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 72, issue 3, 2010

Own-company stockholding and work effort preferences of an unconstrained executive pp. 347-378

Sascha Desmettre, John Gould and Alexander Szimayer

A Perturbation approach for an inverse quadratic programming problem pp. 379-404

Jianzhong Zhang, Liwei Zhang and Xiantao Xiao

Optimal stochastic scheduling in a single server biclass retrial queueing system pp. 405-431

Josef Weichbold and Anastasia Winkler

Optimal partial hedging in a discrete-time market as a knapsack problem pp. 433-451

Peter Lindberg

On a processor sharing queue that models balking pp. 453-476

Qiang Zhen, Johan Leeuwaarden and Charles Knessl

State space collapse and stability of queueing networks pp. 477-499

Rosario Delgado

Volume 72, issue 2, 2010

Unboundedness in reverse convex and concave integer programming pp. 187-204

Wiesława Obuchowska

On the unboundedness of facility layout problems pp. 205-216

Zvi Drezner

Continuous review inventory models for perishable items ordered in batches pp. 217-247

Opher Baron, Oded Berman and David Perry

Irreversible capital accumulation under interest rate uncertainty pp. 249-271

Luis Alvarez

A maximum principle for relaxed stochastic control of linear SDEs with application to bond portfolio optimization pp. 273-310

Daniel Andersson and Boualem Djehiche

Asymptotic expansions of defective renewal equations with applications to perturbed risk models and processor sharing queues pp. 311-326

Jose Blanchet and Bert Zwart

Global infimum of strictly convex quadratic functions with bounded perturbations pp. 327-345

Hoang Phu and Vo Pho

Volume 72, issue 1, 2010

Complete characterisation of the customer delay in a queueing system with batch arrivals and batch service pp. 1-23

Dieter Claeys, Koenraad Laevens, Joris Walraevens and Herwig Bruneel

Optimal portfolio policies under bounded expected loss and partial information pp. 25-61

Jörn Sass and Ralf Wunderlich

Efficient, optimal stochastic-action selection when limited by an action budget pp. 63-74

John Blatz, Donniell Fishkind and Carey Priebe

New sufficient conditions for average optimality in continuous-time Markov decision processes pp. 75-94

Liuer Ye and Xianping Guo

On describing the routing capacity regions of networks pp. 95-106

Ali Kakhbod and S. Tabatabaei Yazdi

Two-phase pricing and inventory management for deteriorating and fashion goods under trade credit pp. 107-127

Yu-Chung Tsao

Optimal dividend strategies in a dual model with capital injections pp. 129-143

Hongshuai Dai, Zaiming Liu and Nana Luan

Multilinear extensions and values for multichoice games pp. 145-169

Michael Jones and Jennifer Wilson

Games with externalities: games in coalition configuration function form pp. 171-186

M. Albizuri

Volume 71, issue 3, 2010

Sensitivity analysis and optimal ultimately stationary deterministic policies in some constrained discounted cost models pp. 401-425

Krishnamurthy Iyer and Nandyala Hemachandra

Solving a class of variational inequalities with inexact oracle operators pp. 427-452

Deren Han, Wei Xu and Hai Yang

Comparison and robustification of Bayes and Black-Litterman models pp. 453-475

Katrin Schöttle, Ralf Werner and Rudi Zagst

Markov control processes with pathwise constraints pp. 477-502

Armando Mendoza-Pérez and Onésimo Hernández-Lerma

A dual approach to multiple exercise option problems under constraints pp. 503-533

N. Aleksandrov and B. Hambly

On probabilistic constraints induced by rectangular sets and multivariate normal distributions pp. 535-549

Wim Van Ackooij, René Henrion, Andris Möller and Riadh Zorgati

Optimal investment strategies with a reallocation constraint pp. 551-585

Feyzullah Egriboyun and H. Soner

Volume 71, issue 2, 2010

Asymptotic expansions for the sojourn time distribution in the M/G/1-PS queue pp. 201-244

Qiang Zhen and Charles Knessl

How to find Nash equilibria with extreme total latency in network congestion games? pp. 245-265

Heike Sperber

A simpler characterization of a spectral lower bound on the clique number pp. 267-281

E. Yıldırım

Extensions to the continuous ordered median problem pp. 283-306

Jochen Krebs and Stefan Nickel

Compactness of the space of non-randomized policies in countable-state sequential decision processes pp. 307-323

Richard Chen and Eugene Feinberg

A unified treatment of dividend payment problems under fixed cost and implementation delays pp. 325-351

Erhan Bayraktar and Masahiko Egami

Optimal investment for a pension fund under inflation risk pp. 353-369

Aihua Zhang and Christian-Oliver Ewald

Optimal investment under partial information pp. 371-399

Tomas Bjork, Mark Davis and Camilla Landén

Volume 71, issue 1, 2010

A two stage stochastic equilibrium model for electricity markets with two way contracts pp. 1-45

Dali Zhang, Huifu Xu and Yue Wu

Optimality equations and inequalities in a class of risk-sensitive average cost Markov decision chains pp. 47-84

Rolando Cavazos-Cadena

The cutting power of preparation pp. 85-101

Olivier Tercieux and Mark Voorneveld

An infeasible nonmonotone SSLE algorithm for nonlinear programming pp. 103-124

Chungen Shen, Wenjuan Xue and Dingguo Pu

An extended covering model for flexible discrete and equity location problems pp. 125-163

Alfredo Marín, Stefan Nickel and Sebastian Velten

Global optimization of a rank-two nonconvex program pp. 165-180

Riccardo Cambini and Claudio Sodini

Optimal investment with deferred capital gains taxes pp. 181-199

Frank Seifried

Volume 70, issue 3, 2009

Robust static hedging of barrier options in stochastic volatility models pp. 405-433

J. Maruhn and E. Sachs

Can properly discounted projects follow geometric Brownian motion? pp. 435-450

Juho Kanniainen

Opportune moment strategies for a cost spanning tree game pp. 451-463

F. Fernández, M. Hinojosa, A. Mármol and J. Puerto

A pairwise-monotonic core selection for permutation games pp. 465-475

Silvia Miquel

A stochastic approximation method for the single-leg revenue management problem with discrete demand distributions pp. 477-504

Sumit Kunnumkal and Huseyin Topaloglu

Pricing American options for jump diffusions by iterating optimal stopping problems for diffusions pp. 505-525

Erhan Bayraktar and Hao Xing

Variance minimization and the overtaking optimality approach to continuous-time controlled Markov chains pp. 527-540

Tomás Prieto-Rumeau and Onésimo Hernández-Lerma

Solutions of the average cost optimality equation for finite Markov decision chains: risk-sensitive and risk-neutral criteria pp. 541-566

Rolando Cavazos-Cadena

Optimal control of Markovian jump processes with partial information and applications to a parallel queueing model pp. 567-596

Ulrich Rieder and Jens Winter

Volume 70, issue 2, 2009

Properties of equation reformulation of the Karush–Kuhn–Tucker condition for nonlinear second order cone optimization problems pp. 195-218

Yun Wang and Liwei Zhang

Dynamic mean-risk optimization in a binomial model pp. 219-239

Nicole Bäuerle and André Mundt

A continuous-time search model with job switch and jumps pp. 241-267

Masahiko Egami and Mingxin Xu

Extension of the Weiszfeld procedure to a single facility minisum location model with mixed ℓ p norms pp. 269-283

Jack Brimberg, Robert Love and Nenad Mladenović

Random walk, birth-and-death process and their fluid approximations: absorbing case pp. 285-312

A. Piunovskiy

Recursive functions on the plane and FPTASs for production planning and scheduling problems with two facilities pp. 313-335

Sergei Chubanov and Erwin Pesch

A general approach to Bayesian portfolio optimization pp. 337-356

Alexander Bade, Gabriel Frahm and Uwe Jaekel

A fluid model for a relay node in an ad hoc network: the case of heavy-tailed input pp. 357-384

R. Bekker and M. Mandjes

A smoothing Newton algorithm based on a one-parametric class of smoothing functions for linear programming over symmetric cones pp. 385-404

Xiao-Hong Liu and Zheng-Hai Huang

Volume 70, issue 1, 2009

On the characterization of strong convergence of an iterative algorithm for a class of multi-valued variational inclusions pp. 1-12

L. Ceng, S. Schaible and J. Yao

Average cost Markov control processes: stability with respect to the Kantorovich metric pp. 13-33

Evgueni Gordienko, Enrique Lemus-Rodríguez and Raúl Montes- de-Oca

Criteria for efficiency in vector optimization pp. 35-46

Francisco Vázquez, Hubertus Jongen, Vladimir Shikhman and Maxim Todorov

Valuation of power plants by utility indifference and numerical computation pp. 47-75

Arnaud Porchet, Nizar Touzi and Xavier Warin

Transient solution of a non-empty chemical queueing system pp. 77-98

Ahmed Tarabia, Hideaki Takagi and A.H. El-Baz

Strong bounds on perturbations pp. 99-127

Bernd Heidergott, Arie Hordijk and Haralambie Leahu

Efficient frontier of utility and CVaR pp. 129-148

Harry Zheng

A feedback fluid queue with two congestion control thresholds pp. 149-169

R. Malhotra, M. Mandjes, W. Scheinhardt and J. Berg

Well-posedness for vector equilibrium problems pp. 171-182

M. Bianchi, G. Kassay and R. Pini

Maximum-cover source location problems with objective edge-connectivity three pp. 183-193

Kenya Sugihara and Hiro Ito