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: 1,260 Publications (since 1997) References Indexed: 820 Publications with 19,641 References. all top 5 Latest Issues 96, No. 1 (2022) 95, No. 3 (2022) 95, No. 2 (2022) 95, No. 1 (2022) 94, No. 3 (2021) 94, No. 2 (2021) 94, No. 1 (2021) 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) ...and 52 more Volumes all top 5 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 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 Huang, Xuexiang 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 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 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 3 Avrachenkov, Konstantin Evgen’evich ...and 1,729 more Authors all top 5 Fields 826 Operations research, mathematical programming (90-XX) 464 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 235 Probability theory and stochastic processes (60-XX) 180 Calculus of variations and optimal control; optimization (49-XX) 145 Systems theory; control (93-XX) 59 Numerical analysis (65-XX) 45 Statistics (62-XX) 37 Computer science (68-XX) 35 Combinatorics (05-XX) 18 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) 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 1,006 Publications have been cited 8,226 times in 6,673 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 149 2008 Steepest descent methods for multicriteria optimization. Zbl 1054.90067Fliege, Jörg; Svaiter, Benar Fux 124 2000 Contingent epiderivatives and set-valued optimization. Zbl 0889.90123Jahn, Johannes; Rauh, Rüdiger 114 1997 Optimality conditions for set-valued optimization problems. Zbl 0927.90095Chen, Guang Ya; Jahn, Johannes 95 1998 Benchmark and mean-variance problems for insurers. Zbl 1101.93081Bäuerle, Nicole 95 2005 Optimal risk and dividend distribution control models for an insurance company. Zbl 0947.91043Taksar, Michael I. 89 2000 A generalization of vectorial equilibria. Zbl 0889.90155Ansari, Q. H.; Oettli, W.; Schläger, D. 75 1997 Dynamic mean-variance problem with constrained risk control for the insurers. Zbl 1156.93037Bai, Lihua; Zhang, Huayue 74 2008 A note on generalized inverses. Zbl 1281.60014Embrechts, Paul; Hofert, Marius 64 2013 On convex risk measures on \(L^{p}\)-spaces. Zbl 1168.91019Kaina, M.; Rüschendorf, L. 58 2009 Generalized vector quasi-equilibrium problems. Zbl 1054.90068Fu, Junyi 57 2000 Tail dependence for elliptically contoured distributions. Zbl 1015.62052Schmidt, Rafael 55 2002 Biconvex sets and optimization with biconvex functions: a survey and extensions. Zbl 1146.90495Gorski, Jochen; Pfeuffer, Frank; Klamroth, Kathrin 54 2007 A review of multi-component maintenance models with economic dependence. Zbl 0893.90071Dekker, Rommert; Wildeman, Ralph E.; van der Duyn Schouten, Frank A. 52 1997 Some applications of impulse control in mathematical finance. Zbl 0942.91048Korn, Ralf 49 1999 A projection method for a system of nonlinear monotone equations with convex constraints. Zbl 1126.90067Wang, Chuanwei; Wang, Yiju; Xu, Chuanliang 48 2007 A new trust region method for nonlinear equations. Zbl 1043.65072Zhang, Ju-liang; Wang, Yong 46 2003 A general framework for bounds for higher-dimensional orthogonal packing problems. Zbl 1076.90049Fekete, Sándor P.; Schepers, Jörg 43 2004 Existence of equilibria for monotone multivalued mappings. Zbl 0930.90077Oettli, Werner; Schläger, Dirk 42 1998 Extended and strongly extended well-posedness of set-valued optimization problems. Zbl 1018.49019Huang, X. X. 40 2001 Inverse \(p\)-median problems with variable edge lengths. Zbl 1216.49032Baroughi Bonab, Fahimeh; Burkard, Rainer E.; Gassner, Elisabeth 40 2011 Optimal investment under partial information. Zbl 1189.49053Björk, Tomas; Davis, Mark H. A.; Landén, Camilla 40 2010 Second order necessary conditions in set constrained differentiable vector optimization. Zbl 1049.90083Jiménez, Bienvenido; Novo, Vicente 39 2003 Inference of statistical bounds for multistage stochastic programming problems. Zbl 1116.90384Shapiro, Alexander 39 2003 Generalized vector quasi-equilibrium problems. Zbl 1114.90114Li, S. J.; Teo, K. L.; Yang, X. Q. 38 2005 Optimal portfolios for exponential Lévy processes. Zbl 1054.91038Kallisen, Jan 37 2000 Efficient solution of interval optimization problem. Zbl 1258.49018Bhurjee, A. K.; Panda, G. 37 2012 Two classes of merit functions for the second-order cone complementarity problem. Zbl 1162.90572Chen, Jein-Shan 37 2006 Mean-variance portfolio selection for a non-life insurance company. Zbl 1148.60040Delong, Łukasz; Gerrard, Russell 37 2007 First-order optimality conditions in set-valued optimization. Zbl 1103.90089Crespi, Giovanni P.; Ginchev, Ivan; Rocca, Matteo 37 2006 Time consistent dynamic risk measures. Zbl 1136.91471Boda, Kang; Filar, Jerzy A. 36 2006 Stability in vector-valued and set-valued optimization. Zbl 1026.49011Huang, X. X. 35 2000 On the entropic regularization method for solving min-max problems with applications. Zbl 0886.90133Li, Xing-Si; Fang, Shu-Cherng 34 1997 Cooperation under interval uncertainty. Zbl 1159.91310Alparslan-Gök, S. Zeynep; Miquel, Silvia; Tijs, Stef H. 34 2009 A flexible approach to location problems. Zbl 1031.90009Rodríguez-Chía, Antonio M.; Nickel, Stefan; Puerto, Justo; Fernández, Francisco R. 33 2000 Levitin-polyak well-posedness of vector equilibrium problems. Zbl 1190.90266Li, S. J.; Li, M. H. 33 2009 On approximate efficiency in multiobjective programming. Zbl 1117.90063Gutiérrez, C.; Jiménez, B.; Novo, V. 33 2006 Covering models and optimization techniques for emergency response facility location and planning: a review. Zbl 1261.90011Li, Xueping; Zhao, Zhaoxia; Zhu, Xiaoyan; Wyatt, Tami 32 2011 A new technique for inconsistent QP problems in the SQP method. Zbl 0964.90062Spellucci, P. 32 1998 Concepts of efficiency for uncertain multi-objective optimization problems based on set order relations. Zbl 1302.90198Ide, Jonas; Köbis, Elisabeth 32 2014 On quadratic hedging in continuous time. Zbl 0977.91035Pham, Huyên 31 2000 Well-posedness and convexity in vector optimization. Zbl 1083.90036Miglierina, E.; Molho, E. 31 2003 Optimizing venture capital investments in a jump diffusion model. Zbl 1151.91049Bayraktar, Erhan; Egami, Masahiko 31 2008 Portfolio optimization in stochastic markets. Zbl 1136.91409Çakmak, U.; Özekici, S. 31 2006 Vector network equilibrium problems and nonlinear scalarization methods. Zbl 0939.90014Chen, G. Y.; Goh, C. J.; Yang, X. Q. 30 1999 Generalized vector equilibrium problems with set-valued mappings. Zbl 1023.90057Fu, Junyi; Wan, Anhua 30 2002 The Myerson value for union stable structures. Zbl 1059.91006Algaba, E.; Bilbao, J. M.; Borm, P.; López, J. J. 30 2001 On the S-procedure and some variants. Zbl 1115.93025Derinkuyu, Kürşad; Pınar, Mustafa Ç. 30 2006 Differential and sensitivity properties of gap functions for vector variational inequalities. Zbl 1041.49012Li, S. J.; Yan, Hong; Chen, G. Y. 29 2003 Project scheduling with inventory constraints. Zbl 1064.90018Neumann, Klaus; Schwindt, Christoph 29 2002 Reward functionals, salvage values, and optimal stopping. Zbl 1018.60045Alvarez, Luis H. R. 27 2001 Stochastic differential portfolio games for an insurer in a jump-diffusion risk process. Zbl 1276.91095Lin, Xiang; Zhang, Chunhong; Siu, Tak Kuen 27 2012 Systemic risk measures on general measurable spaces. Zbl 1371.91200Kromer, E.; Overbeck, L.; Zilch, K. 27 2016 Approximately solving multiobjective linear programmes in objective space and an application in radiotherapy treatment planning. Zbl 1211.90217Shao, Lizhen; Ehrgott, Matthias 26 2008 Batching identical jobs. Zbl 1023.90020Baptiste, Philippe 26 2000 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. 25 1999 Dual methods for probabilistic optimization problems. Zbl 1076.90038Dentcheva, Darinka; Lai, Bogumila; Ruszczyński, Andrzej 25 2004 Ekeland’s \(\varepsilon\)-variational principle for set-valued mappings. Zbl 0936.49012Chen, Guang Ya; Huang, X. X. 25 1998 On the quantification of nomination feasibility in stationary gas networks with random load. Zbl 1354.90031Gotzes, Claudia; Heitsch, Holger; Henrion, René; Schultz, Rüdiger 25 2016 Lagrangian conditions for vector optimization in Banach spaces. Zbl 1131.90053Dutta, Joydeep; Tammer, Christiane 25 2006 On stochastic games in economics. Zbl 1149.91017Nowak, Andrzej S. 25 2007 Optimality conditions in non-convex set-valued optimization. Zbl 1031.90032Flores-Bazán, Fabián 24 2001 Characterizations of super efficiency in cone-convexlike vector optimization with set-valued maps. Zbl 0930.90078Rong, Wei Dong; Wu, Yu Nan 24 1998 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 24 2016 An inertial-like proximal algorithm for equilibrium problems. Zbl 06989576Hieu, Dang Van 24 2018 Characterizations of convex and quasiconvex set-valued maps. Zbl 1047.54012Benoist, Joël; Popovici, Nicolae 23 2003 Cooperation and competition in inventory games. Zbl 1094.91005Meca, Ana; García-Jurado, Ignacio; Borm, Peter 23 2003 The efficient frontier for bounded assets. Zbl 1103.91343Best, Michael J.; Hlouskova, Jaroslava 23 2000 A conditional gradient method with linear rate of convergence for solving convex linear systems. Zbl 1138.90440Beck, Amir; Teboulle, Marc 23 2004 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 The \(k\)-partitioning problem. Zbl 0941.90029Babel, Luitpold; Kellerer, Hans; Kotov, Vladimir 23 1998 Games on lattices, multichoice games and the Shapley value: a new approach. Zbl 1154.91319Grabisch, Michel; Lange, Fabien 23 2007 Optimal investment for a pension fund under inflation risk. Zbl 1189.93147Zhang, Aihua; Ewald, Christian-Oliver 23 2010 Sufficient conditions to compute any solution of a quasivariational inequality via a variational inequality. Zbl 1365.49010Aussel, Didier; Sagratella, Simone 23 2017 Optimal investment and consumption models with non-linear stock dynamics. Zbl 0961.91016Zariphopoulou, Thaleia 22 1999 Controlled Markov chains with risk-sensitive criteria: Average cost, optimality equations, and optimal solutions. Zbl 0953.93077Cavazos-Cadena, Rolando; Fernández-Gaucherand, Emmanuel 22 1999 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 Combinatorial integral approximation. Zbl 1220.90073Sager, Sebastian; Jung, Michael; Kirches, Christian 22 2011 Panjer recursion versus FFT for compound distributions. Zbl 1205.91081Embrechts, Paul; Frei, Marco 22 2009 A family of Newton methods for nonsmooth constrained systems with nonisolated solutions. Zbl 1269.49046Facchinei, Francisco; Fischer, Andreas; Herrich, Markus 22 2013 Locating a maximally complementary solution of the monotone NCP by using non-interior-point smoothing algorithms. Zbl 1066.90127Huang, Zheng-Hai 21 2005 Retailer’s optimal ordering policy under supplier credits. Zbl 1104.90007Chang, Chun-Tao; Teng, Jinn-Tsair 21 2004 A non-cooperative approach to the cost spanning tree problem. Zbl 1076.90004Bergantiños, Gustavo; Lorenzo, Leticia 21 2004 The position value for union stable systems. Zbl 1103.91310Algaba, E.; Bilbao, J. M.; Borm, P.; López, J. J. 21 2000 Constrained Markov control processes in Borel spaces: the discounted case. Zbl 1032.90061Hernández-Lerma, Onésimo; González-Hernández, Juan 21 2000 Inverse \(k\)-centrum problem on trees with variable vertex weights. Zbl 1330.90120Kien Trung Nguyen; Lam Quoc Anh 21 2015 Polynomial complexity of an interior point algorithm with a second order corrector step for symmetric cone programming. Zbl 1229.90084Zhang, Jian; Zhang, Kecun 21 2011 Generalized light robustness and the trade-off between robustness and nominal quality. Zbl 1327.90326Schöbel, Anita 21 2014 Worst-case scenario portfolio optimization: a new stochastic control approach. Zbl 1132.91469Korn, Ralf; Menkens, Olaf 21 2005 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 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 20 2004 Gap-free computation of Pareto-points by quadratic scalarizations. Zbl 1131.90054Fliege, Jörg 20 2004 Packing small boxes into a big box. Zbl 1038.90066Padberg, Manfred 20 2000 Ideal equilibria in noncooperative multicriteria games. Zbl 1054.91009Voorneveld, Mark; Grahn, Sofia; Dufwenberg, Martin 20 2000 Cost analysis of a finite \(M/M/R\) queueing system with balking, reneging, and server breakdowns. Zbl 1023.90017Wang, Kuo-Hsiung; Chang, Ying-Chung 19 2002 Tree-connected peer group situations and peer group games. Zbl 1052.91013Brânzei, Rodica; Fragnelli, Vito; Tijs, Stef 19 2002 \(K\)-epiderivatives for set-valued functions and optimization. Zbl 1042.49025Bigi, Giancarlo; Castellani, Marco 19 2002 On probabilistic constraints induced by rectangular sets and multivariate normal distributions. Zbl 1198.90309Van Ackooij, Wim; Henrion, René; Möller, Andris; Zorgati, Riadh 19 2010 Scalarization for pointwise well-posed vectorial problems. Zbl 1126.49024Durea, M. 19 2007 A bilevel optimization approach to decide the feasibility of bookings in the European gas market. Zbl 07557393Plein, Fränk; Thürauf, Johannes; Labbé, Martine; Schmidt, Martin 1 2022 An inertial subgradient extragradient algorithm extended to pseudomonotone equilibrium problems. Zbl 1471.90152Shehu, Yekini; Iyiola, Olaniyi S.; Thong, Duong Viet; Van, Nguyen Thi Cam 7 2021 A transformation-based discretization method for solving general semi-infinite optimization problems. Zbl 1462.90146Schwientek, Jan; Seidel, Tobias; Küfer, Karl-Heinz 3 2021 Analysis of Markov chain approximation for Asian options and occupation-time derivatives: Greeks and convergence rates. Zbl 1475.91365Yang, Wensheng; Ma, Jingtang; Cui, Zhenyu 2 2021 Interplay of non-convex quadratically constrained problems with adjustable robust optimization. Zbl 1462.90081Bomze, Immanuel; Gabl, Markus 1 2021 Portfolio selection with drawdown constraint on consumption: a generalization model. Zbl 1468.91136Jeon, Junkee; Park, Kyunghyun 1 2021 Considerations on the aggregate monotonicity of the nucleolus and the core-center. Zbl 1470.91025Mirás Calvo, Miguel Ángel; Quinteiro Sandomingo, Carmen; Sánchez-Rodríguez, Estela 1 2021 Relative utility bounds for empirically optimal portfolios. Zbl 1468.91146Rokhlin, Dmitry B. 1 2021 A time consistent dynamic bargaining procedure in differential games with heterogeneous discounting. Zbl 1471.91042Castañer, Anna; Marín-Solano, Jesús; Ribas, Carmen 1 2021 Minimizing spectral risk measures applied to Markov decision processes. Zbl 1479.90209Bäuerle, Nicole; Glauner, Alexander 1 2021 Optimal step length for the Newton method: case of self-concordant functions. Zbl 1483.90179Hildebrand, Roland 1 2021 The Douglas-Rachford algorithm for convex and nonconvex feasibility problems. Zbl 1435.65090Aragón Artacho, Francisco J.; Campoy, Rubén; Tam, Matthew K. 8 2020 Characterization of set relations through extensions of the oriented distance. Zbl 1436.49024Jiménez, B.; Novo, V.; Vílchez, A. 6 2020 The stability and extended well-posedness of the solution sets for set optimization problems via the Painlevé-Kuratowski convergence. Zbl 1433.49038Han, Yu; Zhang, Kai; Huang, Nan-Jing 5 2020 On the rectangular knapsack problem: approximation of a specific quadratic knapsack problem. Zbl 1454.90078Schulze, Britta; Stiglmayr, Michael; Paquete, Luís; Fonseca, Carlos M.; Willems, David; Ruzika, Stefan 4 2020 Optimal dividends and capital injection under dividend restrictions. Zbl 1454.91200Lindensjö, Kristoffer; Lindskog, Filip 4 2020 Optimal control of an objective functional with non-linearity between the conditional expectations: solutions to a class of time-inconsistent portfolio problems. Zbl 1447.49057Kryger, Esben; Nordfang, Maj-Britt; Steffensen, Mogens 3 2020 Semi-discrete optimal transport: a solution procedure for the unsquared Euclidean distance case. Zbl 1457.65014Hartmann, Valentin; Schuhmacher, Dominic 3 2020 Multi-criteria decision making via multivariate quantiles. Zbl 1435.90126Kostner, Daniel 2 2020 Ekeland’s variational principle with weighted set order relations. Zbl 1435.49005Ansari, 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 1445.49010Ha, Truong Xuan Duc 2 2020 A Mckean-Vlasov approach to distributed electricity generation development. Zbl 1443.91216Aïd, René; Basei, Matteo; Pham, Huyên 2 2020 A finite horizon optimal switching problem with memory and application to controlled SDDEs. Zbl 1448.49040Perninge, Magnus 2 2020 On weak conjugacy, augmented Lagrangians and duality in nonconvex optimization. Zbl 07285837Yalcin, Gulcin Dinc; Kasimbeyli, Refail 2 2020 Discrete-time control with non-constant discount factor. Zbl 1454.93153Jasso-Fuentes, Héctor; Menaldi, José-Luis; Prieto-Rumeau, Tomás 2 2020 On computation of optimal strategies in oligopolistic markets respecting the cost of change. Zbl 1454.90097Outrata, Jiří V.; Valdman, Jan 2 2020 Qualitative robustness of set-valued value-at-risk. Zbl 1440.90064Crespi, Giovanni Paolo; Mastrogiacomo, Elisa 1 2020 A note on the combination of equilibrium problems. Zbl 1442.47049Nguyen 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 1440.90085Singh, Rajani; Wiszniewska-Matyszkiel, Agnieszka 1 2020 Convergence properties of a class of exact penalty methods for semi-infinite optimization problems. Zbl 1447.90067Ju, Jiachen; Liu, Qian 1 2020 An inexact primal-dual algorithm for semi-infinite programming. Zbl 1447.90068Wei, Bo; Haskell, William B.; Zhao, Sixiang 1 2020 An asymptotically optimal strategy for constrained multi-armed bandit problems. Zbl 1447.90022Chang, Hyeong Soo 1 2020 Statistical properties of estimators for the log-optimal portfolio. Zbl 1454.91219Frahm, Gabriel 1 2020 Continuity and monotonicity of solutions to a greedy maximization problem. Zbl 1487.90622Kruk, 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 1454.90105Kern, Patrick; Simroth, Axel; Zähle, Henryk 1 2020 Min max min robust (relative) regret combinatorial optimization. Zbl 1454.90072Crema, Alejandro 1 2020 Solutions for subset sum problems with special digraph constraints. Zbl 1454.90075Gurski, Frank; Komander, Dominique; Rehs, Carolin 1 2020 The residual time approach for \((Q, r)\) model under perishability, general lead times, and lost sales. Zbl 1456.90008Barron, Yonit; Baron, Opher 1 2020 A multilevel model of the European entry-exit gas market. Zbl 1415.90012Grimm, Veronika; Schewe, Lars; Schmidt, Martin; Zöttl, Gregor 16 2019 Computation of weighted sums of rewards for concurrent MDPs. Zbl 1411.90353Buchholz, Peter; Scheftelowitsch, Dimitri 5 2019 Equilibrium formulations of relative optimization problems. Zbl 1421.90147Konnov, I. V. 5 2019 Accelerated first-order methods for large-scale convex optimization: nearly optimal complexity under strong convexity. Zbl 1426.90196Ahookhosh, Masoud 4 2019 Optimal price management in retail energy markets: an impulse control problem with asymptotic estimates. Zbl 1417.91209Basei, Matteo 4 2019 Solutions for the knapsack problem with conflict and forcing graphs of bounded clique-width. Zbl 1416.05268Gurski, Frank; Rehs, Carolin 4 2019 Optimal mean-variance investment/reinsurance with common shock in a regime-switching market. Zbl 1429.62459Bi, Junna; Liang, Zhibin; Yuen, Kam Chuen 4 2019 Optimal investment for insurance company with exponential utility and wealth-dependent risk aversion coefficient. Zbl 1411.91277Delong, Łukasz 3 2019 Algorithms for non-linear and stochastic resource constrained shortest path. Zbl 1415.90020Parmentier, Axel 3 2019 Dynamic systemic risk measures for bounded discrete time processes. Zbl 1426.91307Kromer, E.; Overbeck, L.; Zilch, K. 3 2019 A simple construction of complete single-peaked domains by recursive tiling. Zbl 1435.91086Zhan, Ping 2 2019 Responsibility and sharing the cost of cleaning a polluted river. Zbl 1411.91444Sun, Panfei; Hou, Dongshuang; Sun, Hao 2 2019 Optimal exchange rates management using stochastic impulse control for geometric Lévy processes. Zbl 1410.91349Wu, Jinbiao 2 2019 On \(f\)-domination: polyhedral and algorithmic results. Zbl 1419.05166Dell’Amico, Mauro; Neto, José 2 2019 Full-information best choice game with hint. Zbl 1433.91040Skarupski, Marek 2 2019 Optimal control of electricity input given an uncertain demand. Zbl 1471.93278Göttlich, Simone; Korn, Ralf; Lux, Kerstin 1 2019 Martingale optimal transport in the discrete case via simple linear programming techniques. Zbl 1435.49010Bäuerle, Nicole; Schmithals, Daniel 1 2019 Management of a hydropower system via convex duality. Zbl 1410.93146Dahl, Kristina Rognlien 1 2019 New results on the existence of open loop Nash equilibria in discrete time dynamic games via generalized Nash games. Zbl 1422.91111Abraham, Mathew P.; Kulkarni, Ankur A. 1 2019 Implementation of optimal schedules in outsourcing with identical suppliers. Zbl 1420.90030Hamers, Herbert; Klijn, Flip; Slikker, Marco 1 2019 Complexity results on planar multifacility location problems with forbidden regions. Zbl 1423.90132Maier, Andrea; Hamacher, Horst W. 1 2019 The sparsest solution of the union of finite polytopes via its nonconvex relaxation. Zbl 1425.90081You, Guowei; Huang, Zheng-Hai; Wang, Yong 1 2019 Nonconcave robust optimization with discrete strategies under Knightian uncertainty. Zbl 1440.91035Neufeld, Ariel; Šikić, Mario 1 2019 Locating a semi-obnoxious facility in the special case of Manhattan distances. Zbl 1427.90196Wagner, Andrea 1 2019 Facets of the cone of totally balanced games. Zbl 1431.91018Kroupa, Tomáš; Studený, Milan 1 2019 An inertial-like proximal algorithm for equilibrium problems. Zbl 06989576Hieu, Dang Van 24 2018 Optimal mean-variance investment and reinsurance problem for an insurer with stochastic volatility. Zbl 1417.91285Sun, Zhongyang; Guo, Junyi 12 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 8 2018 Inventory control and pricing for perishable products under age and price dependent stochastic demand. Zbl 1406.90010Kaya, Onur; Ghahroodi, Sajjad Rahimi 6 2018 An exact solution to a robust portfolio choice problem with multiple risk measures under ambiguous distribution. Zbl 1388.91139Kang, Zhilin; Li, Zhongfei 5 2018 Reverse selective obnoxious center location problems on tree graphs. Zbl 1391.90372Etemad, Roghayeh; Alizadeh, Behrooz 5 2018 Analysis of an M/G/\(1\) queue with vacations and multiple phases of operation. Zbl 1388.90041Li, Jianjun; Liu, Liwei; Jiang, Tao 4 2018 Delay analysis of a two-class batch-service queue with class-dependent variable server capacity. Zbl 1406.90024Baetens, Jens; Steyaert, Bart; Claeys, Dieter; Bruneel, Herwig 4 2018 Risk management with multiple VaR constraints. Zbl 1418.91456Chen, An; Nguyen, Thai; Stadje, Mitja 4 2018 A set optimization approach to zero-sum matrix games with multi-dimensional payoffs. Zbl 1418.91021Hamel, Andreas H.; Löhne, Andreas 4 2018 Reduction of nonanticipativity constraints in multistage stochastic programming problems with endogenous and exogenous uncertainty. Zbl 1402.90105Hooshmand, F.; MirHassani, S. A. 3 2018 An \(\mathrm{M}/\mathrm{PH}/K\) queue with constant impatient time. Zbl 1382.60116He, Qi-Ming; Zhang, Hao; Ye, Qingqing 3 2018 Risk measurement and risk-averse control of partially observable discrete-time Markov systems. Zbl 1407.90335Fan, Jingnan; Ruszczyński, Andrzej 3 2018 Endogenous reference points in bargaining. Zbl 1418.91221Karagözoğlu, Emin; Keskin, Kerim 3 2018 A limited-feedback approximation scheme for optimal switching problems with execution delays. Zbl 1395.93579Perninge, Magnus 2 2018 On solving mutual liability problems. Zbl 1410.91310Groote Schaarsberg, Mirjam; Reijnierse, Hans; Borm, Peter 2 2018 A primal-dual augmented Lagrangian penalty-interior-point filter line search algorithm. Zbl 1394.49025Kuhlmann, Renke; Büskens, Christof 2 2018 The double pivot simplex method. Zbl 1390.90387Vitor, Fabio; Easton, Todd 2 2018 Variants of the \(\varepsilon\)-constraint method for biobjective integer programming problems: application to \(p\)-median-cover problems. Zbl 1397.90353Sáez-Aguado, Jesús; Trandafir, Paula Camelia 1 2018 Non-linear filtering and optimal investment under partial information for stochastic volatility models. Zbl 1410.91419Ibrahim, Dalia; Abergel, Frédéric 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 A new look at a smart polling model. Zbl 1404.60138Fralix, Brian 1 2018 An investment model with switching costs and the option to abandon. Zbl 1411.91611Zervos, Mihail; Oliveira, Carlos; Duckworth, Kate 1 2018 Sufficient conditions to compute any solution of a quasivariational inequality via a variational inequality. Zbl 1365.49010Aussel, Didier; Sagratella, Simone 23 2017 Robust optimal investment and reinsurance problem for a general insurance company under Heston model. Zbl 1414.91203Huang, Ya; Yang, Xiangqun; Zhou, Jieming 14 2017 Computing all solutions of linear generalized Nash equilibrium problems. Zbl 1414.91012Dreves, Axel 11 2017 Optimality conditions in optimization problems with convex feasible set using convexificators. Zbl 1407.90253Kabgani, Alireza; Soleimani-damaneh, Majid; Zamani, Moslem 11 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 10 2017 Computing equilibria of Cournot oligopoly models with mixed-integer quantities. Zbl 1408.91150Sagratella, Simone 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 8 2017 An optimal subgradient algorithm for large-scale bound-constrained convex optimization. Zbl 1380.90215Ahookhosh, Masoud; Neumaier, Arnold 7 2017 Inexact proximal Newton methods for self-concordant functions. Zbl 1386.90105Li, Jinchao; Andersen, Martin S.; Vandenberghe, Lieven 7 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 6 2017 Optimal double control problem for a PDE model of goodwill dynamics. Zbl 1376.49003Górajski, Mariusz; Machowska, Dominika 5 2017 Timing in the presence of directional predictability: optimal stopping of skew Brownian motion. Zbl 1386.60279Alvarez E., Luis H. R.; Salminen, Paavo 5 2017 Exploiting damped techniques for nonlinear conjugate gradient methods. Zbl 1390.90388Al-Baali, Mehiddin; Caliciotti, Andrea; Fasano, Giovanni; Roma, Massimo 4 2017 ...and 906 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 7,981 Authors 66 Ceng, Lu-Chuan 55 Yao, Jen-Chih 50 Guo, Xianping 45 Huang, Nan-Jing 42 Puerto Albandoz, Justo 35 Novo-Sanjurjo, Vicente 30 Wen, Chingfeng 29 Ansari, Qamrul Hasan 27 Kumam, Poom 27 Yang, Xinmin 26 Li, Zhongfei 26 Phan Quôc Khánh 26 Schmidt, Martin 25 Gutiérrez, César 25 Hernández-Lerma, Onésimo 25 Van den Brink, René 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 Van Ackooij, Wim 22 Zeng, Yan 21 Tammer, Christiane 21 Wei, Qingda 20 Alizadeh, Behrooz 20 Chen, Jein-Shan 20 Jiménez, Bienvenido 19 Chen, Zhiping 19 Lalitha, C. S. 19 Teo, Kok Lay 18 Bäuerle, Nicole 18 Cho, Yeol Je 18 Grabisch, Michel 18 Minjárez-Sosa, J. Adolfo 18 Nguyen, Kien Trung 18 Pham Huu Sach 17 Bergantiños, Gustavo 17 Durea, Marius 17 Liang, Zhibin 17 Rodriguez Marin, Luis 17 Wagler, Annegret Katrin 17 Zhang, Yi 16 Cai, Gang 16 Liu, Sanyang 16 Nowak, Andrzej S. 16 Scheithauer, Guntram 16 Schewe, Lars 16 Yang, Xiaoqi 15 Fang, Shu-Cherng 15 Gong, Xunhua 15 Nickel, Stefan 15 Perry, David 15 Piunovskiĭ, Alekseĭ Borisovich 15 Sama, Miguel 15 Shehu, Yekini 15 Wan, Zhongping 15 Yuan, Gonglin 14 Alparslan Gök, Sırma Zeynep 14 Branzei, Rodica M. 14 Fiestras-Janeiro, María Gloria 14 Han, Yu 14 Jaśkiewicz, Anna 14 Latif, Abdul 14 Li, Danping 14 Liu, Hongwei 14 Mosquera, Manuel A. 14 Prieto-Rumeau, Tomás 14 Rudloff, Birgit 14 Sagratella, Simone 14 Sánchez-Soriano, Joaquín 14 Schöbel, Anita 14 Yuen, Kam Chuen 14 Zhang, Liwei 13 Avrachenkov, Konstantin Evgen’evich 13 Cruz Suárez, Hugo Adán 13 Fang, Yaping 13 Fischer, Andreas M. 13 Forsyth, Peter A. 13 Huang, Zheng-Hai 13 Jasso-Fuentes, Héctor 13 Klamroth, Kathrin 13 Koshmanenko, Volodymyr Dmytrovych 13 Llorca, Natividad 13 Löhne, Andreas 13 Panda, Geetanjali 13 Qiu, Jinghui 13 Shen, Yang 13 Solal, Philippe 13 Yu, Guolin 13 Zafarani, Jafar 13 Zhang, Weiguo 13 Zhao, Hui 13 Zhu, Quanxin 12 Baroughi, Fahimeh 12 Béal, Sylvain 12 Cheng, Tai-Chiu Edwin ...and 7,881 more Authors all top 5 Cited in 500 Journals 455 European Journal of Operational Research 269 Mathematical Methods of Operations Research 266 Journal of Optimization Theory and Applications 217 Optimization 178 Journal of Global Optimization 170 Annals of Operations Research 151 Insurance Mathematics & Economics 131 Operations Research Letters 131 Computers & Operations Research 114 Journal of Mathematical Analysis and Applications 102 Optimization Letters 99 Journal of Industrial and Management Optimization 96 Computational Optimization and Applications 95 Mathematical Programming. Series A. Series B 91 Journal of Inequalities and Applications 86 Applied Mathematics and Computation 85 Top 78 Journal of Computational and Applied Mathematics 73 Discrete Applied Mathematics 72 Queueing Systems 61 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 42 International Journal of Theoretical and Applied Finance 41 Applied Mathematical Modelling 40 Finance and Stochastics 40 Quantitative Finance 39 Automatica 39 SIAM Journal on Control and Optimization 39 Positivity 38 Optimization and Engineering 37 Computers & Mathematics with Applications 37 Optimization Methods & Software 36 International Journal of Game Theory 35 Mathematics of Operations Research 35 Operations Research 34 Advances in Applied Probability 34 Scandinavian Actuarial Journal 34 OR Spectrum 33 Mathematical Finance 33 Journal of Applied Mathematics 32 Communications in Statistics. Theory and Methods 31 Mathematical Social Sciences 31 Stochastic Processes and their Applications 31 CEJOR. Central European Journal of Operations Research 30 The Annals of Applied Probability 30 Set-Valued and Variational Analysis 29 Acta Mathematicae Applicatae Sinica. English Series 29 Computational and Applied Mathematics 28 Kybernetika 28 Opsearch 28 Stochastic Analysis and Applications 28 Asia-Pacific Journal of Operational Research 28 Journal of Economic Dynamics & Control 28 INFORMS Journal on Computing 28 Probability in the Engineering and Informational Sciences 28 Stochastics 27 Methodology and Computing in Applied Probability 27 International Game Theory Review 27 Stochastic Models 27 4OR 27 Mathematics and Financial Economics 26 Theoretical Computer Science 26 Journal of the Operations Research Society of China 25 International Journal of Computer Mathematics 25 Journal of Combinatorial Optimization 24 Journal of Systems Science and Complexity 24 Journal of Applied Mathematics and Computing 24 SIAM Journal on Financial Mathematics 22 Statistics & Probability Letters 22 Numerical Algorithms 22 RAIRO. Operations Research 21 Discrete Dynamics in Nature and Society 21 Dynamic Games and Applications 20 Games and Economic Behavior 19 Computer Methods in Applied Mechanics and Engineering 19 Automation and Remote Control 19 Applied Mathematical Finance 19 Computational Management Science 18 Fuzzy Sets and Systems 18 Journal of Mathematical Economics 18 Theory and Decision 17 Applicable Analysis 17 Systems & Control Letters 17 Mathematical and Computer Modelling 17 Thai Journal of Mathematics 17 Discrete Optimization 16 Journal of Economic Theory 16 International Transactions in Operational Research 16 ASTIN Bulletin 14 International Journal of Control 14 Linear Algebra and its Applications 14 Cybernetics and Systems Analysis 14 Economic Theory ...and 400 more Journals all top 5 Cited in 54 Fields 3,918 Operations research, mathematical programming (90-XX) 2,110 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1,138 Calculus of variations and optimal control; optimization (49-XX) 1,122 Probability theory and stochastic processes (60-XX) 705 Systems theory; control (93-XX) 575 Numerical analysis (65-XX) 376 Statistics (62-XX) 350 Operator theory (47-XX) 307 Computer science (68-XX) 174 Combinatorics (05-XX) 99 Partial differential equations (35-XX) 99 Functional analysis (46-XX) 75 Real functions (26-XX) 54 General topology (54-XX) 51 Linear and multilinear algebra; matrix theory (15-XX) 51 Convex and discrete geometry (52-XX) 40 Mechanics of deformable solids (74-XX) 39 Biology and other natural sciences (92-XX) 36 Ordinary differential equations (34-XX) 34 Global analysis, analysis on manifolds (58-XX) 23 Information and communication theory, circuits (94-XX) 22 Approximations and expansions (41-XX) 21 Fluid mechanics (76-XX) 16 Dynamical systems and ergodic theory (37-XX) 15 Order, lattices, ordered algebraic structures (06-XX) 13 Mathematical logic and foundations (03-XX) 11 Integral equations (45-XX) 11 Statistical mechanics, structure of matter (82-XX) 10 Measure and integration (28-XX) 8 History and biography (01-XX) 8 Integral transforms, operational calculus (44-XX) 6 Functions of a complex variable (30-XX) 6 Differential geometry (53-XX) 5 General and overarching topics; collections (00-XX) 5 Mechanics of particles and systems (70-XX) 5 Classical thermodynamics, heat transfer (80-XX) 5 Geophysics (86-XX) 4 Algebraic geometry (14-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 Manifolds and cell complexes (57-XX) 2 Optics, electromagnetic theory (78-XX) 2 Mathematics education (97-XX) 1 Commutative algebra (13-XX) 1 Topological groups, Lie groups (22-XX) 1 Sequences, series, summability (40-XX) 1 Algebraic topology (55-XX) Citations by Year