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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Optimal portfolios for exponential Lévy processes pp. 357-374: Jan Kallsen
Price systems constructed by optimal dynamic portfolios pp. 375-397: Manfred Schäl
Perturbation of linear quadratic systems with jump parameters and hybrid controls pp. 399-417: Rachid El Azouzi, Mohammed Abbad and Eitan Altman
A first-passage problem with multiple costs pp. 419-432: Kazuyoshi Wakuta
Equivalents of a general approximate variational principle for set-valued maps and application to efficiency pp. 433-442: X. X. Huang
Proper efficiency for set-valued vector optimization problems and vector variational inequalitiesRID="*"ID="*" This research was partially supported by the National Natural Science Foundation of P.R. China and the Natural Science Foundation of Jiangxi Province, P.R. China pp. 443-457: Wei Liu and Xunhua Gong
A superlinearly convergent Newton-like algorithm for variational inequality problems with inequality constraints pp. 459-470: Liping Zhang and Yanlian Lai
A note on compromise values pp. 471-478: Joaquín Sánchez-Soriano
Steepest descent methods for multicriteria optimization pp. 479-494: Jörg Fliege and Benar Fux Svaiter
Movement optimization in flow shop processing with buffers pp. 495-513: Wolfgang Espelage and Egon Wanke

On a generic class of regular one-parametric variational inequalities pp. 179-201: Walter Gómez Bofill
An approximation algorithm for the stack-up problem pp. 203-233: Jochen Rethmann and Egon Wanke
The proportional value for positive cooperative games pp. 235-248: K. Michael Ortmann
Stochastic scheduling with event-based dynamic programming pp. 249-261: Ger Koole
Optimal control of batch service queues with finite service capacity and linear holding costs pp. 263-285: Samuli Aalto
An inventory system for perishable items with by-products pp. 287-300: David Perry and Wolfgang Stadje
Time-lagged point processes with the order-statistics property pp. 301-314: Menachem Berg and Fabio Spizzichino
On quadratic hedging in continuous time pp. 315-339: Huyên Pham
Portfolio management with stable distributions pp. 341-352: Svetlozar Rachev and Seonkoo Han

Optimal risk and dividend distribution control models for an insurance company pp. 1-42: Michael I. Taksar
Consumption-investment problems with transaction costs: Survey and open problems pp. 43-68: Abel Cadenillas
A flexible approach to location problems pp. 69-89: Antonio M. Rodríguez-Chía, Stefan Nickel, Justo Puerto and Francisco R. Fernández
A convex dual approach to the computation of NMR complex spectra pp. 91-102: Jonathan M. Borwein, Pierre Maréchal and David Naugler
The minimax adjustment principle pp. 103-113: Bernhard F. Arnold and Peter Stahlecker
Semi-infinite Markov decision processes pp. 115-137: Ming Chen, Jerzy A. Filar and Ke Liu
Isotonicity of minimizers in polychotomous discrete interval search via lattice programming pp. 139-173: Karl Hinderer and Michael Stieglitz

Strong efficiency in a locally convex space pp. 373-384: Y. H. Cheng and W. T. Fu
Balanced games arising from infinite linear models pp. 385-397: Vito Fragnelli, Fioravante Patrone, Enrico Sideri and Stef Tijs
Optimal strategies in a class of zero-sum ergodic stochastic games pp. 399-419: Andrzej Nowak
Blackwell optimality in the class of all policies in Markov decision chains with a Borel state space and unbounded rewards pp. 421-448: Arie Hordijk and Alexander A. Yushkevich
On the optimality of the Gittins index rule for multi-armed bandits with multiple plays pp. 449-461: Dimitrios G. Pandelis and Demosthenis Teneketzis
Risk sensitive portfolio optimization pp. 463-474: Lukasz Stettner
Incomplete markets with jumps and informed agents pp. 475-492: Robert J. Elliott and Monique Jeanblanc
Some applications of impulse control in mathematical finance pp. 493-518: Ralf Korn

Risk sensitive control of finite state Markov chains in discrete time, with applications to portfolio management pp. 167-188: Tomasz Bielecki, Daniel Hernández-Hernández and Stanley R. Pliska
On value preserving and growth optimal portfolios pp. 189-218: Ralf Korn and Manfred Schäl
Consumption and portfolio selection with labor income: A discrete-time approach pp. 219-243: Hyeng Keun Koo
Portfolio optimization via stochastic programming: Methods of output analysis pp. 245-270: Jitka Dupačová
Optimal investment and consumption models with non-linear stock dynamics pp. 271-296: Thaleia Zariphopoulou
Super-replication under proportional transaction costs: From discrete to continuous-time models pp. 297-320: Nizar Touzi
A utility maximization approach to hedging in incomplete markets pp. 321-338: Jan Kallsen
Risk-minimizing hedging strategies under restricted information: The case of stochastic volatility models observable only at discrete random times pp. 339-350: Rüdiger Frey and Wolfgang J. Runggaldier
Stochastic orders and their applications in financial optimization pp. 351-372: Masaaki Kijima and Masamitsu Ohnishi

A transportation problem with a permuted demand vector pp. 1-7: Steffen G. Meusel and Rainer E. Burkard
A note on the complexity of the transportation problem with a permutable demand vector pp. 9-16: Mihály Hujter, Bettina Klinz and Gerhard J. Woeginger
An extension of the entropic perturbation method of linear programming pp. 17-25: D. G. Tian and Q. Fei
On polynomial solvability of two multiprocessor scheduling problems pp. 27-51: Eberhard Girlich and Alexander G. Tarnowski
Weighted values for non-atomic games: an axiomatic approach pp. 53-63: J. C. Santos and J. M. Zarzuelo
Sensitive equilibria for ergodic stochastic games with countable state spaces pp. 65-76: Andrzej Nowak
Perishable inventory systems with impatient demands pp. 77-90: David Perry and Wolfgang Stadje
Optimal admission control for M/D/1/K queueing systems pp. 91-100: Hans Daduna and Pavel S. Knopov
A class of extremum problems related to agency models with imperfect monitoring pp. 101-120: Jörg Budde and Norbert Gaffke
Risk measurement with maximum loss pp. 121-134: Gerold Studer
Optimal stopping in Hilbert spaces and pricing of American options pp. 135-147: Dariusz Gatarek and Andrzej Świech
Short rate analysis and marked point processes pp. 149-160: Robert J. Elliott, Allanus H. Tsoi and Shiu Hong Lui