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 96, issue 3, 2022

Bilevel hyperparameter optimization for support vector classification: theoretical analysis and a solution method pp. 315-350

Qingna Li, Zhen Li and Alain Zemkoho

A primal-dual interior-point relaxation method with global and rapidly local convergence for nonlinear programs pp. 351-382

Xin-Wei Liu, Yu-Hong Dai and Ya-Kui Huang

An efficient partial parallel method with scaling step size strategy for three-block convex optimization problems pp. 383-419

Yaning Jiang, Deren Han and Xingju Cai

On the solution of monotone nested variational inequalities pp. 421-446

Lorenzo Lampariello, Gianluca Priori and Simone Sagratella

Reduced two-bound core games pp. 447-457

Doudou Gong, Bas Dietzenbacher and Hans Peters

Local edge minimality of SRPT networks with shared resources pp. 459-492

Łukasz Kruk and Robert Gieroba

Volume 96, issue 2, 2022

A PAC algorithm in relative precision for bandit problem with costly sampling pp. 161-185

Marie Billaud Friess, Arthur Macherey, Anthony Nouy and Clémentine Prieur

Inertial proximal incremental aggregated gradient method with linear convergence guarantees pp. 187-213

Xiaoya Zhang, Wei Peng and Hui Zhang

The Lagrangian, constraint qualifications and economics pp. 215-232

Sjur D. Flåm and Jan-J. Rückmann

Peer-to-Peer Lending: a Growth-Collapse Model and its Steady-State Analysis pp. 233-258

Onno Boxma, David Perry and Wolfgang Stadje

Minimizing the penalized probability of drawdown for a general insurance company under ambiguity aversion pp. 259-290

Yu Yuan, Zhibin Liang and Xia Han

Robust classical-impulse stochastic control problems in an infinite horizon pp. 291-312

Chi Seng Pun

Correction to: Solutions for subset sum problems with special digraph constraints pp. 313-313

Frank Gurski, Dominique Komander and Carolin Rehs

Volume 96, issue 1, 2022

On the algorithmic solution of optimization problems subject to probabilistic/robust (probust) constraints pp. 1-37

Holger Berthold, Holger Heitsch, René Henrion and Jan Schwientek

Solving continuous set covering problems by means of semi-infinite optimization pp. 39-82

Helene Krieg, Tobias Seidel, Jan Schwientek and Karl-Heinz Küfer

Adaptive discretization-based algorithms for semi-infinite programs with unbounded variables pp. 83-112

Daniel Jungen, Hatim Djelassi and Alexander Mitsos

The facets of the spanning trees polytope pp. 113-121

Brahim Chaourar

Approximations for Pareto and Proper Pareto solutions and their KKT conditions pp. 123-148

P. Kesarwani, P. K. Shukla, J. Dutta and K. Deb

On the rectangular knapsack problem pp. 149-160

Fritz Bökler, Markus Chimani and Mirko H. Wagner

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