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 85, issue 3, 2017

Better than pre-committed optimal mean-variance policy in a jump diffusion market pp. 327-347

Yun Shi, Xun Li and Xiangyu Cui

A maximum principle for Markov regime-switching forward–backward stochastic differential games and applications pp. 349-388

Olivier Menoukeu-Pamen and Romuald Hervé Momeya

Random reduction consistency of the Weber set, the core and the anti-core pp. 389-405

Yasushi Agatsuma, Yukihiko Funaki and Koji Yokote

Decomposition of network communication games pp. 407-423

Bas Dietzenbacher, Peter Borm and Ruud Hendrickx

Optimal double control problem for a PDE model of goodwill dynamics pp. 425-452

Mariusz Górajski and Dominika Machowska

A space decomposition scheme for maximum eigenvalue functions and its applications pp. 453-490

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

Optimal mean–variance asset-liability management with stochastic interest rates and inflation risks pp. 491-519

Jian Pan and Qingxian Xiao

Erratum to: Increasing quasiconcave co-radiant functions with applications in mathematical economics pp. 521-521

Juan Enrique Martinez-Legaz

Volume 85, issue 2, 2017

Pricing and clearing combinatorial markets with singleton and swap orders pp. 155-177

Johannes C. Müller, Sebastian Pokutta, Alexander Martin, Susanne Pape, Andrea Peter and Thomas Winter

An optimal reinsurance problem in the Cramér–Lundberg model pp. 179-205

Arian Cani and Stefan Thonhauser

Computing all solutions of linear generalized Nash equilibrium problems pp. 207-221

Axel Dreves

Proposing a method for fixed cost allocation using DEA based on the efficiency invariance and common set of weights principles pp. 223-240

Gholam Reza Jahanshahloo, Jafar Sadeghi and Mohammad Khodabakhshi

A mathematical model for personalized advertisement in virtual reality environments pp. 241-264

Kemal Kilic, Menekse G. Saygi and Semih O. Sezer

Utility indifference pricing and hedging for structured contracts in energy markets pp. 265-303

Giorgia Callegaro, Luciano Campi, Valeria Giusto and Tiziano Vargiolu

Robust optimal investment and reinsurance problem for a general insurance company under Heston model pp. 305-326

Ya Huang, Xiangqun Yang and Jieming Zhou

Volume 85, issue 1, 2017

Preface to the special issue on advances in continuous optimization on the occasion of EUROPT 2015 pp. 1-2

Oliver Stein

Sufficient conditions to compute any solution of a quasivariational inequality via a variational inequality pp. 3-18

Didier Aussel and Simone Sagratella

Inexact proximal Newton methods for self-concordant functions pp. 19-41

Jinchao Li, Martin S. Andersen and Lieven Vandenberghe

An inexact proximal regularization method for unconstrained optimization pp. 43-59

Paul Armand and Isaï Lankoandé

A variation on the interior point method for linear programming using the continued iteration pp. 61-75

Lilian F. Berti, Aurelio R. L. Oliveira and Carla T. L. S. Ghidini

Simplex-like sequential methods for a class of generalized fractional programs pp. 77-96

Riccardo Cambini, Laura Carosi, Laura Martein and Ezat Valipour

Influence of matrix reordering on the performance of iterative methods for solving linear systems arising from interior point methods for linear programming pp. 97-112

Daniele Silva, Marta Velazco and Aurelio Oliveira

FEMOEA: a fast and efficient multi-objective evolutionary algorithm pp. 113-135

J. L. Redondo, J. Fernández and P. M. Ortigosa

Decomposition methods for a spatial model for long-term energy pricing problem pp. 137-153

Philippe Mahey, Jonas Koko and Arnaud Lenoir

Volume 84, issue 3, 2016

Editorial pp. 459-459

Oliver Stein

Continuous-time Markov decision processes with risk-sensitive finite-horizon cost criterion pp. 461-487

Qingda Wei

Constrained Markov decision processes in Borel spaces: from discounted to average optimality pp. 489-525

Armando F. Mendoza-Pérez, Héctor Jasso-Fuentes and Omar A. De-la-Cruz Courtois

The proper relaxation and the proper gap of the skiving stock problem pp. 527-548

John Martinovic and Guntram Scheithauer

An algorithm for a class of split feasibility problems: application to a model in electricity production pp. 549-565

Le Hai Yen, Le Dung Muu and Nguyen Thi Thanh Huyen

Network equilibrium of production, transportation and pricing for multi-product multi-market pp. 567-595

Jiuping Xu, Guomin Fang and Zezhong Wu

Volume 84, issue 2, 2016

Simple and three-valued simple minimum coloring games pp. 239-258

M. Musegaas, Peter Borm and Marieke Quant

Minimality of EDF networks with resource sharing pp. 259-283

Łukasz Kruk

Utility maximization in an illiquid market in continuous time pp. 285-321

H. Mete Soner and Mirjana Vukelja

Systemic risk measures on general measurable spaces pp. 323-357

E. Kromer, L. Overbeck and K. Zilch

Relationships between constrained and unconstrained multi-objective optimization and application in location theory pp. 359-387

Christian Günther and Christiane Tammer

Discrete Wasserstein barycenters: optimal transport for discrete data pp. 389-409

Ethan Anderes, Steffen Borgwardt and Jacob Miller

Equivalence between polyhedral projection, multiple objective linear programming and vector linear programming pp. 411-426

Andreas Löhne and Benjamin Weißing

On the quantification of nomination feasibility in stationary gas networks with random load pp. 427-457

Claudia Gotzes, Holger Heitsch, René Henrion and Rüdiger Schultz

Volume 84, issue 1, 2016

Editorial pp. 1-1

Oliver Stein

Computing tight bounds via piecewise linear functions through the example of circle cutting problems pp. 3-57

Steffen Rebennack

On the overflow time of a fluid model pp. 59-92

Andreas Löpker

It is difficult to tell if there is a Condorcet spanning tree pp. 93-104

Andreas Darmann

Regular finite fuel stochastic control problems with exit time pp. 105-127

Dmitry B. Rokhlin and Georgii Mironenko

SAA method based on modified Newton method for stochastic variational inequality with second-order cone constraints and application in portfolio optimization pp. 129-154

Shuang Chen, Li-Ping Pang, Xue-Fei Ma and Dan Li

Optimal mean–variance reinsurance and investment in a jump-diffusion financial market with common shock dependence pp. 155-181

Zhibin Liang, Junna Bi, Kam Chuen Yuen and Caibin Zhang

Robust canonical duality theory for solving nonconvex programming problems under data uncertainty pp. 183-204

Linsong Shen, Yanjun Wang and Xiaomei Zhang

Properties associated with the epigraph of the $$l_1$$ l 1 norm function of projection onto the nonnegative orthant pp. 205-221

Yong-Jin Liu and Li Wang

On the solution continuity of parametric set optimization problems pp. 223-237

Y. D. Xu and S. J. Li

Volume 83, issue 3, 2016

Approximations of time-dependent unreliable flow lines with finite buffers pp. 295-323

S. Göttlich, S. Kühn, J. A. Schwarz and R. Stolletz

On the extreme points of moments sets pp. 325-349

Iosif Pinelis

Robust unit commitment with $$n-1$$ n - 1 security criteria pp. 373-408

Arash Gourtani, Huifu Xu, David Pozo and Tri-Dung Nguyen

Computational optimization of gas compressor stations: MINLP models versus continuous reformulations pp. 409-444

Daniel Rose, Martin Schmidt, Marc C. Steinbach and Bernhard M. Willert

Volume 83, issue 2, 2016

On undiscounted semi-Markov decision processes with absorbing states pp. 161-177

Prasenjit Mondal

Modeling values for TU-games using generalized versions of consistency, standardness and the null player property pp. 179-205

Tadeusz Radzik and Theo Driessen

The online knapsack problem with incremental capacity pp. 207-242

Clemens Thielen, Morten Tiedemann and Stephan Westphal

A limited memory BFGS algorithm for non-convex minimization with applications in matrix largest eigenvalue problem pp. 243-264

Zhanwen Shi, Guanyu Yang and Yunhai Xiao

Long run risk sensitive portfolio with general factors pp. 265-293

Marcin Pitera and Łukasz Stettner

Volume 83, issue 1, 2016

Performance analysis of a reflected fluid production/inventory model pp. 1-31

Yonit Barron

Performance analysis of a reflected fluid production/inventory model pp. 1-31

Yonit Barron

On the complexity of the FIFO stack-up problem pp. 33-52

Frank Gurski, Jochen Rethmann and Egon Wanke

On the complexity of the FIFO stack-up problem pp. 33-52

Frank Gurski, Jochen Rethmann and Egon Wanke

Construction of Nash equilibrium based on multiple stopping problem in multi-person game pp. 53-70

Anna Krasnosielska-Kobos

Construction of Nash equilibrium based on multiple stopping problem in multi-person game pp. 53-70

Anna Krasnosielska-Kobos

Generation of interior points and polyhedral representations of cones in $${\mathbb {R}}^N$$ R N cut by $${\varvec{M}}$$ M planes sharing a common point pp. 71-85

Alexander Belyaev

Generation of interior points and polyhedral representations of cones in $${\mathbb {R}}^N$$ R N cut by $${\varvec{M}}$$ M planes sharing a common point pp. 71-85

Alexander Belyaev

Optimal investment and consumption under partial information pp. 87-107

Kristoffer Lindensjö

Optimal investment and consumption under partial information pp. 87-107

Kristoffer Lindensjö

A trust-region method with improved adaptive radius for systems of nonlinear equations pp. 109-125

Hamid Esmaeili and Morteza Kimiaei

A trust-region method with improved adaptive radius for systems of nonlinear equations pp. 109-125

Hamid Esmaeili and Morteza Kimiaei

$$G/{ GI}/N(+{ GI})$$ G / G I / N ( + G I ) queues with service interruptions in the Halfin–Whitt regime pp. 127-160

Hongyuan Lu, Guodong Pang and Yuhang Zhou

$$G/{ GI}/N(+{ GI})$$ G / G I / N ( + G I ) queues with service interruptions in the Halfin–Whitt regime pp. 127-160

Hongyuan Lu, Guodong Pang and Yuhang Zhou