Mathematics of Operations Research Short Title: Math. Oper. Res. Publisher: Institute for Operations Research and the Management Sciences (INFORMS), Catonsville, MD ISSN: 0364-765X; 1526-5471/e Online: https://pubsonline.informs.org/loi/moor Comments: Indexed cover-to-cover Documents Indexed: 2,501 Publications (since 1976) References Indexed: 595 Publications with 21,535 References. all top 5 Latest Issues 47, No. 4 (2022) 47, No. 3 (2022) 47, No. 2 (2022) 47, No. 1 (2022) 46, No. 4 (2021) 46, No. 3 (2021) 46, No. 2 (2021) 46, No. 1 (2021) 45, No. 4 (2020) 45, No. 3 (2020) 45, No. 2 (2020) 45, No. 1 (2020) 44, No. 4 (2019) 44, No. 3 (2019) 44, No. 2 (2019) 44, No. 1 (2019) 43, No. 4 (2018) 43, No. 3 (2018) 43, No. 2 (2018) 43, No. 1 (2018) 42, No. 4 (2017) 42, No. 3 (2017) 42, No. 2 (2017) 42, No. 1 (2017) 41, No. 4 (2016) 41, No. 3 (2016) 41, No. 2 (2016) 41, No. 1 (2016) 40, No. 4 (2015) 40, No. 3 (2015) 40, No. 2 (2015) 40, No. 1 (2015) 39, No. 4 (2014) 39, No. 3 (2014) 39, No. 2 (2014) 39, No. 1 (2014) 38, No. 4 (2013) 38, No. 3 (2013) 38, No. 2 (2013) 38, No. 1 (2013) 37, No. 4 (2012) 37, No. 3 (2012) 37, No. 2 (2012) 37, No. 1 (2012) 36, No. 4 (2011) 36, No. 3 (2011) 36, No. 2 (2011) 36, No. 1 (2011) 35, No. 4 (2010) 35, No. 3 (2010) 35, No. 2 (2010) 35, No. 1 (2010) 34, No. 4 (2009) 34, No. 3 (2009) 34, No. 2 (2009) 34, No. 1 (2009) 33, No. 4 (2008) 33, No. 3 (2008) 33, No. 2 (2008) 33, No. 1 (2008) 32, No. 4 (2007) 32, No. 3 (2007) 32, No. 2 (2007) 32, No. 1 (2007) 31, No. 4 (2006) 31, No. 3 (2006) 31, No. 2 (2006) 31, No. 1 (2006) 30, No. 4 (2005) 30, No. 3 (2005) 30, No. 2 (2005) 30, No. 1 (2005) 29, No. 4 (2004) 29, No. 3 (2004) 29, No. 2 (2004) 29, No. 1 (2004) 28, No. 4 (2003) 28, No. 3 (2003) 28, No. 2 (2003) 28, No. 1 (2003) 27, No. 4 (2002) 27, No. 3 (2002) 27, No. 2 (2002) 27, No. 1 (2002) 26, No. 4 (2001) 26, No. 3 (2001) 26, No. 2 (2001) 26, No. 1 (2001) 25, No. 4 (2000) 25, No. 3 (2000) 25, No. 2 (2000) 25, No. 1 (2000) 24, No. 4 (1999) 24, No. 3 (1999) 24, No. 2 (1999) 24, No. 1 (1999) 23, No. 4 (1998) 23, No. 3 (1998) 23, No. 2 (1998) 23, No. 1 (1998) ...and 50 more Volumes all top 5 Authors 20 Todd, Michael J. 17 Pang, Jong-Shi 17 Ye, Yinyu 15 Rothblum, Uriel George 14 Rhee, Wansoo T. 14 Whitt, Ward 12 Feinberg, Eugene Aleksandrovich 12 Hordijk, Arie 12 Lewis, Adrian S. 12 Sudderth, William D. 12 Sviridenko, Maxim I. 11 Atar, Rami 11 Lehrer, Ehud 11 Nagarajan, Viswanath 11 Neyman, Abraham 11 Shapiro, Alexander 11 Shwartz, Adam 11 Tsitsiklis, John N. 10 Bertsekas, Dimitri Panteli 10 Conforti, Michele 10 Cornuéjols, Gérard P. 10 Freund, Robert M. 10 Glynn, Peter W. 10 Hassin, Refael 10 Mannor, Shie 10 Solan, Eilon 10 Teboulle, Marc 10 Wolsey, Laurence Alexander 9 Bertsimas, Dimitris John 9 Eaves, B. Curtis 9 Federgruen, Awi 9 Fishburn, Peter Clingerman 9 Gowda, Muddappa Seetharama 9 Kojima, Masakazu 9 Megiddo, Nimrod 9 Monteiro, Renato D. C. 9 Renault, Jérôme 9 Rockafellar, Ralph Tyrrell 9 Smith, Robert Longworth 9 Talman, Dolf 9 Zemel, Eitan 9 Zwart, Bert P. 8 Basu, Amitabh 8 Bayraktar, Erhan 8 Blanchet, Jose H. 8 Gupta, Anupam 8 Levi, Retsef 8 Mandelbaum, Avi 8 Mizuno, Shinji 8 Qi, Liqun 8 Queyranne, Maurice 8 Saigal, Romesh 8 Scarsini, Marco 8 Schulz, Andreas S. 8 Shimkin, Nahum 8 Shmoys, David B. 8 Skutella, Martin 8 Tardos, Éva 8 Tseng, Paul 8 Wets, Roger Jean-Baptiste 8 Yao, David D. W. 8 Zhang, Shuzhong 7 Auslender, Alfred 7 Ben-Tal, Aharon 7 Correa, José R. 7 Dayanik, Savas 7 Filar, Jerzy A. 7 Flesch, Janos 7 Fujishige, Satoru 7 Glazebrook, Kevin D. 7 Goemans, Michel Xavier 7 Hart, Sergiu 7 Kannan, Ravindran 7 Lasserre, Jean-Bernard 7 Laurent, Monique 7 Murota, Kazuo 7 Nemirovski, Arkadi S. 7 Ozdaglar, Asuman E. 7 Robinson, Stephen M. 7 Roundy, Robin O. 7 Ruszczyński, Andrzej 7 Scarf, Herbert E. 7 Sethuraman, Jayachandran 7 Shaked, Moshe 7 Sorin, Sylvain 7 Sun, Jie 7 Taksar, Michael I. 7 Talagrand, Michel 6 Balder, Erik J. 6 Bolte, Jérôme 6 Buchbinder, Niv 6 Budhiraja, Amarjit S. 6 Coffman, Edward Grady jun. 6 Cominetti, Roberto 6 Cunningham, William H. 6 Dai, J. G. (Jim) 6 De Angelis, Tiziano 6 Denardo, Eric V. 6 Frank, András 6 Glasserman, Paul ...and 2,573 more Authors all top 5 Fields 1,759 Operations research, mathematical programming (90-XX) 692 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 548 Probability theory and stochastic processes (60-XX) 323 Computer science (68-XX) 273 Calculus of variations and optimal control; optimization (49-XX) 253 Numerical analysis (65-XX) 174 Systems theory; control (93-XX) 146 Combinatorics (05-XX) 117 Convex and discrete geometry (52-XX) 116 Statistics (62-XX) 38 Linear and multilinear algebra; matrix theory (15-XX) 38 Operator theory (47-XX) 33 General topology (54-XX) 26 Functional analysis (46-XX) 24 Real functions (26-XX) 21 Measure and integration (28-XX) 18 Information and communication theory, circuits (94-XX) 17 Approximations and expansions (41-XX) 14 Algebraic geometry (14-XX) 14 Partial differential equations (35-XX) 13 Order, lattices, ordered algebraic structures (06-XX) 12 Number theory (11-XX) 12 Dynamical systems and ergodic theory (37-XX) 12 Algebraic topology (55-XX) 10 Manifolds and cell complexes (57-XX) 10 Global analysis, analysis on manifolds (58-XX) 8 Mathematical logic and foundations (03-XX) 8 Ordinary differential equations (34-XX) 5 Biology and other natural sciences (92-XX) 4 Difference and functional equations (39-XX) 3 History and biography (01-XX) 3 Integral transforms, operational calculus (44-XX) 3 Geometry (51-XX) 2 Field theory and polynomials (12-XX) 2 Nonassociative rings and algebras (17-XX) 2 Statistical mechanics, structure of matter (82-XX) 1 General and overarching topics; collections (00-XX) 1 Commutative algebra (13-XX) 1 Associative rings and algebras (16-XX) 1 Group theory and generalizations (20-XX) 1 Functions of a complex variable (30-XX) 1 Several complex variables and analytic spaces (32-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Differential geometry (53-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 2,216 Publications have been cited 41,381 times in 28,355 Documents Cited by ▼ Year ▼ Optimal auction design. Zbl 0496.90099Myerson, Roger B. 706 1981 Robust convex optimization. Zbl 0977.90052Ben-Tal, A.; Nemirovski, A. 510 1998 Augmented Lagrangians and applications of the proximal point algorithm in convex programming. Zbl 0402.90076Rockafellar, R. T. 416 1976 Graphs and cooperation in games. Zbl 0402.90106Myerson, Roger B. 385 1977 Strongly regular generalized equations. Zbl 0437.90094Robinson, Stephen M. 383 1980 Convergence analysis of some algorithms for solving nonsmooth equations. Zbl 0776.65037Qi, Liqun 363 1993 The complexity of flow shop and jobshop scheduling. Zbl 0396.90041Garey, M. R.; Johnson, D. S.; Sethi, Ravi 358 1976 Integer programming with a fixed number of variables. Zbl 0524.90067Lenstra, H. W. jun. 355 1983 A greedy heuristic for the set-covering problem. Zbl 0443.90066Chvatal, V. 355 1979 Proximal alternating minimization and projection methods for nonconvex problems: an approach based on the Kurdyka-Łojasiewicz inequality. Zbl 1214.65036Attouch, Hédy; Bolte, Jérôme; Redont, Patrick; Soubeyran, Antoine 316 2010 Portfolio selection with transaction costs. Zbl 0717.90007Davis, M. H. A.; Norman, A. R. 294 1990 Optimal investment policies for a firm with a random risk process: exponential utility and minimizing the probability of ruin. Zbl 0846.90012Browne, Sid 281 1995 Scenarios and policy aggregation in optimization under uncertainty. Zbl 0729.90067Rockafellar, R. T.; Wets, Roger J.-B. 280 1991 Mathematical programs with complementarity constraints: stationarity, optimality, and sensitivity. Zbl 1073.90557Scheel, Holger; Scholtes, Stefan 251 2000 A weak-to-strong convergence principle for Fejér-monotone methods in Hilbert spaces. Zbl 1082.65058Bauschke, Heinz H.; Combettes, Patrick L. 231 2001 A new approach to Lagrange multipliers. Zbl 0404.90100Clarke, Frank H. 226 1976 Self-scaled barriers and interior-point methods for convex programming. Zbl 0871.90064Nesterov, Yu. E.; Todd, M. J. 215 1997 Minimizing total tardiness on one machine is NP-hard. Zbl 0714.90052Du, Jianzhong; Leung, Joseph Y.-T. 192 1990 Strong and weak convexity of sets and functions. Zbl 0526.90077Vial, Jean-Philippe 187 1983 Tangent cones, generalized gradients and mathematical programming in Banach spaces. Zbl 0409.90086Hiriart-Urruty, J. B. 187 1979 The economic of matching: Stability and incentives. Zbl 0496.90008Roth, Alvin E. 186 1982 Mathematical properties of the Banzhaf power index. Zbl 0409.90008Dubey, Pradeep; Shapley, Lloyd S. 185 1979 Robust portfolio selection problems. Zbl 1082.90082Goldfarb, D.; Iyengar, G. 183 2003 Jointly constrained biconvex programming. Zbl 0521.90087Al-Khayyal, Faiz A.; Falk, James E. 182 1983 Lipschitz behavior of solutions to convex minimization problems. Zbl 0539.90085Aubin, Jean-Pierre 182 1984 Cooling schedules for optimal annealing. Zbl 0652.65050Hajek, Bruce 180 1988 An existence theorem in vector optimization. Zbl 0688.90051Dinh The Luc 169 1989 Geometric properties of the kernel, nucleolus, and related solution concepts. Zbl 0426.90097Maschler, M.; Peleg, B.; Shapley, L. S. 167 1979 Regularity and stability for convex multivalued functions. Zbl 0418.52005Robinson, Stephen M. 166 1976 On metric generators of graphs. Zbl 1082.05032Sebö, András; Tannier, Eric 159 2004 On adaptive-step primal-dual interior-point algorithms for linear programming. Zbl 0810.90091Mizuno, Shinji; Todd, Michael J.; Ye, Yinyu 155 1993 Minkowski’s convex body theorem and integer programming. Zbl 0639.90069Kannan, Ravi 153 1987 Optimization of convex risk functions. Zbl 1278.90283Ruszczynski, Andrzej; Shapiro, Alexander 150 2006 Nonlinear proximal point algorithms using Bregman functions, with applications to convex programming. Zbl 0807.47036Eckstein, Jonathan 149 1993 Distributional strategies for games with incomplete information. Zbl 0582.90106Milgrom, Paul R.; Weber, Robert J. 146 1985 Newton’s method for B-differentiable equations. Zbl 0716.90090Pang, Jong-Shi 144 1990 The generalized quasi-variational inequality problem. Zbl 0502.90080Chan, D.; Pang, J. S. 142 1982 A stochastic calculus model of continuous trading: optimal portfolios. Zbl 1011.91503Pliska, Stanley R. 136 1986 Combinatorial optimization with rational objective functions. Zbl 0425.90076Megiddo, Nimrod 135 1979 Odd minimum cut-sets and b-matchings. Zbl 0499.90056Padberg, Manfred W.; Rao, M. R. 133 1982 Open queueing networks in heavy traffic. Zbl 0549.90043Reiman, Martin I. 132 1984 Some useful functions for functional limit theorems. Zbl 0428.60010Whitt, Ward; Sleeman, B. D. 132 1980 On cones of nonnegative quadratic functions. Zbl 1082.90086Sturm, Jos F.; Zhang, Shuzhong 122 2003 A best possible heuristic for the k-center problem. Zbl 0565.90015Hochbaum, Dorit S.; Shmoys, David B. 121 1985 One-processor scheduling with symmetric earliness and tardiness penalties. Zbl 0671.90033Garey, Michael R.; Tarjan, Robert E.; Wilfong, Gordon T. 115 1988 New finite pivoting rules for the simplex method. Zbl 0408.90050Bland, Robert G. 113 1977 Cooperative fuzzy games. Zbl 0496.90092Aubin, Jean-Pierre 112 1981 Stochastic decomposition: An algorithm for two-stage linear programs with recourse. Zbl 0746.90045Higle, Julia L.; Sen, Suvrajeet 111 1991 A comparison of the Sherali-Adams, Lovász-Schrijver, and Lasserre relaxations for 0-1 programming. Zbl 1082.90084Laurent, Monique 111 2003 Decompositions of simplicial complexes related to diameters of convex polyhedra. Zbl 0457.52005Provan, J. Scott; Billera, Louis J. 110 1980 On dividing an amount according to individual claims or liabilities. Zbl 0629.90003Young, H. Peyton 109 1987 Randomized methods for linear constraints: convergence rates and conditioning. Zbl 1216.15006Leventhal, D.; Lewis, A. S. 108 2010 Value theory without efficiency. Zbl 0496.90096Dubey, Pradeep; Neyman, Abraham; Weber, Robert James 107 1981 Scheduling to minimize average completion time: Off-line and on-line approximation algorithms. Zbl 0883.90064Hall, Leslie A.; Schulz, Andreas S.; Shmoys, David B.; Wein, Joel 107 1997 Normal maps induced by linear transformations. Zbl 0777.90063Robinson, Stephen M. 103 1992 Minimization by random search techniques. Zbl 0502.90070Solis, Francisco J.; Wets, Roger J.-B. 103 1981 On the complexity of cooperative solution concepts. Zbl 0824.90146Deng, Xiaotie; Papadimitriou, Christos H. 103 1994 Conjugate gradient methods with inexact searches. Zbl 0399.90077Shanno, David F. 101 1978 Semismooth matrix-valued functions. Zbl 1082.49501Sun, Defeng; Sun, Jie 100 2002 Necessary optimality conditions for optimization problems with variational inequality constraints. Zbl 1088.90042Ye, J. J.; Ye, X. Y. 100 1997 Expected residual minimization method for stochastic linear complementarity problems. Zbl 1162.90527Chen, Xiaojun; Fukushima, Masao 99 2005 Variational inequalities with generalized monotone operators. Zbl 0813.49010Yao, Jen-Chih 98 1994 An inexact hybrid generalized proximal point algorithm and some new results on the theory of Bregman functions. Zbl 0980.90097Solodov, M. V.; Svaiter, B. F. 98 2000 Mean-variance portfolio selection with random parameters in a complete market. Zbl 1082.91521Lim, Andrew E. B.; Zhou, Xun Yu 97 2002 The traveling salesman problem with distances one and two. Zbl 0778.90057Papadimitriou, Christos H.; Yannakakis, Mihalis 95 1993 An \(O(\sqrt{n} L)\)-iteration homogeneous and self-dual linear programming algorithm. Zbl 0799.90087Ye, Yinyu; Todd, Michael J.; Mizuno, Shinji 95 1994 The fair division of a fixed supply among a growing population. Zbl 0524.90102Thomson, William 94 1983 Fast approximation algorithms for knapsack problems. Zbl 0425.90064Lawler, Eugene L. 93 1979 A polynomial time algorithm for counting integral points in polyhedra when the dimension is fixed. Zbl 0821.90085Barvinok, Alexander I. 92 1994 An implicit-function theorem for a class of nonsmooth functions. Zbl 0746.46039Robinson, Stephen M. 91 1991 Selfish routing in capacitated networks. Zbl 1082.90009Correa, José R.; Schulz, Andreas S.; Stier-Moses, Nicolás E. 89 2004 Conditional risk mappings. Zbl 1278.90284Ruszczynski, Andrzej; Shapiro, Alexander 88 2006 Barrier functions in interior point methods. Zbl 0867.90090Güler, Osman 88 1996 The strong second-order sufficient condition and constraint nondegeneracy in nonlinear semidefinite programming and their implications. Zbl 1278.90304Sun, Defeng 87 2006 Approximation schemes for the restricted shortest path problem. Zbl 0763.90083Hassin, Refael 87 1992 A fixed-point approach to stable matchings and some applications. Zbl 1082.90096Fleiner, Tamás 87 2003 Sensitivity analysis in variational inequalities. Zbl 0674.49007Dafermos, Stella 82 1988 A descent lemma beyond Lipschitz gradient continuity: first-order methods revisited and applications. Zbl 1364.90251Bauschke, Heinz H.; Bolte, Jérôme; Teboulle, Marc 82 2017 Löwner’s operator and spectral functions in Euclidean Jordan algebras. Zbl 1218.90197Sun, Defeng; Sun, Jie 81 2008 The asymptotic theory of stochastic games. Zbl 0364.93031Bewley, Truman; Kohlberg, Elon 81 1976 A survey and comparison of methods for finding all vertices of convex polyhedral sets. Zbl 0442.90050Matheiss, T. H.; Rubin, David S. 80 1980 On polyhedral approximations of the second-order cone. Zbl 1082.90133Ben-Tal, Aharon; Nemirovski, Arkadi 79 2001 Robust dynamic programming. Zbl 1082.90123Iyengar, Garud N. 79 2005 Totally balanced games and games of flow. Zbl 0498.90030Kalai, Ehud; Zemel, Eitan 79 1982 Entropic proximal mappings with applications to nonlinear programming. Zbl 0766.90071Teboulle, Marc 78 1992 Bounds and heuristics for capacitated routing problems. Zbl 0582.90030Haimovich, M.; Rinnooy Kan, A. H. G. 78 1985 On the starting and stopping problem: application in reversible investments. Zbl 1276.91100Hamadène, Said; Jeanblanc, Monique 77 2007 Analysis of sample-path optimization. Zbl 0868.90087Robinson, Stephen M. 75 1996 The lattice structure of the set of stable matchings with multiple partners. Zbl 0664.90075Blair, Charles 75 1988 A successive underestimation method for concave minimization problems. Zbl 0362.90082Falk, James E.; Hoffman, Karla R. 75 1976 Best algorithms for approximating the maximum of a submodular set function. Zbl 0395.90072Nemhauser, G. L.; Wolsey, L. A. 75 1978 The complexity of Markov decision processes. Zbl 0638.90099Papadimitriou, Christos H.; Tsitsiklis, John N. 74 1987 An algorithm for constrained optimization with semismooth functions. Zbl 0395.90069Mifflin, Robert 74 1977 Variance-optimal hedging in discrete time. Zbl 0835.90008Schweizer, Martin 73 1995 Probabilistic analysis of partitioning algorithms for the traveling- salesman problem in the plane. Zbl 0391.90091Karp, Richard M. 73 1977 On quasi-convex duality. Zbl 0717.90058Penot, Jean-Paul; Volle, Michel 72 1990 Quadratic hedging and mean-variance portfolio selection with random parameters in an incomplete market. Zbl 1082.91050Lim, Andrew E. B. 72 2004 On the rank of extreme matrices in semidefinite programs and the multiplicity of optimal eigenvalues. Zbl 0977.90051Pataki, Gábor 72 1998 Associative and Jordan algebras, and polynomial time interior-point algorithms for symmetric cones. Zbl 1073.90572Schmieta, S. H.; Alizadeh, F. 72 2001 Fast approximation algorithms for fractional packing and covering problems. Zbl 0837.90103Plotkin, Serge A.; Shmoys, David B.; Tardos, Éva 71 1995 Mean field analysis of deep neural networks. Zbl 1493.68333Sirignano, Justin; Spiliopoulos, Konstantinos 4 2022 On the price of anarchy for flows over time. Zbl 1492.91058Correa, José; Cristi, Andrés; Oosterwijk, Tim 2 2022 Optimal transport-based distributionally robust optimization: structural properties and iterative schemes. Zbl 1489.90094Blanchet, Jose; Murthy, Karthyek; Zhang, Fan 2 2022 Hamilton-Jacobi equations with semilinear costs and state constraints, with applications to large deviations in games. Zbl 1489.49020Sandholm, William H.; Tran, Hung V.; Arigapudi, Srinivas 2 2022 Dynamic set values for nonzero-sum games with multiple equilibriums. Zbl 1491.91012Feinstein, Zachary; Rudloff, Birgit; Zhang, Jianfeng 2 2022 Stochastic graphon games. I: The static case. Zbl 1491.91017Carmona, René; Cooney, Daniel B.; Graves, Christy V.; Laurière, Mathieu 2 2022 Inf-convolution, optimal allocations, and model uncertainty for tail risk measures. Zbl 1498.91505Liu, Fangda; Mao, Tiantian; Wang, Ruodu; Wei, Linxiao 2 2022 A discrete convex min-max formula for box-TDI polyhedra. Zbl 1489.90152Frank, András; Murota, Kazuo 1 2022 Multivariate monotone inclusions in saddle form. Zbl 07548060Bùi, Minh N.; Combettes, Patrick L. 1 2022 Geometrically convergent simulation of the extrema of Lévy processes. Zbl 1495.60037González Cázares, Jorge Ignacio; Mijatović, Aleksandar; Uribe Bravo, Gerónimo 1 2022 Fluid limits for multiclass many-server queues with general reneging distributions and head-of-the-line scheduling. Zbl 1495.60084Puha, Amber L.; Ward, Amy R. 1 2022 A new augmented Lagrangian method for MPCCs – theoretical and numerical comparison with existing augmented Lagrangian methods. Zbl 1489.90197Guo, Lei; Deng, Zhibin 1 2022 A dynamic contagion risk model with recovery features. Zbl 1489.91297Amini, Hamed; Minca, Andreea; Sulem, Agnès 1 2022 A case study on stochastic games on large graphs in mean field and sparse regimes. Zbl 1489.91017Lacker, Daniel; Soret, Agathe 1 2022 A randomly weighted minimum arborescence with a random cost constraint. Zbl 1492.05143Frieze, Alan M.; Tkocz, Tomasz 1 2022 Optimal stopping of a random sequence with unknown distribution. Zbl 1497.60061Goldenshluger, Alexander; Zeevi, Assaf 1 2022 Large deviations for the single-server queue and the reneging paradox. Zbl 1489.60043Atar, Rami; Budhiraja, Amarjit; Dupuis, Paul; Wu, Ruoyu 1 2022 Intersection disjunctions for reverse convex sets. Zbl 1492.90097Towle, Eli; Luedtke, James 1 2022 Nonzero-sum stochastic games and mean-field games with impulse controls. Zbl 1491.91016Basei, Matteo; Cao, Haoyang; Guo, Xin 1 2022 Discrete choice prox-functions on the simplex. Zbl 1492.90129Müller, David; Nesterov, Yurii; Shikhman, Vladimir 1 2022 Dynkin games with incomplete and asymmetric information. Zbl 1491.91018De Angelis, Tiziano; Ekström, Erik; Glover, Kristoffer 1 2022 A variable sample-size stochastic quasi-Newton method for smooth and nonsmooth stochastic convex optimization. Zbl 1492.90104Jalilzadeh, Afrooz; Nedić, Angelia; Shanbhag, Uday V.; Yousefian, Farzad 1 2022 Complexity analysis of a sampling-based interior point method for convex optimization. Zbl 1492.90120Badenbroek, Riley; de Klerk, Etienne 1 2022 Fair cake division under monotone likelihood ratios. Zbl 1498.91209Barman, Siddharth; Rathi, Nidhi 1 2022 Projection and rescaling algorithm for finding maximum support solutions to polyhedral conic systems. Zbl 07639671Peña, Javier; Soheili, Negar 1 2022 Competitive equilibrium with indivisible goods and generic budgets. Zbl 1466.91138Babaioff, Moshe; Nisan, Noam; Talgam-Cohen, Inbal 9 2021 Fast hybrid schemes for fractional Riccati equations (rough is not so tough). Zbl 1481.60079Callegaro, Giorgia; Grasselli, Martino; Pagès, Gilles 7 2021 A mean field game of optimal portfolio liquidation. Zbl 1483.91215Fu, Guanxing; Graewe, Paulwin; Horst, Ulrich; Popier, Alexandre 6 2021 Fair allocation of indivisible goods: improvement. Zbl 1469.91028Ghodsi, Mohammad; Hajiaghayi, Mohammad Taghi; Seddighin, Masoud; Seddighin, Saeed; Yami, Hadi 6 2021 Proximal-like incremental aggregated gradient method with linear convergence under Bregman distance growth conditions. Zbl 1469.90108Zhang, Hui; Dai, Yu-Hong; Guo, Lei; Peng, Wei 6 2021 Statistics of robust optimization: a generalized empirical likelihood approach. Zbl 1473.62292Duchi, John C.; Glynn, Peter W.; Namkoong, Hongseok 5 2021 A theory for measures of tail risk. Zbl 1471.91626Liu, Fangda; Wang, Ruodu 5 2021 Strong and weak equilibria for time-inconsistent stochastic control in continuous time. Zbl 1476.93160Huang, Yu-Jui; Zhou, Zhou 5 2021 Unanimous and strategy-proof probabilistic rules for single-peaked preference profiles on graphs. Zbl 1468.91046Peters, Hans; Roy, Souvik; Sadhukhan, Soumyarup 5 2021 On uniform exponential ergodicity of Markovian multiclass many-server queues in the Halfin-Whitt regime. Zbl 1468.90039Arapostathis, Ari; Hmedi, Hassan; Pang, Guodong 4 2021 Posted price mechanisms and optimal threshold strategies for random arrivals. Zbl 1483.91087Correa, José; Foncea, Patricio; Hoeksma, Ruben; Oosterwijk, Tim; Vredeveld, Tjark 3 2021 The running intersection relaxation of the multilinear polytope. Zbl 07395109Del Pia, Alberto; Khajavirad, Aida 3 2021 Popularity, mixed matchings, and self-duality. Zbl 1471.90123Huang, Chien-Chung; Kavitha, Telikepalli 3 2021 A probabilistic approach to extended finite state mean field games. Zbl 1468.49043Carmona, René; Wang, Peiqi 3 2021 On the optimality of affine policies for budgeted uncertainty sets. Zbl 1471.90103El Housni, Omar; Goyal, Vineet 3 2021 Affine storage and insurance risk models. Zbl 1493.60138Boxma, Onno; Mandjes, Michel 2 2021 Distributional transforms, probability distortions, and their applications. Zbl 1482.60019Liu, Peng; Schied, Alexander; Wang, Ruodu 2 2021 From monetary to nonmonetary mechanism design via artificial currencies. Zbl 1471.91200Gorokh, Artur; Banerjee, Siddhartha; Iyer, Krishnamurthy 2 2021 Stationary waiting time in parallel queues with synchronization. Zbl 1481.60196Olvera-Cravioto, Mariana; Ruiz-Lacedelli, Octavio 2 2021 A Dynkin game on assets with incomplete information on the return. Zbl 1475.91004De Angelis, Tiziano; Gensbittel, Fabien; Villeneuve, Stephane 2 2021 Resistant sets in the unit hypercube. Zbl 1469.90119Abdi, Ahmad; Cornuéjols, Gérard; Lee, Dabeen 2 2021 New algorithms for solving zero-sum stochastic games. Zbl 1466.91022Oliu-Barton, Miquel 2 2021 Heavy traffic limits for join-the-shortest-estimated-queue policy using delayed information. Zbl 1470.60244Atar, Rami; Lipshutz, David 2 2021 Trust your data or not – StQP remains StQP: community detection via robust standard quadratic optimization. Zbl 1469.90097Bomze, Immanuel M.; Kahr, Michael; Leitner, Markus 2 2021 A general analysis of sequential social learning. Zbl 1483.91146Arieli, Itai; Mueller-Frank, Manuel 1 2021 A study of convex convex-composite functions via infimal convolution with applications. Zbl 1483.90109Burke, James V.; Hoheisel, Tim; Nguyen, Quang V. 1 2021 An optimal high-order tensor method for convex optimization. Zbl 1484.90078Jiang, Bo; Wang, Haoyue; Zhang, Shuzhong 1 2021 Extension of monotonic functions and representation of preferences. Zbl 1483.91081Evren, Özgür; Hüsseinov, Farhad 1 2021 Pure Nash equilibria and best-response dynamics in random games. Zbl 1483.91028Amiet, Ben; Collevecchio, Andrea; Scarsini, Marco; Zhong, Ziwen 1 2021 Sufficient optimality conditions in bilevel programming. Zbl 1489.90189Mehlitz, Patrick; Zemkoho, Alain B. 1 2021 Optimal policy for dynamic assortment planning under multinomial logit models. Zbl 1482.90008Chen, Xi; Wang, Yining; Zhou, Yuan 1 2021 Statistical query algorithms for mean vector estimation and stochastic convex optimization. Zbl 1477.90046Feldman, Vitaly; Guzmán, Cristóbal; Vempala, Santosh 1 2021 Shapley-Snow kernels, multiparameter eigenvalue problems, and stochastic games. Zbl 1471.91021Attia, Luc; Oliu-Barton, Miquel 1 2021 Intertemporal choice with continuity constraints. Zbl 1471.91114Pivato, Marcus 1 2021 Corrigendum to: “Greed works – online algorithms for unrelated machine stochastic scheduling”. Zbl 1479.90110Gupta, Varun; Moseley, Benjamin; Uetz, Marc; Xie, Qiaomin 1 2021 Stochastic load balancing on unrelated machines. Zbl 07354634Gupta, Anupam; Kumar, Amit; Nagarajan, Viswanath; Shen, Xiangkun 1 2021 Infinite-horizon optimal switching regions for a pair-trading strategy with quadratic risk aversion considering simultaneous multiple switchings: a viscosity solution approach. Zbl 1470.60116Suzuki, Kiyoshi 1 2021 Sensitivity analysis for the stationary distribution of reflected Brownian motion in a convex polyhedral cone. Zbl 1478.60223Lipshutz, David; Ramanan, Kavita 1 2021 Ghost penalties in nonconvex constrained optimization: diminishing stepsizes and iteration complexity. Zbl 1471.90137Facchinei, Francisco; Kungurtsev, Vyacheslav; Lampariello, Lorenzo; Scutari, Gesualdo 1 2021 Active-set Newton methods and partial smoothness. Zbl 1471.90143Lewis, Adrian S.; Wylie, Calvin 1 2021 Nonparametric learning algorithms for joint pricing and inventory control with lost sales and censored demand. Zbl 1471.90169Chen, Boxiao; Chao, Xiuli; Shi, Cong 1 2021 The proximal alternating direction method of multipliers in the nonconvex setting: convergence analysis and rates. Zbl 1480.90198Boţ, Radu Ioan; Nguyen, Dang-Khoa 17 2020 Nonzero-sum stochastic differential games with impulse controls: a verification theorem with applications. Zbl 1437.91044Aïd, René; Basei, Matteo; Callegaro, Giorgia; Campi, Luciano; Vargiolu, Tiziano 13 2020 Worst-case examples for Lasserre’s measure-based hierarchy for polynomial optimization on the hypercube. Zbl 1442.90141de Klerk, Etienne; Laurent, Monique 9 2020 A stochastic analysis of queues with customer choice and delayed information. Zbl 1466.60190Pender, Jamol; Rand, Richard; Wesson, Elizabeth 8 2020 Characterization, robustness, and aggregation of signed Choquet integrals. Zbl 1455.91072Wang, Ruodu; Wei, Yunran; Willmot, Gordon E. 7 2020 Steady-state analysis of the join-the-shortest-queue model in the Halfin-Whitt regime. Zbl 1455.90035Braverman, Anton 7 2020 On synchronous, asynchronous, and randomized best-response schemes for stochastic Nash games. Zbl 1437.91047Lei, Jinlong; Shanbhag, Uday V.; Pang, Jong-Shi; Sen, Suvrajeet 7 2020 Epi-regularization of risk measures. Zbl 1455.90115Kouri, Drew P.; Surowiec, Thomas M. 6 2020 Decompositions of semidefinite matrices and the perspective reformulation of nonseparable quadratic programs. Zbl 1437.90110Frangioni, Antonio; Gentile, Claudio; Hungerford, James 6 2020 A dynamic network model of interbank lending – systemic risk and liquidity provisioning. Zbl 1457.91406Capponi, Agostino; Sun, Xu; Yao, David D. 5 2020 Budgeted prize-collecting traveling salesman and minimum spanning tree problems. Zbl 1456.90137Paul, Alice; Freund, Daniel; Ferber, Aaron; Shmoys, David B.; Williamson, David P. 5 2020 Trimmed statistical estimation via variance reduction. Zbl 1461.65120Aravkin, Aleksandr; Davis, Damek 5 2020 Random serial dictatorship: the one and only. Zbl 1437.91313Bade, Sophie 5 2020 A block successive upper-bound minimization method of multipliers for linearly constrained convex optimization. Zbl 1456.90124Hong, Mingyi; Chang, Tsung-Hui; Wang, Xiangfeng; Razaviyayn, Meisam; Ma, Shiqian; Luo, Zhi-Quan 4 2020 Strong metric (sub)regularity of Karush-Kuhn-Tucker mappings for piecewise linear-quadratic convex-composite optimization and the quadratic convergence of Newton’s method. Zbl 1456.90123Burke, James V.; Engle, Abraham 4 2020 Surplus-invariant risk measures. Zbl 1455.91275Gao, Niushan; Munari, Cosimo 4 2020 Asymptotic optimality of power-of-\(d\) load balancing in large-scale systems. Zbl 1455.60124Mukherjee, Debankur; Borst, Sem C.; van Leeuwaarden, Johan S. H.; Whiting, Philip A. 4 2020 Approximate Markov-Nash equilibria for discrete-time risk-sensitive mean-field games. Zbl 1455.91040Saldi, Naci; Başar, Tamer; Raginsky, Maxim 4 2020 Rescaling algorithms for linear conic feasibility. Zbl 1455.90103Dadush, Daniel; Végh, László A.; Zambelli, Giacomo 4 2020 Discrete midpoint convexity. Zbl 1443.52008Moriguchi, Satoko; Murota, Kazuo; Tamura, Akihisa; Tardella, Fabio 4 2020 The limit of stationary distributions of many-server queues in the Halfin-Whitt regime. Zbl 1451.90043Aghajani, Reza; Ramanan, Kavita 3 2020 Closing the gap for makespan scheduling via sparsification techniques. Zbl 1451.90062Jansen, Klaus; Klein, Kim-Manuel; Verschae, José 3 2020 Quitting games and linear complementarity problems. Zbl 1461.91033Solan, Eilon; Solan, Omri N. 3 2020 Primal-dual interior-point methods for domain-driven formulations. Zbl 1455.90127Karimi, Mehdi; Tunçel, Levent 3 2020 The Euclidean \(k\)-supplier problem. Zbl 1442.90169Nagarajan, Viswanath; Schieber, Baruch; Shachnai, Hadas 3 2020 Utility maximization with proportional transaction costs under model uncertainty. Zbl 1455.91245Deng, Shuoqing; Tan, Xiaolu; Yu, Xiang 2 2020 On the existence of pairwise stable weighted networks. Zbl 1451.90026Bich, Philippe; Morhaim, Lisa 2 2020 Stochastic recursive inclusions in two timescales with nonadditive iterate-dependent Markov noise. Zbl 1460.62136Yaji, Vinayaka G.; Bhatnagar, Shalabh 2 2020 About the structure of the integer cone and its application to bin packing. Zbl 1456.90134Jansen, Klaus; Klein, Kim-Manuel 2 2020 Counting integral points in polytopes via numerical analysis of contour integration. Zbl 1455.52009Hirai, Hiroshi; Oshiro, Ryunosuke; Tanaka, Ken’ichiro 2 2020 Greed works – online algorithms for unrelated machine stochastic scheduling. Zbl 1440.90012Gupta, Varun; Moseley, Benjamin; Uetz, Marc; Xie, Qiaomin 2 2020 On the efficiency of random permutation for ADMM and coordinate descent. Zbl 1442.90147Sun, Ruoyu; Luo, Zhi-Quan; Ye, Yinyu 2 2020 Optimal redeeming strategy of stock loans under drift uncertainty. Zbl 1437.91423Xu, Zuo Quan; Yi, Fahuai 2 2020 Control policies approaching hierarchical greedy ideal performance in heavy traffic for resource sharing networks. Zbl 1451.90073Budhiraja, Amarjit; Johnson, Dane 1 2020 ...and 1642 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 25,889 Authors 125 Yao, Jen-Chih 76 Zhang, Liwei 75 Qi, Liqun 74 Mordukhovich, Boris S. 69 Yang, Xiaoqi 62 Li, Shengjie 60 Pang, Jong-Shi 58 Whitt, Ward 56 Kanzow, Christian 56 Ye, Yinyu 55 Noor, Muhammad Aslam 54 Guo, Xianping 51 Xu, Dachuan 50 Penot, Jean-Paul 49 Chen, Jein-Shan 49 Fukushima, Masao 49 Sun, Defeng 48 Sun, Jie 47 Jansen, Klaus 46 Zhang, Shuzhong 45 Bertsimas, Dimitris John 45 Glynn, Peter W. 45 Zwart, Bert P. 44 Bayraktar, Erhan 44 Cornuéjols, Gérard P. 44 Levin, Asaf 44 Toh, Kim Chuan 43 Escudero, Laureano Fernando 43 Kheirfam, Behrouz 43 Shapiro, Alexander 43 Yuan, Xiaoming 42 Feinberg, Eugene Aleksandrovich 42 Li, Duan 42 Tijs, Stef H. 42 Van den Brink, René 40 Outrata, Jiří V. 40 Rockafellar, Ralph Tyrrell 40 Terlaky, Tamás 40 Xiu, Naihua 39 Hernández-Lerma, Onésimo 39 Huang, Zheng-Hai 39 Murota, Kazuo 38 Epstein, Leah 38 Pan, Shaohua 38 Pardalos, Panos M. 38 Puerto Albandoz, Justo 38 Rothblum, Uriel George 38 Xu, Huifu 37 Han, Deren 37 Huang, Nan-Jing 37 Zaslavski, Alexander Yakovlevich 36 Ma, Changfeng 36 Perry, David 36 Shabtay, Dvir 36 Talman, Dolf 36 Tunçel, Levent 36 Van der Laan, Gerard 36 Woeginger, Gerhard 35 Dey, Santanu Subhas 34 Conforti, Michele 34 Dempe, Stephan 34 Laurent, Monique 34 Liu, Hongwei 34 Thibault, Lionel 33 Boxma, Onno Johan 33 Iusem, Alfredo Noel 33 Letchford, Adam N. 33 Ruszczyński, Andrzej 33 Solan, Eilon 33 Strusevich, Vitaly A. 33 Todd, Michael J. 33 Weismantel, Robert 32 Du, Donglei 32 Scarsini, Marco 32 Zhou, Jinchuan 31 Cheng, Tai-Chiu Edwin 31 Grabisch, Michel 31 Jeyakumar, Vaithilingam 31 Thomson, William 31 Young, Virginia R. 30 Ahmed, Shabbir 30 Asmussen, Søren 30 Chen, Xiaojun 30 De Loera, Jesús A. 30 Flesch, Janos 30 Li, Guoyin 30 Lin, Guihua 30 Mandjes, Michel Robertus Hendrikus 30 Phan Quôc Khánh 29 Basu, Amitabh 29 Béal, Sylvain 29 Fujishige, Satoru 29 Ioffe, Alexander Davidovich 29 Nagarajan, Viswanath 29 Nowak, Andrzej S. 29 Tseng, Paul 29 Van Ackooij, Wim 29 Yang, Xinmin 29 Nguyen Dong Yen 28 Koulamas, Christos P. ...and 25,789 more Authors all top 5 Cited in 898 Journals 1,632 European Journal of Operational Research 1,332 Mathematical Programming. 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