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 61, issue 3, 2005

A note on solution sensitivity for Karush–Kuhn–Tucker systems pp. 347-363

A. Izmailov and M. Solodov

Nonlinear-programming reformulation of the order-value optimization problem pp. 365-384

R. Andreani, C. Dunder and J. Martínez

Generalized vector quasi-equilibrium problems pp. 385-397

S. Li, K. Teo and X. Yang

Scheduling Stochastic jobs on a repairable machine with general phase type uptime pp. 399-417

Wei Li and Attahiru Alfa

A preference change and discretionary stopping in a consumption and porfolio selection problem pp. 419-435

Kyoung Jin Choi and Hyeng Keun Koo

Bias and overtaking equilibria for zero-sum continuous-time Markov games pp. 437-454

Tomás Prieto-Rumeau and Onésimo Hernández-Lerma

Semi-Markov control processes with unknown holding times distribution under a discounted criterion pp. 455-468

Fernando Luque-Vásquez and J. Minjárez-Sosa

Unbounded cost Markov decision processes with limsup and liminf average criteria: new conditions pp. 469-482

Quanxin Zhu, Xianping Guo and Yonglong Dai

A geometric characterisation of the compromise value pp. 483-500

Julio Díaz, Peter Borm, Ruud Hendrickx and Marieke Quant

Drop out monotonic rules for sequencing situations pp. 501-504

Cristina Fernández, Peter Borm, Ruud Hendrickx and Stef Tijs

Comparative analysis for the N policy M/G/1 queueing system with a removable and unreliable server pp. 505-520

Kuo-Hsiung Wang, Li-Ping Wang, Jau-Chuan Ke and Gang Chen

Book Review pp. 521-522

Mirijam Dür

Volume 61, issue 2, 2005

Optimal sale strategies in illiquid markets pp. 173-190

Martin Dahlgren

Pricing of point-to-point bandwidth contracts pp. 191-218

Jussi Keppo

Optimal consumption and investment problems under GARCH with transaction costs pp. 219-237

Zhiping Chen and K. C. Yuen

Portfolio optimization under transaction costs in the CRR model pp. 239-259

Jörn Sass

Increasing quasiconcave co-radiant functions with applications in mathematical economics pp. 261-280

Juan Enrique Martinez-Legaz, Alexander M. Rubinov and Siegfried Schaible

Hahn-Banach theorems and subgradients of set-valued maps pp. 281-297

Jian Wen Peng, Heung Wing Joseph Lee, Wei Dong Rong and Xin Min Yang

Study on a class of nonlinear time series models and ergodicity in random environment domain pp. 299-310

Zhenting Hou, Zheng Yu and Peng Shi

Markov decision processes under observability constraints pp. 311-328

Yasemin Serin and Vidyadhar Kulkarni

Cost benefit analysis of series systems with warm standby components and general repair time pp. 329-343

Kuo-Hsiung Wang, Yi-Chun Liu and Wen Lea Pearn

Book Review pp. 345-346

R. Henrion

Volume 61, issue 1, 2005

Managing the reputation of an award to motivate performance pp. 1-22

C. Gavrila, J.P. Caulkins, Gustav Feichtinger, G. Tragler and R.F. Hartl

Minimum time problems in Economics pp. 23-32

Luca Grosset and Bruno Viscolani

The core of multi-choice NTU games pp. 33-40

Yan-An Hwang and Wen-Hwa Li

Locating a maximally complementary solution of the monotone NCP by using non-interior-point smoothing algorithms pp. 41-55

Zheng-Hai Huang

On a finite-buffer bulk-service queue with disasters pp. 57-84

A. Gómez-Corral

Moment inequalities for the discrete-time bulk service queue pp. 85-108

D. Denteneer, A.J.E.M. Janssen and J.S.H. van Leeuwaarden

Comparing two socially optimal work allocation rules when having a profit optimizing subcontractor with ample capacity pp. 109-121

Christian Larsen

The Laurent series, sensitive discount and Blackwell optimality for continuous-time controlled Markov chains pp. 123-145

Tomás Prieto-Rumeau and Onésimo Hernández-Lerma

Optimal scheduling of tasks when service is subject to disruption: the preempt-repeat case pp. 147-169

Kevin D. Glazebrook

Volume 60, issue 3, 2004

On semidefinite programming relaxations for the satisfiability problem pp. 349-367

Miguel F. Anjos

On least element problems for feasible sets in vector complementarity problems pp. 369-377

Ya-ping Fang and Nan-jing Huang

Characterizing the idle time of a nonexponential server system pp. 379-397

Hsing Luh and Kai-Hung Tseng

A characterization of exponential functionals in finite Markov chains pp. 399-414

Rolando Cavazos–Cadena and Daniel Hernández–Hernández

Conditions for the uniqueness of optimal policies of discounted Markov decision processes pp. 415-436

Daniel Cruz-Suárez, Raúl Montes- de-Oca and Francisco Salem-Silva

A non-zero-sum no-information best-choice game pp. 437-451

Minoru Sakaguchi and Vladimir V. Mazalov

A connectivity game for graphs pp. 453-470

Rafael Amer and José Miguel Giménez

Retailer’s optimal ordering policy under supplier credits pp. 471-483

Chun-Tao Chang and Jinn-Tsair Teng

Optimal portfolio selection when stock prices follow an jump-diffusion process pp. 485-496

Wenjing Guo and Chengming Xu

Dynamic inventory strategies for profit maximization in a service facility with stochastic service, demand and lead time pp. 497-521

Oded Berman and Eungab Kim

Book Review pp. 523-524

S. Gawiejnowicz

Book Review pp. 525-526

Holger Höller

Volume 60, issue 2, 2004

Realism and practicality of transaction cost approaches in continuous-time portfolio optimisation: the scope of the Morton-Pliska approach pp. 165-174

Ralf Korn

Investment optimization under constraints pp. 175-201

Long Nguyen-Thanh

A dynamic programming approach to solve efficient frontier pp. 203-214

S. J. Sadjadi, M. B. Aryanezhad and B. F. Moghaddam

Nash equilibria in electricity markets with discrete prices pp. 215-238

E. J. Anderson and H. Xu

Equivalence classes for optimizing risk models in Markov decision processes pp. 239-250

Yoshio Ohtsubo and Kenji Toyonaga

Semi-infinite weighted Markov decision processes with perturbation pp. 251-265

Mohammed Abbad and Khalid Rahhali

Construction of Nash equilibria in symmetric stochastic games of capital accumulation pp. 267-277

Łukasz Balbus and Andrzej Nowak

Stochastic games for distributed players on graphs pp. 279-298

Ruslan K. Chornei, Hans Daduna and Pavel S. Knopov

Multi-policy iteration with a distributed voting pp. 299-310

Hyeong Soo Chang

A General Framework for Bounds for Higher-Dimensional Orthogonal Packing Problems pp. 311-329

Sándor P. Fekete and Jörg Schepers

Dual methods for probabilistic optimization problems * pp. 331-346

Darinka Dentcheva, Bogumila Lai and Andrzej Ruszczynski

Book Review pp. 347-348

Gert Wanka

Volume 60, issue 1, 2004

Discrete search with multiple sensors pp. 1-13

Nah-Oak Song and Demosthenis Teneketzis

On regular and parametric data envelopment analysis pp. 15-28

L. Neralić and O. Stein

Sensitivity analysis via simulation in the presence of discontinuities pp. 29-51

Mikael Signahl

On the existence of solutions to systems of vector quasi-optimization problems pp. 53-71

Nguyen Xuan Tan

A robust trust region method for general constrained optimization pp. 73-85

Ju-liang Zhang

Dual approach for a class of implicit convex optimization problems pp. 87-99

Igor Konnov

Generalized benefit functions and measurement of utility pp. 101-123

Walter Briec and Philippe Gardères

Multicriteria impulsive control of jump Markov processes pp. 125-144

A. B. Piunovskiy

Shortest path to nonpreemptive schedules of unit-time jobs on two identical parallel machines with minimum total completion time pp. 145-153

Philippe Baptiste and Vadim G. Timkovsky

Perishable inventory systems with variable input and demand rates pp. 155-162

Steven Nahmias, David Perry and Wolfgang Stadje