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Mathematics of Operations Research, Volume 41
Volume 41, Number 1, February 2016
- Darinka Dentcheva, Eli Wolfhagen:
Two-Stage Optimization Problems with Multivariate Stochastic Order Constraints. 1-22 - Karthekeyan Chandrasekaran, László A. Végh, Santosh S. Vempala:
The Cutting Plane Method is Polynomial for Perfect Matchings. 23-48 - Pierre Cardaliaguet, Catherine Rainer, Dinah Rosenberg, Nicolas Vieille:
Markov Games with Frequent Actions and Incomplete Information - The Limit Case. 49-71 - Sumit Kunnumkal, Kalyan T. Talluri:
On a Piecewise-Linear Approximation for Network Revenue Management. 72-91 - William D. Sudderth:
Finitely Additive Dynamic Programming. 92-108 - Bruno Bouchard, Marcel Nutz:
Stochastic Target Games and Dynamic Programming via Regularized Viscosity Solutions. 109-124 - Adrien Blanchet, Guillaume Carlier:
Optimal Transport and Cournot-Nash Equilibria. 125-145 - Laurence Carassus, Miklós Rásonyi:
Maximization of Nonconcave Utility Functions in Discrete-Time Financial Market Models. 146-173 - Patrick Cheridito, Ulrich Horst, Michael Kupper, Traian A. Pirvu:
Equilibrium Pricing in Incomplete Markets Under Translation Invariant Preferences. 174-195 - Amir Beck, Nadav Hallak:
On the Minimization Over Sparse Symmetric Sets: Projections, Optimality Conditions, and Algorithms. 196-223 - Rolando Cavazos-Cadena, Daniel Hernández-Hernández:
A Characterization of the Optimal Certainty Equivalent of the Average Cost via the Arrow-Pratt Sensitivity Function. 224-235 - Xiaoou Li, Jingchen Liu, Gongjun Xu:
On the Tail Probabilities of Aggregated Lognormal Random Fields with Small Noise. 236-246 - Marcin Mucha, Maxim Sviridenko:
No-Wait Flowshop Scheduling Is as Hard as Asymmetric Traveling Salesman Problem. 247-254 - Tobias Harks, Max Klimm:
Congestion Games with Variable Demands. 255-277 - Dieter Balkenborg, Dries Vermeulen:
Where Strategic and Evolutionary Stability Depart - A Study of Minimal Diversity Games. 278-292 - Bernd Heidergott, Warren Volk-Makarewicz:
A Measure-Valued Differentiation Approach to Sensitivities of Quantiles. 293-317 - Inge Li Gørtz, Marco Molinaro, Viswanath Nagarajan, R. Ravi:
Capacitated Vehicle Routing with Nonuniform Speeds. 318-331 - Leah Epstein, Asaf Levin, Rob van Stee:
A Unified Approach to Truthful Scheduling on Related Machines. 332-351 - Mark Braverman, Jing Chen, Sampath Kannan:
Optimal Provision-After-Wait in Healthcare. 352-376
Volume 41, Number 2, May 2016
- Hailin Sun, Huifu Xu:
Convergence Analysis for Distributionally Robust Optimization and Equilibrium Problems. 377-401 - William B. Haskell, Rahul Jain, Dileep M. Kalathil:
Empirical Dynamic Programming. 402-429 - Anna Jaskiewicz, Andrzej S. Nowak:
Stationary Almost Markov Perfect Equilibria in Discounted Stochastic Games. 430-441 - Jérôme Bolte, Edouard Pauwels:
Majorization-Minimization Procedures and Convergence of SQP Methods for Semi-Algebraic and Tame Programs. 442-465 - Arthur Charpentier, Alfred Galichon, Marc Henry:
Local Utility and Multivariate Risk Aversion. 466-476 - Fatma Kilinç-Karzan:
On Minimal Valid Inequalities for Mixed Integer Conic Programs. 477-510 - Alberto Del Pia, Robert Hildebrand, Robert Weismantel, Kevin Zemmer:
Minimizing Cubic and Homogeneous Polynomials over Integers in the Plane. 511-530 - Gianluca Fusai, Ioannis Kyriakou:
General Optimized Lower and Upper Bounds for Discrete and Continuous Arithmetic Asian Options. 531-559 - Hongyuan Lu, Guodong Pang:
Gaussian Limits for a Fork-Join Network with Nonexchangeable Synchronization in Heavy Traffic. 560-595 - Thai Doan Chuong, Do Sang Kim:
Hölder-Like Property and Metric Regularity of a Positive-Order for Implicit Multifunctions. 596-611 - Niv Buchbinder, Shahar Chen, Joseph Naor, Ohad Shamir:
Unified Algorithms for Online Learning and Competitive Analysis. 612-625 - Min Dai, Zhou Yang, Qing Zhang, Qiji Jim Zhu:
Optimal Trend Following Trading Rules. 626-642 - Ngoc Mai Tran:
HodgeRank Is the Limit of Perron Rank. 643-647 - Yang Cai, Ozan Candogan, Constantinos Daskalakis, Christos H. Papadimitriou:
Zero-Sum Polymatrix Games: A Generalization of Minmax. 648-655 - Eugene A. Feinberg, Pavlo O. Kasyanov, Michael Z. Zgurovsky:
Partially Observable Total-Cost Markov Decision Processes with Weakly Continuous Transition Probabilities. 656-681 - Georg Ch. Pflug, Alois Pichler:
Time-Consistent Decisions and Temporal Decomposition of Coherent Risk Functionals. 682-699 - Tomomi Matsui, Ano Katsunori:
Lower Bounds for Bruss' Odds Problem with Multiple Stoppings. 700-714 - Kunikazu Yoda, András Prékopa:
Convexity and Solutions of Stochastic Multidimensional 0-1 Knapsack Problems with Probabilistic Constraints. 715-731 - Teemu Pennanen:
Erratum: "Convex Duality in Stochastic Optimization and Mathematical Finance". - Tamás Fleiner, Naoyuki Kamiyama:
A Matroid Approach to Stable Matchings with Lower Quotas. 734-744
Volume 41, Number 3, August 2016
- Zachary Friggstad, Anupam Gupta, Mohit Singh:
An Improved Integrality Gap for Asymmetric TSP Paths. 745-757 - Bruno Scherrer:
Improved and Generalized Upper Bounds on the Complexity of Policy Iteration. 758-774 - Leon Cui, Tolga Tezcan:
Approximations for Chat Service Systems Using Many-Server Diffusion Limits. 775-807 - Bin Wang, Ruodu Wang:
Joint Mixability. 808-826 - Savas Dayanik, Semih Onur Sezer:
Sequential Sensor Installation for Wiener Disorder Detection. 827-850 - Martin Skutella, Maxim Sviridenko, Marc Uetz:
Unrelated Machine Scheduling with Stochastic Processing Times. 851-864 - Deeparnab Chakrabarty, Chaitanya Swamy:
Facility Location with Client Latencies: LP-Based Techniques for Minimum-Latency Problems. 865-883 - Heinz H. Bauschke, Warren L. Hare, Walaa M. Moursi:
On the Range of the Douglas-Rachford Operator. 884-897 - David A. Goldberg, Dmitriy A. Katz-Rogozhnikov, Yingdong Lu, Mayank Sharma, Mark S. Squillante:
Asymptotic Optimality of Constant-Order Policies for Lost Sales Inventory Models with Large Lead Times. 898-913 - Aurélien Alfonsi, Florian Klöck, Alexander Schied:
Multivariate Transient Price Impact and Matrix-Valued Positive Definite Functions. 914-934 - Bernhard von Stengel:
Recursive Inspection Games. 935-952 - Peter Grandits:
Optimal Consumption Until Ruin for an Endowment Described by an Autonomous ODE for an Infinite Time Horizon. 953-968 - Qin Chen, Xujin Chen, Wenan Zang:
A Polyhedral Description of Kernels. 969-990 - Martin Skutella, José Verschae:
Robust Polynomial-Time Approximation Schemes for Parallel Machine Scheduling with Job Arrivals and Departures. 991-1021 - Marek Adamczyk, Maxim Sviridenko, Justin Ward:
Submodular Stochastic Probing on Matroids. 1022-1038 - Erhan Bayraktar, Yuchong Zhang:
Fundamental Theorem of Asset Pricing Under Transaction Costs and Model Uncertainty. 1039-1054 - Lukasz Kruk, Ewa Sokolowska:
Fluid Limits for Multiple-Input Shortest Remaining Processing Time Queues. 1055-1092 - Christian Seel, Philipp Strack:
Continuous Time Contests with Private Information. 1093-1107 - Pavel V. Gapeev:
Bayesian Switching Multiple Disorder Problems. 1108-1124 - Michael J. Todd:
Computation, Multiplicity, and Comparative Statics of Cournot Equilibria in Integers. 1125-1134 - Junfei Huang, Hanqin Zhang, Jiheng Zhang:
A Unified Approach to Diffusion Analysis of Queues with General Patience-Time Distributions. 1135-1160
Volume 41, Number 4, November 2016
- Heng-Qing Ye, David D. Yao:
Diffusion Limit of Fair Resource Control - Stationarity and Interchange of Limits. 1161-1207 - János Flesch, Arkadi Predtetchinski:
Subgame-Perfect ϵ-Equilibria in Perfect Information Games with Common Preferences at the Limit. 1208-1221 - Daniel Adelman, Angelo J. Mancini:
Optimality of Quasi-Open-Loop Policies for Discounted Semi-Markov Decision Processes. 1222-1247 - Henry Lam:
Robust Sensitivity Analysis for Stochastic Systems. 1248-1275 - Xianping Guo, Yi Zhang:
Optimality of Mixed Policies for Average Continuous-Time Markov Decision Processes with Constraints. 1276-1296 - Panayotis Mertikopoulos, William H. Sandholm:
Learning in Games via Reinforcement and Regularization. 1297-1324 - Shiau Hong Lim, Huan Xu, Shie Mannor:
Reinforcement Learning in Robust Markov Decision Processes. 1325-1353 - Rami Atar, Asaf Cohen:
A Differential Game for a Multiclass Queueing Model in the Moderate-Deviation Heavy-Traffic Regime. 1354-1380 - Sercan Yildiz, Gérard Cornuéjols:
Cut-Generating Functions for Integer Variables. 1381-1403 - Anupam Gupta, Marco Molinaro:
How the Experts Algorithm Can Help Solve LPs Online. 1404-1431 - Randall Martyr:
Finite-Horizon Optimal Multiple Switching with Signed Switching Costs. 1432-1447 - Alessandro Arlotto, J. Michael Steele:
A Central Limit Theorem for Temporally Nonhomogenous Markov Chains with Applications to Dynamic Programming. 1448-1468 - Mario Bravo:
An Adjusted Payoff-Based Procedure for Normal Form Games. 1469-1483 - Shie Mannor, Ofir Mebel, Huan Xu:
Robust MDPs with k-Rectangular Uncertainty. 1484-1509 - Roberto Cominetti, Alfredo Torrico:
Additive Consistency of Risk Measures and Its Application to Risk-Averse Routing in Networks. 1510-1521 - Bruno Ziliotto:
A Tauberian Theorem for Nonexpansive Operators and Applications to Zero-Sum Stochastic Games. 1522-1534 - Helmut Gfrerer, Jirí V. Outrata:
On Computation of Generalized Derivatives of the Normal-Cone Mapping and Their Applications. 1535-1556
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