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 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

Volume 74, issue 3, 2011

Covering models and optimization techniques for emergency response facility location and planning: a review pp. 281-310

Xueping Li, Zhaoxia Zhao, Xiaoyan Zhu and Tami Wyatt

New characterizations of the constrained equal awards rule in multi-issue allocation situations pp. 311-325

Gustavo Bergantiños, Leticia Lorenzo and Silvia Lorenzo-Freire

A branch and price algorithm for the minimum power multicasting problem in wireless sensor networks pp. 327-342

R. Montemanni and V. Leggieri

Trajectory planning for unmanned aerial vehicles: a network optimization approach pp. 343-360

Luitpold Babel

Markov Decision Processes with Average-Value-at-Risk criteria pp. 361-379

Nicole Bäuerle and Jonathan Ott

Maximizing upgrading and downgrading margins for ordinal regression pp. 381-407

Emilio Carrizosa and Belen Martin-Barragan

On parametric vector optimization via metric regularity of constraint systems pp. 409-425

M. Durea and R. Strugariu

The Myerson value for complete coalition structures pp. 427-443

Takashi Ui, Hiroyuki Kojima and Atsushi Kajii

Postoptimality for mean-risk stochastic mixed-integer programs and its application pp. 445-465

Zhiping Chen, Feng Zhang and Li Yang

Volume 74, issue 2, 2011

On evolutionary ray-projection dynamics pp. 147-161

Reinoud Joosten and Berend Roorda

Sojourn time asymptotics in a parking lot network pp. 163-190

Regina Egorova and Bert Zwart

Looking for appropriate qualification conditions for subdifferential formulae and dual representations for convex risk measures pp. 191-215

Radu Boţ and Alina-Ramona Frătean

On the transformation of lexicographic nonlinear multiobjective programs to single objective programs pp. 217-231

M. Zarepisheh and E. Khorram

Optimizing capacity, pricing and location decisions on a congested network with balking pp. 233-255

Hossein Abouee-Mehrizi, Sahar Babri, Oded Berman and Hassan Shavandi

Stability analysis of parallel server systems under longest queue first pp. 257-279

Golshid Baharian and Tolga Tezcan

Volume 74, issue 1, 2011

Risk sensitive impulse control of non-Markovian processes pp. 1-20

Ibtissam Hdhiri and Monia Karouf

Risk averse asymptotics in a Black–Scholes market on a finite time horizon pp. 21-40

Peter Grandits and Stefan Thonhauser

Balancedness conditions for exact games pp. 41-52

Péter Csóka, P. Jean-Jacques Herings and László Kóczy

Extensions to online delay management on a single train line: new bounds for delay minimization and profit maximization pp. 53-75

Sven Krumke, Clemens Thielen and Christiane Zeck

A self-concordance property for nonconvex semidefinite programming pp. 77-92

Rodrigo Garcés, Walter Gómez and Florian Jarre

Pricing and hedging of Asian options: quasi-explicit solutions via Malliavin calculus pp. 93-120

Zhaojun Yang, Christian-Oliver Ewald and Olaf Menkens

Work effort, consumption, and portfolio selection: when the occupational choice matters pp. 121-145

Sascha Desmettre and Alexander Szimayer

Volume 73, issue 3, 2011

Encoding the dynamics of deterministic systems pp. 281-300

Luis Torres and Annegret Wagler

Continuous and discrete flows over time pp. 301-337

Ronald Koch, Ebrahim Nasrabadi and Martin Skutella

Mixed integer linear models for the optimization of dynamical transport networks pp. 339-362

Björn Geißler, Oliver Kolb, Jens Lang, Günter Leugering, Alexander Martin and Antonio Morsi

Combinatorial integral approximation pp. 363-380

Sebastian Sager, Michael Jung and Christian Kirches

Graph problems arising from parameter identification of discrete dynamical systems pp. 381-400

Steffen Borchers, Sandro Bosio, Rolf Findeisen, Utz-Uwe Haus, Philipp Rumschinski and Robert Weismantel

Volume 73, issue 2, 2011

A note on Ceng-Wang-Yao’s result [Strong convergence theorems by a relaxed extragradient method for a general system of variational inequalities, Math. Meth. Oper. Res. (2008) 67: 375–390] pp. 153-157

Satit Saejung and Kanokwan Wongchan

Accuracy of fluid approximations to controlled birth-and-death processes: absorbing case pp. 159-187

Alexey Piunovskiy and Yi Zhang

The restricted core of games on distributive lattices: how to share benefits in a hierarchy pp. 189-208

Michel Grabisch and Lijue Xie

Constructing a Pareto front approximation for decision making pp. 209-234

Markus Hartikainen, Kaisa Miettinen and Margaret Wiecek

Almost sure Nash equilibrium strategies in evolutionary models of asset markets pp. 235-250

W. Bahsoun, I. Evstigneev and L. Xu

Existence of shadow prices in finite probability spaces pp. 251-262

Jan Kallsen and Johannes Muhle-Karbe

Inverse p-median problems with variable edge lengths pp. 263-280

Fahimeh Baroughi Bonab, Rainer Burkard and Elisabeth Gassner

Volume 73, issue 1, 2011

Queueing systems with pre-scheduled random arrivals pp. 1-18

G. Guadagni, S. Ndreca and B. Scoppola

On generalized balanced optimization problems pp. 19-27

Lara Turner, Abraham Punnen, Yash Aneja and Horst Hamacher

A continuous framework for open pit mine planning pp. 29-54

Felipe Alvarez, Jorge Amaya, Andreas Griewank and Nikolai Strogies

The pseudo-average rule: bankruptcy, cost allocation and bargaining pp. 55-73

Txus Ortells and Juan Santos

Polynomial complexity of an interior point algorithm with a second order corrector step for symmetric cone programming pp. 75-90

Jian Zhang and Kecun Zhang

Subexponential loss rate asymptotics for Lévy processes pp. 91-108

Lars Andersen

Optimal spot market inventory strategies in the presence of cost and price risk pp. 109-137

X. Guo, P. Kaminsky, P. Tomecek and M. Yuen

The age of the arrival process in the G/M/1 and M/G/1 queues pp. 139-152

Moshe Haviv and Yoav Kerner