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ORCIDMathematical Methods of Operations Research, Volume 87
Volume 87, Number 1, February 2018
- Farnaz Hooshmand
, S. A. MirHassani:
Reduction of nonanticipativity constraints in multistage stochastic programming problems with endogenous and exogenous uncertainty. 1-18 - Michael Holzhauser, Sven O. Krumke:
A generalized approximation framework for fractional network flow and packing problems. 19-50 - Jianjun Li, Liwei Liu, Tao Jiang:
Analysis of an M/G/1 queue with vacations and multiple phases of operation. 51-72 - Sönke Behrends, Ruth Hübner, Anita Schöbel:
Norm bounds and underestimators for unconstrained polynomial integer minimization. 73-107 - Fabio Vitor, Todd Easton:
The double pivot simplex method. 109-137 - Qi-Ming He, Hao Zhang, Qingqing Ye:
An M/PH/K queue with constant impatient time. 139-168
Volume 87, Number 2, April 2018
- Zhilin Kang, Zhongfei Li:
An exact solution to a robust portfolio choice problem with multiple risk measures under ambiguous distribution. 169-195 - Erhan Bayraktar, Gu Wang:
Quantile Hedging in a semi-static market with model uncertainty. 197-227 - Mario Hellmich:
Component importance based on dependence measures. 229-250 - Jesús Sáez Aguado, Paula Camelia Trandafir:
Variants of the ɛ-constraint method for biobjective integer programming problems: application to p-median-cover problems. 251-283 - Guang Yang, Xinwang Liu:
A commuter departure-time model based on cumulative prospect theory. 285-307 - Ming Huang, Yue Lu, Li-Ping Pang, Zun-Quan Xia:
Correction to: A space decomposition scheme for maximum eigenvalue functions and its applications. 309
Volume 87, Number 3, June 2018
- Dalia Ibrahim, Frédéric Abergel:
Non-linear filtering and optimal investment under partial information for stochastic volatility models. 311-346 - Magnus Perninge:
A limited-feedback approximation scheme for optimal switching problems with execution delays. 347-382 - Mirjam Groote Schaarsberg, Hans Reijnierse, Peter Borm:
On solving mutual liability problems. 383-409 - Sunggon Kim:
Approximate sojourn time distribution of a discriminatory processor sharing queue with impatient customers. 411-430 - Roghayeh Etemad, Behrooz Alizadeh:
Reverse selective obnoxious center location problems on tree graphs. 431-450 - Renke Kuhlmann, Christof Büskens:
A primal-dual augmented Lagrangian penalty-interior-point filter line search algorithm. 451-483
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