## 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.
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### Latest Issues

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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)

### 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
2008
Steepest descent methods for multicriteria optimization. Zbl 1054.90067
Fliege, Jörg; Svaiter, Benar Fux
2000
Contingent epiderivatives and set-valued optimization. Zbl 0889.90123
Jahn, Johannes; Rauh, Rüdiger
1997
Optimality conditions for set-valued optimization problems. Zbl 0927.90095
Chen, Guang Ya; Jahn, Johannes
1998
Benchmark and mean-variance problems for insurers. Zbl 1101.93081
Bäuerle, Nicole
2005
Optimal risk and dividend distribution control models for an insurance company. Zbl 0947.91043
Taksar, Michael I.
2000
Dynamic mean-variance problem with constrained risk control for the insurers. Zbl 1156.93037
Bai, Lihua; Zhang, Huayue
2008
A generalization of vectorial equilibria. Zbl 0889.90155
Ansari, Q. H.; Oettli, W.; Schläger, D.
1997
A note on generalized inverses. Zbl 1281.60014
Embrechts, Paul; Hofert, Marius
2013
On convex risk measures on $$L^{p}$$-spaces. Zbl 1168.91019
Kaina, M.; Rüschendorf, L.
2009
Generalized vector quasi-equilibrium problems. Zbl 1054.90068
Fu, Junyi
2000
Biconvex sets and optimization with biconvex functions: a survey and extensions. Zbl 1146.90495
Gorski, Jochen; Pfeuffer, Frank; Klamroth, Kathrin
2007
Tail dependence for elliptically contoured distributions. Zbl 1015.62052
Schmidt, Rafael
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.
1997
A projection method for a system of nonlinear monotone equations with convex constraints. Zbl 1126.90067
Wang, Chuanwei; Wang, Yiju; Xu, Chuanliang
2007
Some applications of impulse control in mathematical finance. Zbl 0942.91048
Korn, Ralf
1999
A new trust region method for nonlinear equations. Zbl 1043.65072
Zhang, Ju-liang; Wang, Yong
2003
A general framework for bounds for higher-dimensional orthogonal packing problems. Zbl 1076.90049
Fekete, Sándor P.; Schepers, Jörg
2004
Existence of equilibria for monotone multivalued mappings. Zbl 0930.90077
Oettli, Werner; Schläger, Dirk
1998
Extended and strongly extended well-posedness of set-valued optimization problems. Zbl 1018.49019
Huang, X. X.
2001
Efficient solution of interval optimization problem. Zbl 1258.49018
Bhurjee, A. K.; Panda, G.
2012
Inverse $$p$$-median problems with variable edge lengths. Zbl 1216.49032
Baroughi Bonab, Fahimeh; Burkard, Rainer E.; Gassner, Elisabeth
2011
Optimal investment under partial information. Zbl 1189.49053
Björk, Tomas; Davis, Mark H. A.; Landén, Camilla
2010
Second order necessary conditions in set constrained differentiable vector optimization. Zbl 1049.90083
Jiménez, Bienvenido; Novo, Vicente
2003
Inference of statistical bounds for multistage stochastic programming problems. Zbl 1116.90384
Shapiro, Alexander
2003
First-order optimality conditions in set-valued optimization. Zbl 1103.90089
Crespi, Giovanni P.; Ginchev, Ivan; Rocca, Matteo
2006
Generalized vector quasi-equilibrium problems. Zbl 1114.90114
Li, S. J.; Teo, K. L.; Yang, X. Q.
2005
Two classes of merit functions for the second-order cone complementarity problem. Zbl 1162.90572
Chen, Jein-Shan
2006
Optimal portfolios for exponential Lévy processes. Zbl 1054.91038
Kallisen, Jan
2000
Mean-variance portfolio selection for a non-life insurance company. Zbl 1148.60040
Delong, Łukasz; Gerrard, Russell
2007
Time consistent dynamic risk measures. Zbl 1136.91471
Boda, Kang; Filar, Jerzy A.
2006
Stability in vector-valued and set-valued optimization. Zbl 1026.49011
Huang, X. X.
2000
Cooperation under interval uncertainty. Zbl 1159.91310
Alparslan-Gök, S. Zeynep; Miquel, Silvia; Tijs, Stef H.
2009
Concepts of efficiency for uncertain multi-objective optimization problems based on set order relations. Zbl 1302.90198
Ide, Jonas; Köbis, Elisabeth
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
2011
On the entropic regularization method for solving min-max problems with applications. Zbl 0886.90133
Li, Xing-Si; Fang, Shu-Cherng
1997
A new technique for inconsistent QP problems in the SQP method. Zbl 0964.90062
Spellucci, P.
1998
The Myerson value for union stable structures. Zbl 1059.91006
Algaba, E.; Bilbao, J. M.; Borm, P.; López, J. J.
2001
Levitin-polyak well-posedness of vector equilibrium problems. Zbl 1190.90266
Li, S. J.; Li, M. H.
2009
On approximate efficiency in multiobjective programming. Zbl 1117.90063
Gutiérrez, C.; Jiménez, B.; Novo, V.
2006
A flexible approach to location problems. Zbl 1031.90009
Rodríguez-Chía, Antonio M.; Nickel, Stefan; Puerto, Justo; Fernández, Francisco R.
2000
Optimizing venture capital investments in a jump diffusion model. Zbl 1151.91049
Bayraktar, Erhan; Egami, Masahiko
2008
Portfolio optimization in stochastic markets. Zbl 1136.91409
Çakmak, U.; Özekici, S.
2006
Well-posedness and convexity in vector optimization. Zbl 1083.90036
Miglierina, E.; Molho, E.
2003
Vector network equilibrium problems and nonlinear scalarization methods. Zbl 0939.90014
Chen, G. Y.; Goh, C. J.; Yang, X. Q.
1999
On quadratic hedging in continuous time. Zbl 0977.91035
Pham, Huyên
2000
Generalized vector equilibrium problems with set-valued mappings. Zbl 1023.90057
Fu, Junyi; Wan, Anhua
2002
On the S-procedure and some variants. Zbl 1115.93025
2006
Project scheduling with inventory constraints. Zbl 1064.90018
Neumann, Klaus; Schwindt, Christoph
2002
Systemic risk measures on general measurable spaces. Zbl 1371.91200
Kromer, E.; Overbeck, L.; Zilch, K.
2016
Differential and sensitivity properties of gap functions for vector variational inequalities. Zbl 1041.49012
Li, S. J.; Yan, Hong; Chen, G. Y.
2003
An inertial-like proximal algorithm for equilibrium problems. Zbl 06989576
Hieu, Dang Van
2018
Approximately solving multiobjective linear programmes in objective space and an application in radiotherapy treatment planning. Zbl 1211.90217
Shao, Lizhen; Ehrgott, Matthias
2008
Reward functionals, salvage values, and optimal stopping. Zbl 1018.60045
Alvarez, Luis H. R.
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
2016
Stochastic differential portfolio games for an insurer in a jump-diffusion risk process. Zbl 1276.91095
Lin, Xiang; Zhang, Chunhong; Siu, Tak Kuen
2012
Games on lattices, multichoice games and the Shapley value: a new approach. Zbl 1154.91319
Grabisch, Michel; Lange, Fabien
2007
Batching identical jobs. Zbl 1023.90020
Baptiste, Philippe
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.
1999
Ekeland’s $$\varepsilon$$-variational principle for set-valued mappings. Zbl 0936.49012
Chen, Guang Ya; Huang, X. X.
1998
Characterizations of super efficiency in cone-convexlike vector optimization with set-valued maps. Zbl 0930.90078
Rong, Wei Dong; Wu, Yu Nan
1998
On stochastic games in economics. Zbl 1149.91017
Nowak, Andrzej S.
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
2016
Dual methods for probabilistic optimization problems. Zbl 1076.90038
Dentcheva, Darinka; Lai, Bogumila; Ruszczyński, Andrzej
2004
Panjer recursion versus FFT for compound distributions. Zbl 1205.91081
Embrechts, Paul; Frei, Marco
2009
Lagrangian conditions for vector optimization in Banach spaces. Zbl 1131.90053
Dutta, Joydeep; Tammer, Christiane
2006
Combinatorial integral approximation. Zbl 1220.90073
Sager, Sebastian; Jung, Michael; Kirches, Christian
2011
Reliability-based optimization of structural systems. Zbl 0896.90104
Gasser, Markus; Schuëller, Gerhart Iwo
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.
1998
Sufficient conditions to compute any solution of a quasivariational inequality via a variational inequality. Zbl 1365.49010
Aussel, Didier; Sagratella, Simone
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.
2003
Optimality conditions in non-convex set-valued optimization. Zbl 1031.90032
Flores-Bazán, Fabián
2001
The position value for union stable systems. Zbl 1103.91310
Algaba, E.; Bilbao, J. M.; Borm, P.; López, J. J.
2000
A conditional gradient method with linear rate of convergence for solving convex linear systems. Zbl 1138.90440
Beck, Amir; Teboulle, Marc
2004
Optimal investment for a pension fund under inflation risk. Zbl 1189.93147
Zhang, Aihua; Ewald, Christian-Oliver
2010
Generalized light robustness and the trade-off between robustness and nominal quality. Zbl 1327.90326
Schöbel, Anita
2014
The $$k$$-partitioning problem. Zbl 0941.90029
Babel, Luitpold; Kellerer, Hans; Kotov, Vladimir
1998
The efficient frontier for bounded assets. Zbl 1103.91343
Best, Michael J.; Hlouskova, Jaroslava
2000
A family of Newton methods for nonsmooth constrained systems with nonisolated solutions. Zbl 1269.49046
Facchinei, Francisco; Fischer, Andreas; Herrich, Markus
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
2011
Characterizations of convex and quasiconvex set-valued maps. Zbl 1047.54012
Benoist, Joël; Popovici, Nicolae
2003
Cooperation and competition in inventory games. Zbl 1094.91005
Meca, Ana; García-Jurado, Ignacio; Borm, Peter
2003
Ideal equilibria in noncooperative multicriteria games. Zbl 1054.91009
Voorneveld, Mark; Grahn, Sofia; Dufwenberg, Martin
2000
Optimal investment and consumption models with non-linear stock dynamics. Zbl 0961.91016
Zariphopoulou, Thaleia
1999
Controlled Markov chains with risk-sensitive criteria: Average cost, optimality equations, and optimal solutions. Zbl 0953.93077
1999
On probabilistic constraints induced by rectangular sets and multivariate normal distributions. Zbl 1198.90309
Van Ackooij, Wim; Henrion, René; Möller, Andris; Zorgati, Riadh
2010
Worst-case scenario portfolio optimization: a new stochastic control approach. Zbl 1132.91469
Korn, Ralf; Menkens, Olaf
2005
Inverse $$k$$-centrum problem on trees with variable vertex weights. Zbl 1330.90120
Kien Trung Nguyen; Lam Quoc Anh
2015
Constrained Markov control processes in Borel spaces: the discounted case. Zbl 1032.90061
Hernández-Lerma, Onésimo; González-Hernández, Juan
2000
A non-cooperative approach to the cost spanning tree problem. Zbl 1076.90004
Bergantiños, Gustavo; Lorenzo, Leticia
2004
Locating a maximally complementary solution of the monotone NCP by using non-interior-point smoothing algorithms. Zbl 1066.90127
Huang, Zheng-Hai
2005
Retailer’s optimal ordering policy under supplier credits. Zbl 1104.90007
Chang, Chun-Tao; Teng, Jinn-Tsair
2004
Tree-connected peer group situations and peer group games. Zbl 1052.91013
Brânzei, Rodica; Fragnelli, Vito; Tijs, Stef
2002
Packing small boxes into a big box. Zbl 1038.90066
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
2004
Gap-free computation of Pareto-points by quadratic scalarizations. Zbl 1131.90054
Fliege, Jörg
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.
1999
Markov decision processes with average-value-at-risk criteria. Zbl 1259.49035
Bäuerle, Nicole; Ott, Jonathan
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
2016
A multilevel model of the European entry-exit gas market. Zbl 1415.90012
Grimm, Veronika; Schewe, Lars; Schmidt, Martin; Zöttl, Gregor
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
2022
Strong convergence results for quasimonotone variational inequalities. Zbl 1498.65103
Alakoya, Timilehin O.; Mewomo, Oluwatosin T.; Shehu, Yekini
2022
Fast and reliable transient simulation and continuous optimization of large-scale gas networks. Zbl 07557395
Domschke, Pia; Kolb, Oliver; Lang, Jens
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
2021
A transformation-based discretization method for solving general semi-infinite optimization problems. Zbl 1462.90146
Schwientek, Jan; Seidel, Tobias; Küfer, Karl-Heinz
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
2021
Minimizing spectral risk measures applied to Markov decision processes. Zbl 1479.90209
Bäuerle, Nicole; Glauner, Alexander
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
2021
Optimal step length for the Newton method: case of self-concordant functions. Zbl 1483.90179
Hildebrand, Roland
2021
Interplay of non-convex quadratically constrained problems with adjustable robust optimization. Zbl 1462.90081
Bomze, Immanuel; Gabl, Markus
2021
Portfolio selection with drawdown constraint on consumption: a generalization model. Zbl 1468.91136
Jeon, Junkee; Park, Kyunghyun
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.
2021
Relative utility bounds for empirically optimal portfolios. Zbl 1468.91146
Rokhlin, Dmitry B.
2021
A time consistent dynamic bargaining procedure in differential games with heterogeneous discounting. Zbl 1471.91042
Castañer, Anna; Marín-Solano, Jesús; Ribas, Carmen
2021
New axiomatizations of the Owen value. Zbl 1476.91015
Hu, Xun-Feng
2021
Chance-constrained games with mixture distributions. Zbl 1480.91009
Peng, Shen; Yadav, Navnit; Lisser, Abdel; Singh, Vikas Vikram
2021
Characterization of set relations through extensions of the oriented distance. Zbl 1436.49024
Jiménez, B.; Novo, V.; Vílchez, A.
2020
The Douglas-Rachford algorithm for convex and nonconvex feasibility problems. Zbl 1435.65090
Aragón Artacho, Francisco J.; Campoy, Rubén; Tam, Matthew K.
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
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
2020
A finite horizon optimal switching problem with memory and application to controlled SDDEs. Zbl 1448.49040
Perninge, Magnus
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
2020
Optimal dividends and capital injection under dividend restrictions. Zbl 1454.91200
Lindensjö, Kristoffer; Lindskog, Filip
2020
Semi-discrete optimal transport: a solution procedure for the unsquared Euclidean distance case. Zbl 1457.65014
Hartmann, Valentin; Schuhmacher, Dominic
2020
A Mckean-Vlasov approach to distributed electricity generation development. Zbl 1443.91216
Aïd, René; Basei, Matteo; Pham, Huyên
2020
An inexact primal-dual algorithm for semi-infinite programming. Zbl 1447.90068
Wei, Bo; Haskell, William B.; Zhao, Sixiang
2020
Multi-criteria decision making via multivariate quantiles. Zbl 1435.90126
Kostner, Daniel
2020
Ekeland’s variational principle with weighted set order relations. Zbl 1435.49005
Ansari, Qamrul Hasan; Hamel, Andreas H.; Sharma, Pradeep Kumar
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
2020
On weak conjugacy, augmented Lagrangians and duality in nonconvex optimization. Zbl 1497.90161
Yalcin, Gulcin Dinc; Kasimbeyli, Refail
2020
Discrete-time control with non-constant discount factor. Zbl 1454.93153
Jasso-Fuentes, Héctor; Menaldi, José-Luis; Prieto-Rumeau, Tomás
2020
On computation of optimal strategies in oligopolistic markets respecting the cost of change. Zbl 1454.90097
Outrata, Jiří V.; Valdman, Jan
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
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
2020
A class of linear quadratic dynamic optimization problems with state dependent constraints. Zbl 1440.90085
Singh, Rajani; Wiszniewska-Matyszkiel, Agnieszka
2020
Convergence properties of a class of exact penalty methods for semi-infinite optimization problems. Zbl 1447.90067
Ju, Jiachen; Liu, Qian
2020
An asymptotically optimal strategy for constrained multi-armed bandit problems. Zbl 1447.90022
Chang, Hyeong Soo
2020
Some results on optimal stopping under phase-type distributed implementation delay. Zbl 1453.60092
Lempa, Jukka
2020
Qualitative robustness of set-valued value-at-risk. Zbl 1440.90064
Crespi, Giovanni Paolo; Mastrogiacomo, Elisa
2020
Statistical properties of estimators for the log-optimal portfolio. Zbl 1454.91219
Frahm, Gabriel
2020
Continuity and monotonicity of solutions to a greedy maximization problem. Zbl 1487.90622
Kruk, Łukasz
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
2020
Min max min robust (relative) regret combinatorial optimization. Zbl 1454.90072
Crema, Alejandro
2020
Solutions for subset sum problems with special digraph constraints. Zbl 1454.90075
Gurski, Frank; Komander, Dominique; Rehs, Carolin
2020
Robust best choice problem. Zbl 1469.60124
2020
The residual time approach for $$(Q, r)$$ model under perishability, general lead times, and lost sales. Zbl 1456.90008
Barron, Yonit; Baron, Opher
2020
A multilevel model of the European entry-exit gas market. Zbl 1415.90012
Grimm, Veronika; Schewe, Lars; Schmidt, Martin; Zöttl, Gregor
2019
Equilibrium formulations of relative optimization problems. Zbl 1421.90147
Konnov, I. V.
2019
Optimal price management in retail energy markets: an impulse control problem with asymptotic estimates. Zbl 1417.91209
Basei, Matteo
2019
Solutions for the knapsack problem with conflict and forcing graphs of bounded clique-width. Zbl 1416.05268
Gurski, Frank; Rehs, Carolin
2019
Computation of weighted sums of rewards for concurrent MDPs. Zbl 1411.90353
Buchholz, Peter; Scheftelowitsch, Dimitri
2019
Accelerated first-order methods for large-scale convex optimization: nearly optimal complexity under strong convexity. Zbl 1426.90196
Ahookhosh, Masoud
2019
Optimal mean-variance investment/reinsurance with common shock in a regime-switching market. Zbl 1429.62459
Bi, Junna; Liang, Zhibin; Yuen, Kam Chuen
2019
Optimal investment for insurance company with exponential utility and wealth-dependent risk aversion coefficient. Zbl 1411.91277
Delong, Łukasz
2019
Algorithms for non-linear and stochastic resource constrained shortest path. Zbl 1415.90020
Parmentier, Axel
2019
Dynamic systemic risk measures for bounded discrete time processes. Zbl 1426.91307
Kromer, E.; Overbeck, L.; Zilch, K.
2019
A simple construction of complete single-peaked domains by recursive tiling. Zbl 1435.91086
Zhan, Ping
2019
Optimal exchange rates management using stochastic impulse control for geometric Lévy processes. Zbl 1410.91349
Wu, Jinbiao
2019
On $$f$$-domination: polyhedral and algorithmic results. Zbl 1419.05166
Dell&rsquo;Amico, Mauro; Neto, José
2019
Full-information best choice game with hint. Zbl 1433.91040
Skarupski, Marek
2019
Optimal control of electricity input given an uncertain demand. Zbl 1471.93278
Göttlich, Simone; Korn, Ralf; Lux, Kerstin
2019
Responsibility and sharing the cost of cleaning a polluted river. Zbl 1411.91444
Sun, Panfei; Hou, Dongshuang; Sun, Hao
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.
2019
Implementation of optimal schedules in outsourcing with identical suppliers. Zbl 1420.90030
Hamers, Herbert; Klijn, Flip; Slikker, Marco
2019
Complexity results on planar multifacility location problems with forbidden regions. Zbl 1423.90132
Maier, Andrea; Hamacher, Horst W.
2019
The sparsest solution of the union of finite polytopes via its nonconvex relaxation. Zbl 1425.90081
You, Guowei; Huang, Zheng-Hai; Wang, Yong
2019
Nonconcave robust optimization with discrete strategies under Knightian uncertainty. Zbl 1440.91035
Neufeld, Ariel; Šikić, Mario
2019
Locating a semi-obnoxious facility in the special case of Manhattan distances. Zbl 1427.90196
Wagner, Andrea
2019
Facets of the cone of totally balanced games. Zbl 1431.91018
Kroupa, Tomáš; Studený, Milan
2019
Martingale optimal transport in the discrete case via simple linear programming techniques. Zbl 1435.49010
Bäuerle, Nicole; Schmithals, Daniel
2019
Management of a hydropower system via convex duality. Zbl 1410.93146
Dahl, Kristina Rognlien
2019
An inertial-like proximal algorithm for equilibrium problems. Zbl 06989576
Hieu, Dang Van
2018
Optimal mean-variance investment and reinsurance problem for an insurer with stochastic volatility. Zbl 1417.91285
Sun, Zhongyang; Guo, Junyi
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
2018
Inventory control and pricing for perishable products under age and price dependent stochastic demand. Zbl 1406.90010
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
2018
Reverse selective obnoxious center location problems on tree graphs. Zbl 1391.90372
2018
A set optimization approach to zero-sum matrix games with multi-dimensional payoffs. Zbl 1418.91021
Hamel, Andreas H.; Löhne, Andreas
2018
An exact solution to a robust portfolio choice problem with multiple risk measures under ambiguous distribution. Zbl 1388.91139
Kang, Zhilin; Li, Zhongfei
2018
Analysis of an M/G/$$1$$ queue with vacations and multiple phases of operation. Zbl 1388.90041
Li, Jianjun; Liu, Liwei; Jiang, Tao
2018
Risk measurement and risk-averse control of partially observable discrete-time Markov systems. Zbl 1407.90335
Fan, Jingnan; Ruszczyński, Andrzej
2018
Risk management with multiple VaR constraints. Zbl 1418.91456
Chen, An; Nguyen, Thai; Stadje, Mitja
2018
A primal-dual augmented Lagrangian penalty-interior-point filter line search algorithm. Zbl 1394.49025
Kuhlmann, Renke; Büskens, Christof
2018
Endogenous reference points in bargaining. Zbl 1418.91221
Karagözoğlu, Emin; Keskin, Kerim
2018
Reduction of nonanticipativity constraints in multistage stochastic programming problems with endogenous and exogenous uncertainty. Zbl 1402.90105
Hooshmand, F.; MirHassani, S. A.
2018
An $$\mathrm{M}/\mathrm{PH}/K$$ queue with constant impatient time. Zbl 1382.60116
He, Qi-Ming; Zhang, Hao; Ye, Qingqing
2018
A new look at a smart polling model. Zbl 1404.60138
Fralix, Brian
2018
A limited-feedback approximation scheme for optimal switching problems with execution delays. Zbl 1395.93579
Perninge, Magnus
2018
On solving mutual liability problems. Zbl 1410.91310
Groote Schaarsberg, Mirjam; Reijnierse, Hans; Borm, Peter
2018
The double pivot simplex method. Zbl 1390.90387
Vitor, Fabio; Easton, Todd
2018
No-arbitrage and optimal investment with possibly non-concave utilities: a measure theoretical approach. Zbl 1417.91440
Blanchard, Romain; Carassus, Laurence; Rásonyi, Miklós
2018
An investment model with switching costs and the option to abandon. Zbl 1411.91611
Zervos, Mihail; Oliveira, Carlos; Duckworth, Kate
2018
Variants of the $$\varepsilon$$-constraint method for biobjective integer programming problems: application to $$p$$-median-cover problems. Zbl 1397.90353
2018
Non-linear filtering and optimal investment under partial information for stochastic volatility models. Zbl 1410.91419
Ibrahim, Dalia; Abergel, Frédéric
2018
Sufficient conditions to compute any solution of a quasivariational inequality via a variational inequality. Zbl 1365.49010
Aussel, Didier; Sagratella, Simone
2017
Robust optimal investment and reinsurance problem for a general insurance company under Heston model. Zbl 1414.91203
Huang, Ya; Yang, Xiangqun; Zhou, Jieming
2017
Optimality conditions in optimization problems with convex feasible set using convexificators. Zbl 1407.90253
Kabgani, Alireza; Soleimani-damaneh, Majid; Zamani, Moslem
2017
Computing all solutions of linear generalized Nash equilibrium problems. Zbl 1414.91012
Dreves, Axel
2017
Proposing a method for fixed cost allocation using DEA based on the efficiency invariance and common set of weights principles. Zbl 1414.91252
2017
Optimal mean-variance asset-liability management with stochastic interest rates and inflation risks. Zbl 1411.91524
Pan, Jian; Xiao, Qingxian
2017
...and 916 more Documents
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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 ...and 8,134 more Authors
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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 91 Journal of Inequalities and Applications 86 Applied Mathematics and Computation 85 Top 81 Journal of Computational and Applied Mathematics 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 45 Abstract and Applied Analysis 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 40 Quantitative Finance 39 Automatica 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 35 Mathematics of Operations Research 35 Communications in Statistics. Theory and Methods 35 Scandinavian Actuarial Journal 34 Advances in Applied Probability 34 OR Spectrum 33 Mathematical Social Sciences 33 Mathematical Finance 33 Journal of Applied Mathematics 32 CEJOR. Central European Journal of Operations Research 31 The Annals of Applied Probability 31 Stochastic Processes and their Applications 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 29 Stochastics 28 Kybernetika 28 Stochastic Analysis and Applications 28 Asia-Pacific Journal of Operational Research 28 Journal of Economic Dynamics & Control 28 International Game Theory Review 28 Stochastic Models 28 Journal of Applied Mathematics and Computing 27 Methodology and Computing in Applied Probability 27 4OR 27 Mathematics and Financial Economics 26 Theoretical Computer Science 26 International Journal of Computer Mathematics 26 Journal of the Operations Research Society of China 25 Journal of Combinatorial Optimization 24 Journal of Systems Science and Complexity 24 SIAM Journal on Financial Mathematics 22 Statistics & Probability Letters 22 Numerical Algorithms 22 Discrete Dynamics in Nature and Society 22 RAIRO. Operations Research 21 Dynamic Games and Applications 20 Games and Economic Behavior 20 Computational Management Science 19 Computer Methods in Applied Mechanics and Engineering 19 Journal of Mathematical Economics 19 Theory and Decision 19 Automation and Remote Control 19 Applied Mathematical Finance 18 Fuzzy Sets and Systems 17 Applicable Analysis 17 Systems & Control Letters 17 Mathematical and Computer Modelling 17 ASTIN Bulletin 17 Thai Journal of Mathematics 17 Discrete Optimization 16 Journal of Economic Theory 16 International Transactions in Operational Research 14 International Journal of Control 14 Economics Letters 14 Linear Algebra and its Applications 14 Cybernetics and Systems Analysis ...and 409 more Journals
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### Cited in 54 Fields

 4,010 Operations research, mathematical programming (90-XX) 2,153 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1,171 Calculus of variations and optimal control; optimization (49-XX) 1,138 Probability theory and stochastic processes (60-XX) 722 Systems theory; control (93-XX) 596 Numerical analysis (65-XX) 385 Statistics (62-XX) 361 Operator theory (47-XX) 314 Computer science (68-XX) 179 Combinatorics (05-XX) 104 Functional analysis (46-XX) 101 Partial differential equations (35-XX) 75 Real functions (26-XX) 54 General topology (54-XX) 53 Linear and multilinear algebra; matrix theory (15-XX) 51 Convex and discrete geometry (52-XX) 41 Mechanics of deformable solids (74-XX) 41 Biology and other natural sciences (92-XX) 36 Ordinary differential equations (34-XX) 35 Global analysis, analysis on manifolds (58-XX) 24 Information and communication theory, circuits (94-XX) 23 Fluid mechanics (76-XX) 22 Approximations and expansions (41-XX) 16 Order, lattices, ordered algebraic structures (06-XX) 16 Dynamical systems and ergodic theory (37-XX) 14 Mathematical logic and foundations (03-XX) 11 Measure and integration (28-XX) 11 Integral equations (45-XX) 11 Statistical mechanics, structure of matter (82-XX) 8 History and biography (01-XX) 8 Integral transforms, operational calculus (44-XX) 6 General and overarching topics; collections (00-XX) 6 Functions of a complex variable (30-XX) 5 Algebraic geometry (14-XX) 5 Differential geometry (53-XX) 5 Mechanics of particles and systems (70-XX) 5 Classical thermodynamics, heat transfer (80-XX) 5 Geophysics (86-XX) 4 Difference and functional equations (39-XX) 4 Harmonic analysis on Euclidean spaces (42-XX) 3 Field theory and polynomials (12-XX) 3 Nonassociative rings and algebras (17-XX) 3 Geometry (51-XX) 3 Quantum theory (81-XX) 2 Group theory and generalizations (20-XX) 2 Potential theory (31-XX) 2 Abstract harmonic analysis (43-XX) 2 Optics, electromagnetic theory (78-XX) 2 Mathematics education (97-XX) 1 Commutative algebra (13-XX) 1 Associative rings and algebras (16-XX) 1 Sequences, series, summability (40-XX) 1 Algebraic topology (55-XX) 1 Manifolds and cell complexes (57-XX)