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 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

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