Mathematical Methods of Operations Research

1997 - 2025

Current editor(s): Oliver Stein

From:
Springer
Gesellschaft für Operations Research (GOR)
Nederlands Genootschap voor Besliskunde (NGB)
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 77, issue 3, 2013

Hedge algorithm and Dual Averaging schemes pp. 279-289

Michel Baes and Michael Bürgisser

Aubin property and uniqueness of solutions in cone constrained optimization pp. 291-304

Diethard Klatte and Bernd Kummer

Certification aspects of the fast gradient method for solving the dual of parametric convex programs pp. 305-321

Stefan Richter, Colin Jones and Manfred Morari

On the approximability of adjustable robust convex optimization under uncertainty pp. 323-343

Dimitris Bertsimas and Vineet Goyal

Portfolio-optimization models for small investors pp. 345-356

Philipp Baumann and Norbert Trautmann

Causal statistical inference in high dimensions pp. 357-370

Peter Bühlmann

An adaptive routing approach for personal rapid transit pp. 371-380

Kaspar Schüpbach and Rico Zenklusen

A polynomial time approximation algorithm for the two-commodity splittable flow problem pp. 381-391

Elke Eisenschmidt and Utz-Uwe Haus

Risk exposure and Lagrange multipliers of nonanticipativity constraints in multistage stochastic problems pp. 393-405

Gauthier Maere d’Aertrycke, Alexander Shapiro and Yves Smeers

Shape-preserving dynamic programming pp. 407-421

Yongyang Cai and Kenneth Judd

A note on generalized inverses pp. 423-432

Paul Embrechts and Marius Hofert

A family of Newton methods for nonsmooth constrained systems with nonisolated solutions pp. 433-443

Francisco Facchinei, Andreas Fischer and Markus Herrich

Tackling indeterminacy in overlapping generations models pp. 445-457

Zhigang Feng

Computing generalized Nash equilibria by polynomial programming pp. 459-472

Eleftherios Couzoudis and Philipp Renner

Volume 77, issue 2, 2013

Fuzzy cores and fuzzy balancedness pp. 131-146

Gerwald Gulick and Henk Norde

On spectral properties of finite population processor shared queues pp. 147-176

Qiang Zhen and Charles Knessl

Minimizing the ruin probability allowing investments in two assets: a two-dimensional problem pp. 177-206

Pablo Azcue and Nora Muler

Optimal decision under ambiguity for diffusion processes pp. 207-226

Sören Christensen

Counterexamples to a triality theorem for quadratic-exponential minimization problems pp. 227-237

M. Voisei and C. Zălinescu

The stochastic shortest-path problem for Markov chains with infinite state space with applications to nearest-neighbor lattice chains pp. 239-264

Daniel Lücking and Wolfgang Stadje

On relations between chance constrained and penalty function problems under discrete distributions pp. 265-277

Martin Branda

Volume 77, issue 1, 2013

Players indifferent to cooperate and characterizations of the Shapley value pp. 1-14

C. Manuel, E. González-Arangüena and Rene van den Brink

On the construction of component importance measures for semi-Markov systems pp. 15-32

Mario Hellmich and Heinz-Peter Berg

Levitin–Polyak well-posedness by perturbations for systems of set-valued vector quasi-equilibrium problems pp. 33-64

Jia-Wei Chen, Zhongping Wan and Yeol Cho

Two-step coalition values for multichoice games pp. 65-99

Michael Jones and Jennifer Wilson

Primal-dual methods for the computation of trading regions under proportional transaction costs pp. 101-130

Roland Herzog, Karl Kunisch and Jörn Sass

Volume 76, issue 3, 2012

On solvability of a two-sided singular control problem pp. 239-271

Pekka Matomäki

Efficient solution of interval optimization problem pp. 273-288

A. Bhurjee and G. Panda

The opportunistic replacement problem: theoretical analyses and numerical tests pp. 289-319

Torgny Almgren, Niclas Andréasson, Michael Patriksson, Ann-Brith Strömberg, Adam Wojciechowski and Magnus Önnheim

Game-perfect digraphs pp. 321-341

Stephan Andres

A bankruptcy approach to the core cover pp. 343-359

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

Scalarization method for Levitin–Polyak well-posedness of vectorial optimization problems pp. 361-375

Li Zhu and Fu-quan Xia

Optimality of (s, S) policies for jump inventory models pp. 377-393

Lakdere Benkherouf and Michael Johnson

Volume 76, issue 2, 2012

A matroid view of key theorems for edge-swapping algorithms pp. 125-127

Jon Lee and Leo Liberti

A semismooth Newton method for nonlinear symmetric cone programming pp. 129-145

Lingchen Kong and Qingmin Meng

Finding a core of a tree with pos/neg weight pp. 147-160

Mehdi Zaferanieh and Jafar Fathali

The multiple-partners assignment game with heterogeneous sales and multi-unit demands: competitive equilibria pp. 161-187

Daniel Jaume, Jordi Masso and Alejandro Neme

Newsvendor-type models with decision-dependent uncertainty pp. 189-221

Soonhui Lee, Tito Homem- de-Mello and Anton Kleywegt

Between a rock and a hard place: the two-to-one assignment problem pp. 223-237

Dries Goossens, Sergey Polyakovskiy, Frits Spieksma and Gerhard Woeginger

Volume 76, issue 1, 2012

Approximation algorithms for TTP(2) pp. 1-20

Clemens Thielen and Stephan Westphal

Power utility maximization in exponential Lévy models: convergence of discrete-time to continuous-time maximizers pp. 21-41

Johannes Temme

Nash equilibrium based fairness pp. 43-65

Hisao Kameda, Eitan Altman, Corinne Touati and Arnaud Legrand

Could we use a million cores to solve an integer program? pp. 67-93

Thorsten Koch, Ted Ralphs and Yuji Shinano

Steiner tree packing revisited pp. 95-123

Nam-Dũng Hoàng and Thorsten Koch

Volume 75, issue 3, 2012

Optimal partial hedging of an American option: shifting the focus to the expiration date pp. 221-243

Peter Lindberg

Portfolio selection of a closed-end mutual fund pp. 245-272

Yan Li and Baimin Yu

Optimal stopping with random exercise lag pp. 273-286

Jukka Lempa

Continuous learning methods in two-buyer pricing problem pp. 287-304

Kimmo Berg and Harri Ehtamo

Packing chained items in aligned bins with applications to container transshipment and project scheduling pp. 305-326

Dirk Briskorn and Malte Fliedner

Volume 75, issue 2, 2012

Reflecting Brownian motion in three dimensions: a new proof of sufficient conditions for positive recurrence pp. 135-147

J. Dai and J. Harrison

Quantitative stability of mixed-integer two-stage quadratic stochastic programs pp. 149-163

Zhiping Chen and Youpan Han

A new second-order corrector interior-point algorithm for semidefinite programming pp. 165-183

Changhe Liu and Hongwei Liu

Estimation of more than one parameters in stratified sampling with fixed budget pp. 185-197

Rahul Varshney, Najmussehar and M. Ahsan

The nucleolus and the core-center of multi-sided Böhm-Bawerk assignment markets pp. 199-220

Oriol Tejada and Marina Núñez

Volume 75, issue 1, 2012

Consistent cost sharing pp. 1-28

Maurice Koster

Integrating inventory control and a price change in the presence of reference price effects: a two-period model pp. 29-65

Alfred Taudes and Christian Rudloff

A private contributions game for joint replenishment pp. 67-82

Evren Körpeoğlu, Alper Şen and Kemal Güler

Stochastic differential portfolio games for an insurer in a jump-diffusion risk process pp. 83-100

Xiang Lin, Chunhong Zhang and Tak Siu

A very short algebraic proof of the Farkas Lemma pp. 101-104

David Bartl

Accessibility measures to nodes of directed graphs using solutions for generalized cooperative games pp. 105-134

Rafael Amer, José Giménez and Antonio Magaña