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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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

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

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

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

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

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