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: 1,272 Publications (since 1997) References Indexed: 832 Publications with 20,042 References. all top 5 Latest Issues 96, No. 3 (2022) 96, No. 2 (2022) 96, No. 1 (2022) 95, No. 3 (2022) 95, No. 2 (2022) 95, No. 1 (2022) 94, No. 3 (2021) 94, No. 2 (2021) 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) ...and 54 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 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 all top 5 Fields 835 Operations research, mathematical programming (90-XX) 469 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 236 Probability theory and stochastic processes (60-XX) 183 Calculus of variations and optimal control; optimization (49-XX) 147 Systems theory; control (93-XX) 60 Numerical analysis (65-XX) 45 Statistics (62-XX) 38 Computer science (68-XX) 36 Combinatorics (05-XX) 19 Operator theory (47-XX) 12 General and overarching topics; collections (00-XX) 10 Convex and discrete geometry (52-XX) 9 Linear and multilinear algebra; matrix theory (15-XX) 9 Functional analysis (46-XX) 8 General topology (54-XX) 6 Mechanics of deformable solids (74-XX) 5 Real functions (26-XX) 5 Information and communication theory, circuits (94-XX) 3 Partial differential equations (35-XX) 3 Approximations and expansions (41-XX) 2 Order, lattices, ordered algebraic structures (06-XX) 2 Integral transforms, operational calculus (44-XX) 2 Geometry (51-XX) 2 Fluid mechanics (76-XX) 1 History and biography (01-XX) 1 Mathematical logic and foundations (03-XX) 1 Number theory (11-XX) 1 Field theory and polynomials (12-XX) 1 Commutative algebra (13-XX) 1 Ordinary differential equations (34-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Integral equations (45-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Optics, electromagnetic theory (78-XX) 1 Classical thermodynamics, heat transfer (80-XX) 1 Geophysics (86-XX) 1 Biology and other natural sciences (92-XX) Publications by Year all cited Publications top 5 cited Publications 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 1147.49007Ceng, Lu-Chuan; Wang, Chang-yu; Yao, Jen-Chih 154 2008 Steepest descent methods for multicriteria optimization. Zbl 1054.90067Fliege, Jörg; Svaiter, Benar Fux 134 2000 Contingent epiderivatives and set-valued optimization. Zbl 0889.90123Jahn, Johannes; Rauh, Rüdiger 118 1997 Optimality conditions for set-valued optimization problems. Zbl 0927.90095Chen, Guang Ya; Jahn, Johannes 99 1998 Benchmark and mean-variance problems for insurers. Zbl 1101.93081Bäuerle, Nicole 98 2005 Optimal risk and dividend distribution control models for an insurance company. Zbl 0947.91043Taksar, Michael I. 90 2000 Dynamic mean-variance problem with constrained risk control for the insurers. Zbl 1156.93037Bai, Lihua; Zhang, Huayue 77 2008 A generalization of vectorial equilibria. Zbl 0889.90155Ansari, Q. H.; Oettli, W.; Schläger, D. 75 1997 A note on generalized inverses. Zbl 1281.60014Embrechts, Paul; Hofert, Marius 68 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 Biconvex sets and optimization with biconvex functions: a survey and extensions. Zbl 1146.90495Gorski, Jochen; Pfeuffer, Frank; Klamroth, Kathrin 55 2007 Tail dependence for elliptically contoured distributions. Zbl 1015.62052Schmidt, Rafael 55 2002 A review of multi-component maintenance models with economic dependence. Zbl 0893.90071Dekker, Rommert; Wildeman, Ralph E.; van der Duyn Schouten, Frank A. 54 1997 A projection method for a system of nonlinear monotone equations with convex constraints. Zbl 1126.90067Wang, Chuanwei; Wang, Yiju; Xu, Chuanliang 52 2007 Some applications of impulse control in mathematical finance. Zbl 0942.91048Korn, Ralf 50 1999 A new trust region method for nonlinear equations. Zbl 1043.65072Zhang, Ju-liang; Wang, Yong 47 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. 41 2001 Efficient solution of interval optimization problem. Zbl 1258.49018Bhurjee, A. K.; Panda, G. 41 2012 Inverse \(p\)-median problems with variable edge lengths. Zbl 1216.49032Baroughi Bonab, Fahimeh; Burkard, Rainer E.; Gassner, Elisabeth 41 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 40 2003 Inference of statistical bounds for multistage stochastic programming problems. Zbl 1116.90384Shapiro, Alexander 40 2003 First-order optimality conditions in set-valued optimization. Zbl 1103.90089Crespi, Giovanni P.; Ginchev, Ivan; Rocca, Matteo 38 2006 Generalized vector quasi-equilibrium problems. Zbl 1114.90114Li, S. J.; Teo, K. L.; Yang, X. Q. 38 2005 Two classes of merit functions for the second-order cone complementarity problem. Zbl 1162.90572Chen, Jein-Shan 38 2006 Optimal portfolios for exponential Lévy processes. Zbl 1054.91038Kallisen, Jan 37 2000 Mean-variance portfolio selection for a non-life insurance company. Zbl 1148.60040Delong, Łukasz; Gerrard, Russell 37 2007 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. 36 2000 Cooperation under interval uncertainty. Zbl 1159.91310Alparslan-Gök, S. Zeynep; Miquel, Silvia; Tijs, Stef H. 36 2009 Concepts of efficiency for uncertain multi-objective optimization problems based on set order relations. Zbl 1302.90198Ide, Jonas; Köbis, Elisabeth 35 2014 Covering models and optimization techniques for emergency response facility location and planning: a review. Zbl 1261.90011Li, Xueping; Zhao, Zhaoxia; Zhu, Xiaoyan; Wyatt, Tami 35 2011 On the entropic regularization method for solving min-max problems with applications. Zbl 0886.90133Li, Xing-Si; Fang, Shu-Cherng 34 1997 A new technique for inconsistent QP problems in the SQP method. Zbl 0964.90062Spellucci, P. 33 1998 The Myerson value for union stable structures. Zbl 1059.91006Algaba, E.; Bilbao, J. M.; Borm, P.; López, J. J. 33 2001 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 A flexible approach to location problems. Zbl 1031.90009Rodríguez-Chía, Antonio M.; Nickel, Stefan; Puerto, Justo; Fernández, Francisco R. 33 2000 Optimizing venture capital investments in a jump diffusion model. Zbl 1151.91049Bayraktar, Erhan; Egami, Masahiko 32 2008 Portfolio optimization in stochastic markets. Zbl 1136.91409Çakmak, U.; Özekici, S. 31 2006 Well-posedness and convexity in vector optimization. Zbl 1083.90036Miglierina, E.; Molho, E. 31 2003 Vector network equilibrium problems and nonlinear scalarization methods. Zbl 0939.90014Chen, G. Y.; Goh, C. J.; Yang, X. Q. 31 1999 On quadratic hedging in continuous time. Zbl 0977.91035Pham, Huyên 31 2000 Generalized vector equilibrium problems with set-valued mappings. Zbl 1023.90057Fu, Junyi; Wan, Anhua 30 2002 On the S-procedure and some variants. Zbl 1115.93025Derinkuyu, Kürşad; Pınar, Mustafa Ç. 30 2006 Project scheduling with inventory constraints. Zbl 1064.90018Neumann, Klaus; Schwindt, Christoph 29 2002 Systemic risk measures on general measurable spaces. Zbl 1371.91200Kromer, E.; Overbeck, L.; Zilch, K. 29 2016 Differential and sensitivity properties of gap functions for vector variational inequalities. Zbl 1041.49012Li, S. J.; Yan, Hong; Chen, G. Y. 29 2003 An inertial-like proximal algorithm for equilibrium problems. Zbl 06989576Hieu, Dang Van 27 2018 Approximately solving multiobjective linear programmes in objective space and an application in radiotherapy treatment planning. Zbl 1211.90217Shao, Lizhen; Ehrgott, Matthias 27 2008 Reward functionals, salvage values, and optimal stopping. Zbl 1018.60045Alvarez, Luis H. R. 27 2001 On the quantification of nomination feasibility in stationary gas networks with random load. Zbl 1354.90031Gotzes, Claudia; Heitsch, Holger; Henrion, René; Schultz, Rüdiger 27 2016 Stochastic differential portfolio games for an insurer in a jump-diffusion risk process. Zbl 1276.91095Lin, Xiang; Zhang, Chunhong; Siu, Tak Kuen 27 2012 Games on lattices, multichoice games and the Shapley value: a new approach. Zbl 1154.91319Grabisch, Michel; Lange, Fabien 26 2007 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. 26 1999 Ekeland’s \(\varepsilon\)-variational principle for set-valued mappings. Zbl 0936.49012Chen, Guang Ya; Huang, X. X. 25 1998 Characterizations of super efficiency in cone-convexlike vector optimization with set-valued maps. Zbl 0930.90078Rong, Wei Dong; Wu, Yu Nan 25 1998 On stochastic games in economics. Zbl 1149.91017Nowak, Andrzej S. 25 2007 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 25 2016 Dual methods for probabilistic optimization problems. Zbl 1076.90038Dentcheva, Darinka; Lai, Bogumila; Ruszczyński, Andrzej 25 2004 Panjer recursion versus FFT for compound distributions. Zbl 1205.91081Embrechts, Paul; Frei, Marco 25 2009 Lagrangian conditions for vector optimization in Banach spaces. Zbl 1131.90053Dutta, Joydeep; Tammer, Christiane 25 2006 Combinatorial integral approximation. Zbl 1220.90073Sager, Sebastian; Jung, Michael; Kirches, Christian 24 2011 Reliability-based optimization of structural systems. Zbl 0896.90104Gasser, Markus; Schuëller, Gerhart Iwo 24 1997 A unified approach to the existing three types of variational principles for vector valued functions. Zbl 0971.90079Chen, G. Y.; Huang, X. X. 24 1998 Sufficient conditions to compute any solution of a quasivariational inequality via a variational inequality. Zbl 1365.49010Aussel, Didier; Sagratella, Simone 24 2017 Axiomatizations of the Shapley value for cooperative games on antimatroids. Zbl 1060.91006Algaba, E.; Bilbao, J. M.; van den Brink, R.; Jiménez-Losada, A. 24 2003 Optimality conditions in non-convex set-valued optimization. Zbl 1031.90032Flores-Bazán, Fabián 24 2001 The position value for union stable systems. Zbl 1103.91310Algaba, E.; Bilbao, J. M.; Borm, P.; López, J. J. 24 2000 A conditional gradient method with linear rate of convergence for solving convex linear systems. Zbl 1138.90440Beck, Amir; Teboulle, Marc 24 2004 Optimal investment for a pension fund under inflation risk. Zbl 1189.93147Zhang, Aihua; Ewald, Christian-Oliver 24 2010 Generalized light robustness and the trade-off between robustness and nominal quality. Zbl 1327.90326Schöbel, Anita 23 2014 The \(k\)-partitioning problem. Zbl 0941.90029Babel, Luitpold; Kellerer, Hans; Kotov, Vladimir 23 1998 The efficient frontier for bounded assets. Zbl 1103.91343Best, Michael J.; Hlouskova, Jaroslava 23 2000 A family of Newton methods for nonsmooth constrained systems with nonisolated solutions. Zbl 1269.49046Facchinei, Francisco; Fischer, Andreas; Herrich, Markus 23 2013 Polynomial complexity of an interior point algorithm with a second order corrector step for symmetric cone programming. Zbl 1229.90084Zhang, Jian; Zhang, Kecun 23 2011 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 Ideal equilibria in noncooperative multicriteria games. Zbl 1054.91009Voorneveld, Mark; Grahn, Sofia; Dufwenberg, Martin 22 2000 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 On probabilistic constraints induced by rectangular sets and multivariate normal distributions. Zbl 1198.90309Van Ackooij, Wim; Henrion, René; Möller, Andris; Zorgati, Riadh 22 2010 Worst-case scenario portfolio optimization: a new stochastic control approach. Zbl 1132.91469Korn, Ralf; Menkens, Olaf 21 2005 Inverse \(k\)-centrum problem on trees with variable vertex weights. Zbl 1330.90120Kien Trung Nguyen; Lam Quoc Anh 21 2015 Constrained Markov control processes in Borel spaces: the discounted case. Zbl 1032.90061Hernández-Lerma, Onésimo; González-Hernández, Juan 21 2000 A non-cooperative approach to the cost spanning tree problem. Zbl 1076.90004Bergantiños, Gustavo; Lorenzo, Leticia 21 2004 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 Tree-connected peer group situations and peer group games. Zbl 1052.91013Brânzei, Rodica; Fragnelli, Vito; Tijs, Stef 20 2002 Packing small boxes into a big box. Zbl 1038.90066Padberg, Manfred 20 2000 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 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 Markov decision processes with average-value-at-risk criteria. Zbl 1259.49035Bäuerle, Nicole; Ott, Jonathan 20 2011 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 20 2016 A multilevel model of the European entry-exit gas market. Zbl 1415.90012Grimm, Veronika; Schewe, Lars; Schmidt, Martin; Zöttl, Gregor 19 2019 A bilevel optimization approach to decide the feasibility of bookings in the European gas market. Zbl 1493.90039Plein, Fränk; Thürauf, Johannes; Labbé, Martine; Schmidt, Martin 2 2022 Strong convergence results for quasimonotone variational inequalities. Zbl 1498.65103Alakoya, Timilehin O.; Mewomo, Oluwatosin T.; Shehu, Yekini 1 2022 Fast and reliable transient simulation and continuous optimization of large-scale gas networks. Zbl 07557395Domschke, Pia; Kolb, Oliver; Lang, Jens 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 8 2021 A transformation-based discretization method for solving general semi-infinite optimization problems. Zbl 1462.90146Schwientek, Jan; Seidel, Tobias; Küfer, Karl-Heinz 3 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 3 2021 Minimizing spectral risk measures applied to Markov decision processes. Zbl 1479.90209Bäuerle, Nicole; Glauner, Alexander 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 Optimal step length for the Newton method: case of self-concordant functions. Zbl 1483.90179Hildebrand, Roland 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 Six set scalarizations based on the oriented distance: continuity, convexity and application to convex set optimization. Zbl 07371318Huerga, L.; Jiménez, B.; Novo, V.; Vílchez, A. 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 New axiomatizations of the Owen value. Zbl 1476.91015Hu, Xun-Feng 1 2021 Chance-constrained games with mixture distributions. Zbl 1480.91009Peng, Shen; Yadav, Navnit; Lisser, Abdel; Singh, Vikas Vikram 1 2021 Characterization of set relations through extensions of the oriented distance. Zbl 1436.49024Jiménez, B.; Novo, V.; Vílchez, A. 10 2020 The Douglas-Rachford algorithm for convex and nonconvex feasibility problems. Zbl 1435.65090Aragón Artacho, Francisco J.; Campoy, Rubén; Tam, Matthew K. 8 2020 The stability and extended well-posedness of the solution sets for set optimization problems via the Painlevé-Kuratowski convergence. Zbl 1433.49038Han, Yu; Zhang, Kai; Huang, Nan-Jing 7 2020 Optimal control of an objective functional with non-linearity between the conditional expectations: solutions to a class of time-inconsistent portfolio problems. Zbl 1447.49057Kryger, Esben; Nordfang, Maj-Britt; Steffensen, Mogens 5 2020 A finite horizon optimal switching problem with memory and application to controlled SDDEs. Zbl 1448.49040Perninge, Magnus 4 2020 On the rectangular knapsack problem: approximation of a specific quadratic knapsack problem. 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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 On weak conjugacy, augmented Lagrangians and duality in nonconvex optimization. Zbl 1497.90161Yalcin, 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 Discounted approximations in risk-sensitive average Markov cost chains with finite state space. Zbl 1442.62188Blancas-Rivera, Rubén; Cavazos-Cadena, Rolando; Cruz-Suárez, Hugo 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 asymptotically optimal strategy for constrained multi-armed bandit problems. Zbl 1447.90022Chang, Hyeong Soo 1 2020 Some results on optimal stopping under phase-type distributed implementation delay. Zbl 1453.60092Lempa, Jukka 1 2020 Qualitative robustness of set-valued value-at-risk. Zbl 1440.90064Crespi, Giovanni Paolo; Mastrogiacomo, Elisa 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 Robust best choice problem. Zbl 1469.60124Obradović, Lazar 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 19 2019 Equilibrium formulations of relative optimization problems. Zbl 1421.90147Konnov, I. V. 6 2019 Optimal price management in retail energy markets: an impulse control problem with asymptotic estimates. Zbl 1417.91209Basei, Matteo 5 2019 Solutions for the knapsack problem with conflict and forcing graphs of bounded clique-width. Zbl 1416.05268Gurski, Frank; Rehs, Carolin 5 2019 Computation of weighted sums of rewards for concurrent MDPs. Zbl 1411.90353Buchholz, Peter; Scheftelowitsch, Dimitri 5 2019 Accelerated first-order methods for large-scale convex optimization: nearly optimal complexity under strong convexity. Zbl 1426.90196Ahookhosh, Masoud 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 4 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 3 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 2 2019 Responsibility and sharing the cost of cleaning a polluted river. Zbl 1411.91444Sun, Panfei; Hou, Dongshuang; Sun, Hao 2 2019 New results on the existence of open loop Nash equilibria in discrete time dynamic games via generalized Nash games. Zbl 1422.91111Abraham, 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 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 An inertial-like proximal algorithm for equilibrium problems. Zbl 06989576Hieu, Dang Van 27 2018 Optimal mean-variance investment and reinsurance problem for an insurer with stochastic volatility. Zbl 1417.91285Sun, Zhongyang; Guo, Junyi 14 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 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 6 2018 Reverse selective obnoxious center location problems on tree graphs. Zbl 1391.90372Etemad, Roghayeh; Alizadeh, Behrooz 6 2018 A set optimization approach to zero-sum matrix games with multi-dimensional payoffs. Zbl 1418.91021Hamel, Andreas H.; Löhne, Andreas 5 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 Analysis of an M/G/\(1\) queue with vacations and multiple phases of operation. Zbl 1388.90041Li, Jianjun; Liu, Liwei; Jiang, Tao 5 2018 Risk measurement and risk-averse control of partially observable discrete-time Markov systems. Zbl 1407.90335Fan, Jingnan; Ruszczyński, Andrzej 4 2018 Risk management with multiple VaR constraints. Zbl 1418.91456Chen, An; Nguyen, Thai; Stadje, Mitja 4 2018 A primal-dual augmented Lagrangian penalty-interior-point filter line search algorithm. Zbl 1394.49025Kuhlmann, Renke; Büskens, Christof 4 2018 Endogenous reference points in bargaining. Zbl 1418.91221Karagözoğlu, Emin; Keskin, Kerim 3 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 A new look at a smart polling model. Zbl 1404.60138Fralix, Brian 2 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 The double pivot simplex method. Zbl 1390.90387Vitor, Fabio; Easton, Todd 2 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 An investment model with switching costs and the option to abandon. Zbl 1411.91611Zervos, Mihail; Oliveira, Carlos; Duckworth, Kate 1 2018 Variants of the \(\varepsilon\)-constraint method for biobjective integer programming problems: application to \(p\)-median-cover problems. Zbl 1397.90353Sáez-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 Sufficient conditions to compute any solution of a quasivariational inequality via a variational inequality. Zbl 1365.49010Aussel, Didier; Sagratella, Simone 24 2017 Robust optimal investment and reinsurance problem for a general insurance company under Heston model. Zbl 1414.91203Huang, Ya; Yang, Xiangqun; Zhou, Jieming 17 2017 Optimality conditions in optimization problems with convex feasible set using convexificators. Zbl 1407.90253Kabgani, Alireza; Soleimani-damaneh, Majid; Zamani, Moslem 12 2017 Computing all solutions of linear generalized Nash equilibrium problems. Zbl 1414.91012Dreves, Axel 11 2017 Proposing a method for fixed cost allocation using DEA based on the efficiency invariance and common set of weights principles. Zbl 1414.91252Jahanshahloo, Gholam Reza; Sadeghi, Jafar; Khodabakhshi, Mohammad 10 2017 Optimal mean-variance asset-liability management with stochastic interest rates and inflation risks. Zbl 1411.91524Pan, Jian; Xiao, Qingxian 9 2017 ...and 916 more Documents all cited Publications top 5 cited Publications all top 5 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. 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