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Mathematical Methods of Operations Research, Volume 101

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Volume 101, Number 1, February 2025

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Alexander V. Gnedin, Zakaria Derbazi:
The last-success stopping problem with random observation times. 1-27
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Esmaeil Babaei:
On asset pricing in a binomial model with fixed and proportional transaction costs, portfolio constraints and dividends. 29-50
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  - journals/mmor/AbubakarCKS25
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Jamilu Abubakar, Parin Chaipunya, Poom Kumam, Sani Salisu:
A generalized scheme for split inclusion problem with conjugate like direction. 51-71
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Sunyoung Kim, Masakazu Kojima:
Equivalent sufficient conditions for global optimality of quadratically constrained quadratic programs. 73-94
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Boshi Tian, Xiaoxing Chang:
A reweighted ℓ ₁-penalty method for nonlinear complementarity problems. 95-110
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Zhiang Zhou, Kehui Liang, Qamrul Hasan Ansari:
Optimality conditions for Benson proper efficiency of set-valued equilibrium problems. 111-134

Volume 101, Number 2, April 2025

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Lotte van Hezewijk, Nico P. Dellaert, Willem van Jaarsveld:
On non-negative auto-correlated integer demand processes. 135-161
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  - journals/mmor/LamertAW25
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Kerstin Lamert, Benjamin R. Auer, Ralf Wunderlich:
Discretization of continuous-time arbitrage strategies in financial markets with fractional Brownian motion. 163-218
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  - journals/mmor/DufourGN25
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François Dufour, Alexandre Génadot, Romain Namyst:
The bearing only localization problem via partially observed Markov decision process. 219-257
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Xiaoqin Wu, Zhijun Hu:
Strategic capacity investment under demand ambiguity with creative destruction. 259-303
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Giovanni Paolo Crespi, Daishi Kuroiwa, Matteo Rocca:
Vector-valued games: characterization of equilibria in matrix games. 305-330
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C. E. Nwakpa, Austine Efut Ofem, Chinedu Izuchukwu, Chibueze Christian Okeke:
Relaxed Inertial Subgradient Extragradient Algorithm for Solving Equilibrium Problems. 331-371

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