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Mathematical Methods of Operations Research

ZOR

Short Title: Math. Methods Oper. Res.
Publisher: Springer, Berlin/Heidelberg
ISSN: 1432-2994; 1432-5217/e
Online: https://link.springer.com/journal/186/volumes-and-issues
Predecessor: ZOR. Mathematical Methods of Operations Research
Comments: Journal; Indexed cover-to-cover
Documents Indexed: 1,308 Publications (since 1997)
References Indexed: 867 Publications with 21,163 References.
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Latest Issues

98, No. 3 (2023)
98, No. 2 (2023)
98, No. 1 (2023)
97, No. 3 (2023)
97, No. 2 (2023)
97, No. 1 (2023)
96, No. 3 (2022)
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68, No. 3 (2008)
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68, No. 1 (2008)
67, No. 3 (2008)
67, No. 2 (2008)
67, No. 1 (2008)
66, No. 3 (2007)
66, No. 2 (2007)
66, No. 1 (2007)
65, No. 3 (2007)
...and 60 more Volumes
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Authors

20 Borm, Peter E. M.
15 Tijs, Stef
14 Cavazos-Cadena, Rolando
11 Chen, Guangya
11 Nowak, Andrzej S.
10 Bäuerle, Nicole
10 Hernández-Lerma, Onésimo
8 Bilbao, Jesús Mario
8 Hamers, Herbert
8 Hordijk, Arie
8 Korn, Ralf
8 Montes-de-Oca, Raúl
8 Perry, David
8 Puerto Albandoz, Justo
7 García-Jurado, Ignacio
7 Hendrickx, Ruud
7 Ke, Jauchuan
7 Mandjes, Michel Robertus Hendrikus
7 Stadje, Wolfgang
6 Abbad, Mohammed
6 Altman, Eitan
6 Brucker, Peter J.
6 Driessen, Theo S. H.
6 Filar, Jerzy A.
6 Gordienko, Evgueni I.
6 Guo, Xianping
6 Huang, Xuexiang
6 Konnov, Igor V.
6 Li, Shengjie
6 Nickel, Stefan
6 Xu, Huifu
6 Yushkevich, Aleksandr Adol’fovich
5 Algaba, Encarnación
5 Bayraktar, Erhan
5 Berman, Oded
5 Glazebrook, Kevin D.
5 Gurski, Frank
5 Jiménez-Losada, Andrés
5 Koch, Thorsten
5 Kruk, Łukasz
5 Martin, Alexander
5 Norde, Henk
5 Quant, Marieke
5 Rieder, Ulrich
5 Sezer, Semih Onur
5 Stettner, Łukasz
5 Teneketzis, Demosthenis
5 Wanka, Gert
5 Wanke, Egon
5 Weismantel, Robert
5 Yang, Xiaoqi
5 Yang, Xinmin
5 Yao, Jen-Chih
4 Alvarez, Luis H. R.
4 Anjos, Miguel F.
4 Bergantiños, Gustavo
4 Boţ, Radu Ioan
4 Branzei, Rodica M.
4 Bruneel, Herwig
4 Carrizosa, Emilio
4 Cruz Suárez, Hugo Adán
4 Drezner, Zvi
4 Estévez-Fernández, Arantza
4 Faigle, Ulrich
4 Fang, Shu-Cherng
4 Feinberg, Eugene Aleksandrovich
4 Fernández García, Francisco Ramón
4 Fiestras-Janeiro, María Gloria
4 Fragnelli, Vito
4 Hernández-Hernández, Daniel
4 Hwang, Yan-An
4 Jaśkiewicz, Anna
4 Jiménez, Bienvenido
4 Kern, Walter
4 Khmelnitskaya, Anna B.
4 Kim, Eungab
4 Knessl, Charles
4 Koster, Maurice
4 Lempa, Jukka
4 Löhne, Andreas
4 Minjárez-Sosa, J. Adolfo
4 Mosquera, Manuel A.
4 Novo-Sanjurjo, Vicente
4 Özekici, Süleyman
4 Piunovskiĭ, Alekseĭ Borisovich
4 Prieto-Rumeau, Tomás
4 Rachev, Svetlozar T.
4 Radzik, Tadeusz
4 Rodriguez-Chia, Antonio M.
4 Ruszczyński, Andrzej
4 Sánchez-Rodríguez, Estela
4 Sass, Jörn
4 Schöbel, Anita
4 Schultz, Rüdiger
4 Tammer, Christiane
4 Van den Brink, René
4 Voorneveld, Mark
4 Walraevens, Joris
4 Wang, Kuo-Hsiung
4 Wang, Shouyang
...and 1,830 more Authors
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Fields

863 Operations research, mathematical programming (90-XX)
480 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
241 Probability theory and stochastic processes (60-XX)
187 Calculus of variations and optimal control; optimization (49-XX)
150 Systems theory; control (93-XX)
62 Numerical analysis (65-XX)
46 Statistics (62-XX)
42 Computer science (68-XX)
37 Combinatorics (05-XX)
20 Operator theory (47-XX)
11 General and overarching topics; collections (00-XX)
10 Functional analysis (46-XX)
10 Convex and discrete geometry (52-XX)
9 Linear and multilinear algebra; matrix theory (15-XX)
9 General topology (54-XX)
6 Mechanics of deformable solids (74-XX)
5 Real functions (26-XX)
5 Information and communication theory, circuits (94-XX)
3 Partial differential equations (35-XX)
3 Approximations and expansions (41-XX)
2 Order, lattices, ordered algebraic structures (06-XX)
2 Integral transforms, operational calculus (44-XX)
2 Geometry (51-XX)
2 Fluid mechanics (76-XX)
1 History and biography (01-XX)
1 Mathematical logic and foundations (03-XX)
1 Number theory (11-XX)
1 Field theory and polynomials (12-XX)
1 Commutative algebra (13-XX)
1 Ordinary differential equations (34-XX)
1 Dynamical systems and ergodic theory (37-XX)
1 Harmonic analysis on Euclidean spaces (42-XX)
1 Integral equations (45-XX)
1 Global analysis, analysis on manifolds (58-XX)
1 Optics, electromagnetic theory (78-XX)
1 Classical thermodynamics, heat transfer (80-XX)
1 Geophysics (86-XX)
1 Biology and other natural sciences (92-XX)

Publications by Year

Citations contained in zbMATH Open

1,053 Publications have been cited 9,527 times in 7,669 Documents Cited by Year
Steepest descent methods for multicriteria optimization. Zbl 1054.90067
Fliege, Jörg; Svaiter, Benar Fux
170
2000
Strong convergence theorems by a relaxed extragradient method for a general system of variational inequalities. Zbl 1147.49007
Ceng, Lu-Chuan; Wang, Chang-yu; Yao, Jen-Chih
160
2008
Contingent epiderivatives and set-valued optimization. Zbl 0889.90123
Jahn, Johannes; Rauh, Rüdiger
123
1997
Benchmark and mean-variance problems for insurers. Zbl 1101.93081
Bäuerle, Nicole
117
2005
Optimality conditions for set-valued optimization problems. Zbl 0927.90095
Chen, Guang Ya; Jahn, Johannes
104
1998
Optimal risk and dividend distribution control models for an insurance company. Zbl 0947.91043
Taksar, Michael I.
95
2000
Dynamic mean-variance problem with constrained risk control for the insurers. Zbl 1156.93037
Bai, Lihua; Zhang, Huayue
91
2008
A note on generalized inverses. Zbl 1281.60014
Embrechts, Paul; Hofert, Marius
86
2013
A generalization of vectorial equilibria. Zbl 0889.90155
Ansari, Q. H.; Oettli, W.; Schläger, D.
78
1997
Biconvex sets and optimization with biconvex functions: a survey and extensions. Zbl 1146.90495
Gorski, Jochen; Pfeuffer, Frank; Klamroth, Kathrin
69
2007
A projection method for a system of nonlinear monotone equations with convex constraints. Zbl 1126.90067
Wang, Chuanwei; Wang, Yiju; Xu, Chuanliang
68
2007
On convex risk measures on \(L^{p}\)-spaces. Zbl 1168.91019
Kaina, M.; Rüschendorf, L.
61
2009
Generalized vector quasi-equilibrium problems. Zbl 1054.90068
Fu, Junyi
59
2000
Tail dependence for elliptically contoured distributions. Zbl 1015.62052
Schmidt, Rafael
59
2002
A review of multi-component maintenance models with economic dependence. Zbl 0893.90071
Dekker, Rommert; Wildeman, Ralph E.; van der Duyn Schouten, Frank A.
56
1997
Some applications of impulse control in mathematical finance. Zbl 0942.91048
Korn, Ralf
53
1999
Optimal investment under partial information. Zbl 1189.49053
Björk, Tomas; Davis, Mark H. A.; Landén, Camilla
52
2010
A new trust region method for nonlinear equations. Zbl 1043.65072
Zhang, Ju-liang; Wang, Yong
51
2003
Efficient solution of interval optimization problem. Zbl 1258.49018
Bhurjee, A. K.; Panda, G.
50
2012
Inverse \(p\)-median problems with variable edge lengths. Zbl 1216.49032
Baroughi Bonab, Fahimeh; Burkard, Rainer E.; Gassner, Elisabeth
46
2011
A general framework for bounds for higher-dimensional orthogonal packing problems. Zbl 1076.90049
Fekete, Sándor P.; Schepers, Jörg
45
2004
Time consistent dynamic risk measures. Zbl 1136.91471
Boda, Kang; Filar, Jerzy A.
44
2006
Optimal portfolios for exponential Lévy processes. Zbl 1054.91038
Kallisen, Jan
44
2000
Existence of equilibria for monotone multivalued mappings. Zbl 0930.90077
Oettli, Werner; Schläger, Dirk
43
1998
Second order necessary conditions in set constrained differentiable vector optimization. Zbl 1049.90083
Jiménez, Bienvenido; Novo, Vicente
42
2003
Extended and strongly extended well-posedness of set-valued optimization problems. Zbl 1018.49019
Huang, X. X.
42
2001
Covering models and optimization techniques for emergency response facility location and planning: a review. Zbl 1261.90011
Li, Xueping; Zhao, Zhaoxia; Zhu, Xiaoyan; Wyatt, Tami
41
2011
Concepts of efficiency for uncertain multi-objective optimization problems based on set order relations. Zbl 1302.90198
Ide, Jonas; Köbis, Elisabeth
41
2014
Mean-variance portfolio selection for a non-life insurance company. Zbl 1148.60040
Delong, Łukasz; Gerrard, Russell
40
2007
Inference of statistical bounds for multistage stochastic programming problems. Zbl 1116.90384
Shapiro, Alexander
40
2003
First-order optimality conditions in set-valued optimization. Zbl 1103.90089
Crespi, Giovanni P.; Ginchev, Ivan; Rocca, Matteo
39
2006
Cooperation under interval uncertainty. Zbl 1159.91310
Alparslan-Gök, S. Zeynep; Miquel, Silvia; Tijs, Stef H.
39
2009
On the entropic regularization method for solving min-max problems with applications. Zbl 0886.90133
Li, Xing-Si; Fang, Shu-Cherng
38
1997
Two classes of merit functions for the second-order cone complementarity problem. Zbl 1162.90572
Chen, Jein-Shan
38
2006
Generalized vector quasi-equilibrium problems. Zbl 1114.90114
Li, S. J.; Teo, K. L.; Yang, X. Q.
38
2005
On the S-procedure and some variants. Zbl 1115.93025
Derinkuyu, Kürşad; Pınar, Mustafa Ç.
37
2006
On approximate efficiency in multiobjective programming. Zbl 1117.90063
Gutiérrez, C.; Jiménez, B.; Novo, V.
37
2006
Stability in vector-valued and set-valued optimization. Zbl 1026.49011
Huang, X. X.
36
2000
Optimizing venture capital investments in a jump diffusion model. Zbl 1151.91049
Bayraktar, Erhan; Egami, Masahiko
35
2008
Levitin-polyak well-posedness of vector equilibrium problems. Zbl 1190.90266
Li, S. J.; Li, M. H.
34
2009
A new technique for inconsistent QP problems in the SQP method. Zbl 0964.90062
Spellucci, P.
34
1998
A flexible approach to location problems. Zbl 1031.90009
Rodríguez-Chía, Antonio M.; Nickel, Stefan; Puerto, Justo; Fernández, Francisco R.
34
2000
The Myerson value for union stable structures. Zbl 1059.91006
Algaba, E.; Bilbao, J. M.; Borm, P.; López, J. J.
34
2001
Portfolio optimization in stochastic markets. Zbl 1136.91409
Çakmak, U.; Özekici, S.
33
2006
On quadratic hedging in continuous time. Zbl 0977.91035
Pham, Huyên
33
2000
An inertial-like proximal algorithm for equilibrium problems. Zbl 06989576
Hieu, Dang Van
33
2018
Systemic risk measures on general measurable spaces. Zbl 1371.91200
Kromer, E.; Overbeck, L.; Zilch, K.
32
2016
An algorithm for a class of split feasibility problems: application to a model in electricity production. Zbl 1370.90277
Yen, Le Hai; Muu, Le Dung; Huyen, Nguyen Thi Thanh
32
2016
Generalized vector equilibrium problems with set-valued mappings. Zbl 1023.90057
Fu, Junyi; Wan, Anhua
32
2002
Optimal investment for a pension fund under inflation risk. Zbl 1189.93147
Zhang, Aihua; Ewald, Christian-Oliver
31
2010
Combinatorial integral approximation. Zbl 1220.90073
Sager, Sebastian; Jung, Michael; Kirches, Christian
31
2011
Well-posedness and convexity in vector optimization. Zbl 1083.90036
Miglierina, E.; Molho, E.
31
2003
Vector network equilibrium problems and nonlinear scalarization methods. Zbl 0939.90014
Chen, G. Y.; Goh, C. J.; Yang, X. Q.
31
1999
Approximately solving multiobjective linear programmes in objective space and an application in radiotherapy treatment planning. Zbl 1211.90217
Shao, Lizhen; Ehrgott, Matthias
30
2008
Risk sensitive control of finite state Markov chains in discrete time, with applications to portfolio management. Zbl 0959.91029
Bielecki, Tomasz; Hernández-Hernández, Daniel; Pliska, Stanley R.
30
1999
Project scheduling with inventory constraints. Zbl 1064.90018
Neumann, Klaus; Schwindt, Christoph
30
2002
Reward functionals, salvage values, and optimal stopping. Zbl 1018.60045
Alvarez, Luis H. R.
30
2001
Stochastic differential portfolio games for an insurer in a jump-diffusion risk process. Zbl 1276.91095
Lin, Xiang; Zhang, Chunhong; Siu, Tak Kuen
29
2012
Differential and sensitivity properties of gap functions for vector variational inequalities. Zbl 1041.49012
Li, S. J.; Yan, Hong; Chen, G. Y.
29
2003
Batching identical jobs. Zbl 1023.90020
Baptiste, Philippe
29
2000
On the quantification of nomination feasibility in stationary gas networks with random load. Zbl 1354.90031
Gotzes, Claudia; Heitsch, Holger; Henrion, René; Schultz, Rüdiger
28
2016
A conditional gradient method with linear rate of convergence for solving convex linear systems. Zbl 1138.90440
Beck, Amir; Teboulle, Marc
28
2004
Panjer recursion versus FFT for compound distributions. Zbl 1205.91081
Embrechts, Paul; Frei, Marco
27
2009
Ekeland’s \(\varepsilon\)-variational principle for set-valued mappings. Zbl 0936.49012
Chen, Guang Ya; Huang, X. X.
27
1998
Optimal mean-variance reinsurance and investment in a jump-diffusion financial market with common shock dependence. Zbl 1348.91165
Liang, Zhibin; Bi, Junna; Yuen, Kam Chuen; Zhang, Caibin
27
2016
Generalized light robustness and the trade-off between robustness and nominal quality. Zbl 1327.90326
Schöbel, Anita
27
2014
The position value for union stable systems. Zbl 1103.91310
Algaba, E.; Bilbao, J. M.; Borm, P.; López, J. J.
27
2000
Ideal equilibria in noncooperative multicriteria games. Zbl 1054.91009
Voorneveld, Mark; Grahn, Sofia; Dufwenberg, Martin
27
2000
A multilevel model of the European entry-exit gas market. Zbl 1415.90012
Grimm, Veronika; Schewe, Lars; Schmidt, Martin; Zöttl, Gregor
26
2019
On stochastic games in economics. Zbl 1149.91017
Nowak, Andrzej S.
26
2007
Games on lattices, multichoice games and the Shapley value: a new approach. Zbl 1154.91319
Grabisch, Michel; Lange, Fabien
26
2007
The Karush-Kuhn-Tucker optimality conditions for the optimization problem with fuzzy-valued objective function. Zbl 1136.90049
Wu, Hsien-Chung
26
2007
Characterizations of super efficiency in cone-convexlike vector optimization with set-valued maps. Zbl 0930.90078
Rong, Wei Dong; Wu, Yu Nan
26
1998
A family of Newton methods for nonsmooth constrained systems with nonisolated solutions. Zbl 1269.49046
Facchinei, Francisco; Fischer, Andreas; Herrich, Markus
26
2013
Lagrangian conditions for vector optimization in Banach spaces. Zbl 1131.90053
Dutta, Joydeep; Tammer, Christiane
25
2006
Characterizations of convex and quasiconvex set-valued maps. Zbl 1047.54012
Benoist, Joël; Popovici, Nicolae
25
2003
A unified approach to the existing three types of variational principles for vector valued functions. Zbl 0971.90079
Chen, G. Y.; Huang, X. X.
25
1998
Sufficient conditions to compute any solution of a quasivariational inequality via a variational inequality. Zbl 1365.49010
Aussel, Didier; Sagratella, Simone
25
2017
Constrained Markov control processes in Borel spaces: the discounted case. Zbl 1032.90061
Hernández-Lerma, Onésimo; González-Hernández, Juan
25
2000
Optimality conditions in non-convex set-valued optimization. Zbl 1031.90032
Flores-Bazán, Fabián
25
2001
Controlled Markov chains with risk-sensitive criteria: Average cost, optimality equations, and optimal solutions. Zbl 0953.93077
Cavazos-Cadena, Rolando; Fernández-Gaucherand, Emmanuel
25
1999
Dual methods for probabilistic optimization problems. Zbl 1076.90038
Dentcheva, Darinka; Lai, Bogumila; Ruszczyński, Andrzej
25
2004
Polynomial complexity of an interior point algorithm with a second order corrector step for symmetric cone programming. Zbl 1229.90084
Zhang, Jian; Zhang, Kecun
24
2011
The \(k\)-partitioning problem. Zbl 0941.90029
Babel, Luitpold; Kellerer, Hans; Kotov, Vladimir
24
1998
The efficient frontier for bounded assets. Zbl 1103.91343
Best, Michael J.; Hlouskova, Jaroslava
24
2000
Axiomatizations of the Shapley value for cooperative games on antimatroids. Zbl 1060.91006
Algaba, E.; Bilbao, J. M.; van den Brink, R.; Jiménez-Losada, A.
24
2003
Gap-free computation of Pareto-points by quadratic scalarizations. Zbl 1131.90054
Fliege, Jörg
24
2004
Markov decision processes with average-value-at-risk criteria. Zbl 1259.49035
Bäuerle, Nicole; Ott, Jonathan
23
2011
Cooperation and competition in inventory games. Zbl 1094.91005
Meca, Ana; García-Jurado, Ignacio; Borm, Peter
23
2003
Tree-connected peer group situations and peer group games. Zbl 1052.91013
Brânzei, Rodica; Fragnelli, Vito; Tijs, Stef
23
2002
Optimal investment and consumption models with non-linear stock dynamics. Zbl 0961.91016
Zariphopoulou, Thaleia
23
1999
Reliability-based optimization of structural systems. Zbl 0896.90104
Gasser, Markus; Schuëller, Gerhart Iwo
23
1997
On probabilistic constraints induced by rectangular sets and multivariate normal distributions. Zbl 1198.90309
Van Ackooij, Wim; Henrion, René; Möller, Andris; Zorgati, Riadh
22
2010
Owen coalitional value without additivity axiom. Zbl 1151.91022
Khmelnitskaya, Anna B.; Yanovskaya, Elena B.
22
2007
Discrete Wasserstein barycenters: optimal transport for discrete data. Zbl 1353.90074
Anderes, Ethan; Borgwardt, Steffen; Miller, Jacob
22
2016
Inverse \(k\)-centrum problem on trees with variable vertex weights. Zbl 1330.90120
Kien Trung Nguyen; Lam Quoc Anh
22
2015
Packing small boxes into a big box. Zbl 1038.90066
Padberg, Manfred
22
2000
Whittle’s index policy for a multi-class queueing system with convex holding costs. Zbl 1023.90010
Ansell, P. S.; Glazebrook, K. D.; Niño-Mora, J.; O’Keeffe, M.
22
2003
On non-rank facets of the stable set polytope of claw-free graphs and circulant graphs. Zbl 1060.90079
Liebling, Thomas M.; Oriolo, Gianpaolo; Spille, Bianca; Stauffer, Gautier
22
2004
Locating a maximally complementary solution of the monotone NCP by using non-interior-point smoothing algorithms. Zbl 1066.90127
Huang, Zheng-Hai
21
2005
Testing indexability and computing Whittle and Gittins index in subcubic time. Zbl 1527.90085
Gast, Nicolas; Gaujal, Bruno; Khun, Kimang
1
2023
Strong convergence results for quasimonotone variational inequalities. Zbl 1498.65103
Alakoya, Timilehin O.; Mewomo, Oluwatosin T.; Shehu, Yekini
11
2022
A bilevel optimization approach to decide the feasibility of bookings in the European gas market. Zbl 1493.90039
Plein, Fränk; Thürauf, Johannes; Labbé, Martine; Schmidt, Martin
3
2022
A primal-dual interior-point relaxation method with global and rapidly local convergence for nonlinear programs. Zbl 1508.90071
Liu, Xin-Wei; Dai, Yu-Hong; Huang, Ya-Kui
2
2022
On the solution of monotone nested variational inequalities. Zbl 1508.90101
Lampariello, Lorenzo; Priori, Gianluca; Sagratella, Simone
2
2022
Fast and reliable transient simulation and continuous optimization of large-scale gas networks. Zbl 1502.65059
Domschke, Pia; Kolb, Oliver; Lang, Jens
2
2022
Generative deep learning for decision making in gas networks. Zbl 1495.90112
Anderson, Lovis; Turner, Mark; Koch, Thorsten
2
2022
The knapsack problem with special neighbor constraints. Zbl 1490.90247
Goebbels, Steffen; Gurski, Frank; Komander, Dominique
2
2022
A PAC algorithm in relative precision for bandit problem with costly sampling. Zbl 1503.90085
Friess, Marie Billaud; Macherey, Arthur; Nouy, Anthony; Prieur, Clémentine
1
2022
Exploiting complete linear descriptions for decentralized power market problems with integralities. Zbl 1497.91122
Hümbs, Lukas; Martin, Alexander; Schewe, Lars
1
2022
On the algorithmic solution of optimization problems subject to probabilistic/robust (probust) constraints. Zbl 1498.65089
Berthold, Holger; Heitsch, Holger; Henrion, René; Schwientek, Jan
1
2022
An SDP-based approach for computing the stability number of a graph. Zbl 1490.90244
Gaar, Elisabeth; Siebenhofer, Melanie; Wiegele, Angelika
1
2022
Optimal investments for the standard maximization problem with non-concave utility function in complete market model. Zbl 1484.91413
Bahchedjioglou, Olena; Shevchenko, Georgiy
1
2022
Risk-sensitive discounted cost criterion for continuous-time Markov decision processes on a general state space. Zbl 1494.90125
Golui, Subrata; Pal, Chandan
1
2022
An inertial subgradient extragradient algorithm extended to pseudomonotone equilibrium problems. Zbl 1471.90152
Shehu, Yekini; Iyiola, Olaniyi S.; Thong, Duong Viet; Van, Nguyen Thi Cam
19
2021
Minimizing spectral risk measures applied to Markov decision processes. Zbl 1479.90209
Bäuerle, Nicole; Glauner, Alexander
6
2021
Six set scalarizations based on the oriented distance: continuity, convexity and application to convex set optimization. Zbl 07371318
Huerga, L.; Jiménez, B.; Novo, V.; Vílchez, A.
5
2021
A transformation-based discretization method for solving general semi-infinite optimization problems. Zbl 1462.90146
Schwientek, Jan; Seidel, Tobias; Küfer, Karl-Heinz
4
2021
Interplay of non-convex quadratically constrained problems with adjustable robust optimization. Zbl 1462.90081
Bomze, Immanuel; Gabl, Markus
4
2021
Portfolio selection with drawdown constraint on consumption: a generalization model. Zbl 1468.91136
Jeon, Junkee; Park, Kyunghyun
4
2021
Chance-constrained games with mixture distributions. Zbl 1480.91009
Peng, Shen; Yadav, Navnit; Lisser, Abdel; Singh, Vikas Vikram
3
2021
Optimal step length for the Newton method: case of self-concordant functions. Zbl 1483.90179
Hildebrand, Roland
3
2021
Considerations on the aggregate monotonicity of the nucleolus and the core-center. Zbl 1470.91025
Mirás Calvo, Miguel Ángel; Quinteiro Sandomingo, Carmen; Sánchez-Rodríguez, Estela
3
2021
Refined cut selection for Benders decomposition: applied to network capacity expansion problems. Zbl 1485.90064
Brandenberg, René; Stursberg, Paul
2
2021
The average tree value for hypergraph games. Zbl 1483.91023
Kang, Liying; Khmelnitskaya, Anna; Shan, Erfang; Talman, Dolf; Zhang, Guang
2
2021
Analysis of Markov chain approximation for Asian options and occupation-time derivatives: Greeks and convergence rates. Zbl 1475.91365
Yang, Wensheng; Ma, Jingtang; Cui, Zhenyu
2
2021
New axiomatizations of the Owen value. Zbl 1476.91015
Hu, Xun-Feng
2
2021
Stochastic comparisons and ageing properties of residual lifetime mixture models. Zbl 1473.60049
Patra, Arijit; Kundu, Chanchal
1
2021
Optimal pairs trading with dynamic mean-variance objective. Zbl 1480.91282
Zhu, Dong-Mei; Gu, Jia-Wen; Yu, Feng-Hui; Siu, Tak-Kuen; Ching, Wai-Ki
1
2021
Nash equilibria in a class of Markov stopping games with total reward criterion. Zbl 1480.91066
Cavazos-Cadena, Rolando; Cantú-Sifuentes, Mario; Cerda-Delgado, Imelda
1
2021
A stochastic Stackelberg differential reinsurance and investment game with delay in a defaultable market. Zbl 1485.91206
Bai, Yanfei; Zhou, Zhongbao; Xiao, Helu; Gao, Rui; Zhong, Feimin
1
2021
A multi-objective approach for PH-graphs with applications to stochastic shortest paths. Zbl 1462.90147
Buchholz, Peter; Dohndorf, Iryna
1
2021
On the computation of Whittle’s index for Markovian restless bandits. Zbl 1461.91086
Ayesta, Urtzi; Gupta, Manu K.; Verloop, Ina Maria
1
2021
Relative utility bounds for empirically optimal portfolios. Zbl 1468.91146
Rokhlin, Dmitry B.
1
2021
A general class of relative optimization problems. Zbl 1468.90063
Konnov, I. V.
1
2021
A time consistent dynamic bargaining procedure in differential games with heterogeneous discounting. Zbl 1471.91042
Castañer, Anna; Marín-Solano, Jesús; Ribas, Carmen
1
2021
Characterization of set relations through extensions of the oriented distance. Zbl 1436.49024
Jiménez, B.; Novo, V.; Vílchez, A.
18
2020
The Douglas-Rachford algorithm for convex and nonconvex feasibility problems. Zbl 1435.65090
Aragón Artacho, Francisco J.; Campoy, Rubén; Tam, Matthew K.
15
2020
The stability and extended well-posedness of the solution sets for set optimization problems via the Painlevé-Kuratowski convergence. Zbl 1433.49038
Han, Yu; Zhang, Kai; Huang, Nan-Jing
12
2020
Optimal control of an objective functional with non-linearity between the conditional expectations: solutions to a class of time-inconsistent portfolio problems. Zbl 1447.49057
Kryger, Esben; Nordfang, Maj-Britt; Steffensen, Mogens
8
2020
Ekeland’s variational principle with weighted set order relations. Zbl 1435.49005
Ansari, Qamrul Hasan; Hamel, Andreas H.; Sharma, Pradeep Kumar
8
2020
A finite horizon optimal switching problem with memory and application to controlled SDDEs. Zbl 1448.49040
Perninge, Magnus
7
2020
A Mckean-Vlasov approach to distributed electricity generation development. Zbl 1443.91216
Aïd, René; Basei, Matteo; Pham, Huyên
5
2020
A new concept of slope for set-valued maps and applications in set optimization studied with Kuroiwa’s set approach. Zbl 1445.49010
Ha, Truong Xuan Duc
5
2020
On the rectangular knapsack problem: approximation of a specific quadratic knapsack problem. Zbl 1454.90078
Schulze, Britta; Stiglmayr, Michael; Paquete, Luís; Fonseca, Carlos M.; Willems, David; Ruzika, Stefan
5
2020
Discrete-time control with non-constant discount factor. Zbl 1454.93153
Jasso-Fuentes, Héctor; Menaldi, José-Luis; Prieto-Rumeau, Tomás
5
2020
Optimal dividends and capital injection under dividend restrictions. Zbl 1454.91200
Lindensjö, Kristoffer; Lindskog, Filip
5
2020
Semi-discrete optimal transport: a solution procedure for the unsquared Euclidean distance case. Zbl 1457.65014
Hartmann, Valentin; Schuhmacher, Dominic
4
2020
On computation of optimal strategies in oligopolistic markets respecting the cost of change. Zbl 1454.90097
Outrata, Jiří V.; Valdman, Jan
4
2020
Decentralization and mutual liability rules. Zbl 1451.91221
Ketelaars, Martijn; Borm, Peter; Quant, Marieke
3
2020
On weak conjugacy, augmented Lagrangians and duality in nonconvex optimization. Zbl 1497.90161
Yalcin, Gulcin Dinc; Kasimbeyli, Refail
3
2020
Discounted approximations in risk-sensitive average Markov cost chains with finite state space. Zbl 1442.62188
Blancas-Rivera, Rubén; Cavazos-Cadena, Rolando; Cruz-Suárez, Hugo
2
2020
A note on the combination of equilibrium problems. Zbl 1442.47049
Nguyen Thi Thanh Ha; Tran Thi Huyen Thanh; Nguyen Ngoc Hai; Hy Duc Manh; Bui Van Dinh
2
2020
Convergence properties of a class of exact penalty methods for semi-infinite optimization problems. Zbl 1447.90067
Ju, Jiachen; Liu, Qian
2
2020
An inexact primal-dual algorithm for semi-infinite programming. Zbl 1447.90068
Wei, Bo; Haskell, William B.; Zhao, Sixiang
2
2020
Some results on optimal stopping under phase-type distributed implementation delay. Zbl 1453.60092
Lempa, Jukka
2
2020
Multi-criteria decision making via multivariate quantiles. Zbl 1435.90126
Kostner, Daniel
2
2020
Robust best choice problem. Zbl 1469.60124
Obradović, Lazar
2
2020
First-order sensitivity of the optimal value in a Markov decision model with respect to deviations in the transition probability function. Zbl 1454.90105
Kern, Patrick; Simroth, Axel; Zähle, Henryk
2
2020
Min max min robust (relative) regret combinatorial optimization. Zbl 1454.90072
Crema, Alejandro
2
2020
A class of linear quadratic dynamic optimization problems with state dependent constraints. Zbl 1440.90085
Singh, Rajani; Wiszniewska-Matyszkiel, Agnieszka
1
2020
An asymptotically optimal strategy for constrained multi-armed bandit problems. Zbl 1447.90022
Chang, Hyeong Soo
1
2020
Qualitative robustness of set-valued value-at-risk. Zbl 1440.90064
Crespi, Giovanni Paolo; Mastrogiacomo, Elisa
1
2020
The polyhedral projection problem. Zbl 1453.90157
Weißing, Benjamin
1
2020
Statistical properties of estimators for the log-optimal portfolio. Zbl 1454.91219
Frahm, Gabriel
1
2020
Continuity and monotonicity of solutions to a greedy maximization problem. Zbl 1487.90622
Kruk, Łukasz
1
2020
A pricing problem with unknown arrival rate and price sensitivity. Zbl 1457.91182
Avramidis, Athanassios N.
1
2020
Solutions for subset sum problems with special digraph constraints. Zbl 1454.90075
Gurski, Frank; Komander, Dominique; Rehs, Carolin
1
2020
The residual time approach for \((Q, r)\) model under perishability, general lead times, and lost sales. Zbl 1456.90008
Barron, Yonit; Baron, Opher
1
2020
A new nonmonotone smoothing Newton method for the symmetric cone complementarity problem with the Cartesian \(P_0\)-property. Zbl 1454.90096
Liu, Xiangjing; Liu, Sanyang
1
2020
A multilevel model of the European entry-exit gas market. Zbl 1415.90012
Grimm, Veronika; Schewe, Lars; Schmidt, Martin; Zöttl, Gregor
26
2019
Solutions for the knapsack problem with conflict and forcing graphs of bounded clique-width. Zbl 1416.05268
Gurski, Frank; Rehs, Carolin
9
2019
Equilibrium formulations of relative optimization problems. Zbl 1421.90147
Konnov, I. V.
7
2019
Optimal price management in retail energy markets: an impulse control problem with asymptotic estimates. Zbl 1417.91209
Basei, Matteo
7
2019
Optimal mean-variance investment/reinsurance with common shock in a regime-switching market. Zbl 1429.62459
Bi, Junna; Liang, Zhibin; Yuen, Kam Chuen
6
2019
Computation of weighted sums of rewards for concurrent MDPs. Zbl 1411.90353
Buchholz, Peter; Scheftelowitsch, Dimitri
5
2019
Optimal investment for insurance company with exponential utility and wealth-dependent risk aversion coefficient. Zbl 1411.91277
Delong, Łukasz
4
2019
Nonconcave robust optimization with discrete strategies under Knightian uncertainty. Zbl 1440.91035
Neufeld, Ariel; Šikić, Mario
4
2019
Accelerated first-order methods for large-scale convex optimization: nearly optimal complexity under strong convexity. Zbl 1426.90196
Ahookhosh, Masoud
4
2019
Responsibility and sharing the cost of cleaning a polluted river. Zbl 1411.91444
Sun, Panfei; Hou, Dongshuang; Sun, Hao
3
2019
Optimal exchange rates management using stochastic impulse control for geometric Lévy processes. Zbl 1410.91349
Wu, Jinbiao
3
2019
Algorithms for non-linear and stochastic resource constrained shortest path. Zbl 1415.90020
Parmentier, Axel
3
2019
Optimal control of electricity input given an uncertain demand. Zbl 1471.93278
Göttlich, Simone; Korn, Ralf; Lux, Kerstin
3
2019
Full-information best choice game with hint. Zbl 1433.91040
Skarupski, Marek
3
2019
Dynamic systemic risk measures for bounded discrete time processes. Zbl 1426.91307
Kromer, E.; Overbeck, L.; Zilch, K.
3
2019
A simple construction of complete single-peaked domains by recursive tiling. Zbl 1435.91086
Zhan, Ping
3
2019
New results on the existence of open loop Nash equilibria in discrete time dynamic games via generalized Nash games. Zbl 1422.91111
Abraham, Mathew P.; Kulkarni, Ankur A.
2
2019
Implementation of optimal schedules in outsourcing with identical suppliers. Zbl 1420.90030
Hamers, Herbert; Klijn, Flip; Slikker, Marco
2
2019
On \(f\)-domination: polyhedral and algorithmic results. Zbl 1419.05166
Dell’Amico, Mauro; Neto, José
2
2019
Management of a hydropower system via convex duality. Zbl 1410.93146
Dahl, Kristina Rognlien
1
2019
An optimal stopping approach for the end-of-life inventory problem. Zbl 1433.90018
Frenk, J. B. G.; Javadi, Sonya; Sezer, Semih O.
1
2019
Worst-case portfolio optimization in discrete time. Zbl 1431.91356
Chen, Lihua; Korn, Ralf
1
2019
Locating a semi-obnoxious facility in the special case of Manhattan distances. Zbl 1427.90196
Wagner, Andrea
1
2019
Facets of the cone of totally balanced games. Zbl 1431.91018
Kroupa, Tomáš; Studený, Milan
1
2019
Virtual allocation policies for many-server queues with abandonment. Zbl 1433.90047
Long, Zhenghua; Zhang, Jiheng
1
2019
Martingale optimal transport in the discrete case via simple linear programming techniques. Zbl 1435.49010
Bäuerle, Nicole; Schmithals, Daniel
1
2019
Complexity results on planar multifacility location problems with forbidden regions. Zbl 1423.90132
Maier, Andrea; Hamacher, Horst W.
1
2019
The sparsest solution of the union of finite polytopes via its nonconvex relaxation. Zbl 1425.90081
You, Guowei; Huang, Zheng-Hai; Wang, Yong
1
2019
An inertial-like proximal algorithm for equilibrium problems. Zbl 06989576
Hieu, Dang Van
33
2018
Optimal mean-variance investment and reinsurance problem for an insurer with stochastic volatility. Zbl 1417.91285
Sun, Zhongyang; Guo, Junyi
20
2018
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Cited by 9,151 Authors

73 Li, Shengjie
67 Ceng, Lu-Chuan
63 Yao, Jen-Chih
52 Guo, Xianping
46 Huang, Nan-Jing
46 Puerto Albandoz, Justo
39 Schmidt, Martin
36 Novo-Sanjurjo, Vicente
33 Ansari, Qamrul Hasan
31 Kumam, Poom
30 Wen, Chingfeng
30 Yang, Xinmin
29 Van den Brink, René
28 Li, Zhongfei
28 Phan Quôc Khánh
26 Cavazos-Cadena, Rolando
26 Gutiérrez, César
25 Borm, Peter E. M.
25 Hernández-Lerma, Onésimo
25 Peng, Jianwen
24 Alizadeh, Behrooz
24 Ke, Jauchuan
24 Tammer, Christiane
24 Tijs, Stef
23 Rodriguez-Chia, Antonio M.
23 Zeng, Yan
22 Lin, Lai-Jiu
22 Nguyen, Kien Trung
22 Van Ackooij, Wim
22 Wei, Qingda
21 Bäuerle, Nicole
21 Durea, Marius
21 Grabisch, Michel
21 Jiménez, Bienvenido
21 Lalitha, C. S.
21 Liang, Zhibin
20 Chen, Jein-Shan
20 Cho, Yeol Je
20 Minjárez-Sosa, J. Adolfo
20 Shehu, Yekini
19 Dong, Qiaoli
19 Teo, Kok Lay
18 Pham Huu Sach
18 Wagler, Annegret Katrin
18 Zhang, Yi
17 Alparslan Gök, Sırma Zeynep
17 Bergantiños, Gustavo
17 Chen, Zhiping
17 Liu, Sanyang
17 Panda, Geetanjali
17 Piunovskiĭ, Alekseĭ Borisovich
17 Rodriguez Marin, Luis
17 Sagratella, Simone
17 Schewe, Lars
17 Wang, Qilin
17 Yu, Guolin
17 Yuan, Gonglin
16 Cai, Gang
16 Cruz Suárez, Hugo Adán
16 Gong, Xunhua
16 Jasso-Fuentes, Héctor
16 Koshmanenko, Volodymyr Dmytrovych
16 Perry, David
16 Sama, Miguel
16 Sánchez-Soriano, Joaquín
16 Scheithauer, Guntram
16 Schöbel, Anita
16 Yang, Xiaoqi
15 Baroughi, Fahimeh
15 Fang, Shu-Cherng
15 Jaśkiewicz, Anna
15 Klamroth, Kathrin
15 Li, Danping
15 Li, Xiaobing
15 Löhne, Andreas
15 Nickel, Stefan
15 Prieto-Rumeau, Tomás
15 Rudloff, Birgit
15 Stettner, Łukasz
15 Wan, Zhongping
15 Yuen, Kam Chuen
14 Avrachenkov, Konstantin Evgen’evich
14 Branzei, Rodica M.
14 Drezner, Zvi
14 Dufour, François
14 Fang, Yaping
14 Fiestras-Janeiro, María Gloria
14 Forsyth, Peter A.
14 Hamers, Herbert
14 Konnov, Igor V.
14 Latif, Abdul
14 Liu, Hongwei
14 Montes-de-Oca, Raúl
14 Mosquera, Manuel A.
14 Nowak, Andrzej S.
14 Qiu, Jinghui
14 Shen, Yang
14 Wangkeeree, Rabian
14 Zafarani, Jafar
14 Zhang, Liwei
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Cited in 551 Journals

496 European Journal of Operational Research
291 Journal of Optimization Theory and Applications
283 Mathematical Methods of Operations Research
260 Optimization
198 Journal of Global Optimization
195 Annals of Operations Research
161 Insurance Mathematics & Economics
141 Computers & Operations Research
140 Operations Research Letters
129 Journal of Industrial and Management Optimization
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53 Applied Mathematical Modelling
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44 Automatica
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44 International Journal of Theoretical and Applied Finance
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36 Advances in Applied Probability
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35 Kybernetika
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33 Methodology and Computing in Applied Probability
33 Journal of Applied Mathematics
33 Set-Valued and Variational Analysis
31 Opsearch
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30 Stochastic Analysis and Applications
30 Acta Mathematicae Applicatae Sinica. English Series
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28 Numerical Algorithms
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24 Fuzzy Sets and Systems
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22 Journal of Mathematical Economics
22 Discrete Dynamics in Nature and Society
21 Automation and Remote Control
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19 Information Sciences
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