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 88, issue 3, 2018

A new look at a smart polling model pp. 339-367

Brian Fralix

A set optimization approach to zero-sum matrix games with multi-dimensional payoffs pp. 369-397

Andreas H. Hamel and Andreas Löhne

An inertial-like proximal algorithm for equilibrium problems pp. 399-415

Dang Hieu

An investment model with switching costs and the option to abandon pp. 417-443

Mihail Zervos, Carlos Oliveira and Kate Duckworth

Approximation algorithms for k-echelon extensions of the one warehouse multi-retailer problem pp. 445-473

Gautier Stauffer

Asymptotics for the late arrivals problem pp. 475-493

Carlo Lancia, Gianluca Guadagni, Sokol Ndreca and Benedetto Scoppola

Volume 88, issue 2, 2018

On the complexity of inverse convex ordered 1-median problem on the plane and on tree networks pp. 147-159

Kien Trung Nguyen, Huong Nguyen-Thu and Nguyen Thanh Hung

Risk measurement and risk-averse control of partially observable discrete-time Markov systems pp. 161-184

Jingnan Fan and Andrzej Ruszczynski

Regularity properties in a state-constrained expected utility maximization problem pp. 185-240

Mourad Lazgham

No-arbitrage and optimal investment with possibly non-concave utilities: a measure theoretical approach pp. 241-281

Romain Blanchard, Laurence Carassus and Miklós Rásonyi

Endogenous reference points in bargaining pp. 283-295

Emin Karagözoğlu and Kerim Keskin

Risk management with multiple VaR constraints pp. 297-337

An Chen, Thai Nguyen and Mitja Stadje

Volume 88, issue 1, 2018

Inventory control and pricing for perishable products under age and price dependent stochastic demand pp. 1-35

Onur Kaya and Sajjad Rahimi Ghahroodi

Delay analysis of a two-class batch-service queue with class-dependent variable server capacity pp. 37-57

Jens Baetens, Bart Steyaert, Dieter Claeys and Herwig Bruneel

Optimal mean–variance investment and reinsurance problem for an insurer with stochastic volatility pp. 59-79

Zhongyang Sun and Junyi Guo

A fast algorithm for the rectilinear distance location problem pp. 81-98

S. Nobakhtian and A. Raeisi Dehkordi

Generalized average shadow prices and bottlenecks pp. 99-124

Alejandro Crema

Potential games, path independence and Poisson’s binomial distribution pp. 125-146

Debapriya Sen

Volume 87, issue 3, 2018

Non-linear filtering and optimal investment under partial information for stochastic volatility models pp. 311-346

Dalia Ibrahim and Frédéric Abergel

A limited-feedback approximation scheme for optimal switching problems with execution delays pp. 347-382

Magnus Perninge

On solving mutual liability problems pp. 383-409

Mirjam Groote Schaarsberg, Hans Reijnierse and Peter Borm

Approximate sojourn time distribution of a discriminatory processor sharing queue with impatient customers pp. 411-430

Sunggon Kim

Reverse selective obnoxious center location problems on tree graphs pp. 431-450

Roghayeh Etemad and Behrooz Alizadeh

A primal–dual augmented Lagrangian penalty-interior-point filter line search algorithm pp. 451-483

Renke Kuhlmann and Christof Büskens

Volume 87, issue 2, 2018

An exact solution to a robust portfolio choice problem with multiple risk measures under ambiguous distribution pp. 169-195

Zhilin Kang and Zhongfei Li

Quantile Hedging in a semi-static market with model uncertainty pp. 197-227

Erhan Bayraktar and Gu Wang

Component importance based on dependence measures pp. 229-250

Mario Hellmich

Variants of the $$ \varepsilon $$ ε -constraint method for biobjective integer programming problems: application to p-median-cover problems pp. 251-283

Jesús Sáez-Aguado and Paula Camelia Trandafir

A commuter departure-time model based on cumulative prospect theory pp. 285-307

Guang Yang and Xinwang Liu

Correction to: A space decomposition scheme for maximum eigenvalue functions and its applications pp. 309-309

Ming Huang, Yue Lu, Li Ping Pang and Zun Quan Xia

Volume 87, issue 1, 2018

Reduction of nonanticipativity constraints in multistage stochastic programming problems with endogenous and exogenous uncertainty pp. 1-18

F. Hooshmand and S. A. MirHassani

A generalized approximation framework for fractional network flow and packing problems pp. 19-50

Michael Holzhauser and Sven O. Krumke

Analysis of an M/G/1 queue with vacations and multiple phases of operation pp. 51-72

Jianjun Li, Liwei Liu and Tao Jiang

Norm bounds and underestimators for unconstrained polynomial integer minimization pp. 73-107

Sönke Behrends, Ruth Hübner and Anita Schöbel

The double pivot simplex method pp. 109-137

Fabio Vitor and Todd Easton

An M/PH/K queue with constant impatient time pp. 139-168

Qi-Ming He, Hao Zhang and Qingqing Ye

Volume 86, issue 3, 2017

Preface to the special issue on advances in continuous optimization on the occasion of EUROPT 2016 pp. 441-442

Wlodzimierz Ogryczak and Andrzej Stachurski

On the Aubin property of a class of parameterized variational systems pp. 443-467

H. Gfrerer and J. V. Outrata

Second-order asymptotic analysis for noncoercive convex optimization pp. 469-483

F. Lara

p-regular nonlinearity: tangency at singularity in degenerate optimization problems pp. 485-500

Ewa M. Bednarczuk and Alexey Tretyakov

Exploiting damped techniques for nonlinear conjugate gradient methods pp. 501-522

Mehiddin Al-Baali, Andrea Caliciotti, Giovanni Fasano and Massimo Roma

On a conjugate directions method for solving strictly convex QP problem pp. 523-548

Andrzej Stachurski

Computing equilibria of Cournot oligopoly models with mixed-integer quantities pp. 549-565

Simone Sagratella

Optimal switching between cash-flow streams pp. 567-600

Thomas Weber

Portfolio optimization for a large investor under partial information and price impact pp. 601-623

Zehra Eksi and Hyejin Ku

Efficient optimization of the reward-risk ratio with polyhedral risk measures pp. 625-653

Wlodzimierz Ogryczak, Michał Przyłuski and Tomasz Śliwiński

Volume 86, issue 2, 2017

Approaches to four types of bilevel programming problems with nonconvex nonsmooth lower level programs and their applications to newsvendor problems pp. 255-275

Xide Zhu and Peijun Guo

Iterated full information secretary problem pp. 277-292

Małgorzata Kuchta

Process and optimization implementation of the $$\alpha $$ α -ENSC value pp. 293-308

Panfei Sun, Dongshuang Hou, Hao Sun and Hui Zhang

On the 1-nucleolus pp. 309-329

A. Estévez-Fernández, Peter Borm, M. G. Fiestras-Janeiro, M. A. Mosquera and E. Sánchez-Rodríguez

Edge minimality of EDF resource sharing networks pp. 331-366

Łukasz Kruk

The use of quasi-concave value functions in MCDM: some theoretical results pp. 367-375

Pekka Korhonen, Majid Soleimani-damaneh and Jyrki Wallenius

Timing in the presence of directional predictability: optimal stopping of skew Brownian motion pp. 377-400

Luis Alvarez and Paavo Salminen

Duality results for nonlinear single minimax location problems via multi-composed optimization pp. 401-439

Gert Wanka and Oleg Wilfer

Volume 86, issue 1, 2017

Error bounds for stochastic shortest path problems pp. 1-27

Eric A. Hansen

Mean–variance optimal trading problem subject to stochastic dominance constraints with second order autoregressive price dynamics pp. 29-69

Arti Singh and Dharmaraja Selvamuthu

Scheduling for a processor sharing system with linear slowdown pp. 71-102

Liron Ravner and Yoni Nazarathy

Optimality conditions in optimization problems with convex feasible set using convexificators pp. 103-121

Alireza Kabgani, Majid Soleimani-damaneh and Moslem Zamani

An optimal subgradient algorithm for large-scale bound-constrained convex optimization pp. 123-147

Masoud Ahookhosh and Arnold Neumaier

On an extension of the concept of TU-games and their values pp. 149-170

Tadeusz Radzik

Hedging under generalized good-deal bounds and model uncertainty pp. 171-214

Dirk Becherer and Klebert Kentia

How to solve a design centering problem pp. 215-254

Stuart M. Harwood and Paul I. Barton