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 94, issue 3, 2021

A stochastic Stackelberg differential reinsurance and investment game with delay in a defaultable market pp. 341-381

Yanfei Bai, Zhongbao Zhou, Helu Xiao, Rui Gao and Feimin Zhong

Refined cut selection for benders decomposition: applied to network capacity expansion problems pp. 383-412

René Brandenberg and Paul Stursberg

Strong duality for standard convex programs pp. 413-436

Kenneth O. Kortanek, Guolin Yu and Qinghong Zhang

The average tree value for hypergraph games pp. 437-460

Liying Kang, Anna Khmelnitskaya, Erfang Shan, Adolphus Talman and Guang Zhang

A fragile multi-CPR game pp. 461-492

Christos Pelekis, Panagiotis Promponas, Juan Alvarado, Eirini Eleni Tsiropoulou and Symeon Papavassiliou

Using Householder’s method to improve the accuracy of the closed-form formulas for implied volatility pp. 493-528

Daniel Wei-Chung Miao, Xenos Chang-Shuo Lin and Chang-Yao Lin

Volume 94, issue 2, 2021

Improved models for operation modes of complex compressor stations pp. 171-195

Benjamin Hiller, René Saitenmacher and Tom Walther

Aumann–Serrano index of risk in portfolio optimization pp. 197-217

Tiantian Li, Young Shin Kim, Qi Fan and Fumin Zhu

A non-cooperative game theory approach to cost sharing in networks pp. 219-251

M. A. Hinojosa and A. Caro

Optimal step length for the Newton method: case of self-concordant functions pp. 253-279

Roland Hildebrand

Optimal consumption/investment and retirement with necessities and luxuries pp. 281-317

Hyeng Keun Koo, Kum-Hwan Roh and Yong Hyun Shin

Nash equilibria in a class of Markov stopping games with total reward criterion pp. 319-340

Rolando Cavazos-Cadena, Mario Cantú-Sifuentes and Imelda Cerda-Delgado

Volume 94, issue 1, 2021

Dynamic pricing with finite price sets: a non-parametric approach pp. 1-34

Athanassios N. Avramidis and Arnoud V. Boer

Minimizing spectral risk measures applied to Markov decision processes pp. 35-69

Nicole Bäuerle and Alexander Glauner

Chance-constrained games with mixture distributions pp. 71-97

Shen Peng, Navnit Yadav, Abdel Lisser and Vikas Vikram Singh

Marginality and convexity in partition function form games pp. 99-121

J. M. Alonso-Meijide, Mikel Álvarez-Mozos, M. G. Fiestras-Janeiro and A. Jiménez-Losada

Stochastic comparisons and ageing properties of residual lifetime mixture models pp. 123-143

Arijit Patra and Chanchal Kundu

Optimal pairs trading with dynamic mean-variance objective pp. 145-168

Dong-Mei Zhu, Jia-Wen Gu, Feng-Hui Yu, Tak Kuen Siu and Wai-Ki Ching

Correction to: Optimal discrete search with technological choice pp. 169-170

Joseph B. Kadane

Volume 93, issue 3, 2021

Relative utility bounds for empirically optimal portfolios pp. 437-462

Dmitry B. Rokhlin

The equal-surplus Shapley value for chance-constrained games on finite sample spaces pp. 463-499

Donald Nganmegni Njoya, Issofa Moyouwou and Nicolas Gabriel Andjiga

A general class of relative optimization problems pp. 501-520

Igor Konnov

The maximum diversity assortment selection problem pp. 521-554

Felix Prause, Kai Hoppmann-Baum, Boris Defourny and Thorsten Koch

A time consistent dynamic bargaining procedure in differential games with hterogeneous discounting pp. 555-584

Anna Castañer, Jesús Marín-Solano and Carmen Ribas

New axiomatizations of the Owen value pp. 585-603

Xun-Feng Hu

Volume 93, issue 2, 2021

2020 MMOR best paper award pp. 209-211

Oliver Stein

An inertial subgradient extragradient algorithm extended to pseudomonotone equilibrium problems pp. 213-242

Yekini Shehu, Olaniyi S. Iyiola, Duong Viet Thong and Nguyen Thi Cam Van

Portfolio selection with drawdown constraint on consumption: a generalization model pp. 243-289

Junkee Jeon and Kyunghyun Park

Considerations on the aggregate monotonicity of the nucleolus and the core-center pp. 291-325

Miguel Ángel Mirás Calvo, Carmen Quinteiro Sandomingo and Estela Sánchez-Rodríguez

Integro-differential optimality equations for the risk-sensitive control of piecewise deterministic Markov processes pp. 327-357

O. L. V. Costa and F. Dufour

Analysis of Markov chain approximation for Asian options and occupation-time derivatives: Greeks and convergence rates pp. 359-412

Wensheng Yang, Jingtang Ma and Zhenyu Cui

Six set scalarizations based on the oriented distance: continuity, convexity and application to convex set optimization pp. 413-436

L. Huerga, B. Jiménez, V. Novo and A. Vílchez

Volume 93, issue 1, 2021

Inheritance of convexity for the $$\mathcal {P}_{\min }$$ P min -restricted game pp. 1-32

A. Skoda

A numerical approach to solve consumption-portfolio problems with predictability in income, stock prices, and house prices pp. 33-81

Farina Weiss

A transformation-based discretization method for solving general semi-infinite optimization problems pp. 83-114

Jan Schwientek, Tobias Seidel and Karl-Heinz Küfer

Interplay of non-convex quadratically constrained problems with adjustable robust optimization pp. 115-151

Immanuel Bomze and Markus Gabl

A multi-objective approach for PH-graphs with applications to stochastic shortest paths pp. 153-178

Peter Buchholz and Iryna Dohndorf

On the computation of Whittle’s index for Markovian restless bandits pp. 179-208

Urtzi Ayesta, Manu K. Gupta and Ina Maria Verloop

Volume 92, issue 3, 2020

Robust best choice problem pp. 435-460

Lazar Obradović

Optimal dividends and capital injection under dividend restrictions pp. 461-487

Kristoffer Lindensjö and Filip Lindskog

On computation of optimal strategies in oligopolistic markets respecting the cost of change pp. 489-509

Jiří V. Outrata and Jan Valdman

A conservative index heuristic for routing problems with multiple heterogeneous service facilities pp. 511-543

Rob Shone, Vincent A. Knight and Paul R. Harper

On the facet defining inequalities of the mixed-integer bilinear covering set pp. 545-575

Hamidur Rahman and Ashutosh Mahajan

Decentralization and mutual liability rules pp. 577-599

Martijn Ketelaars, Peter Borm and Marieke Quant

The residual time approach for (Q, r) model under perishability, general lead times, and lost sales pp. 601-648

Yonit Barron and Opher Baron

Volume 92, issue 2, 2020

A new nonmonotone smoothing Newton method for the symmetric cone complementarity problem with the Cartesian $$P_0$$ P 0 -property pp. 229-247

Xiangjing Liu and Sanyang Liu

Min max min robust (relative) regret combinatorial optimization pp. 249-283

Alejandro Crema

Optimising dividends and consumption under an exponential CIR as a discount factor pp. 285-309

Julia Eisenberg and Yuliya Mishura

A long-time asymptotic solution to the g-renewal equation for underlying distributions with nondecreasing hazard functions pp. 311-341

Serguei Maximov and Consuelo de J. Cortes-Penagos

An augmented Lagrangian filter method pp. 343-376

Sven Leyffer and Charlie Vanaret

Discrete-time control with non-constant discount factor pp. 377-399

Héctor Jasso-Fuentes, José-Luis Menaldi and Tomás Prieto-Rumeau

Solutions for subset sum problems with special digraph constraints pp. 401-433

Frank Gurski, Dominique Komander and Carolin Rehs

Volume 92, issue 1, 2020

Statistical properties of estimators for the log-optimal portfolio pp. 1-32

Gabriel Frahm

Continuity and monotonicity of solutions to a greedy maximization problem pp. 33-76

Łukasz Kruk

A pricing problem with unknown arrival rate and price sensitivity pp. 77-106

Athanassios N. Avramidis

On the rectangular knapsack problem: approximation of a specific quadratic knapsack problem pp. 107-132

Britta Schulze, Michael Stiglmayr, Luís Paquete, Carlos M. Fonseca, David Willems and Stefan Ruzika

Semi-discrete optimal transport: a solution procedure for the unsquared Euclidean distance case pp. 133-163

Valentin Hartmann and Dominic Schuhmacher

First-order sensitivity of the optimal value in a Markov decision model with respect to deviations in the transition probability function pp. 165-197

Patrick Kern, Axel Simroth and Henryk Zähle

On weak conjugacy, augmented Lagrangians and duality in nonconvex optimization pp. 199-228

Gulcin Dinc Yalcin and Refail Kasimbeyli