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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: http://link.springer.com/journal/volumesAndIssues/186
Predecessor: ZOR. Mathematical Methods of Operations Research
Comments: Indexed cover-to-cover
Documents Indexed: 1,272 Publications (since 1997)
References Indexed: 832 Publications with 20,042 References.
all top 5

Latest Issues

96, No. 3 (2022)
96, No. 2 (2022)
96, No. 1 (2022)
95, No. 3 (2022)
95, No. 2 (2022)
95, No. 1 (2022)
94, No. 3 (2021)
94, No. 2 (2021)
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64, No. 3 (2006)
64, No. 2 (2006)
64, No. 1 (2006)
63, No. 3 (2006)
...and 54 more Volumes
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Authors

20 Borm, Peter E. M.
15 Tijs, Stef H.
13 Cavazos-Cadena, Rolando
11 Chen, Guangya
11 Nowak, Andrzej S.
10 Hernández-Lerma, Onésimo
9 Bäuerle, Nicole
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
8 Wang, Kuo-Hsiung
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 García-Jurado, Ignacio
6 Gordienko, Evgueni I.
6 Huang, Xuexiang
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 Guo, Xianping
5 Gurski, Frank
5 Jiménez-Losada, Andrés
5 Koch, Thorsten
5 Martin, Alexander
5 Norde, Henk
5 Quant, Marieke
5 Rieder, Ulrich
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 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 Konnov, Igor V.
4 Koster, Maurice
4 Kruk, Łukasz
4 Lempa, Jukka
4 Löhne, Andreas
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 Sánchez-Rodríguez, Estela
4 Sass, Jörn
4 Schöbel, Anita
4 Schultz, Rüdiger
4 Sezer, Semih Onur
4 Tammer, Christiane
4 Van den Brink, René
4 Voorneveld, Mark
4 Wang, Shouyang
4 Zhang, Jianzhong
3 Aalto, Samuli
3 Anderson, Edward James
3 Andreani, Roberto
3 Ansari, Qamrul Hasan
...and 1,766 more Authors
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Fields

835 Operations research, mathematical programming (90-XX)
469 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
236 Probability theory and stochastic processes (60-XX)
183 Calculus of variations and optimal control; optimization (49-XX)
147 Systems theory; control (93-XX)
60 Numerical analysis (65-XX)
45 Statistics (62-XX)
38 Computer science (68-XX)
36 Combinatorics (05-XX)
19 Operator theory (47-XX)
12 General and overarching topics; collections (00-XX)
10 Convex and discrete geometry (52-XX)
9 Linear and multilinear algebra; matrix theory (15-XX)
9 Functional analysis (46-XX)
8 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

1,016 Publications have been cited 8,524 times in 6,834 Documents Cited by Year
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
154
2008
Steepest descent methods for multicriteria optimization. Zbl 1054.90067
Fliege, Jörg; Svaiter, Benar Fux
134
2000
Contingent epiderivatives and set-valued optimization. Zbl 0889.90123
Jahn, Johannes; Rauh, Rüdiger
118
1997
Optimality conditions for set-valued optimization problems. Zbl 0927.90095
Chen, Guang Ya; Jahn, Johannes
99
1998
Benchmark and mean-variance problems for insurers. Zbl 1101.93081
Bäuerle, Nicole
98
2005
Optimal risk and dividend distribution control models for an insurance company. Zbl 0947.91043
Taksar, Michael I.
90
2000
Dynamic mean-variance problem with constrained risk control for the insurers. Zbl 1156.93037
Bai, Lihua; Zhang, Huayue
77
2008
A generalization of vectorial equilibria. Zbl 0889.90155
Ansari, Q. H.; Oettli, W.; Schläger, D.
75
1997
A note on generalized inverses. Zbl 1281.60014
Embrechts, Paul; Hofert, Marius
68
2013
On convex risk measures on \(L^{p}\)-spaces. Zbl 1168.91019
Kaina, M.; Rüschendorf, L.
58
2009
Generalized vector quasi-equilibrium problems. Zbl 1054.90068
Fu, Junyi
57
2000
Biconvex sets and optimization with biconvex functions: a survey and extensions. Zbl 1146.90495
Gorski, Jochen; Pfeuffer, Frank; Klamroth, Kathrin
55
2007
Tail dependence for elliptically contoured distributions. Zbl 1015.62052
Schmidt, Rafael
55
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.
54
1997
A projection method for a system of nonlinear monotone equations with convex constraints. Zbl 1126.90067
Wang, Chuanwei; Wang, Yiju; Xu, Chuanliang
52
2007
Some applications of impulse control in mathematical finance. Zbl 0942.91048
Korn, Ralf
50
1999
A new trust region method for nonlinear equations. Zbl 1043.65072
Zhang, Ju-liang; Wang, Yong
47
2003
A general framework for bounds for higher-dimensional orthogonal packing problems. Zbl 1076.90049
Fekete, Sándor P.; Schepers, Jörg
43
2004
Existence of equilibria for monotone multivalued mappings. Zbl 0930.90077
Oettli, Werner; Schläger, Dirk
42
1998
Extended and strongly extended well-posedness of set-valued optimization problems. Zbl 1018.49019
Huang, X. X.
41
2001
Efficient solution of interval optimization problem. Zbl 1258.49018
Bhurjee, A. K.; Panda, G.
41
2012
Inverse \(p\)-median problems with variable edge lengths. Zbl 1216.49032
Baroughi Bonab, Fahimeh; Burkard, Rainer E.; Gassner, Elisabeth
41
2011
Optimal investment under partial information. Zbl 1189.49053
Björk, Tomas; Davis, Mark H. A.; Landén, Camilla
40
2010
Second order necessary conditions in set constrained differentiable vector optimization. Zbl 1049.90083
Jiménez, Bienvenido; Novo, Vicente
40
2003
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
38
2006
Generalized vector quasi-equilibrium problems. Zbl 1114.90114
Li, S. J.; Teo, K. L.; Yang, X. Q.
38
2005
Two classes of merit functions for the second-order cone complementarity problem. Zbl 1162.90572
Chen, Jein-Shan
38
2006
Optimal portfolios for exponential Lévy processes. Zbl 1054.91038
Kallisen, Jan
37
2000
Mean-variance portfolio selection for a non-life insurance company. Zbl 1148.60040
Delong, Łukasz; Gerrard, Russell
37
2007
Time consistent dynamic risk measures. Zbl 1136.91471
Boda, Kang; Filar, Jerzy A.
36
2006
Stability in vector-valued and set-valued optimization. Zbl 1026.49011
Huang, X. X.
36
2000
Cooperation under interval uncertainty. Zbl 1159.91310
Alparslan-Gök, S. Zeynep; Miquel, Silvia; Tijs, Stef H.
36
2009
Concepts of efficiency for uncertain multi-objective optimization problems based on set order relations. Zbl 1302.90198
Ide, Jonas; Köbis, Elisabeth
35
2014
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
35
2011
On the entropic regularization method for solving min-max problems with applications. Zbl 0886.90133
Li, Xing-Si; Fang, Shu-Cherng
34
1997
A new technique for inconsistent QP problems in the SQP method. Zbl 0964.90062
Spellucci, P.
33
1998
The Myerson value for union stable structures. Zbl 1059.91006
Algaba, E.; Bilbao, J. M.; Borm, P.; López, J. J.
33
2001
Levitin-polyak well-posedness of vector equilibrium problems. Zbl 1190.90266
Li, S. J.; Li, M. H.
33
2009
On approximate efficiency in multiobjective programming. Zbl 1117.90063
Gutiérrez, C.; Jiménez, B.; Novo, V.
33
2006
A flexible approach to location problems. Zbl 1031.90009
Rodríguez-Chía, Antonio M.; Nickel, Stefan; Puerto, Justo; Fernández, Francisco R.
33
2000
Optimizing venture capital investments in a jump diffusion model. Zbl 1151.91049
Bayraktar, Erhan; Egami, Masahiko
32
2008
Portfolio optimization in stochastic markets. Zbl 1136.91409
Çakmak, U.; Özekici, S.
31
2006
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
On quadratic hedging in continuous time. Zbl 0977.91035
Pham, Huyên
31
2000
Generalized vector equilibrium problems with set-valued mappings. Zbl 1023.90057
Fu, Junyi; Wan, Anhua
30
2002
On the S-procedure and some variants. Zbl 1115.93025
Derinkuyu, Kürşad; Pınar, Mustafa Ç.
30
2006
Project scheduling with inventory constraints. Zbl 1064.90018
Neumann, Klaus; Schwindt, Christoph
29
2002
Systemic risk measures on general measurable spaces. Zbl 1371.91200
Kromer, E.; Overbeck, L.; Zilch, K.
29
2016
Differential and sensitivity properties of gap functions for vector variational inequalities. Zbl 1041.49012
Li, S. J.; Yan, Hong; Chen, G. Y.
29
2003
An inertial-like proximal algorithm for equilibrium problems. Zbl 06989576
Hieu, Dang Van
27
2018
Approximately solving multiobjective linear programmes in objective space and an application in radiotherapy treatment planning. Zbl 1211.90217
Shao, Lizhen; Ehrgott, Matthias
27
2008
Reward functionals, salvage values, and optimal stopping. Zbl 1018.60045
Alvarez, Luis H. R.
27
2001
On the quantification of nomination feasibility in stationary gas networks with random load. Zbl 1354.90031
Gotzes, Claudia; Heitsch, Holger; Henrion, René; Schultz, Rüdiger
27
2016
Stochastic differential portfolio games for an insurer in a jump-diffusion risk process. Zbl 1276.91095
Lin, Xiang; Zhang, Chunhong; Siu, Tak Kuen
27
2012
Games on lattices, multichoice games and the Shapley value: a new approach. Zbl 1154.91319
Grabisch, Michel; Lange, Fabien
26
2007
Batching identical jobs. Zbl 1023.90020
Baptiste, Philippe
26
2000
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.
26
1999
Ekeland’s \(\varepsilon\)-variational principle for set-valued mappings. Zbl 0936.49012
Chen, Guang Ya; Huang, X. X.
25
1998
Characterizations of super efficiency in cone-convexlike vector optimization with set-valued maps. Zbl 0930.90078
Rong, Wei Dong; Wu, Yu Nan
25
1998
On stochastic games in economics. Zbl 1149.91017
Nowak, Andrzej S.
25
2007
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
25
2016
Dual methods for probabilistic optimization problems. Zbl 1076.90038
Dentcheva, Darinka; Lai, Bogumila; Ruszczyński, Andrzej
25
2004
Panjer recursion versus FFT for compound distributions. Zbl 1205.91081
Embrechts, Paul; Frei, Marco
25
2009
Lagrangian conditions for vector optimization in Banach spaces. Zbl 1131.90053
Dutta, Joydeep; Tammer, Christiane
25
2006
Combinatorial integral approximation. Zbl 1220.90073
Sager, Sebastian; Jung, Michael; Kirches, Christian
24
2011
Reliability-based optimization of structural systems. Zbl 0896.90104
Gasser, Markus; Schuëller, Gerhart Iwo
24
1997
A unified approach to the existing three types of variational principles for vector valued functions. Zbl 0971.90079
Chen, G. Y.; Huang, X. X.
24
1998
Sufficient conditions to compute any solution of a quasivariational inequality via a variational inequality. Zbl 1365.49010
Aussel, Didier; Sagratella, Simone
24
2017
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
Optimality conditions in non-convex set-valued optimization. Zbl 1031.90032
Flores-Bazán, Fabián
24
2001
The position value for union stable systems. Zbl 1103.91310
Algaba, E.; Bilbao, J. M.; Borm, P.; López, J. J.
24
2000
A conditional gradient method with linear rate of convergence for solving convex linear systems. Zbl 1138.90440
Beck, Amir; Teboulle, Marc
24
2004
Optimal investment for a pension fund under inflation risk. Zbl 1189.93147
Zhang, Aihua; Ewald, Christian-Oliver
24
2010
Generalized light robustness and the trade-off between robustness and nominal quality. Zbl 1327.90326
Schöbel, Anita
23
2014
The \(k\)-partitioning problem. Zbl 0941.90029
Babel, Luitpold; Kellerer, Hans; Kotov, Vladimir
23
1998
The efficient frontier for bounded assets. Zbl 1103.91343
Best, Michael J.; Hlouskova, Jaroslava
23
2000
A family of Newton methods for nonsmooth constrained systems with nonisolated solutions. Zbl 1269.49046
Facchinei, Francisco; Fischer, Andreas; Herrich, Markus
23
2013
Polynomial complexity of an interior point algorithm with a second order corrector step for symmetric cone programming. Zbl 1229.90084
Zhang, Jian; Zhang, Kecun
23
2011
Characterizations of convex and quasiconvex set-valued maps. Zbl 1047.54012
Benoist, Joël; Popovici, Nicolae
23
2003
Cooperation and competition in inventory games. Zbl 1094.91005
Meca, Ana; García-Jurado, Ignacio; Borm, Peter
23
2003
Ideal equilibria in noncooperative multicriteria games. Zbl 1054.91009
Voorneveld, Mark; Grahn, Sofia; Dufwenberg, Martin
22
2000
Optimal investment and consumption models with non-linear stock dynamics. Zbl 0961.91016
Zariphopoulou, Thaleia
22
1999
Controlled Markov chains with risk-sensitive criteria: Average cost, optimality equations, and optimal solutions. Zbl 0953.93077
Cavazos-Cadena, Rolando; Fernández-Gaucherand, Emmanuel
22
1999
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
Worst-case scenario portfolio optimization: a new stochastic control approach. Zbl 1132.91469
Korn, Ralf; Menkens, Olaf
21
2005
Inverse \(k\)-centrum problem on trees with variable vertex weights. Zbl 1330.90120
Kien Trung Nguyen; Lam Quoc Anh
21
2015
Constrained Markov control processes in Borel spaces: the discounted case. Zbl 1032.90061
Hernández-Lerma, Onésimo; González-Hernández, Juan
21
2000
A non-cooperative approach to the cost spanning tree problem. Zbl 1076.90004
Bergantiños, Gustavo; Lorenzo, Leticia
21
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
Retailer’s optimal ordering policy under supplier credits. Zbl 1104.90007
Chang, Chun-Tao; Teng, Jinn-Tsair
21
2004
Tree-connected peer group situations and peer group games. Zbl 1052.91013
Brânzei, Rodica; Fragnelli, Vito; Tijs, Stef
20
2002
Packing small boxes into a big box. Zbl 1038.90066
Padberg, Manfred
20
2000
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
20
2004
Gap-free computation of Pareto-points by quadratic scalarizations. Zbl 1131.90054
Fliege, Jörg
20
2004
Risk-minimizing hedging strategies under restricted information: The case of stochastic volatility models observable only at discrete random times. Zbl 0998.91026
Frey, Rüdiger; Runggaldier, Wolfgang J.
20
1999
Markov decision processes with average-value-at-risk criteria. Zbl 1259.49035
Bäuerle, Nicole; Ott, Jonathan
20
2011
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
20
2016
A multilevel model of the European entry-exit gas market. Zbl 1415.90012
Grimm, Veronika; Schewe, Lars; Schmidt, Martin; Zöttl, Gregor
19
2019
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
2
2022
Strong convergence results for quasimonotone variational inequalities. Zbl 1498.65103
Alakoya, Timilehin O.; Mewomo, Oluwatosin T.; Shehu, Yekini
1
2022
Fast and reliable transient simulation and continuous optimization of large-scale gas networks. Zbl 07557395
Domschke, Pia; Kolb, Oliver; Lang, Jens
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
8
2021
A transformation-based discretization method for solving general semi-infinite optimization problems. Zbl 1462.90146
Schwientek, Jan; Seidel, Tobias; Küfer, Karl-Heinz
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
Minimizing spectral risk measures applied to Markov decision processes. Zbl 1479.90209
Bäuerle, Nicole; Glauner, Alexander
3
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
Optimal step length for the Newton method: case of self-concordant functions. Zbl 1483.90179
Hildebrand, Roland
2
2021
Interplay of non-convex quadratically constrained problems with adjustable robust optimization. Zbl 1462.90081
Bomze, Immanuel; Gabl, Markus
1
2021
Portfolio selection with drawdown constraint on consumption: a generalization model. Zbl 1468.91136
Jeon, Junkee; Park, Kyunghyun
1
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.
1
2021
Relative utility bounds for empirically optimal portfolios. Zbl 1468.91146
Rokhlin, Dmitry B.
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
New axiomatizations of the Owen value. Zbl 1476.91015
Hu, Xun-Feng
1
2021
Chance-constrained games with mixture distributions. Zbl 1480.91009
Peng, Shen; Yadav, Navnit; Lisser, Abdel; Singh, Vikas Vikram
1
2021
Characterization of set relations through extensions of the oriented distance. Zbl 1436.49024
Jiménez, B.; Novo, V.; Vílchez, A.
10
2020
The Douglas-Rachford algorithm for convex and nonconvex feasibility problems. Zbl 1435.65090
Aragón Artacho, Francisco J.; Campoy, Rubén; Tam, Matthew K.
8
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
7
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
5
2020
A finite horizon optimal switching problem with memory and application to controlled SDDEs. Zbl 1448.49040
Perninge, Magnus
4
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
4
2020
Optimal dividends and capital injection under dividend restrictions. Zbl 1454.91200
Lindensjö, Kristoffer; Lindskog, Filip
4
2020
Semi-discrete optimal transport: a solution procedure for the unsquared Euclidean distance case. Zbl 1457.65014
Hartmann, Valentin; Schuhmacher, Dominic
3
2020
A Mckean-Vlasov approach to distributed electricity generation development. Zbl 1443.91216
Aïd, René; Basei, Matteo; Pham, Huyên
2
2020
An inexact primal-dual algorithm for semi-infinite programming. Zbl 1447.90068
Wei, Bo; Haskell, William B.; Zhao, Sixiang
2
2020
Multi-criteria decision making via multivariate quantiles. Zbl 1435.90126
Kostner, Daniel
2
2020
Ekeland’s variational principle with weighted set order relations. Zbl 1435.49005
Ansari, Qamrul Hasan; Hamel, Andreas H.; Sharma, Pradeep Kumar
2
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
2
2020
On weak conjugacy, augmented Lagrangians and duality in nonconvex optimization. Zbl 1497.90161
Yalcin, Gulcin Dinc; Kasimbeyli, Refail
2
2020
Discrete-time control with non-constant discount factor. Zbl 1454.93153
Jasso-Fuentes, Héctor; Menaldi, José-Luis; Prieto-Rumeau, Tomás
2
2020
On computation of optimal strategies in oligopolistic markets respecting the cost of change. Zbl 1454.90097
Outrata, Jiří V.; Valdman, Jan
2
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
1
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
1
2020
A class of linear quadratic dynamic optimization problems with state dependent constraints. Zbl 1440.90085
Singh, Rajani; Wiszniewska-Matyszkiel, Agnieszka
1
2020
Convergence properties of a class of exact penalty methods for semi-infinite optimization problems. Zbl 1447.90067
Ju, Jiachen; Liu, Qian
1
2020
An asymptotically optimal strategy for constrained multi-armed bandit problems. Zbl 1447.90022
Chang, Hyeong Soo
1
2020
Some results on optimal stopping under phase-type distributed implementation delay. Zbl 1453.60092
Lempa, Jukka
1
2020
Qualitative robustness of set-valued value-at-risk. Zbl 1440.90064
Crespi, Giovanni Paolo; Mastrogiacomo, Elisa
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
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
1
2020
Min max min robust (relative) regret combinatorial optimization. Zbl 1454.90072
Crema, Alejandro
1
2020
Solutions for subset sum problems with special digraph constraints. Zbl 1454.90075
Gurski, Frank; Komander, Dominique; Rehs, Carolin
1
2020
Robust best choice problem. Zbl 1469.60124
Obradović, Lazar
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 multilevel model of the European entry-exit gas market. Zbl 1415.90012
Grimm, Veronika; Schewe, Lars; Schmidt, Martin; Zöttl, Gregor
19
2019
Equilibrium formulations of relative optimization problems. Zbl 1421.90147
Konnov, I. V.
6
2019
Optimal price management in retail energy markets: an impulse control problem with asymptotic estimates. Zbl 1417.91209
Basei, Matteo
5
2019
Solutions for the knapsack problem with conflict and forcing graphs of bounded clique-width. Zbl 1416.05268
Gurski, Frank; Rehs, Carolin
5
2019
Computation of weighted sums of rewards for concurrent MDPs. Zbl 1411.90353
Buchholz, Peter; Scheftelowitsch, Dimitri
5
2019
Accelerated first-order methods for large-scale convex optimization: nearly optimal complexity under strong convexity. Zbl 1426.90196
Ahookhosh, Masoud
4
2019
Optimal mean-variance investment/reinsurance with common shock in a regime-switching market. Zbl 1429.62459
Bi, Junna; Liang, Zhibin; Yuen, Kam Chuen
4
2019
Optimal investment for insurance company with exponential utility and wealth-dependent risk aversion coefficient. Zbl 1411.91277
Delong, Łukasz
4
2019
Algorithms for non-linear and stochastic resource constrained shortest path. Zbl 1415.90020
Parmentier, Axel
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
Optimal exchange rates management using stochastic impulse control for geometric Lévy processes. Zbl 1410.91349
Wu, Jinbiao
2
2019
On \(f\)-domination: polyhedral and algorithmic results. Zbl 1419.05166
Dell’Amico, Mauro; Neto, José
2
2019
Full-information best choice game with hint. Zbl 1433.91040
Skarupski, Marek
2
2019
Optimal control of electricity input given an uncertain demand. Zbl 1471.93278
Göttlich, Simone; Korn, Ralf; Lux, Kerstin
2
2019
Responsibility and sharing the cost of cleaning a polluted river. Zbl 1411.91444
Sun, Panfei; Hou, Dongshuang; Sun, Hao
2
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.
1
2019
Implementation of optimal schedules in outsourcing with identical suppliers. Zbl 1420.90030
Hamers, Herbert; Klijn, Flip; Slikker, Marco
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
Nonconcave robust optimization with discrete strategies under Knightian uncertainty. Zbl 1440.91035
Neufeld, Ariel; Šikić, Mario
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
Martingale optimal transport in the discrete case via simple linear programming techniques. Zbl 1435.49010
Bäuerle, Nicole; Schmithals, Daniel
1
2019
Management of a hydropower system via convex duality. Zbl 1410.93146
Dahl, Kristina Rognlien
1
2019
An inertial-like proximal algorithm for equilibrium problems. Zbl 06989576
Hieu, Dang Van
27
2018
Optimal mean-variance investment and reinsurance problem for an insurer with stochastic volatility. Zbl 1417.91285
Sun, Zhongyang; Guo, Junyi
14
2018
On the complexity of inverse convex ordered 1-median problem on the plane and on tree networks. Zbl 1406.90071
Nguyen, Kien Trung; Nguyen-Thu, Huong; Hung, Nguyen Thanh
8
2018
Inventory control and pricing for perishable products under age and price dependent stochastic demand. Zbl 1406.90010
Kaya, Onur; Ghahroodi, Sajjad Rahimi
6
2018
Delay analysis of a two-class batch-service queue with class-dependent variable server capacity. Zbl 1406.90024
Baetens, Jens; Steyaert, Bart; Claeys, Dieter; Bruneel, Herwig
6
2018
Reverse selective obnoxious center location problems on tree graphs. Zbl 1391.90372
Etemad, Roghayeh; Alizadeh, Behrooz
6
2018
A set optimization approach to zero-sum matrix games with multi-dimensional payoffs. Zbl 1418.91021
Hamel, Andreas H.; Löhne, Andreas
5
2018
An exact solution to a robust portfolio choice problem with multiple risk measures under ambiguous distribution. Zbl 1388.91139
Kang, Zhilin; Li, Zhongfei
5
2018
Analysis of an M/G/\(1\) queue with vacations and multiple phases of operation. Zbl 1388.90041
Li, Jianjun; Liu, Liwei; Jiang, Tao
5
2018
Risk measurement and risk-averse control of partially observable discrete-time Markov systems. Zbl 1407.90335
Fan, Jingnan; Ruszczyński, Andrzej
4
2018
Risk management with multiple VaR constraints. Zbl 1418.91456
Chen, An; Nguyen, Thai; Stadje, Mitja
4
2018
A primal-dual augmented Lagrangian penalty-interior-point filter line search algorithm. Zbl 1394.49025
Kuhlmann, Renke; Büskens, Christof
4
2018
Endogenous reference points in bargaining. Zbl 1418.91221
Karagözoğlu, Emin; Keskin, Kerim
3
2018
Reduction of nonanticipativity constraints in multistage stochastic programming problems with endogenous and exogenous uncertainty. Zbl 1402.90105
Hooshmand, F.; MirHassani, S. A.
3
2018
An \(\mathrm{M}/\mathrm{PH}/K\) queue with constant impatient time. Zbl 1382.60116
He, Qi-Ming; Zhang, Hao; Ye, Qingqing
3
2018
A new look at a smart polling model. Zbl 1404.60138
Fralix, Brian
2
2018
A limited-feedback approximation scheme for optimal switching problems with execution delays. Zbl 1395.93579
Perninge, Magnus
2
2018
On solving mutual liability problems. Zbl 1410.91310
Groote Schaarsberg, Mirjam; Reijnierse, Hans; Borm, Peter
2
2018
The double pivot simplex method. Zbl 1390.90387
Vitor, Fabio; Easton, Todd
2
2018
No-arbitrage and optimal investment with possibly non-concave utilities: a measure theoretical approach. Zbl 1417.91440
Blanchard, Romain; Carassus, Laurence; Rásonyi, Miklós
1
2018
An investment model with switching costs and the option to abandon. Zbl 1411.91611
Zervos, Mihail; Oliveira, Carlos; Duckworth, Kate
1
2018
Variants of the \(\varepsilon\)-constraint method for biobjective integer programming problems: application to \(p\)-median-cover problems. Zbl 1397.90353
Sáez-Aguado, Jesús; Trandafir, Paula Camelia
1
2018
Non-linear filtering and optimal investment under partial information for stochastic volatility models. Zbl 1410.91419
Ibrahim, Dalia; Abergel, Frédéric
1
2018
Sufficient conditions to compute any solution of a quasivariational inequality via a variational inequality. Zbl 1365.49010
Aussel, Didier; Sagratella, Simone
24
2017
Robust optimal investment and reinsurance problem for a general insurance company under Heston model. Zbl 1414.91203
Huang, Ya; Yang, Xiangqun; Zhou, Jieming
17
2017
Optimality conditions in optimization problems with convex feasible set using convexificators. Zbl 1407.90253
Kabgani, Alireza; Soleimani-damaneh, Majid; Zamani, Moslem
12
2017
Computing all solutions of linear generalized Nash equilibrium problems. Zbl 1414.91012
Dreves, Axel
11
2017
Proposing a method for fixed cost allocation using DEA based on the efficiency invariance and common set of weights principles. Zbl 1414.91252
Jahanshahloo, Gholam Reza; Sadeghi, Jafar; Khodabakhshi, Mohammad
10
2017
Optimal mean-variance asset-liability management with stochastic interest rates and inflation risks. Zbl 1411.91524
Pan, Jian; Xiao, Qingxian
9
2017
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Cited by 8,234 Authors

68 Ceng, Lu-Chuan
57 Yao, Jen-Chih
50 Guo, Xianping
45 Huang, Nan-Jing
43 Puerto Albandoz, Justo
36 Novo-Sanjurjo, Vicente
30 Wen, Chingfeng
29 Ansari, Qamrul Hasan
29 Kumam, Poom
28 Schmidt, Martin
27 Phan Quôc Khánh
27 Yang, Xinmin
26 Li, Zhongfei
26 Van den Brink, René
25 Gutiérrez, César
25 Hernández-Lerma, Onésimo
24 Borm, Peter E. M.
24 Li, Shengjie
24 Tijs, Stef H.
23 Cavazos-Cadena, Rolando
23 Rodriguez-Chia, Antonio M.
22 Ke, Jauchuan
22 Lin, Lai-Jiu
22 Peng, Jianwen
22 Tammer, Christiane
22 Van Ackooij, Wim
22 Zeng, Yan
21 Alizadeh, Behrooz
21 Jiménez, Bienvenido
21 Wei, Qingda
20 Chen, Jein-Shan
19 Chen, Zhiping
19 Cho, Yeol Je
19 Lalitha, C. S.
19 Teo, Kok Lay
18 Bäuerle, Nicole
18 Grabisch, Michel
18 Liang, Zhibin
18 Minjárez-Sosa, J. Adolfo
18 Nguyen, Kien Trung
18 Pham Huu Sach
17 Bergantiños, Gustavo
17 Durea, Marius
17 Rodriguez Marin, Luis
17 Wagler, Annegret Katrin
17 Zhang, Yi
16 Cai, Gang
16 Han, Yu
16 Liu, Sanyang
16 Nowak, Andrzej S.
16 Panda, Geetanjali
16 Perry, David
16 Scheithauer, Guntram
16 Schewe, Lars
16 Yang, Xiaoqi
15 Fang, Shu-Cherng
15 Gong, Xunhua
15 Li, Danping
15 Nickel, Stefan
15 Piunovskiĭ, Alekseĭ Borisovich
15 Sama, Miguel
15 Sánchez-Soriano, Joaquín
15 Shehu, Yekini
15 Wan, Zhongping
15 Yuan, Gonglin
14 Alparslan Gök, Sırma Zeynep
14 Branzei, Rodica M.
14 Fang, Yaping
14 Fiestras-Janeiro, María Gloria
14 Jaśkiewicz, Anna
14 Klamroth, Kathrin
14 Latif, Abdul
14 Liu, Hongwei
14 Löhne, Andreas
14 Mosquera, Manuel A.
14 Prieto-Rumeau, Tomás
14 Rudloff, Birgit
14 Sagratella, Simone
14 Schöbel, Anita
14 Yuen, Kam Chuen
14 Zhang, Liwei
14 Zhao, Hui
13 Avrachenkov, Konstantin Evgen’evich
13 Baroughi, Fahimeh
13 Cruz Suárez, Hugo Adán
13 Fischer, Andreas
13 Forsyth, Peter A.
13 Hamers, Herbert
13 Huang, Zheng-Hai
13 Jasso-Fuentes, Héctor
13 Koshmanenko, Volodymyr Dmytrovych
13 Liang, Zongxia
13 Llorca, Natividad
13 Qiu, Jinghui
13 Rong, Ximin
13 Shen, Yang
13 Solal, Philippe
13 Yu, Guolin
13 Zafarani, Jafar
13 Zhang, Weiguo
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Cited in 509 Journals

459 European Journal of Operational Research
272 Journal of Optimization Theory and Applications
271 Mathematical Methods of Operations Research
227 Optimization
184 Annals of Operations Research
182 Journal of Global Optimization
151 Insurance Mathematics & Economics
133 Operations Research Letters
131 Computers & Operations Research
114 Journal of Mathematical Analysis and Applications
104 Journal of Industrial and Management Optimization
103 Optimization Letters
99 Mathematical Programming. Series A. Series B
97 Computational Optimization and Applications
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86 Applied Mathematics and Computation
85 Top
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75 Queueing Systems
74 Discrete Applied Mathematics
62 Applied Mathematics and Optimization
61 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
47 SIAM Journal on Optimization
47 Journal of Scheduling
46 Journal of Applied Probability
46 Mathematical Problems in Engineering
45 Numerical Functional Analysis and Optimization
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44 Fixed Point Theory and Applications
43 Optimization Methods & Software
42 Applied Mathematical Modelling
42 International Journal of Theoretical and Applied Finance
40 Finance and Stochastics
40 Positivity
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39 SIAM Journal on Control and Optimization
39 Optimization and Engineering
37 Computers & Mathematics with Applications
36 International Journal of Game Theory
36 Operations Research
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35 Communications in Statistics. Theory and Methods
35 Scandinavian Actuarial Journal
34 Advances in Applied Probability
34 OR Spectrum
33 Mathematical Social Sciences
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32 CEJOR. Central European Journal of Operations Research
31 The Annals of Applied Probability
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31 Computational and Applied Mathematics
31 INFORMS Journal on Computing
30 Probability in the Engineering and Informational Sciences
30 Set-Valued and Variational Analysis
29 Opsearch
29 Acta Mathematicae Applicatae Sinica. English Series
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28 Kybernetika
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27 Methodology and Computing in Applied Probability
27 4OR
27 Mathematics and Financial Economics
26 Theoretical Computer Science
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22 Statistics & Probability Letters
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22 Discrete Dynamics in Nature and Society
22 RAIRO. Operations Research
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19 Computer Methods in Applied Mechanics and Engineering
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18 Fuzzy Sets and Systems
17 Applicable Analysis
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17 ASTIN Bulletin
17 Thai Journal of Mathematics
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