Mathematical Methods of Operations ResearchZOR 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: 1,217 Publications (since 1997) References Indexed: 778 Publications with 18,421 References. all top 5 Latest Issues 93, No. 3 (2021) 93, No. 2 (2021) 93, No. 1 (2021) 92, No. 3 (2020) 92, No. 2 (2020) 92, No. 1 (2020) 91, No. 3 (2020) 91, No. 2 (2020) 91, No. 1 (2020) 90, No. 3 (2019) 90, No. 2 (2019) 90, No. 1 (2019) 89, No. 3 (2019) 89, No. 2 (2019) 89, No. 1 (2019) 88, No. 3 (2018) 88, No. 2 (2018) 88, No. 1 (2018) 87, No. 3 (2018) 87, No. 2 (2018) 87, No. 1 (2018) 86, No. 3 (2017) 86, No. 2 (2017) 86, No. 1 (2017) 85, No. 3 (2017) 85, No. 2 (2017) 85, No. 1 (2017) 84, No. 3 (2016) 84, No. 2 (2016) 84, No. 1 (2016) 83, No. 3 (2016) 83, No. 2 (2016) 83, No. 1 (2016) 82, No. 3 (2015) 82, No. 2 (2015) 82, No. 1 (2015) 81, No. 3 (2015) 81, No. 2 (2015) 81, No. 1 (2015) 80, No. 3 (2014) 80, No. 2 (2014) 80, No. 1 (2014) 79, No. 3 (2014) 79, No. 2 (2014) 79, No. 1 (2014) 78, No. 3 (2013) 78, No. 2 (2013) 78, No. 1 (2013) 77, No. 3 (2013) 77, No. 2 (2013) 77, No. 1 (2013) 76, No. 3 (2012) 76, No. 2 (2012) 76, No. 1 (2012) 75, No. 3 (2012) 75, No. 2 (2012) 75, No. 1 (2012) 74, No. 3 (2011) 74, No. 2 (2011) 74, No. 1 (2011) 73, No. 3 (2011) 73, No. 2 (2011) 73, No. 1 (2011) 72, No. 3 (2010) 72, No. 2 (2010) 72, No. 1 (2010) 71, No. 3 (2010) 71, No. 2 (2010) 71, No. 1 (2010) 70, No. 3 (2009) 70, No. 2 (2009) 70, No. 1 (2009) 69, No. 3 (2009) 69, No. 2 (2009) 69, No. 1 (2009) 68, No. 3 (2008) 68, No. 2 (2008) 68, No. 1 (2008) 67, No. 3 (2008) 67, No. 2 (2008) 67, No. 1 (2008) 66, No. 3 (2007) 66, No. 2 (2007) 66, No. 1 (2007) 65, No. 3 (2007) 65, No. 2 (2007) 65, No. 1 (2007) 64, No. 3 (2006) 64, No. 2 (2006) 64, No. 1 (2006) 63, No. 3 (2006) 63, No. 2 (2006) 63, No. 1 (2006) 62, No. 3 (2005) 62, No. 2 (2005) 62, No. 1 (2005) 61, No. 3 (2005) 61, No. 2 (2005) 61, No. 1 (2005) 60, No. 3 (2004) ...and 45 more Volumes all top 5 Authors 20 Borm, Peter E. M. 15 Tijs, Stef H. 12 Cavazos-Cadena, Rolando 11 Nowak, Andrzej S. 10 Hernández-Lerma, Onésimo 8 Bäuerle, Nicole 8 Bilbao, Jesús Mario 8 Chen, Guangya 8 Hamers, Herbert 8 Hordijk, Arie 8 Korn, Ralf 8 Montes-de-Oca, Raúl 8 Puerto Albandoz, Justo 8 Wang, Kuo-Hsiung 7 Hendrickx, Ruud 7 Ke, Jauchuan 7 Mandjes, Michel Robertus Hendrikus 7 Perry, David 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 Konnov, Igor V. 6 Nickel, Stefan 6 Stadje, Wolfgang 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 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 Bergantiños, Gustavo 4 Boţ, Radu Ioan 4 Branzei, Rodica M. 4 Bruneel, Herwig 4 Carrizosa, Emilio 4 Drezner, Zvi 4 Faigle, Ulrich 4 Fang, Shu-Cherng 4 Feinberg, Eugene Aleksandrovich 4 Fernández García, Francisco Ramón 4 Fragnelli, Vito 4 Gurski, Frank 4 Hernández-Hernández, Daniel 4 Huang, Xuexiang 4 Hwang, Yan-An 4 Jaśkiewicz, Anna 4 Jiménez-Losada, Andrés 4 Jiménez, Bienvenido 4 Kern, Walter 4 Kim, Eungab 4 Knessl, Charles 4 Koch, Thorsten 4 Koster, Maurice 4 Lempa, Jukka 4 Löhne, Andreas 4 Martin, Alexander 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 Schöbel, Anita 4 Schultz, Rüdiger 4 Sezer, Semih Onur 4 Tammer, Christiane 4 Voorneveld, Mark 4 Wang, Shouyang 4 Zhang, Jianzhong 3 Aalto, Samuli 3 Anderson, Edward James 3 Andreani, Roberto 3 Anjos, Miguel F. 3 Ansari, Qamrul Hasan 3 Avrachenkov, Konstantin Evgen’evich 3 Babel, Luitpold 3 Burkard, Rainer E. 3 Cambini, Riccardo 3 Casas-Méndez, Balbina 3 Chang, Hyeong Soo ...and 1,633 more Authors all top 5 Fields 801 Operations research, mathematical programming (90-XX) 441 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 231 Probability theory and stochastic processes (60-XX) 177 Calculus of variations and optimal control; optimization (49-XX) 142 Systems theory; control (93-XX) 55 Numerical analysis (65-XX) 44 Statistics (62-XX) 37 Computer science (68-XX) 33 Combinatorics (05-XX) 17 Operator theory (47-XX) 11 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 Real functions (26-XX) 6 Mechanics of deformable solids (74-XX) 5 Information and communication theory, circuits (94-XX) 3 Order, lattices, ordered algebraic structures (06-XX) 3 Approximations and expansions (41-XX) 2 Partial differential equations (35-XX) 2 Integral transforms, operational calculus (44-XX) 2 Geometry (51-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 Fluid mechanics (76-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 all cited Publications top 5 cited Publications Citations contained in zbMATH Open 962 Publications have been cited 7,328 times in 5,923 Documents Cited by ▼ Year ▼ Strong convergence theorems by a relaxed extragradient method for a general system of variational inequalities. Zbl 1147.49007Ceng, Lu-Chuan; Wang, Chang-yu; Yao, Jen-Chih 129 2008 Contingent epiderivatives and set-valued optimization. Zbl 0889.90123Jahn, Johannes; Rauh, Rüdiger 108 1997 Steepest descent methods for multicriteria optimization. Zbl 1054.90067Fliege, Jörg; Svaiter, Benar Fux 104 2000 Optimality conditions for set-valued optimization problems. Zbl 0927.90095Chen, Guang Ya; Jahn, Johannes 91 1998 Benchmark and mean-variance problems for insurers. Zbl 1101.93081Bäuerle, Nicole 84 2005 Optimal risk and dividend distribution control models for an insurance company. Zbl 0947.91043Taksar, Michael I. 82 2000 A generalization of vectorial equilibria. Zbl 0889.90155Ansari, Q. H.; Oettli, W.; Schläger, D. 71 1997 Dynamic mean-variance problem with constrained risk control for the insurers. Zbl 1156.93037Bai, Lihua; Zhang, Huayue 68 2008 Generalized vector quasi-equilibrium problems. Zbl 1054.90068Fu, Junyi 55 2000 A note on generalized inverses. Zbl 1281.60014Embrechts, Paul; Hofert, Marius 54 2013 Tail dependence for elliptically contoured distributions. Zbl 1015.62052Schmidt, Rafael 53 2002 On convex risk measures on \(L^{p}\)-spaces. Zbl 1168.91019Kaina, M.; Rüschendorf, L. 52 2009 A review of multi-component maintenance models with economic dependence. Zbl 0893.90071Dekker, Rommert; Wildeman, Ralph E.; van der Duyn Schouten, Frank A. 46 1997 Some applications of impulse control in mathematical finance. Zbl 0942.91048Korn, Ralf 43 1999 Biconvex sets and optimization with biconvex functions: a survey and extensions. Zbl 1146.90495Gorski, Jochen; Pfeuffer, Frank; Klamroth, Kathrin 42 2007 Existence of equilibria for monotone multivalued mappings. Zbl 0930.90077Oettli, Werner; Schläger, Dirk 41 1998 A general framework for bounds for higher-dimensional orthogonal packing problems. Zbl 1076.90049Fekete, Sándor P.; Schepers, Jörg 39 2004 A new trust region method for nonlinear equations. Zbl 1043.65072Zhang, Ju-liang; Wang, Yong 39 2003 Generalized vector quasi-equilibrium problems. Zbl 1114.90114Li, S. J.; Teo, K. L.; Yang, X. Q. 38 2005 Inference of statistical bounds for multistage stochastic programming problems. Zbl 1116.90384Shapiro, Alexander 37 2003 Second order necessary conditions in set constrained differentiable vector optimization. Zbl 1049.90083Jiménez, Bienvenido; Novo, Vicente 37 2003 Extended and strongly extended well-posedness of set-valued optimization problems. Zbl 1018.49019Huang, X. X. 36 2001 Optimal portfolios for exponential Lévy processes. Zbl 1054.91038Kallisen, Jan 36 2000 Two classes of merit functions for the second-order cone complementarity problem. Zbl 1162.90572Chen, Jein-Shan 36 2006 Inverse \(p\)-median problems with variable edge lengths. Zbl 1216.49032Baroughi Bonab, Fahimeh; Burkard, Rainer E.; Gassner, Elisabeth 36 2011 Time consistent dynamic risk measures. Zbl 1136.91471Boda, Kang; Filar, Jerzy A. 34 2006 A projection method for a system of nonlinear monotone equations with convex constraints. Zbl 1126.90067Wang, Chuanwei; Wang, Yiju; Xu, Chuanliang 34 2007 Optimal investment under partial information. Zbl 1189.49053Björk, Tomas; Davis, Mark H. A.; Landén, Camilla 33 2010 First-order optimality conditions in set-valued optimization. Zbl 1103.90089Crespi, Giovanni P.; Ginchev, Ivan; Rocca, Matteo 33 2006 Mean-variance portfolio selection for a non-life insurance company. Zbl 1148.60040Delong, Łukasz; Gerrard, Russell 33 2007 A flexible approach to location problems. Zbl 1031.90009Rodríguez-Chía, Antonio M.; Nickel, Stefan; Puerto, Justo; Fernández, Francisco R. 33 2000 On the entropic regularization method for solving min-max problems with applications. Zbl 0886.90133Li, Xing-Si; Fang, Shu-Cherng 32 1997 A new technique for inconsistent QP problems in the SQP method. Zbl 0964.90062Spellucci, P. 31 1998 Generalized vector equilibrium problems with set-valued mappings. Zbl 1023.90057Fu, Junyi; Wan, Anhua 30 2002 Efficient solution of interval optimization problem. Zbl 1258.49018Bhurjee, A. K.; Panda, G. 30 2012 Well-posedness and convexity in vector optimization. Zbl 1083.90036Miglierina, E.; Molho, E. 29 2003 Portfolio optimization in stochastic markets. Zbl 1136.91409Çakmak, U.; Özekici, S. 29 2006 Cooperation under interval uncertainty. Zbl 1159.91310Alparslan-Gök, S. Zeynep; Miquel, Silvia; Tijs, Stef H. 29 2009 Levitin-polyak well-posedness of vector equilibrium problems. Zbl 1190.90266Li, S. J.; Li, M. H. 29 2009 Vector network equilibrium problems and nonlinear scalarization methods. Zbl 0939.90014Chen, G. Y.; Goh, C. J.; Yang, X. Q. 29 1999 On quadratic hedging in continuous time. Zbl 0977.91035Pham, Huyên 29 2000 On approximate efficiency in multiobjective programming. Zbl 1117.90063Gutiérrez, C.; Jiménez, B.; Novo, V. 29 2006 Optimizing venture capital investments in a jump diffusion model. Zbl 1151.91049Bayraktar, Erhan; Egami, Masahiko 28 2008 Project scheduling with inventory constraints. Zbl 1064.90018Neumann, Klaus; Schwindt, Christoph 28 2002 Stability in vector-valued and set-valued optimization. Zbl 1026.49011Huang, X. X. 28 2000 Covering models and optimization techniques for emergency response facility location and planning: a review. Zbl 1261.90011Li, Xueping; Zhao, Zhaoxia; Zhu, Xiaoyan; Wyatt, Tami 28 2011 The Myerson value for union stable structures. Zbl 1059.91006Algaba, E.; Bilbao, J. M.; Borm, P.; López, J. J. 27 2001 On the S-procedure and some variants. Zbl 1115.93025Derinkuyu, Kürşad; Pınar, Mustafa Ç. 27 2006 Approximately solving multiobjective linear programmes in objective space and an application in radiotherapy treatment planning. Zbl 1211.90217Shao, Lizhen; Ehrgott, Matthias 25 2008 Ekeland’s \(\varepsilon\)-variational principle for set-valued mappings. Zbl 0936.49012Chen, Guang Ya; Huang, X. X. 25 1998 Lagrangian conditions for vector optimization in Banach spaces. Zbl 1131.90053Dutta, Joydeep; Tammer, Christiane 25 2006 Concepts of efficiency for uncertain multi-objective optimization problems based on set order relations. Zbl 1302.90198Ide, Jonas; Köbis, Elisabeth 25 2014 Differential and sensitivity properties of gap functions for vector variational inequalities. Zbl 1041.49012Li, S. J.; Yan, Hong; Chen, G. Y. 24 2003 Reward functionals, salvage values, and optimal stopping. Zbl 1018.60045Alvarez, Luis H. R. 24 2001 Batching identical jobs. Zbl 1023.90020Baptiste, Philippe 24 2000 Characterizations of super efficiency in cone-convexlike vector optimization with set-valued maps. Zbl 0930.90078Rong, Wei Dong; Wu, Yu Nan 24 1998 Stochastic differential portfolio games for an insurer in a jump-diffusion risk process. Zbl 1276.91095Lin, Xiang; Zhang, Chunhong; Siu, Tak Kuen 24 2012 Optimality conditions in non-convex set-valued optimization. Zbl 1031.90032Flores-Bazán, Fabián 23 2001 The efficient frontier for bounded assets. Zbl 1103.91343Best, Michael J.; Hlouskova, Jaroslava 23 2000 A unified approach to the existing three types of variational principles for vector valued functions. Zbl 0971.90079Chen, G. Y.; Huang, X. X. 23 1998 Games on lattices, multichoice games and the Shapley value: a new approach. Zbl 1154.91319Grabisch, Michel; Lange, Fabien 23 2007 Cooperation and competition in inventory games. Zbl 1094.91005Meca, Ana; García-Jurado, Ignacio; Borm, Peter 22 2003 Reliability-based optimization of structural systems. Zbl 0896.90104Gasser, Markus; Schuëller, Gerhart Iwo 22 1997 Axiomatizations of the Shapley value for cooperative games on antimatroids. Zbl 1060.91006Algaba, E.; Bilbao, J. M.; van den Brink, R.; Jiménez-Losada, A. 22 2003 The \(k\)-partitioning problem. Zbl 0941.90029Babel, Luitpold; Kellerer, Hans; Kotov, Vladimir 22 1998 Characterizations of convex and quasiconvex set-valued maps. Zbl 1047.54012Benoist, Joël; Popovici, Nicolae 21 2003 Panjer recursion versus FFT for compound distributions. Zbl 1205.91081Embrechts, Paul; Frei, Marco 21 2009 Risk sensitive control of finite state Markov chains in discrete time, with applications to portfolio management. Zbl 0959.91029Bielecki, Tomasz; Hernández-Hernández, Daniel; Pliska, Stanley R. 21 1999 Optimal investment and consumption models with non-linear stock dynamics. Zbl 0961.91016Zariphopoulou, Thaleia 21 1999 Controlled Markov chains with risk-sensitive criteria: Average cost, optimality equations, and optimal solutions. Zbl 0953.93077Cavazos-Cadena, Rolando; Fernández-Gaucherand, Emmanuel 21 1999 Retailer’s optimal ordering policy under supplier credits. Zbl 1104.90007Chang, Chun-Tao; Teng, Jinn-Tsair 21 2004 Generalized light robustness and the trade-off between robustness and nominal quality. Zbl 1327.90326Schöbel, Anita 21 2014 Combinatorial integral approximation. Zbl 1220.90073Sager, Sebastian; Jung, Michael; Kirches, Christian 21 2011 Dual methods for probabilistic optimization problems. Zbl 1076.90038Dentcheva, Darinka; Lai, Bogumila; Ruszczyński, Andrzej 20 2004 Locating a maximally complementary solution of the monotone NCP by using non-interior-point smoothing algorithms. Zbl 1066.90127Huang, Zheng-Hai 20 2005 On stochastic games in economics. Zbl 1149.91017Nowak, Andrzej S. 20 2007 The position value for union stable systems. Zbl 1103.91310Algaba, E.; Bilbao, J. M.; Borm, P.; López, J. J. 20 2000 Constrained Markov control processes in Borel spaces: the discounted case. Zbl 1032.90061Hernández-Lerma, Onésimo; González-Hernández, Juan 20 2000 Packing small boxes into a big box. Zbl 1038.90066Padberg, Manfred 20 2000 Risk-minimizing hedging strategies under restricted information: The case of stochastic volatility models observable only at discrete random times. Zbl 0998.91026Frey, Rüdiger; Runggaldier, Wolfgang J. 20 1999 A family of Newton methods for nonsmooth constrained systems with nonisolated solutions. Zbl 1269.49046Facchinei, Francisco; Fischer, Andreas; Herrich, Markus 20 2013 Gap-free computation of Pareto-points by quadratic scalarizations. Zbl 1131.90054Fliege, Jörg 19 2004 A non-cooperative approach to the cost spanning tree problem. Zbl 1076.90004Bergantiños, Gustavo; Lorenzo, Leticia 19 2004 Polynomial complexity of an interior point algorithm with a second order corrector step for symmetric cone programming. Zbl 1229.90084Zhang, Jian; Zhang, Kecun 19 2011 Systemic risk measures on general measurable spaces. Zbl 1371.91200Kromer, E.; Overbeck, L.; Zilch, K. 19 2016 On the quantification of nomination feasibility in stationary gas networks with random load. Zbl 1354.90031Gotzes, Claudia; Heitsch, Holger; Henrion, René; Schultz, Rüdiger 19 2016 Worst-case scenario portfolio optimization: a new stochastic control approach. Zbl 1132.91469Korn, Ralf; Menkens, Olaf 18 2005 On non-rank facets of the stable set polytope of claw-free graphs and circulant graphs. Zbl 1060.90079Liebling, Thomas M.; Oriolo, Gianpaolo; Spille, Bianca; Stauffer, Gautier 18 2004 Optimal investment for a pension fund under inflation risk. Zbl 1189.93147Zhang, Aihua; Ewald, Christian-Oliver 18 2010 On probabilistic constraints induced by rectangular sets and multivariate normal distributions. Zbl 1198.90309Van Ackooij, Wim; Henrion, René; Möller, Andris; Zorgati, Riadh 18 2010 Cost analysis of a finite \(M/M/R\) queueing system with balking, reneging, and server breakdowns. Zbl 1023.90017Wang, Kuo-Hsiung; Chang, Ying-Chung 18 2002 Tree-connected peer group situations and peer group games. Zbl 1052.91013Brânzei, Rodica; Fragnelli, Vito; Tijs, Stef 18 2002 A branch-and-bound algorithm for the resource-constrained project scheduling problem. Zbl 1023.90024Dorndorf, U.; Pesch, E.; Phan-Huy, T. 18 2000 Ideal equilibria in noncooperative multicriteria games. Zbl 1054.91009Voorneveld, Mark; Grahn, Sofia; Dufwenberg, Martin 18 2000 Bias and overtaking equilibria for zero-sum continuous-time Markov games. Zbl 1114.91019Prieto-Rumeau, Tomás; Hernández-Lerma, Onésimo 18 2005 Inverse \(k\)-centrum problem on trees with variable vertex weights. Zbl 1330.90120Kien Trung Nguyen; Lam Quoc Anh 18 2015 Optimal dividend strategies in a dual model with capital injections. Zbl 1194.91188Dai, Hongshuai; Liu, Zaiming; Luan, Nana 17 2010 A conditional gradient method with linear rate of convergence for solving convex linear systems. Zbl 1138.90440Beck, Amir; Teboulle, Marc 17 2004 An extended covering model for flexible discrete and equity location problems. Zbl 1193.49036Marín, Alfredo; Nickel, Stefan; Velten, Sebastian 17 2010 Unbiased approximation in multicriteria optimization. Zbl 1064.90042Klamroth, Kathrin; Tind, Jørgen; Wiecek, Margaret M. 17 2002 Considerations on the aggregate monotonicity of the nucleolus and the core-center. Zbl 07371315Mirás Calvo, Miguel Ángel; Quinteiro Sandomingo, Carmen; Sánchez-Rodríguez, Estela 1 2021 The Douglas-Rachford algorithm for convex and nonconvex feasibility problems. Zbl 1435.65090Aragón Artacho, Francisco J.; Campoy, Rubén; Tam, Matthew K. 4 2020 Characterization of set relations through extensions of the oriented distance. Zbl 1436.49024Jiménez, B.; Novo, V.; Vílchez, A. 3 2020 Optimal control of an objective functional with non-linearity between the conditional expectations: solutions to a class of time-inconsistent portfolio problems. 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Zbl 1440.90085Singh, Rajani; Wiszniewska-Matyszkiel, Agnieszka 1 2020 An inexact primal-dual algorithm for semi-infinite programming. Zbl 1447.90068Wei, Bo; Haskell, William B.; Zhao, Sixiang 1 2020 Statistical properties of estimators for the log-optimal portfolio. Zbl 1454.91219Frahm, Gabriel 1 2020 On computation of optimal strategies in oligopolistic markets respecting the cost of change. Zbl 1454.90097Outrata, Jiří V.; Valdman, Jan 1 2020 A multilevel model of the European entry-exit gas market. Zbl 1415.90012Grimm, Veronika; Schewe, Lars; Schmidt, Martin; Zöttl, Gregor 9 2019 Accelerated first-order methods for large-scale convex optimization: nearly optimal complexity under strong convexity. Zbl 1426.90196Ahookhosh, Masoud 4 2019 Computation of weighted sums of rewards for concurrent MDPs. Zbl 1411.90353Buchholz, Peter; Scheftelowitsch, Dimitri 3 2019 Optimal investment for insurance company with exponential utility and wealth-dependent risk aversion coefficient. 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Zbl 1419.05166Dell’Amico, Mauro; Neto, José 1 2019 An inertial-like proximal algorithm for equilibrium problems. Zbl 06989576Hieu, Dang Van 10 2018 Optimal mean-variance investment and reinsurance problem for an insurer with stochastic volatility. Zbl 1417.91285Sun, Zhongyang; Guo, Junyi 7 2018 On the complexity of inverse convex ordered 1-median problem on the plane and on tree networks. Zbl 1406.90071Nguyen, Kien Trung; Nguyen-Thu, Huong; Hung, Nguyen Thanh 5 2018 Reverse selective obnoxious center location problems on tree graphs. Zbl 1391.90372Etemad, Roghayeh; Alizadeh, Behrooz 4 2018 A set optimization approach to zero-sum matrix games with multi-dimensional payoffs. Zbl 1418.91021Hamel, Andreas H.; Löhne, Andreas 4 2018 Analysis of an M/G/\(1\) queue with vacations and multiple phases of operation. Zbl 1388.90041Li, Jianjun; Liu, Liwei; Jiang, Tao 3 2018 On solving mutual liability problems. 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Zbl 1382.60116He, Qi-Ming; Zhang, Hao; Ye, Qingqing 2 2018 An exact solution to a robust portfolio choice problem with multiple risk measures under ambiguous distribution. Zbl 1388.91139Kang, Zhilin; Li, Zhongfei 2 2018 Non-linear filtering and optimal investment under partial information for stochastic volatility models. Zbl 1410.91419Ibrahim, Dalia; Abergel, Frédéric 1 2018 A limited-feedback approximation scheme for optimal switching problems with execution delays. Zbl 1395.93579Perninge, Magnus 1 2018 Risk measurement and risk-averse control of partially observable discrete-time Markov systems. Zbl 1407.90335Fan, Jingnan; Ruszczyński, Andrzej 1 2018 No-arbitrage and optimal investment with possibly non-concave utilities: a measure theoretical approach. Zbl 1417.91440Blanchard, Romain; Carassus, Laurence; Rásonyi, Miklós 1 2018 Endogenous reference points in bargaining. Zbl 1418.91221Karagözoğlu, Emin; Keskin, Kerim 1 2018 The double pivot simplex method. Zbl 1390.90387Vitor, Fabio; Easton, Todd 1 2018 Sufficient conditions to compute any solution of a quasivariational inequality via a variational inequality. Zbl 1365.49010Aussel, Didier; Sagratella, Simone 17 2017 Computing all solutions of linear generalized Nash equilibrium problems. Zbl 1414.91012Dreves, Axel 9 2017 On the Aubin property of a class of parameterized variational systems. Zbl 1385.49007Gfrerer, H.; Outrata, J. V. 8 2017 Optimal mean-variance asset-liability management with stochastic interest rates and inflation risks. Zbl 1411.91524Pan, Jian; Xiao, Qingxian 7 2017 Optimality conditions in optimization problems with convex feasible set using convexificators. Zbl 1407.90253Kabgani, Alireza; Soleimani-damaneh, Majid; Zamani, Moslem 7 2017 An optimal subgradient algorithm for large-scale bound-constrained convex optimization. Zbl 1380.90215Ahookhosh, Masoud; Neumaier, Arnold 7 2017 Robust optimal investment and reinsurance problem for a general insurance company under Heston model. Zbl 1414.91203Huang, Ya; Yang, Xiangqun; Zhou, Jieming 6 2017 Computing equilibria of Cournot oligopoly models with mixed-integer quantities. Zbl 1408.91150Sagratella, Simone 6 2017 Proposing a method for fixed cost allocation using DEA based on the efficiency invariance and common set of weights principles. Zbl 1414.91252Jahanshahloo, Gholam Reza; Sadeghi, Jafar; Khodabakhshi, Mohammad 5 2017 Inexact proximal Newton methods for self-concordant functions. Zbl 1386.90105Li, Jinchao; Andersen, Martin S.; Vandenberghe, Lieven 5 2017 Optimal double control problem for a PDE model of goodwill dynamics. Zbl 1376.49003Górajski, Mariusz; Machowska, Dominika 4 2017 Iterated full information secretary problem. Zbl 1386.60154Kuchta, Małgorzata 4 2017 Timing in the presence of directional predictability: optimal stopping of skew Brownian motion. Zbl 1386.60279Alvarez E., Luis H. R.; Salminen, Paavo 4 2017 Duality results for nonlinear single minimax location problems via multi-composed optimization. Zbl 1409.90222Wanka, Gert; Wilfer, Oleg 4 2017 Exploiting damped techniques for nonlinear conjugate gradient methods. Zbl 1390.90388Al-Baali, Mehiddin; Caliciotti, Andrea; Fasano, Giovanni; Roma, Massimo 4 2017 Approaches to four types of bilevel programming problems with nonconvex nonsmooth lower level programs and their applications to newsvendor problems. Zbl 1396.90097Zhu, Xide; Guo, Peijun 3 2017 Portfolio optimization for a large investor under partial information and price impact. Zbl 1386.49025Eksi, Zehra; Ku, Hyejin 3 2017 An optimal reinsurance problem in the Cramér-Lundberg model. Zbl 1377.93174Cani, Arian; Thonhauser, Stefan 2 2017 Better than pre-committed optimal mean-variance policy in a jump diffusion market. Zbl 1411.91529Shi, Yun; Li, Xun; Cui, Xiangyu 2 2017 A maximum principle for Markov regime-switching forward-backward stochastic differential games and applications. Zbl 1377.93178Menoukeu-Pamen, Olivier; Momeya, Romuald Hervé 2 2017 A space decomposition scheme for maximum eigenvalue functions and its applications. Zbl 1377.65064Huang, Ming; Lu, Yue; Pang, Li Ping; Xia, Zun Quan 2 2017 Scheduling for a processor sharing system with linear slowdown. Zbl 1380.90126Ravner, Liron; Nazarathy, Yoni 2 2017 Hedging under generalized good-deal bounds and model uncertainty. Zbl 1411.91480Becherer, Dirk; Kentia, Klebert 2 2017 How to solve a design centering problem. Zbl 1388.90114Harwood, Stuart M.; Barton, Paul I. 2 2017 An inexact proximal regularization method for unconstrained optimization. Zbl 1364.90311Armand, Paul; Lankoandé, Isaï 2 2017 Simplex-like sequential methods for a class of generalized fractional programs. Zbl 1359.90070Cambini, Riccardo; Carosi, Laura; Martein, Laura; Valipour, Ezat 2 2017 Influence of matrix reordering on the performance of iterative methods for solving linear systems arising from interior point methods for linear programming. Zbl 1362.90283Silva, Daniele; Velazco, Marta; Oliveira, Aurelio 2 2017 FEMOEA: a fast and efficient multi-objective evolutionary algorithm. Zbl 1364.90306Redondo, J. L.; Fernández, J.; Ortigosa, P. M. 2 2017 Edge minimality of EDF resource sharing networks. Zbl 1386.60308Kruk, Łukasz 2 2017 \(p\)-regular nonlinearity: tangency at singularity in degenerate optimization problems. Zbl 1458.46063Bednarczuk, Ewa M.; Tretyakov, Alexey 2 2017 Efficient optimization of the reward-risk ratio with polyhedral risk measures. Zbl 1387.90017Ogryczak, Wlodzimierz; Przyłuski, Michał; Śliwiński, Tomasz 2 2017 Pricing and clearing combinatorial markets with singleton and swap orders. Efficient algorithms for the futures opening auction problem. Zbl 1371.90133Müller, Johannes C.; Pokutta, Sebastian; Martin, Alexander; Pape, Susanne; Peter, Andrea; Winter, Thomas 1 2017 A mathematical model for personalized advertisement in virtual reality environments. Zbl 1388.60138Kilic, Kemal; Saygi, Menekse G.; Sezer, Semih O. 1 2017 Random reduction consistency of the Weber set, the core and the anti-core. Zbl 1411.91035Agatsuma, Yasushi; Funaki, Yukihiko; Yokote, Koji 1 2017 A variation on the interior point method for linear programming using the continued iteration. Zbl 1362.90280Berti, Lilian F.; Oliveira, Aurelio R. L.; Ghidini, Carla T. L. S. 1 2017 Decomposition methods for a spatial model for long-term energy pricing problem. Zbl 1359.90168Mahey, Philippe; Koko, Jonas; Lenoir, Arnaud 1 2017 Process and optimization implementation of the \(\alpha \)-ENSC value. Zbl 1411.91049Sun, Panfei; Hou, Dongshuang; Sun, Hao; Zhang, Hui 1 2017 On the 1-nucleolus. Zbl 1411.91044Estévez-Fernández, A.; Borm, P.; Fiestras-Janeiro, M. G.; Mosquera, M. A.; Sánchez-Rodríguez, E. 1 2017 The use of quasi-concave value functions in MCDM: some theoretical results. Zbl 1380.90140Korhonen, Pekka; Soleimani-damaneh, Majid; Wallenius, Jyrki 1 2017 Systemic risk measures on general measurable spaces. Zbl 1371.91200Kromer, E.; Overbeck, L.; Zilch, K. 19 2016 On the quantification of nomination feasibility in stationary gas networks with random load. Zbl 1354.90031Gotzes, Claudia; Heitsch, Holger; Henrion, René; Schultz, Rüdiger 19 2016 An algorithm for a class of split feasibility problems: application to a model in electricity production. Zbl 1370.90277Yen, Le Hai; Muu, Le Dung; Huyen, Nguyen Thi Thanh 16 2016 Continuous-time Markov decision processes with risk-sensitive finite-horizon cost criterion. Zbl 1354.93179Wei, Qingda 11 2016 Computational optimization of gas compressor stations: MINLP models versus continuous reformulations. Zbl 1354.90008Rose, Daniel; Schmidt, Martin; Steinbach, Marc C.; Willert, Bernhard M. 11 2016 On the solution continuity of parametric set optimization problems. Zbl 1356.90144Xu, Y. D.; Li, S. J. 11 2016 The proper relaxation and the proper gap of the skiving stock problem. Zbl 1394.90489Martinovic, John; Scheithauer, Guntram 10 2016 Discrete Wasserstein barycenters: optimal transport for discrete data. Zbl 1353.90074Anderes, Ethan; Borgwardt, Steffen; Miller, Jacob 10 2016 Optimal mean-variance reinsurance and investment in a jump-diffusion financial market with common shock dependence. Zbl 1348.91165Liang, Zhibin; Bi, Junna; Yuen, Kam Chuen; Zhang, Caibin 9 2016 ...and 862 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 7,035 Authors 60 Ceng, Lu-Chuan 50 Guo, Xianping 49 Yao, Jen-Chih 43 Huang, Nan-Jing 41 Puerto Albandoz, Justo 32 Novo-Sanjurjo, Vicente 27 Yang, Xinmin 26 Ansari, Qamrul Hasan 25 Gutiérrez, César 25 Hernández-Lerma, Onésimo 25 Wen, Chingfeng 24 Li, Zhongfei 24 Schmidt, Martin 23 Borm, Peter E. M. 23 Phan Quôc Khánh 23 Tijs, Stef H. 22 Ke, Jauchuan 22 Li, Shengjie 22 Lin, Lai-Jiu 22 Peng, Jianwen 22 Van den Brink, René 21 Cavazos-Cadena, Rolando 21 Rodriguez-Chia, Antonio M. 21 Zeng, Yan 20 Tammer, Christiane 19 Teo, Kok Lay 19 Van Ackooij, Wim 18 Alizadeh, Behrooz 18 Chen, Jein-Shan 18 Grabisch, Michel 18 Jiménez, Bienvenido 18 Kumam, Poom 18 Lalitha, C. S. 18 Sach, Pham Huu 18 Wei, Qingda 17 Bergantiños, Gustavo 17 Durea, Marius 17 Rodriguez Marin, Luis 17 Wagler, Annegret Katrin 16 Cai, Gang 16 Chen, Zhiping 16 Liu, Sanyang 16 Minjárez-Sosa, J. 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