Ekström

Constructions of Nash Equilibria in Stochastic Games of Resource Extraction with Additive Transition Structure pp. 239-260

Piotr Szajowski

Existence of nash equilibria for constrained stochastic games pp. 261-285

Jorge Alvarez-Mena and Onésimo Hernández-Lerma

Ruin problems for a discrete time risk model with random interest rate pp. 287-299

Hailiang Yang and Lihong Zhang

Optimal purchasing policy in a two-component assembly system with different purchasing contracts for each component pp. 301-327

Eungab Kim, Kaphoon Lee and Suk-Ho Kang

Graph models for scheduling systems with machine saturation property pp. 329-340

Paolo Dell’Olmo and Monica Gentili

Performance analysis approximation in a queueing system of type M/G/1 pp. 341-356

Louiza Bouallouche-Medjkoune and Djamil Aissani

An M/G/1 queue under hysteretic vacation policy with an early startup and un-reliable server pp. 357-369

Jau-Chuan Ke

Maximum Likelihood Estimates and Confidence Intervals of an M/M/R Queue with Heterogeneous Servers pp. 371-384

Tsung-Yin Wang, Jau-Chuan Ke, Kuo-Hsiung Wang and Siu-Chuen Ho

Book Review: K.W. Morton, D.F. Mayers: Cambridge University Press, 2005. ISBN: 0-521-60793-0. 278 pp, paperback, US 43.00 pp. 385-385

P. Gugat

Volume 63, issue 1, 2006

UMTS radio network evaluation and optimization beyond snapshots pp. 1-29

Andreas Eisenblätter, Hans-Florian Geerdes, Thorsten Koch, Alexander Martin and Roland Wessäly

New models for locating a moving service facility pp. 31-51

Justo Puerto and Antonio Rodríguez-Chía

Sequencing games without initial order pp. 53-62

Flip Klijn and Estela Sánchez

Scheduling chains with identical jobs and constant delays on a single machine pp. 63-75

Peter Brucker, Sigrid Knust and Ceyda Oğuz

On sufficient second order optimality conditions in multiobjective optimization pp. 77-85

Giancarlo Bigi

First-order optimality conditions in set-valued optimization pp. 87-106

Giovanni Crespi, Ivan Ginchev and Matteo Rocca

On the stability of linear systems with an exact constraint set pp. 107-121

Jorge Amaya and Miguel Goberna

Portfolio problems stopping at first hitting time with application to default risk pp. 123-150

Holger Kraft and Mogens Steffensen

Portfolio optimization in stochastic markets pp. 151-168

U. Çakmak and S. Özekici

Time Consistent Dynamic Risk Measures pp. 169-186

Kang Boda and Jerzy Filar

Book Review: Michael L. Pinedo (2005): ISBN 0-387-22198-0, Springer, New York pp. 187-189

Frank Werner

Book Review: Morco Dorigo and Thomas Stützle: Ant colony optimization (2004) ISBN 0-262-04219-3, MIT Press, Cambridge pp. 191-192

Stefan Voss

Book Review: Holger H. Hoos and Thomas Stützle: Stochastic local search: foundations and applications (2005) pp. 193-194

Stefan Voss

Volume 62, issue 3, 2005

Special issue in honor of Arie Hordijk Editorial introduction pp. 347-349

L. Kallenberg, G. Koole and F. Spieksma

Extending simulation uses of antithetic variables: partially monotone functions, random permutations, and random subsets pp. 351-356

Sheldon Ross

Simulation of typical Cox–Voronoi cells with a special regard to implementation tests pp. 357-373

C. Gloaguen, F. Fleischer, H. Schmidt and V. Schmidt

Zero-sum constrained stochastic games with independent state processes pp. 375-386

Eitan Altman, Konstantin Avrachenkov, Richard Marquez and Gregory Miller

On mean reward variance in semi-Markov processes pp. 387-397

Karel Sladký

On essential information in sequential decision processes pp. 399-410

Eugene Feinberg

Stochastic control problems with delay pp. 411-427

Harald Bauer and Ulrich Rieder

On product form tandem structures pp. 429-436

Nico Dijk

The G/M/1 queue revisited pp. 437-452

Ivo Adan, Onno Boxma and David Perry

Controlling an oscillating Jackson-type network having state-dependent service rates pp. 453-466

Arnon Arazi, Eshel Ben-Jacob and Uri Yechiali

Large deviations without principle: join the shortest queue pp. 467-483

Ad Ridder and Adam Shwartz

On the optimality of a full-service policy for a queueing system with discounted costs pp. 485-497

Shaler Stidham

Staffing decisions for heterogeneous workers with turnover pp. 499-514

Hyun-Soo Ahn, Rhonda Righter and Jevaveerasingam Shanthikumar

Volume 62, issue 2, 2005

Minimization of convex functions on the convex hull of a point set pp. 167-185

Nikolai Botkin and Josef Stoer

ɛ-Subdifferentials of Set-valued Maps and ɛ-Weak Pareto Optimality for Multiobjective Optimization pp. 187-209

A. Taa

Convergence analysis of a modified inexact implicit method for general mixed monotone variational inequalities pp. 211-224

Lu-Chuan Zeng and Jen-Chih Yao

On multiple simple recourse models pp. 225-242

Maarten Vlerk

Upper and lower bounds for the solutions of Markov renewal equations pp. 243-253

Gang Li and Jiaowan Luo

Deviation Measures in Linear Two-Stage Stochastic Programming pp. 255-274

Trine Kristoffersen

Minimizing total completion time for UET tasks with release time and outtree precedence constraints pp. 275-279

Yumei Huo and Joseph Leung

Cost optimal periodic train scheduling pp. 281-295

Thomas Lindner and Uwe Zimmermann

Ergodic and adaptive control of hidden Markov models pp. 297-318

T. Duncan, B. Pasik-Duncan and L. Stettner

A unified approach to portfolio optimization with linear transaction costs pp. 319-343

Valeri Zakamouline

Bernt Øksendal and Agnès Sulem (2005) applied stochastic control of jump diffusions ISBN 3-540-14023-9, Springer Berlin pp. 345-346

Gerhard-Wilhelm Weber

Volume 62, issue 1, 2005

Preface pp. 1-2

Rainer E. Burkard

Lipschitz Continuity of Value Functions in Markovian Decision Processes pp. 3-22

K. Hinderer

Nonzero-sum semi-Markov games with the expected average payoffs pp. 23-40

Andrzej Nowak and Anna Jaśkiewicz

Weighted singularly perturbed hybrid stochastic systems pp. 41-54

Ke Liu and Jerzy A. Filar

On the structure of the optimal server control for fluid networks pp. 55-75

S. Gajrat and A. Hordijk

Fixed-time schedules for the processing of jobs when service completions are not observable pp. 77-97

K.D. Glazebrook and E.L. Punton

Generalized Pinwheel Problem pp. 99-122

Eugene A. Feinberg and Michael T. Curry

Worst-Case Scenario Portfolio Optimization: a New Stochastic Control Approach pp. 123-140

Ralf Korn and Olaf Menkens

Control of ruin probabilities by discrete-time investments pp. 141-158

Manfred Schäl

Benchmark and mean-variance problems for insurers pp. 159-165

Nicole Bäuerle