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 95, issue 3, 2022

Special issue on Energy Networks pp. 361-363

Miguel F Anjos, Falk M Hante and Frauke Liers

Strategic bidding in price coupled regions pp. 365-407

Jérôme De Boeck, Luce Brotcorne and Bernard Fortz

A bilevel optimization approach to decide the feasibility of bookings in the European gas market pp. 409-449

Fränk Plein, Johannes Thürauf, Martine Labbé and Martin Schmidt

Exploiting complete linear descriptions for decentralized power market problems with integralities pp. 451-474

Lukas Hümbs, Alexander Martin and Lars Schewe

Fast and reliable transient simulation and continuous optimization of large-scale gas networks pp. 475-501

Pia Domschke, Oliver Kolb and Jens Lang

Generative deep learning for decision making in gas networks pp. 503-532

Lovis Anderson, Mark Turner and Thorsten Koch

Contingency analysis for gas transport networks with hydrogen injection pp. 533-563

Tanja Clees

Volume 95, issue 2, 2022

2021 MMOR best paper award pp. 183-186

Oliver Stein

Discounted stochastic games for continuous-time jump processes with an uncountable state space pp. 187-218

Qingda Wei and Xian Chen

Risk-sensitive discounted cost criterion for continuous-time Markov decision processes on a general state space pp. 219-247

Subrata Golui and Chandan Pal

Strong convergence results for quasimonotone variational inequalities pp. 249-279

Timilehin O. Alakoya, Oluwatosin T. Mewomo and Yekini Shehu

Individual weighted excess and least square values pp. 281-296

Xia Zhang, René van den Brink, Arantza Estévez-Fernández and Hao Sun

Optimal renewable resource harvesting model using price and biomass stochastic variations: a utility based approach pp. 297-326

Gaston Clément Nyassoke Titi, Jules Sadefo Kamdem and Louis Aimé Fono

Signal-to-noise matrix and model reduction in continuous-time hidden Markov models pp. 327-359

Elisabeth Leoff, Leonie Ruderer and Jörn Sass

Volume 95, issue 1, 2022

The knapsack problem with special neighbor constraints pp. 1-34

Steffen Goebbels, Frank Gurski and Dominique Komander

Facets of the cone of exact games pp. 35-80

Milan Studený and Václav Kratochvíl

Lagrangian heuristic for simultaneous subsidization and penalization: implementations on rooted travelling salesman games pp. 81-99

Lindong Liu, Yuqian Zhou and Zikang Li

Portfolio optimization: not necessarily concave utility and constraints on wealth and allocation pp. 101-140

Marcos Escobar-Anel, Michel Kschonnek and Rudi Zagst

An SDP-based approach for computing the stability number of a graph pp. 141-161

Elisabeth Gaar, Melanie Siebenhofer and Angelika Wiegele

Optimal investments for the standard maximization problem with non-concave utility function in complete market model pp. 163-181

Olena Bahchedjioglou and Georgiy Shevchenko

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