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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Accelerated first-order methods for large-scale convex optimization: nearly optimal complexity under strong convexity pp. 319-353: Masoud Ahookhosh
Optimal price management in retail energy markets: an impulse control problem with asymptotic estimates pp. 355-383: Matteo Basei
Generalized gap acceptance models for unsignalized intersections pp. 385-409: Abhishek, Marko A. A. Boon and Michel Mandjes
Solutions for the knapsack problem with conflict and forcing graphs of bounded clique-width pp. 411-432: Frank Gurski and Carolin Rehs
Complexity results on planar multifacility location problems with forbidden regions pp. 433-484: Andrea Maier and Horst W. Hamacher
The sparsest solution of the union of finite polytopes via its nonconvex relaxation pp. 485-507: Guowei You, Zheng-Hai Huang and Yong Wang

New results on the existence of open loop Nash equilibria in discrete time dynamic games via generalized Nash games pp. 157-172: Mathew P. Abraham and Ankur A. Kulkarni
Implementation of optimal schedules in outsourcing with identical suppliers pp. 173-187: Herbert Hamers, Flip Klijn and Marco Slikker
Optimal booking control in revenue management with two substitutable resources pp. 189-222: David Sayah and Stefan Irnich
A multilevel model of the European entry-exit gas market pp. 223-255: Veronika Grimm, Lars Schewe, Martin Schmidt and Gregor Zöttl
Optimal exchange rates management using stochastic impulse control for geometric Lévy processes pp. 257-280: Jinbiao Wu
Algorithms for non-linear and stochastic resource constrained shortest path pp. 281-317: Axel Parmentier

Computation of weighted sums of rewards for concurrent MDPs pp. 1-42: Peter Buchholz and Dimitri Scheftelowitsch
Management of a hydropower system via convex duality pp. 43-71: Kristina Rognlien Dahl
Optimal investment for insurance company with exponential utility and wealth-dependent risk aversion coefficient pp. 73-113: Łukasz Delong
Finding an optimal core on a tree network with M/G/c/c state-dependent queues pp. 115-142: Mehrdad Moshtagh, Jafar Fathali, James MacGregor Smith and Nezam Mahdavi-Amiri
Responsibility and sharing the cost of cleaning a polluted river pp. 143-156: Panfei Sun, Dongshuang Hou and Hao Sun

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

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

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

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

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

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