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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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

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

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

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