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 55, issue 3, 2002

On the number of criteria needed to decide Pareto optimality pp. 329-345

Matthias Ehrgott and Stefan Nickel

On general vector quasi-optimization problems pp. 347-358

Angelo Guerraggio and Nguyen Xuan Tan

A multicriteria competitive Markov decision process pp. 359-369

A. M. Rodrı´guez-Chı´a, J. Puerto and F. R. Fernández

On convergence of descent methods for variational inequalities in a Hilbert space pp. 371-382

Igor Konnov, Sangho Kum and Gue Myung Lee

Linear bilevel problems: Genericity results and an efficient method for computing local minima pp. 383-400

Georg Still

K-epiderivatives for set-valued functions and optimization pp. 401-412

Giancarlo Bigi and Marco Castellani

The long step rule in the bounded-variable dual simplex method: Numerical experiments pp. 413-429

Ekaterina Kostina

A duality approach to problems of combined stopping and deciding under constraints pp. 431-446

Thomas Balzer and Klaus Janßen

Optimal control of an M/M/2 queueing system with finite capacity operating under the triadic (0,Q,N,M) policy pp. 447-460

Kuo-Hsiung Wang and Ya-Ling Wang

Convergence of the optimal values of constrained Markov control processes pp. 461-484

Jorge Alvarez-Mena and Onésimo Hernández-Lerma

Volume 55, issue 2, 2002

The impact of fat tailed returns on asset allocation pp. 165-185

Yesim Tokat and Eduardo S. Schwartz

The term structure of interest rates in the economic and monetary union pp. 187-224

Luisa Izzi and Borjana Racheva

Stable modeling in energy risk management pp. 225-245

Irina Khindanova and Zauresh Atakhanova

Calibration of a basket option model applied to company valuation pp. 247-263

Stefan Wörner, Boryana Racheva-Iotova and Stoyan Stoyanov

Portfolio selection with stable distributed returns pp. 265-300

Sergio Ortobelli, Isabella Huber and Eduardo Schwartz

Tail dependence for elliptically contoured distributions pp. 301-327

Rafael Schmidt

Volume 55, issue 1, 2002

Multiset graph partitioning pp. 1-10

William W. Hager and Yaroslav Krylyuk

Optimal hydrothermal scheduling with variable production coefficient pp. 11-36

H. J. Bortolossi, M. V. Pereira and C. Tomei

Asymptotics of statistical estimates in stochastic programming problems with long-range dependent samples pp. 37-54

Lihong Wang

New product introduction: goodwill, time and advertising cost pp. 55-68

Alessandra Buratto and Bruno Viscolani

Superreplication of European multiasset derivatives with bounded stochastic volatility pp. 69-91

Fausto Gozzi and Tiziano Vargiolu

Tree-connected peer group situations and peer group games pp. 93-106

Rodica Brânzei, Vito Fragnelli and Stef Tijs

On the bias vector of a two-class preemptive priority queue pp. 107-120

Robin Groenevelt, Ger Koole and Philippe Nain

Threshold control policies for heterogeneous server systems pp. 121-142

Hsing Paul Luh and Ioannis Viniotis

Average optimal switching of a Markov chain with a Borel state space pp. 143-159

Alexander Yushkevich and Evgueni Gordienko

Volume 54, issue 3, 2001

On the solution of mathematical programming problems with equilibrium constraints pp. 345-358

Roberto Andreani and José Mario Martı´nez

The Myerson value for union stable structures pp. 359-371

E. Algaba, J. M. Bilbao, Peter Borm and J. J. López

On the core of a class of location games pp. 373-385

Justo Puerto, Ignacio Garcı´a-Jurado and Francisco R. Fernández

Dynamic productivity improvement in a model with multiple processes pp. 387-393

Michael Brock and Jørgen Tind

The impact of time-varying demand and production rates on determining inventory policy pp. 395-405

Patrick S. Chen

A comparison result for FBSDE with applications to decisions theory pp. 407-423

Fabio Antonelli, Emilio Barucci and Maria Elvira Mancino

Exploitation of necessary and sufficient conditions for suboptimal solutions of multiobjective stochastic control problems pp. 425-438

F. Heyde, W. Grecksch and Chr. Tammer

The discounted multi-objective Markov decision model with incomplete state observations: lexicographically order criteria pp. 439-443

Jia Rangcheng, Ding Yuanyao and Tang Shaoxiang

A multi-objective shortest path problem pp. 445-454

Kazuyoshi Wakuta

Stopped Markov decision processes with multiple constraints pp. 455-469

Masayuki Horiguchi

The control policy of an M[x]/G/1 queueing system with server startup and two vacation types pp. 471-490

Jau-Chuan Ke

Adaptive policies for time-varying stochastic systems under discounted criterion pp. 491-505

Nadine Hilgert and J. Adolfo Minjárez-Sosa

Volume 54, issue 2, 2001

Convergence and first hitting time of simulated annealing algorithms for continuous global optimization pp. 171-199

M. Locatelli

On the existence and connectedness of solution sets of vector variational inequalities pp. 201-215

Mei Yu, Shou-Yang Wang, Wan-Tao Fu and Wei-Sheng Xiao

Convex stochastic optimization for random fields on graphs: A method of constructing Lagrange multipliers pp. 217-237

I. V. Evstigneev and M. I. Taksar

Newton methods for solving nonsmooth equations via a new subdifferential pp. 239-257

Yan Gao

Average cost per unit time control of stochastic manufacturing systems: Revisited pp. 259-278

T. E. Duncan, B. Pasik-Duncan and Ł. Stettner

Semi-infinite discounted Markov decision processes: Policy improvement and singular perturbations pp. 279-290

Mohammed Abbad and Khalid Rahhali

On the optimality equation for zero-sum ergodic stochastic games pp. 291-301

Anna Jaśkiewicz and Andrzej Nowak

Information collecting situations and bi-monotonic allocation schemes pp. 303-313

Rodica Brânzei, Stef Tijs and Judith Timmer

Reward functionals, salvage values, and optimal stopping pp. 315-337

Luis Alvarez

Volume 54, issue 1, 2001

An approximation approach to ergodic semi-Markov control processes pp. 1-19

Anna Jaśkiewicz

Optimal volume subintervals with k points and star discrepancy via integer programming pp. 21-45

Eric Thiémard

An optimal bound for d.c. programs with convex constraints pp. 47-51

Emilio Carrizosa

Identifying non-active restrictions in convex quadratic programming pp. 53-61

Peter Recht

Adaptive control of average Markov decision chains under the Lyapunov stability condition pp. 63-99

Rolando Cavazos-Cadena

Ergodic behavior of a Markov chain model in a stochastic environment pp. 101-117

N. Tsantas

The consistency principle for set-valued solutions and a new direction for normative game theory pp. 119-131

Martin Dufwenberg, Henk Norde, Hans Reijnierse and Stef Tijs

On-line portfolio selection strategy with prediction in the presence of transaction costs pp. 133-161

Sergio Albeverio, LanJun Lao and XueLei Zhao