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 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

Volume 91, issue 3, 2020

Convergence properties of a class of exact penalty methods for semi-infinite optimization problems pp. 383-403

Jiachen Ju and Qian Liu

Optimal control of an objective functional with non-linearity between the conditional expectations: solutions to a class of time-inconsistent portfolio problems pp. 405-438

Esben Kryger, Maj-Britt Nordfang and Mogens Steffensen

Counting and enumerating independent sets with applications to combinatorial optimization problems pp. 439-463

Frank Gurski and Carolin Rehs

A finite horizon optimal switching problem with memory and application to controlled SDDEs pp. 465-500

Magnus Perninge

An inexact primal-dual algorithm for semi-infinite programming pp. 501-544

Bo Wei, William B. Haskell and Sixiang Zhao

An asymptotically optimal strategy for constrained multi-armed bandit problems pp. 545-557

Hyeong Soo Chang

Some results on optimal stopping under phase-type distributed implementation delay pp. 559-583

Jukka Lempa

Volume 91, issue 2, 2020

2019 MMOR best paper award pp. 197-198

Oliver Stein

OR for the classroom pp. 199-199

Oliver Stein

The Douglas–Rachford algorithm for convex and nonconvex feasibility problems pp. 201-240

Francisco J. Aragón Artacho, Rubén Campoy and Matthew K. Tam

Discounted approximations in risk-sensitive average Markov cost chains with finite state space pp. 241-268

Rubén Blancas-Rivera, Rolando Cavazos-Cadena and Hugo Cruz-Suárez

A McKean–Vlasov approach to distributed electricity generation development pp. 269-310

René Aïd, Matteo Basei and Huyên Pham

A note on the combination of equilibrium problems pp. 311-323

Nguyen Thi Thanh Ha, Tran Thi Huyen Thanh, Nguyen Ngoc Hai, Hy Duc Manh and Bui Dinh

A class of linear quadratic dynamic optimization problems with state dependent constraints pp. 325-355

Rajani Singh and Agnieszka Wiszniewska-Matyszkiel

The blockwise coordinate descent method for integer programs pp. 357-381

Sven Jäger and Anita Schöbel

Volume 91, issue 1, 2020

Choosing sets: preface to the special issue on set optimization and applications pp. 1-4

Andreas H Hamel and Andreas Löhne

A continuous selection for optimal portfolios under convex risk measures does not always exist pp. 5-23

Michel Baes and Cosimo Munari

Qualitative robustness of set-valued value-at-risk pp. 25-54

Giovanni Paolo Crespi and Elisa Mastrogiacomo

The polyhedral projection problem pp. 55-72

Benjamin Weißing

Multi-criteria decision making via multivariate quantiles pp. 73-88

Daniel Kostner

Characterization of set relations through extensions of the oriented distance pp. 89-115

B. Jiménez, V. Novo and A. Vílchez

Ekeland’s variational principle with weighted set order relations pp. 117-136

Qamrul Hasan Ansari, Andreas H Hamel and Pradeep Kumar Sharma

A new concept of slope for set-valued maps and applications in set optimization studied with Kuroiwa’s set approach pp. 137-158

Truong Xuan Duc Ha

Random optimization on random sets pp. 159-173

Emmanuel Lepinette

The stability and extended well-posedness of the solution sets for set optimization problems via the Painlevé–Kuratowski convergence pp. 175-196

Yu Han, Kai Zhang and Nan-jing Huang

Volume 90, issue 3, 2019

Optimal control of electricity input given an uncertain demand pp. 301-328

Simone Göttlich, Ralf Korn and Kerstin Lux

An optimal stopping approach for the end-of-life inventory problem pp. 329-363

J. B. G. Frenk, Sonya Javadi and Semih O. Sezer

Order and exit decisions under non-increasing price curves for products with short life cycles pp. 365-397

J. B. G. Frenk, Canan Pehlivan and Semih O. Sezer

Virtual allocation policies for many-server queues with abandonment pp. 399-451

Zhenghua Long and Jiheng Zhang

Martingale optimal transport in the discrete case via simple linear programming techniques pp. 453-476

Nicole Bäuerle and Daniel Schmithals

A simple construction of complete single-peaked domains by recursive tiling pp. 477-488

Ping Zhan

Volume 90, issue 2, 2019

Full-information best choice game with hint pp. 153-168

Marek Skarupski

On horizontal cooperation in linear production processes with a supplier that controls a limited resource pp. 169-196

Elisabeth Gutierrez, Natividad Llorca, Manuel Mosquera and Joaquín Sánchez-Soriano

Worst-case portfolio optimization in discrete time pp. 197-227

Lihua Chen and Ralf Korn

Nonconcave robust optimization with discrete strategies under Knightian uncertainty pp. 229-253

Ariel Neufeld and Mario Šikić

Locating a semi-obnoxious facility in the special case of Manhattan distances pp. 255-270

Andrea Wagner

Facets of the cone of totally balanced games pp. 271-300

Tomáš Kroupa and Milan Studený

Volume 90, issue 1, 2019

On f-domination: polyhedral and algorithmic results pp. 1-22

Mauro Dell’Amico and José Neto

Serving many masters: an agent and his principals pp. 23-59

Shuo Zeng and Moshe Dror

Simple modeling techniques for base-stock inventory systems with state dependent demand rates pp. 61-76

Fredrik Olsson

Dynamic systemic risk measures for bounded discrete time processes pp. 77-108

E. Kromer, L. Overbeck and K. Zilch

Optimal mean–variance investment/reinsurance with common shock in a regime-switching market pp. 109-135

Junna Bi, Zhibin Liang and Kam Chuen Yuen

Equilibrium formulations of relative optimization problems pp. 137-152

Igor Konnov