Edit Profile (opens in new tab) Sobel, Matthew J. Compute Distance To: Compute Author ID: sobel.matthew-j Published as: Sobel, Matthew J.; Sobel, M. J. External Links: MGP Documents Indexed: 51 Publications since 1969, including 4 Books Co-Authors: 21 Co-Authors with 27 Joint Publications 246 Co-Co-Authors all top 5 Co-Authors 24 single-authored 4 Heyman, Daniel P. 3 Monahan, George E. 2 Babich, Volodymyr O. 2 Chung, Kun-Jen 2 Lamond, Bernard F. 2 Zhang, Jiang 1 Bouakiz, Mokrane 1 Hu, Qiaohai (Joice) 1 Kirman, Alan P. 1 Mendelssohn, Roy 1 Millhiser, William P. 1 Monroe, Susan L. 1 Ning, Jie 1 Sanghvi, Arun P. 1 Shubik, Martin 1 Sinha, Charu 1 Slotnick, Susan A. 1 Szmerekovsky, Joseph G. 1 Tilson, Vera 1 Wei, Wei 1 Zhang, Rachel Q. all top 5 Serials 13 Operations Research 6 Management Science. Ser. A, Theory Series 3 Journal of Applied Probability 3 European Journal of Operational Research 2 Management Science 2 Operations Research Letters 2 Games and Economic Behavior 1 Econometrica 1 International Journal of Game Theory 1 Journal of Economic Theory 1 Mathematics of Operations Research 1 SIAM Journal on Control and Optimization 1 Computers & Operations Research 1 Asia-Pacific Journal of Operational Research 1 Queueing Systems 1 Annals of Operations Research 1 Probability in the Engineering and Informational Sciences 1 International Journal of Mathematics in Operational Research 1 Annals of Mathematical Statistics all top 5 Fields 36 Operations research, mathematical programming (90-XX) 21 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 13 Probability theory and stochastic processes (60-XX) 3 Statistics (62-XX) 2 Systems theory; control (93-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Numerical analysis (65-XX) 1 Computer science (68-XX) 1 Biology and other natural sciences (92-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 39 Publications have been cited 557 times in 487 Documents Cited by ▼ Year ▼ Stochastic models in operations research. Vol. II: Stochastic optimization. Zbl 0531.90062Heyman, Daniel P.; Sobel, Matthew J. 77 1984 Stochastic models in operations research. Vol. I: Stochastic processes and operating characteristics. Zbl 0503.90031Heyman, Daniel P.; Sobel, Matthew J. 54 1982 Noncooperative stochastic games. Zbl 0229.90059Sobel, Matthew J. 51 1971 The variance of discounted Markov decision processes. Zbl 0503.90091Sobel, Matthew J. 40 1982 Discounted MDP’s: Distribution functions and exponential utility maximization. Zbl 0617.90085Chung, Kun-Jen; Sobel, Matthew J. 30 1987 Optimal average-cost policy for a queue with start-up and shut-down costs. Zbl 0165.52804Sobel, M. J. 28 1969 Inventory control with an exponential utility criterion. Zbl 0764.90022Bouakiz, Mokrane; Sobel, Matthew J. 23 1992 Myopic solutions of Markov decision processes and stochastic games. Zbl 0467.90074Sobel, Matthew J. 20 1981 Capital accumulation and the optimization of renewable resource models. Zbl 0472.90015Mendelssohn, Roy; Sobel, Matthew J. 20 1980 Scheduling projects with stochastic activity duration to maximize expected net present value. Zbl 1176.90264Sobel, Matthew J.; Szmerekovsky, Joseph G.; Tilson, Vera 20 2009 Manufacturing lead-time rules: customer retention versus tardiness costs. Zbl 1071.90540Slotnick, Susan A.; Sobel, Matthew J. 19 2005 Ordinal dynamic programming. Zbl 0316.90002Sobel, Matthew J. 18 1975 Dynamic oligopoly with inventories. Zbl 0296.90007Kirman, Alan P.; Sobel, Matthew J. 18 1974 Mean-variance tradeoffs in an undiscounted MDP. Zbl 0798.90130Sobel, Matthew J. 17 1994 Inventory policies for systems with stochastic and deterministic demand. Zbl 1163.90349Sobel, Matthew J.; Zhang, Rachel Q. 15 2001 Maximal mean/standard deviation ratio in an undiscounted MDP. Zbl 0576.90096Sobel, Matthew J. 13 1985 The optimality of full service policies. Zbl 0485.90040Sobel, Matthew J. 12 1982 Stochastic models in operations research. II: Stochastic optimization. Unabridged reprint of the 1984 original. Zbl 1076.90001Heyman, Daniel P.; Sobel, Matthew J. 11 2004 Pre-IPO operational and financial decisions. Zbl 1232.90219Babich, Volodymyr; Sobel, Matthew J. 11 2004 A reservoir hydroelectric system: Exactly and approximately optimal policies. Zbl 0912.90201Lamond, Bernard F.; Monroe, Susan L.; Sobel, Matthew J. 6 1995 Stochastic dynamic market share attraction games. Zbl 0791.90019Monahan, George E.; Sobel, Matthew J. 6 1994 Optimal operation of queues. Zbl 0368.60109Sobel, Matthew J. 6 1974 Myopic solutions of affine dynamic models. Zbl 0723.90091Sobel, Matthew J. 5 1990 Bayesian games as stochastic processes. Zbl 0343.90058Sanghvi, A. P.; Sobel, M. J. 4 1976 Simple inequalities for multiserver queues. Zbl 0459.60090Sobel, Matthew J. 4 1980 Throughput maximization in a loss queueing system with heterogeneous servers. Zbl 0715.60115Sobel, Matthew J. 4 1990 Exact and approximate solutions of affine reservoir models. Zbl 0842.90032Lamond, Bernard F.; Sobel, Matthew J. 3 1995 Discounting axioms imply risk neutrality. Zbl 1367.91067Sobel, Matthew J. 3 2013 Echelon base-stock policies are financially sub-optimal. Zbl 1149.90010Hu, Qiaohai (Joice); Sobel, Matthew J. 3 2007 Production smoothing with stochastic demand. I: finite horizon case. Zbl 0187.17903Sobel, M. J. 3 1969 Risk-sensitive dynamic market share attraction games. Zbl 0894.90187Monahan, George E.; Sobel, Matthew J. 2 1997 Continuous stochastic games. Zbl 0285.90088Sobel, Matthew J. 2 1973 Production smoothing with stochastic demand. II: Infinite horizon case. Zbl 0232.90012Sobel, Matthew J. 2 1971 Making short-run changes in production when the employment level is fixed. Zbl 0186.25001Sobel, M. J. 2 1970 Stochastic fishery games with myopic equilibria. Zbl 0497.90016Sobel, Matthew J. 1 1982 Stochastic games, oligopoly theory, and competitive resource allocation. Zbl 0444.90017Shubik, Martin; Sobel, Matthew J. 1 1980 Smoothing start-up and shut-down costs: Concave case. Zbl 0211.22901Sobel, M. J. 1 1970 Stochastic models in operations research. Vol. 1. Stochastic processes and operating characteristics. Unabridged reprint of the 1982 original. Zbl 1072.90001Heyman, Daniel P.; Sobel, Matthew J. 1 2004 Employment smoothing (capital accumulation) with production for stochastic demand. Zbl 0187.18306Sobel, Matthew J. 1 1970 Discounting axioms imply risk neutrality. Zbl 1367.91067Sobel, Matthew J. 3 2013 Scheduling projects with stochastic activity duration to maximize expected net present value. Zbl 1176.90264Sobel, Matthew J.; Szmerekovsky, Joseph G.; Tilson, Vera 20 2009 Echelon base-stock policies are financially sub-optimal. Zbl 1149.90010Hu, Qiaohai (Joice); Sobel, Matthew J. 3 2007 Manufacturing lead-time rules: customer retention versus tardiness costs. Zbl 1071.90540Slotnick, Susan A.; Sobel, Matthew J. 19 2005 Stochastic models in operations research. II: Stochastic optimization. Unabridged reprint of the 1984 original. Zbl 1076.90001Heyman, Daniel P.; Sobel, Matthew J. 11 2004 Pre-IPO operational and financial decisions. Zbl 1232.90219Babich, Volodymyr; Sobel, Matthew J. 11 2004 Stochastic models in operations research. Vol. 1. Stochastic processes and operating characteristics. Unabridged reprint of the 1982 original. Zbl 1072.90001Heyman, Daniel P.; Sobel, Matthew J. 1 2004 Inventory policies for systems with stochastic and deterministic demand. Zbl 1163.90349Sobel, Matthew J.; Zhang, Rachel Q. 15 2001 Risk-sensitive dynamic market share attraction games. Zbl 0894.90187Monahan, George E.; Sobel, Matthew J. 2 1997 A reservoir hydroelectric system: Exactly and approximately optimal policies. Zbl 0912.90201Lamond, Bernard F.; Monroe, Susan L.; Sobel, Matthew J. 6 1995 Exact and approximate solutions of affine reservoir models. Zbl 0842.90032Lamond, Bernard F.; Sobel, Matthew J. 3 1995 Mean-variance tradeoffs in an undiscounted MDP. Zbl 0798.90130Sobel, Matthew J. 17 1994 Stochastic dynamic market share attraction games. Zbl 0791.90019Monahan, George E.; Sobel, Matthew J. 6 1994 Inventory control with an exponential utility criterion. Zbl 0764.90022Bouakiz, Mokrane; Sobel, Matthew J. 23 1992 Myopic solutions of affine dynamic models. Zbl 0723.90091Sobel, Matthew J. 5 1990 Throughput maximization in a loss queueing system with heterogeneous servers. Zbl 0715.60115Sobel, Matthew J. 4 1990 Discounted MDP’s: Distribution functions and exponential utility maximization. Zbl 0617.90085Chung, Kun-Jen; Sobel, Matthew J. 30 1987 Maximal mean/standard deviation ratio in an undiscounted MDP. Zbl 0576.90096Sobel, Matthew J. 13 1985 Stochastic models in operations research. Vol. II: Stochastic optimization. Zbl 0531.90062Heyman, Daniel P.; Sobel, Matthew J. 77 1984 Stochastic models in operations research. Vol. I: Stochastic processes and operating characteristics. Zbl 0503.90031Heyman, Daniel P.; Sobel, Matthew J. 54 1982 The variance of discounted Markov decision processes. Zbl 0503.90091Sobel, Matthew J. 40 1982 The optimality of full service policies. Zbl 0485.90040Sobel, Matthew J. 12 1982 Stochastic fishery games with myopic equilibria. Zbl 0497.90016Sobel, Matthew J. 1 1982 Myopic solutions of Markov decision processes and stochastic games. Zbl 0467.90074Sobel, Matthew J. 20 1981 Capital accumulation and the optimization of renewable resource models. Zbl 0472.90015Mendelssohn, Roy; Sobel, Matthew J. 20 1980 Simple inequalities for multiserver queues. Zbl 0459.60090Sobel, Matthew J. 4 1980 Stochastic games, oligopoly theory, and competitive resource allocation. Zbl 0444.90017Shubik, Martin; Sobel, Matthew J. 1 1980 Bayesian games as stochastic processes. Zbl 0343.90058Sanghvi, A. P.; Sobel, M. J. 4 1976 Ordinal dynamic programming. Zbl 0316.90002Sobel, Matthew J. 18 1975 Dynamic oligopoly with inventories. Zbl 0296.90007Kirman, Alan P.; Sobel, Matthew J. 18 1974 Optimal operation of queues. Zbl 0368.60109Sobel, Matthew J. 6 1974 Continuous stochastic games. Zbl 0285.90088Sobel, Matthew J. 2 1973 Noncooperative stochastic games. Zbl 0229.90059Sobel, Matthew J. 51 1971 Production smoothing with stochastic demand. II: Infinite horizon case. Zbl 0232.90012Sobel, Matthew J. 2 1971 Making short-run changes in production when the employment level is fixed. Zbl 0186.25001Sobel, M. J. 2 1970 Smoothing start-up and shut-down costs: Concave case. Zbl 0211.22901Sobel, M. J. 1 1970 Employment smoothing (capital accumulation) with production for stochastic demand. Zbl 0187.18306Sobel, Matthew J. 1 1970 Optimal average-cost policy for a queue with start-up and shut-down costs. Zbl 0165.52804Sobel, M. J. 28 1969 Production smoothing with stochastic demand. I: finite horizon case. Zbl 0187.17903Sobel, M. J. 3 1969 all cited Publications top 5 cited Publications all top 5 Cited by 705 Authors 10 Chao, Xiuli 10 Filar, Jerzy A. 10 Guo, Xianping 10 Sobel, Matthew J. 8 Steiner, George 6 Creemers, Stefan 6 Feinberg, Eugene Aleksandrovich 6 Sniedovich, Moshe 5 Çetinkaya, Sıla 5 Flesch, Janos 5 Mendelssohn, Roy 5 Parlar, Mahmut 5 Schultz, Todd A. 5 Shabtay, Dvir 5 Thuijsman, Frank 4 Dshalalow, Jewgeni H. 4 El-Taha, Muhammad 4 Huang, Yonghui 4 Jaśkiewicz, Anna 4 Kurano, Masami 4 Lamond, Bernard F. 4 Powell, Warren Buckler 4 Sivazlian, B. D. 4 Vrieze, Okko J. 4 Xia, Li 3 Altiok, Tayfur 3 Baykal-Gursoy, Melike 3 Bendavid, Illana 3 Cavazos-Cadena, Rolando 3 Chen, Jian 3 Chiang, Chi 3 Chung, Kun-Jen 3 Glazebrook, Kevin D. 3 Golany, Boaz 3 Herings, P. Jean-Jacques 3 Kadota, Yoshinobu 3 Kallenberg, Lodewijk C. M. 3 Kulkarni, Vidyadhar G. 3 Kyriakidis, Epaminondas G. 3 Leus, Roel 3 Lian, Zhaotong 3 Neogy, Samir Kumar 3 Nowak, Andrzej S. 3 Olson, Lars J. 3 Parthasarathy, Thiruvenkatachari 3 Raghavan, Tirukkannamangai E. S. 3 Ruszczyński, Andrzej 3 Slotnick, Susan A. 3 Stidham, Shaler jun. 3 Tadj, Lotfi 3 Wang, Shouyang 3 Wei, Qingda 3 Xu, Yifan 3 Yasuda, Masami 3 Zhang, Juliang 3 Zhao, Xiaobo 2 Altman, Eitan 2 Amir, Rabah 2 Archibald, Thomas Welsh 2 Bai, Sherman X. 2 Breton, Michèle 2 Cervellera, Cristiano 2 Chen, Boxiao 2 Chen, Shaoxiang 2 Chen, Victoria C. P. 2 Choi, Sungyong 2 Dada, Maqbool 2 Danhong, H. 2 Davari, Morteza 2 Fang, Shu-Cherng 2 Fei, Jun 2 Fleischmann, Moritz 2 Flores-Hernández, Rosa María 2 Fransoo, Jan C. 2 Frenk, Johannes B. G. 2 From, Steven G. 2 Fuhrmann, Steve W. 2 Gakis, K. G. 2 Ghavamzadeh, Mohammad 2 Ghosh, Mrinal Kanti 2 Güllü, Refik 2 Haurie, Alain B. 2 He, Qi-Ming 2 Hinderer, Karl 2 Hodge, David J. 2 Hordijk, Arie 2 Hu, Qiaohai (Joice) 2 Huo, Hai-Feng 2 Ke, Jauchuan 2 Kimura, Toshikazu 2 Kitti, Mitri 2 Krishnamurthy, Nagarajan 2 Lang, Pascal 2 Lau, Amy Hing-Ling 2 Lau, Hon-Shiang 2 Lee, Chung-Yee 2 Li, Jianbin 2 Lillo, Rosa Elvira 2 Lin, Yuanlie 2 Liu, Jianyong ...and 605 more Authors all top 5 Cited in 111 Serials 84 European Journal of Operational Research 31 Annals of Operations Research 27 Operations Research Letters 22 Queueing Systems 15 Journal of Optimization Theory and Applications 13 Computers & Operations Research 12 Journal of Mathematical Analysis and Applications 10 Probability in the Engineering and Informational Sciences 9 Computers & Mathematics with Applications 9 Asia-Pacific Journal of Operational Research 8 Journal of Economic Theory 8 Naval Research Logistics 7 International Journal of Game Theory 7 Operations Research 7 Games and Economic Behavior 6 Automatica 6 OR Spektrum 6 ZOR. Zeitschrift für Operations Research 6 Mathematical Problems in Engineering 6 Mathematical Methods of Operations Research 6 International Game Theory Review 5 Journal of Mathematical Economics 5 Stochastic Analysis and Applications 5 Mathematical and Computer Modelling 5 Mathematical Programming. Series A. Series B 5 Journal of Scheduling 4 International Journal of Systems Science 4 Mathematical Biosciences 4 Applied Mathematics and Computation 4 Applied Mathematics and Optimization 4 Journal of Applied Probability 4 Journal of Economic Dynamics & Control 4 Applied Mathematical Modelling 4 Stochastic Processes and their Applications 4 OR Spectrum 3 Journal of Computational and Applied Mathematics 3 Kybernetika 3 Mathematics of Operations Research 3 Opsearch 3 SIAM Journal on Control and Optimization 3 Optimization 3 Machine Learning 3 Communications in Statistics. Simulation and Computation 3 International Transactions in Operational Research 3 Journal of Industrial and Management Optimization 3 Dynamic Games and Applications 2 Advances in Applied Probability 2 Discrete Applied Mathematics 2 Mathematical Programming 2 Theory and Decision 2 Journal of Information & Optimization Sciences 2 Systems & Control Letters 2 American Journal of Mathematical and Management Sciences 2 Discrete Event Dynamic Systems 2 Journal of Statistical Computation and Simulation 2 Economic Theory 2 Top 2 Discrete Dynamics in Nature and Society 2 Journal of Systems Science and Complexity 2 Journal of Machine Learning Research (JMLR) 2 Optimization Letters 1 Acta Informatica 1 International Journal of General Systems 1 Journal of Mathematical Biology 1 Chaos, Solitons and Fractals 1 Journal of Computer and System Sciences 1 Mathematics and Computers in Simulation 1 Metroeconomica 1 Theoretical Computer Science 1 Mathematical Social Sciences 1 Statistics & Probability Letters 1 SIAM Journal on Algebraic and Discrete Methods 1 International Journal of Production Research 1 Social Choice and Welfare 1 Acta Mathematicae Applicatae Sinica. English Series 1 Journal of Computer Science and Technology 1 International Journal of Approximate Reasoning 1 Applied Mathematics Letters 1 MCSS. Mathematics of Control, Signals, and Systems 1 International Journal of Information and Management Sciences 1 Economics Letters 1 Japan Journal of Industrial and Applied Mathematics 1 The Annals of Applied Probability 1 Journal of Global Optimization 1 YUJOR. Yugoslav Journal of Operations Research 1 Communications in Statistics. Theory and Methods 1 Zeitschrift für Operations Research. Serie A: Theorie 1 SIAM Journal on Optimization 1 The Journal of Artificial Intelligence Research (JAIR) 1 INFORMS Journal on Computing 1 Optimization Methods & Software 1 Journal of Combinatorial Optimization 1 Acta Mathematica Sinica. English Series 1 International Journal of Applied Mathematics and Computer Science 1 CEJOR. Central European Journal of Operations Research 1 Methodology and Computing in Applied Probability 1 Optimization and Engineering 1 RAIRO. Operations Research 1 4OR 1 Review of Derivatives Research ...and 11 more Serials all top 5 Cited in 20 Fields 390 Operations research, mathematical programming (90-XX) 171 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 101 Probability theory and stochastic processes (60-XX) 38 Systems theory; control (93-XX) 24 Computer science (68-XX) 19 Calculus of variations and optimal control; optimization (49-XX) 15 Numerical analysis (65-XX) 11 Statistics (62-XX) 6 Biology and other natural sciences (92-XX) 1 Combinatorics (05-XX) 1 Order, lattices, ordered algebraic structures (06-XX) 1 Commutative algebra (13-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Real functions (26-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Difference and functional equations (39-XX) 1 Operator theory (47-XX) 1 Convex and discrete geometry (52-XX) 1 Mechanics of particles and systems (70-XX) 1 Statistical mechanics, structure of matter (82-XX) Citations by Year