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ORCIDMathematics of Operations Research, Volume 43
Volume 43, Number 1, February 2018
- John R. Birge
, Lijun Bo, Agostino Capponi:
Risk-Sensitive Asset Management and Cascading Defaults. 1-28 - Michel Grabisch, Antoine Mandel, Agnieszka Rusinowska, Emily Tanimura:
Strategic Influence in Social Networks. 29-50 - Sylvain Sorin:
Limit Value of Dynamic Zero-Sum Games with Vanishing Stage Duration. 51-63 - Guoli Ding, Lei Tan, Wenan Zang:
When Is the Matching Polytope Box-Totally Dual Integral? 64-99 - Oriol Carbonell-Nicolau, Richard P. McLean:
On the Existence of Nash Equilibrium in Bayesian Games. 100-129 - Prasenjit Karmakar, Shalabh Bhatnagar:
Two Time-Scale Stochastic Approximation with Controlled Markov Noise and Off-Policy Temporal-Difference Learning. 130-151 - Michail Anthropelos, Michael Kupper, Antonis Papapantoleon:
An Equilibrium Model for Spot and Forward Prices of Commodities. 152-180 - Frank Kelly, Elena Yudovina:
A Markov Model of a Limit Order Book: Thresholds, Recurrence, and Trading Strategies. 181-203 - Tomasz R. Bielecki, Igor Cialenco, Marcin Pitera:
A Unified Approach to Time Consistency of Dynamic Risk Measures and Dynamic Performance Measures in Discrete Time. 204-221 - Christopher P. Chambers, Federico Echenique:
A Characterization of Combinatorial Demand. 222-227 - Christiane Lemieux:
Negative Dependence, Scrambled Nets, and Variance Bounds. 228-251 - Tiziano De Angelis, Yerkin Kitapbayev:
On the Optimal Exercise Boundaries of Swing Put Options. 252-274 - Zhaosong Lu, Xiaojun Chen:
Generalized Conjugate Gradient Methods for ℓ1 Regularized Convex Quadratic Programming with Finite Convergence. 275-303 - Santanu S. Dey, Marco Molinaro, Qianyi Wang:
Analysis of Sparse Cutting Planes for Sparse MILPs with Applications to Stochastic MILPs. 304-332 - Yakov Babichenko:
Fast Convergence of Best-Reply Dynamics in Aggregative Games. 333-346
Volume 43, Number 2, May 2018
- Xing Jin, Dan Luo, Xudong Zeng:
Dynamic Asset Allocation with Uncertain Jump Risks: A Pathwise Optimization Approach. 347-376 - Jia-Wen Gu, Mogens Steffensen, Harry Zheng:
Optimal Dividend Strategies of Two Collaborating Businesses in the Diffusion Approximation Model. 377-398 - Roland G. Fryer, Philipp Harms:
Two-Armed Restless Bandits with Imperfect Information: Stochastic Control and Indexability. 399-427 - Ahmad Abdi, Ricardo Fukasawa, Laura Sanità:
Opposite Elements in Clutters. 428-459 - Mihalis G. Markakis, Eytan H. Modiano, John N. Tsitsiklis:
Delay Analysis of the Max-Weight Policy Under Heavy-Tailed Traffic via Fluid Approximations. 460-493 - Rami Atar, Anat Lev-Ari:
Workload-Dependent Dynamic Priority for the Multiclass Queue with Reneging. 494-515 - Arnab Basu, Mrinal K. Ghosh:
Nonzero-Sum Risk-Sensitive Stochastic Games on a Countable State Space. 516-532 - Ahmad Abdi, Kanstantsin Pashkovich, Gérard Cornuéjols:
Ideal Clutters That Do Not Pack. 533-553 - Daniel R. Jiang, Warren B. Powell:
Risk-Averse Approximate Dynamic Programming with Quantile-Based Risk Measures. 554-579 - Manlio Gaudioso, Giovanni Giallombardo, Giovanna Miglionico:
Minimizing Piecewise-Concave Functions Over Polyhedra. 580-597 - Ivo J. B. F. Adan, Ana Busic, Jean Mairesse, Gideon Weiss:
Reversibility and Further Properties of FCFS Infinite Bipartite Matching. 598-621 - Deren Han, Defeng Sun, Liwei Zhang:
Linear Rate Convergence of the Alternating Direction Method of Multipliers for Convex Composite Programming. 622-637 - Moran Feldman, Ola Svensson, Rico Zenklusen:
A Simple O(log log(rank))-Competitive Algorithm for the Matroid Secretary Problem. 638-650 - Immanuel M. Bomze, Werner Schachinger, Reinhard Ullrich:
The Complexity of Simple Models - A Study of Worst and Typical Hard Cases for the Standard Quadratic Optimization Problem. 651-674 - Jannik Matuschke, Martin Skutella, José A. Soto:
Robust Randomized Matchings. 675-692
Volume 43, Number 3, August 2018
- Roberto Andreani, José Mario Martínez, Alberto Ramos, Paulo J. S. Silva:
Strict Constraint Qualifications and Sequential Optimality Conditions for Constrained Optimization. 693-717 - Yohann Benchetrit, Samuel Fiorini, Tony Huynh, Stefan Weltge:
Characterizing Polytopes in the 0/1-Cube with Bounded Chvátal-Gomory Rank. 718-725 - Kristóf Bérczi, András Frank:
Supermodularity in Unweighted Graph Optimization I: Branchings and Matchings. 726-753 - Kristóf Bérczi, András Frank:
Supermodularity in Unweighted Graph Optimization II: Matroidal Term Rank Augmentation. 754-762 - Kristóf Bérczi, András Frank:
Supermodularity in Unweighted Graph Optimization III: Highly Connected Digraphs. 763-780 - Kazuo Murota:
Multiple Exchange Property for M♮-Concave Functions and Valuated Matroids. 781-788 - Will Ma:
Improvements and Generalizations of Stochastic Knapsack and Markovian Bandits Approximation Algorithms. 789-812 - Daniel Lacker:
Liquidity, Risk Measures, and Concentration of Measure. 813-837 - Ari Arapostathis, Guodong Pang:
Infinite-Horizon Average Optimality of the N-Network in the Halfin-Whitt Regime. 838-866 - Patrick Eschenfeldt, David Gamarnik:
Join the Shortest Queue with Many Servers. The Heavy-Traffic Asymptotics. 867-886 - Napat Rujeerapaiboon, Daniel Kuhn, Wolfram Wiesemann:
Chebyshev Inequalities for Products of Random Variables. 887-918 - Dmitriy Drusvyatskiy, Adrian S. Lewis:
Error Bounds, Quadratic Growth, and Linear Convergence of Proximal Methods. 919-948 - Nikhil Bansal, Bart Kamphorst, Bert Zwart:
Achievable Performance of Blind Policies in Heavy Traffic. 949-964 - Christian Bender, Christian Gärtner, Nikolaus Schweizer:
Pathwise Dynamic Programming. 965-995 - Jugal Garg, Ruta Mehta, Vijay V. Vazirani:
Substitution with Satiation: A New Class of Utility Functions and a Complementary Pivot Algorithm. 996-1024 - Rolando Cavazos-Cadena:
Characterization of the Optimal Risk-Sensitive Average Cost in Denumerable Markov Decision Chains. 1025-1050
Volume 43, Number 4, November 2018
- Ky Khac Vu, Pierre-Louis Poirion, Leo Liberti:
Random Projections for Linear Programming. 1051-1071 - Nicolas Gillis, Stephen A. Vavasis:
On the Complexity of Robust PCA and ℓ1-Norm Low-Rank Matrix Approximation. 1072-1084 - Sébastien Gadat, Ioana Gavra, Laurent Risser:
How to Calculate the Barycenter of a Weighted Graph. 1085-1118 - Yiwei Chen, Vivek F. Farias:
Robust Dynamic Pricing with Strategic Customers. 1119-1142 - D. Russell Luke, Nguyen Hieu Thao, Matthew K. Tam:
Quantitative Convergence Analysis of Iterated Expansive, Set-Valued Mappings. 1143-1176 - Volker Krätschmer, Marcel Ladkau, Roger J. A. Laeven, John Schoenmakers, Mitja Stadje:
Optimal Stopping Under Uncertainty in Drift and Jump Intensity. 1177-1209 - Jérôme Bolte, Shoham Sabach, Marc Teboulle:
Nonconvex Lagrangian-Based Optimization: Monitoring Schemes and Global Convergence. 1210-1232 - Bruno F. Lourenço, Ellen H. Fukuda, Masao Fukushima:
Optimality Conditions for Problems over Symmetric Cones and a Simple Augmented Lagrangian Method. 1233-1251 - Kobbi Nissim, Rann Smorodinsky, Moshe Tennenholtz:
Segmentation, Incentives, and Privacy. 1252-1268 - Tamar Cohen-Hillel, Liron Yedidsion:
The Periodic Joint Replenishment Problem Is Strongly 𝒩𝒫-Hard. 1269-1289 - Zhaosong Lu, Xiaorui Li:
Sparse Recovery via Partial Regularization: Models, Theory, and Algorithms. 1290-1316 - Etienne de Klerk, Monique Laurent:
Comparison of Lasserre's Measure-Based Bounds for Polynomial Optimization to Bounds Obtained by Simulated Annealing. 1317-1325 - Quoc Tran-Dinh, Anastasios Kyrillidis, Volkan Cevher:
A Single-Phase, Proximal Path-Following Framework. 1326-1347 - William H. Sandholm, Mathias Staudigl:
Sample Path Large Deviations for Stochastic Evolutionary Game Dynamics. 1348-1377 - Zhou Yang, Hyeng Keun Koo:
Optimal Consumption and Portfolio Selection with Early Retirement Option. 1378-1404
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