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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The M/M/c with critical jobs pp. 341-353: Ivo Adan and Gerard Hooghiemstra
A new technique for inconsistent QP problems in the SQP method pp. 355-400: P. Spellucci
On the two-armed bandit problem with non-observed Poissonian switching of arms pp. 401-422: Doncho Donchev
Conservation of energy in value theory pp. 423-449: K. Ortmann
Application of average dynamic programming to inventory systems pp. 451-471: Oscar Vega-Amaya and Raúl Montes- de-Oca
Vector optimization: Singularities, regularizations pp. 473-497: Walter Gómez Bofill
Bin packing games pp. 499-510: Jeroen Kuipers
Book reviews pp. 511-513: Katrin Veen and Armin Scholl

Value preserving portfolio strategies and the minimal martingale measure pp. 169-179: Ralf Korn
On the sojourn times for many-queue head-of-the-line Processor-sharing systems with permanent customers pp. 181-220: Andreas Brandt and Manfred Brandt
A catalog of minimally nonideal matrices pp. 221-241: Christine Lütolf and François Margot
Persistency in the assignment and transportation problems pp. 243-254: Katarina Cechlárová
On feasible sets defined through Chebyshev approximation pp. 255-264: Francisco Guerra and Miguel Jiménez
Topology optimization of multi-purpose structures pp. 265-287: G. Rozvany
On asymptotic optimization of a class of nonlinear stochastic hybrid systems pp. 289-315: Peng Shi, Eitan Altman and Vladimir Gaitsgory
Analysis of a finite-source customer assignment model with no state information pp. 317-336: Arie Hordijk, Anneke Loeve and Jeroen Tiggelman
Book reviews pp. 337-340: Jörg Gebhardt, Rudolf Kruse and Gunter Ritter

Test sets of integer programs pp. 1-37: Robert Weismantel
On the Glivenko-Cantelli problem in stochastic programming: Mixed-integer linear recourse pp. 39-49: Georg Pflug, Andrzej Ruszczynski and Rüdiger Schultz
Inverse problem of minimum cuts pp. 51-58: Jianzhong Zhang and Mao Cai
Thek-partitioning problem pp. 59-82: Luitpold Babel, Hans Kellerer and Vladimir Kotov
The advantage of small machines in a stochastic fluid production process pp. 83-97: Nicole Bäuerle
On granting credit in a random environment pp. 99-115: Karl Waldmann
Linear optimal control problem for discrete 2-D systems with constraints pp. 117-129: Michael Dymkov
Multi-objective optimal allocation of resources to increase the seismic reliability of highways pp. 131-164: Giuliano Augusti and Marcello Ciampoli
Book reviews pp. 165-167: Petra Huh and Horst Hamacher

Structural reliability and stochastic structural optimization pp. 285-286: Kurt Marti
Reliability-Based Optimization of structural systems pp. 287-307: Markus Gasser and Gerhart Schuëller
Two basic problems in reliability-based structural optimization pp. 309-333: Norbert Kuschel and Rüdiger Rackwitz
Global and mid-range function approximation for engineering optimization pp. 335-359: A. Schoofs, M. Houten, L. Etman and D. Campen
Multicriterion reliability-oriented optimization of structural systems by stochastic programming pp. 361-375: Stefan Jendo, J. Putresza and W. Marks
Stochastic Optimization for mechanical structures pp. 377-408: Thomas Vietor
Solving stochastic structural optimization problems by RSM-based stochastic approximation methods — gradient estimation in case of intermediate variables pp. 409-434: Kurt Marti
Book review pp. 435-436: Brigitte Werners

A generalization of vectorial equilibria pp. 147-152: Q. Ansari, W. Oettli and D. Schläger
A path-following version of the Todd-Burrell procedure for linear programming pp. 153-167: Jean-Philippe Vial
Upper-semi-continuity and cone-concavity of multi-valued vector functions in a duality theory for vector optimization pp. 169-192: Issoufou Kouada
Contingent epiderivatives and set-valued optimization pp. 193-211: Johannes Jahn and Rüdiger Rauh
Discontinuous implicit quasi-variational inequalities with applications to fuzzy mappings pp. 213-228: Paolo Cubiotti and Jen-Chih Yao
Optimization under ordinal scales: When is a greedy solution optimal? pp. 229-239: Aleksandar Pekeč
On confidence intervals from simulation of finite Markov chains pp. 241-250: Apostolos Burnetas and Michael Katehakis
Optimal selection of thek best of a sequence withk stops pp. 251-261: Aarni Lehtinen
Markov games with incomplete information pp. 263-279: Alexander Krausz and Ulrich Rieder
Book reviews pp. 281-284: Shmuel Onn, Robert Weismantel and P. Brucker

On information inequalities in sequential estimation for stochastic processes pp. 1-27: Jürgen Franz and Ryszard Magiera
A necessary extremality condition for a set-valued stochastic control problem pp. 29-49: Hagen Fritsch
Duality and equilibrium prices in economics of uncertainty pp. 51-85: Adi Ben-Israel and Aharon Ben-Tal
Powers of matrices over an extremal algebra with applications to periodic graphs pp. 87-102: Karl Nachtigall
Production control of an unreliable manufacturing system under the assumption of no backlog pp. 103-117: Bin Liu and Jinhua Cao
On the entropic regularization method for solving min-max problems with applications pp. 119-130: Xing-Si Li and Shu-Cherng Fang
Simplices by point-sliding and the Yamnitsky-Levin algorithm pp. 131-142: Ulrich Faigle, M. Hunting, W. Kern, R. Prakash and K. Supowit
Book reviews pp. 143-146: B. Fleischmann and Heinz-Uwe Küenle