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Mathematics of Operations Research

Short Title: Math. Oper. Res.
Publisher: Institute for Operations Research and the Management Sciences (INFORMS), Catonsville, MD
ISSN: 0364-765X; 1526-5471/e
Online: https://pubsonline.informs.org/loi/moor
Comments: Journal; Indexed cover-to-cover
Documents Indexed: 2,621 Publications (since 1976)
References Indexed: 595 Publications with 21,535 References.
all top 5

Latest Issues

49, No. 1 (2024)
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48, No. 3 (2023)
48, No. 2 (2023)
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24, No. 4 (1999)
24, No. 3 (1999)
24, No. 2 (1999)
...and 55 more Volumes
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Authors

21 Todd, Michael J.
17 Pang, Jong-Shi
17 Ye, Yinyu
15 Rothblum, Uriel George
14 Rhee, Wansoo T.
14 Whitt, Ward
12 Feinberg, Eugene Aleksandrovich
12 Hordijk, Arie
12 Lehrer, Ehud
12 Lewis, Adrian S.
12 Nagarajan, Viswanath
12 Neyman, Abraham
12 Sudderth, William D.
12 Sviridenko, Maxim I.
11 Atar, Rami
11 Glynn, Peter W.
11 Mannor, Shie
11 Shapiro, Alexander
11 Shwartz, Adam
11 Teboulle, Marc
11 Tsitsiklis, John N.
10 Bertsekas, Dimitri Panteli
10 Conforti, Michele
10 Cornuéjols, Gérard P.
10 Correa, José R.
10 Hassin, Refael
10 Monteiro, Renato D. C.
10 Solan, Eilon
10 Wolsey, Laurence Alexander
9 Bertsimas, Dimitris John
9 Blanchet, Jose H.
9 Eaves, B. Curtis
9 Federgruen, Awi
9 Fishburn, Peter Clingerman
9 Gowda, Muddappa Seetharama
9 Kojima, Masakazu
9 Megiddo, Nimrod
9 Renault, Jérôme
9 Rockafellar, Ralph Tyrrell
9 Scarsini, Marco
9 Schulz, Andreas S.
9 Shmoys, David B.
9 Skutella, Martin
9 Smith, Robert Longworth
9 Talman, Dolf
9 Zemel, Eitan
9 Zhang, Shuzhong
9 Zwart, Bert P.
8 Basu, Amitabh
8 Bayraktar, Erhan
8 Flesch, Janos
8 Glazebrook, Kevin D.
8 Gupta, Anupam
8 Laurent, Monique
8 Levi, Retsef
8 Mandelbaum, Avi
8 Mizuno, Shinji
8 Murota, Kazuo
8 Qi, Liqun
8 Queyranne, Maurice
8 Saigal, Romesh
8 Shimkin, Nahum
8 Tardos, Éva
8 Tseng, Paul
8 Wets, Roger Jean-Baptiste
8 Yao, David D. W.
8 Ye, Jane J.
7 Auslender, Alfred
7 Ben-Tal, Aharon
7 Cominetti, Roberto
7 Dayanik, Savas
7 Filar, Jerzy A.
7 Frank, András
7 Fujishige, Satoru
7 Goemans, Michel Xavier
7 Harks, Tobias
7 Hart, Sergiu
7 Kannan, Ravindran
7 Lasserre, Jean-Bernard
7 Nemirovski, Arkadi S.
7 Ozdaglar, Asuman E.
7 Robinson, Stephen M.
7 Roundy, Robin O.
7 Ruszczyński, Andrzej
7 Scarf, Herbert E.
7 Sethuraman, Jayachandran
7 Shaked, Moshe
7 Sorin, Sylvain
7 Sun, Jie
7 Taksar, Michael I.
7 Talagrand, Michel
7 Végh, László A.
7 Zang, Wenan
6 Balder, Erik J.
6 Bolte, Jérôme
6 Buchbinder, Niv
6 Budhiraja, Amarjit S.
6 Chen, Xujin
6 Coffman, Edward Grady jun.
6 Cunningham, William H.
...and 2,743 more Authors
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Fields

1,824 Operations research, mathematical programming (90-XX)
745 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
572 Probability theory and stochastic processes (60-XX)
350 Computer science (68-XX)
286 Calculus of variations and optimal control; optimization (49-XX)
262 Numerical analysis (65-XX)
184 Systems theory; control (93-XX)
154 Combinatorics (05-XX)
121 Statistics (62-XX)
119 Convex and discrete geometry (52-XX)
39 Linear and multilinear algebra; matrix theory (15-XX)
38 Operator theory (47-XX)
33 General topology (54-XX)
27 Functional analysis (46-XX)
24 Real functions (26-XX)
21 Measure and integration (28-XX)
18 Information and communication theory, circuits (94-XX)
17 Approximations and expansions (41-XX)
16 Partial differential equations (35-XX)
15 Order, lattices, ordered algebraic structures (06-XX)
15 Algebraic geometry (14-XX)
13 Number theory (11-XX)
13 Dynamical systems and ergodic theory (37-XX)
13 Algebraic topology (55-XX)
10 Manifolds and cell complexes (57-XX)
10 Global analysis, analysis on manifolds (58-XX)
9 Ordinary differential equations (34-XX)
8 Mathematical logic and foundations (03-XX)
5 Biology and other natural sciences (92-XX)
4 Difference and functional equations (39-XX)
3 History and biography (01-XX)
3 Integral transforms, operational calculus (44-XX)
3 Geometry (51-XX)
2 Field theory and polynomials (12-XX)
2 Nonassociative rings and algebras (17-XX)
2 Differential geometry (53-XX)
2 Statistical mechanics, structure of matter (82-XX)
1 General and overarching topics; collections (00-XX)
1 Commutative algebra (13-XX)
1 Associative rings and algebras (16-XX)
1 Group theory and generalizations (20-XX)
1 Functions of a complex variable (30-XX)
1 Several complex variables and analytic spaces (32-XX)
1 Harmonic analysis on Euclidean spaces (42-XX)
1 Integral equations (45-XX)
1 Fluid mechanics (76-XX)

Publications by Year

Citations contained in zbMATH Open

2,325 Publications have been cited 46,319 times in 31,733 Documents Cited by Year
Optimal auction design. Zbl 0496.90099
Myerson, Roger B.
793
1981
Robust convex optimization. Zbl 0977.90052
Ben-Tal, A.; Nemirovski, A.
568
1998
Augmented Lagrangians and applications of the proximal point algorithm in convex programming. Zbl 0402.90076
Rockafellar, R. T.
471
1976
Integer programming with a fixed number of variables. Zbl 0524.90067
Lenstra, H. W. jun.
438
1983
Graphs and cooperation in games. Zbl 0402.90106
Myerson, Roger B.
421
1977
Proximal alternating minimization and projection methods for nonconvex problems: an approach based on the Kurdyka-Łojasiewicz inequality. Zbl 1214.65036
Attouch, Hédy; Bolte, Jérôme; Redont, Patrick; Soubeyran, Antoine
416
2010
Strongly regular generalized equations. Zbl 0437.90094
Robinson, Stephen M.
402
1980
A greedy heuristic for the set-covering problem. Zbl 0443.90066
Chvatal, V.
398
1979
The complexity of flow shop and jobshop scheduling. Zbl 0396.90041
Garey, M. R.; Johnson, D. S.; Sethi, Ravi
395
1976
Convergence analysis of some algorithms for solving nonsmooth equations. Zbl 0776.65037
Qi, Liqun
379
1993
Portfolio selection with transaction costs. Zbl 0717.90007
Davis, M. H. A.; Norman, A. R.
320
1990
Scenarios and policy aggregation in optimization under uncertainty. Zbl 0729.90067
Rockafellar, R. T.; Wets, Roger J.-B.
318
1991
Optimal investment policies for a firm with a random risk process: exponential utility and minimizing the probability of ruin. Zbl 0846.90012
Browne, Sid
314
1995
Mathematical programs with complementarity constraints: stationarity, optimality, and sensitivity. Zbl 1073.90557
Scheel, Holger; Scholtes, Stefan
285
2000
A weak-to-strong convergence principle for Fejér-monotone methods in Hilbert spaces. Zbl 1082.65058
Bauschke, Heinz H.; Combettes, Patrick L.
255
2001
A new approach to Lagrange multipliers. Zbl 0404.90100
Clarke, Frank H.
244
1976
Self-scaled barriers and interior-point methods for convex programming. Zbl 0871.90064
Nesterov, Yu. E.; Todd, M. J.
228
1997
Strong and weak convexity of sets and functions. Zbl 0526.90077
Vial, Jean-Philippe
213
1983
Minimizing total tardiness on one machine is NP-hard. Zbl 0714.90052
Du, Jianzhong; Leung, Joseph Y.-T.
207
1990
Minkowski’s convex body theorem and integer programming. Zbl 0639.90069
Kannan, Ravi
203
1987
Tangent cones, generalized gradients and mathematical programming in Banach spaces. Zbl 0409.90086
Hiriart-Urruty, J. B.
202
1979
Robust portfolio selection problems. Zbl 1082.90082
Goldfarb, D.; Iyengar, G.
200
2003
The economic of matching: Stability and incentives. Zbl 0496.90008
Roth, Alvin E.
200
1982
Lipschitz behavior of solutions to convex minimization problems. Zbl 0539.90085
Aubin, Jean-Pierre
192
1984
Mathematical properties of the Banzhaf power index. Zbl 0409.90008
Dubey, Pradeep; Shapley, Lloyd S.
191
1979
Cooling schedules for optimal annealing. Zbl 0652.65050
Hajek, Bruce
191
1988
On metric generators of graphs. Zbl 1082.05032
Sebö, András; Tannier, Eric
190
2004
Jointly constrained biconvex programming. Zbl 0521.90087
Al-Khayyal, Faiz A.; Falk, James E.
188
1983
Optimization of convex risk functions. Zbl 1278.90283
Ruszczynski, Andrzej; Shapiro, Alexander
178
2006
Regularity and stability for convex multivalued functions. Zbl 0418.52005
Robinson, Stephen M.
174
1976
Geometric properties of the kernel, nucleolus, and related solution concepts. Zbl 0426.90097
Maschler, M.; Peleg, B.; Shapley, L. S.
170
1979
An existence theorem in vector optimization. Zbl 0688.90051
Dinh The Luc
168
1989
On adaptive-step primal-dual interior-point algorithms for linear programming. Zbl 0810.90091
Mizuno, Shinji; Todd, Michael J.; Ye, Yinyu
164
1993
Distributional strategies for games with incomplete information. Zbl 0582.90106
Milgrom, Paul R.; Weber, Robert J.
162
1985
Combinatorial optimization with rational objective functions. Zbl 0425.90076
Megiddo, Nimrod
156
1979
Nonlinear proximal point algorithms using Bregman functions, with applications to convex programming. Zbl 0807.47036
Eckstein, Jonathan
155
1993
Newton’s method for B-differentiable equations. Zbl 0716.90090
Pang, Jong-Shi
155
1990
A best possible heuristic for the k-center problem. Zbl 0565.90015
Hochbaum, Dorit S.; Shmoys, David B.
152
1985
A stochastic calculus model of continuous trading: optimal portfolios. Zbl 1011.91503
Pliska, Stanley R.
151
1986
The generalized quasi-variational inequality problem. Zbl 0502.90080
Chan, D.; Pang, J. S.
148
1982
Odd minimum cut-sets and b-matchings. Zbl 0499.90056
Padberg, Manfred W.; Rao, M. R.
143
1982
Open queueing networks in heavy traffic. Zbl 0549.90043
Reiman, Martin I.
142
1984
Some useful functions for functional limit theorems. Zbl 0428.60010
Whitt, Ward; Sleeman, B. D.
139
1980
On cones of nonnegative quadratic functions. Zbl 1082.90086
Sturm, Jos F.; Zhang, Shuzhong
137
2003
Randomized methods for linear constraints: convergence rates and conditioning. Zbl 1216.15006
Leventhal, D.; Lewis, A. S.
133
2010
Cooperative fuzzy games. Zbl 0496.90092
Aubin, Jean-Pierre
124
1981
Decompositions of simplicial complexes related to diameters of convex polyhedra. Zbl 0457.52005
Provan, J. Scott; Billera, Louis J.
121
1980
On the complexity of cooperative solution concepts. Zbl 0824.90146
Deng, Xiaotie; Papadimitriou, Christos H.
120
1994
Scheduling to minimize average completion time: Off-line and on-line approximation algorithms. Zbl 0883.90064
Hall, Leslie A.; Schulz, Andreas S.; Shmoys, David B.; Wein, Joel
120
1997
New finite pivoting rules for the simplex method. Zbl 0408.90050
Bland, Robert G.
120
1977
A descent lemma beyond Lipschitz gradient continuity: first-order methods revisited and applications. Zbl 1364.90251
Bauschke, Heinz H.; Bolte, Jérôme; Teboulle, Marc
120
2017
A comparison of the Sherali-Adams, Lovász-Schrijver, and Lasserre relaxations for 0-1 programming. Zbl 1082.90084
Laurent, Monique
119
2003
On dividing an amount according to individual claims or liabilities. Zbl 0629.90003
Young, H. Peyton
118
1987
Stochastic decomposition: An algorithm for two-stage linear programs with recourse. Zbl 0746.90045
Higle, Julia L.; Sen, Suvrajeet
118
1991
One-processor scheduling with symmetric earliness and tardiness penalties. Zbl 0671.90033
Garey, Michael R.; Tarjan, Robert E.; Wilfong, Gordon T.
117
1988
Semismooth matrix-valued functions. Zbl 1082.49501
Sun, Defeng; Sun, Jie
115
2002
Mean-variance portfolio selection with random parameters in a complete market. Zbl 1082.91521
Lim, Andrew E. B.; Zhou, Xun Yu
112
2002
Conjugate gradient methods with inexact searches. Zbl 0399.90077
Shanno, David F.
112
1978
Minimization by random search techniques. Zbl 0502.90070
Solis, Francisco J.; Wets, Roger J.-B.
112
1981
Expected residual minimization method for stochastic linear complementarity problems. Zbl 1162.90527
Chen, Xiaojun; Fukushima, Masao
111
2005
Necessary optimality conditions for optimization problems with variational inequality constraints. Zbl 1088.90042
Ye, J. J.; Ye, X. Y.
110
1997
Value theory without efficiency. Zbl 0496.90096
Dubey, Pradeep; Neyman, Abraham; Weber, Robert James
110
1981
Normal maps induced by linear transformations. Zbl 0777.90063
Robinson, Stephen M.
109
1992
An \(O(\sqrt{n} L)\)-iteration homogeneous and self-dual linear programming algorithm. Zbl 0799.90087
Ye, Yinyu; Todd, Michael J.; Mizuno, Shinji
105
1994
The strong second-order sufficient condition and constraint nondegeneracy in nonlinear semidefinite programming and their implications. Zbl 1278.90304
Sun, Defeng
104
2006
An inexact hybrid generalized proximal point algorithm and some new results on the theory of Bregman functions. Zbl 0980.90097
Solodov, M. V.; Svaiter, B. F.
103
2000
The traveling salesman problem with distances one and two. Zbl 0778.90057
Papadimitriou, Christos H.; Yannakakis, Mihalis
102
1993
Variational inequalities with generalized monotone operators. Zbl 0813.49010
Yao, Jen-Chih
102
1994
Fast approximation algorithms for knapsack problems. Zbl 0425.90064
Lawler, Eugene L.
101
1979
The fair division of a fixed supply among a growing population. Zbl 0524.90102
Thomson, William
100
1983
A polynomial time algorithm for counting integral points in polyhedra when the dimension is fixed. Zbl 0821.90085
Barvinok, Alexander I.
99
1994
A fixed-point approach to stable matchings and some applications. Zbl 1082.90096
Fleiner, Tamás
99
2003
Conditional risk mappings. Zbl 1278.90284
Ruszczynski, Andrzej; Shapiro, Alexander
99
2006
Selfish routing in capacitated networks. Zbl 1082.90009
Correa, José R.; Schulz, Andreas S.; Stier-Moses, Nicolás E.
98
2004
Best algorithms for approximating the maximum of a submodular set function. Zbl 0395.90072
Nemhauser, G. L.; Wolsey, L. A.
97
1978
Barrier functions in interior point methods. Zbl 0867.90090
Güler, Osman
96
1996
Approximation schemes for the restricted shortest path problem. Zbl 0763.90083
Hassin, Refael
95
1992
An implicit-function theorem for a class of nonsmooth functions. Zbl 0746.46039
Robinson, Stephen M.
93
1991
Error bounds, quadratic growth, and linear convergence of proximal methods. Zbl 1440.90046
Drusvyatskiy, Dmitriy; Lewis, Adrian S.
92
2018
On polyhedral approximations of the second-order cone. Zbl 1082.90133
Ben-Tal, Aharon; Nemirovski, Arkadi
92
2001
Robust dynamic programming. Zbl 1082.90123
Iyengar, Garud N.
91
2005
Bounds and heuristics for capacitated routing problems. Zbl 0582.90030
Haimovich, M.; Rinnooy Kan, A. H. G.
89
1985
The complexity of Markov decision processes. Zbl 0638.90099
Papadimitriou, Christos H.; Tsitsiklis, John N.
89
1987
On the starting and stopping problem: application in reversible investments. Zbl 1276.91100
Hamadène, Said; Jeanblanc, Monique
88
2007
On the rank of extreme matrices in semidefinite programs and the multiplicity of optimal eigenvalues. Zbl 0977.90051
Pataki, Gábor
87
1998
Entropic proximal mappings with applications to nonlinear programming. Zbl 0766.90071
Teboulle, Marc
87
1992
Sensitivity analysis in variational inequalities. Zbl 0674.49007
Dafermos, Stella
85
1988
Quadratic hedging and mean-variance portfolio selection with random parameters in an incomplete market. Zbl 1082.91050
Lim, Andrew E. B.
84
2004
Löwner’s operator and spectral functions in Euclidean Jordan algebras. Zbl 1218.90197
Sun, Defeng; Sun, Jie
84
2008
Lifts of convex sets and cone factorizations. Zbl 1291.90172
Gouveia, João; Parrilo, Pablo A.; Thomas, Rekha R.
82
2013
The asymptotic theory of stochastic games. Zbl 0364.93031
Bewley, Truman; Kohlberg, Elon
82
1976
A survey and comparison of methods for finding all vertices of convex polyhedral sets. Zbl 0442.90050
Matheiss, T. H.; Rubin, David S.
81
1980
Totally balanced games and games of flow. Zbl 0498.90030
Kalai, Ehud; Zemel, Eitan
81
1982
The lattice structure of the set of stable matchings with multiple partners. Zbl 0664.90075
Blair, Charles
81
1988
Variance-optimal hedging in discrete time. Zbl 0835.90008
Schweizer, Martin
79
1995
Analysis of sample-path optimization. Zbl 0868.90087
Robinson, Stephen M.
79
1996
Finding minimum-cost circulations by successive approximation. Zbl 0727.90024
Goldberg, Andrew V.; Tarjan, Robert E.
79
1990
An algorithm for constrained optimization with semismooth functions. Zbl 0395.90069
Mifflin, Robert
79
1977
On quasi-convex duality. Zbl 0717.90058
Penot, Jean-Paul; Volle, Michel
77
1990
A successive underestimation method for concave minimization problems. Zbl 0362.90082
Falk, James E.; Hoffman, Karla R.
77
1976
Distributionally robust stochastic optimization with Wasserstein distance. Zbl 07808961
Gao, Rui; Kleywegt, Anton
2
2023
A generalized Newton method for subgradient systems. Zbl 07811843
Khanh, Pham Duy; Mordukhovich, Boris; Phat, Vo Thanh
2
2023
Solving optimal stopping problems via randomization and empirical dual optimization. Zbl 07809866
Belomestny, Denis; Bender, Christian; Schoenmakers, John
1
2023
From perspective maps to epigraphical projections. Zbl 07809876
Friedlander, Michael P.; Goodwin, Ariel; Hoheisel, Tim
1
2023
Convergence of finite memory Q learning for POMDPs and near optimality of learned policies under filter stability. Zbl 07811853
Kara, Ali Devran; Yüksel, Serdar
1
2023
Polynomial upper bounds on the number of differing columns of \(\Delta \)-modular integer programs. Zbl 07811860
Lee, Jon; Paat, Joseph; Stallknecht, Ingo; Xu, Luze
1
2023
Dynamic optimal reinsurance and dividend payout in finite time horizon. Zbl 07808949
Guan, Chonghu; Xu, Zuo Quan; Zhou, Rui
1
2023
Linear programming and community detection. Zbl 07808971
Del Pia, Alberto; Khajavirad, Aida; Kunisky, Dmitriy
1
2023
Stochastic optimization with decision-dependent distributions. Zbl 07808974
Drusvyatskiy, Dmitriy; Xiao, Lin
1
2023
Iteration complexity of a proximal augmented Lagrangian method for solving nonconvex composite optimization problems with nonlinear convex constraints. Zbl 07808978
Kong, Weiwei; Melo, Jefferson G.; Monteiro, Renato D. C.
1
2023
Variational analysis of composite models with applications to continuous optimization. Zbl 1495.90197
Mohammadi, Ashkan; Mordukhovich, Boris S.; Sarabi, M. Ebrahim
11
2022
Mean field analysis of deep neural networks. Zbl 1493.68333
Sirignano, Justin; Spiliopoulos, Konstantinos
10
2022
Stochastic graphon games. I: The static case. Zbl 1491.91017
Carmona, René; Cooney, Daniel B.; Graves, Christy V.; Laurière, Mathieu
9
2022
McKean-Vlasov optimal control: limit theory and equivalence between different formulations. Zbl 1505.93284
Djete, Mao Fabrice; Possamaï, Dylan; Tan, Xiaolu
8
2022
Extrapolated proximal subgradient algorithms for nonconvex and nonsmooth fractional programs. Zbl 1501.90071
Boţ, Radu Ioan; Dao, Minh N.; Li, Guoyin
6
2022
Optimal retirement under partial information. Zbl 1509.60098
Chen, Kexin; Jeon, Junkee; Wong, Hoi Ying
6
2022
Optimal electricity demand response contracting with responsiveness incentives. Zbl 1498.91235
Aïd, René; Possamaï, Dylan; Touzi, Nizar
6
2022
Directional necessary optimality conditions for bilevel programs. Zbl 1489.90180
Bai, Kuang; Ye, Jane J.
6
2022
Accelerated stochastic algorithms for convex-concave saddle-point problems. Zbl 1489.90130
Zhao, Renbo
6
2022
Second-order optimality conditions for nonconvex set-constrained optimization problems. Zbl 1508.90067
Gfrerer, Helmut; Ye, Jane J.; Zhou, Jinchuan
5
2022
Entropy regularization for mean field games with learning. Zbl 1505.91061
Guo, Xin; Xu, Renyuan; Zariphopoulou, Thaleia
5
2022
Hamilton-Jacobi equations with semilinear costs and state constraints, with applications to large deviations in games. Zbl 1489.49020
Sandholm, William H.; Tran, Hung V.; Arigapudi, Srinivas
5
2022
Geometrically convergent simulation of the extrema of Lévy processes. Zbl 1495.60037
González Cázares, Jorge Ignacio; Mijatović, Aleksandar; Uribe Bravo, Gerónimo
5
2022
A new augmented Lagrangian method for MPCCs – theoretical and numerical comparison with existing augmented Lagrangian methods. Zbl 1489.90197
Guo, Lei; Deng, Zhibin
5
2022
On optimality conditions for nonlinear conic programming. Zbl 1502.90191
Andreani, Roberto; Gómez, Walter; Haeser, Gabriel; Mito, Leonardo M.; Ramos, Alberto
4
2022
The exact modulus of the generalized concave Kurdyka-Łojasiewicz property. Zbl 1505.49015
Wang, Xianfu; Wang, Ziyuan
4
2022
Dynamic set values for nonzero-sum games with multiple equilibriums. Zbl 1491.91012
Feinstein, Zachary; Rudloff, Birgit; Zhang, Jianfeng
4
2022
A randomly weighted minimum arborescence with a random cost constraint. Zbl 1492.05143
Frieze, Alan M.; Tkocz, Tomasz
4
2022
Interactive information design. Zbl 1491.91031
Koessler, Frédéric; Laclau, Marie; Tomala, Tristan
4
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Nonzero-sum stochastic games and mean-field games with impulse controls. Zbl 1491.91016
Basei, Matteo; Cao, Haoyang; Guo, Xin
4
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Dynkin games with incomplete and asymmetric information. Zbl 1491.91018
De Angelis, Tiziano; Ekström, Erik; Glover, Kristoffer
4
2022
A discrete convex min-max formula for box-TDI polyhedra. Zbl 1489.90152
Frank, András; Murota, Kazuo
4
2022
Optimal transport-based distributionally robust optimization: structural properties and iterative schemes. Zbl 1489.90094
Blanchet, Jose; Murthy, Karthyek; Zhang, Fan
4
2022
Distributionally robust inventory control when demand is a martingale. Zbl 1502.90189
Xin, Linwei; Goldberg, David Alan
3
2022
Inf-convolution, optimal allocations, and model uncertainty for tail risk measures. Zbl 1498.91505
Liu, Fangda; Mao, Tiantian; Wang, Ruodu; Wei, Linxiao
3
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Distributionally robust Markov decision processes and their connection to risk measures. Zbl 1501.90107
Bäuerle, Nicole; Glauner, Alexander
3
2022
Bypassing the monster: a faster and simpler optimal algorithm for contextual bandits under realizability. Zbl 07592363
Simchi-Levi, David; Xu, Yunzong
3
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Consumption smoothing and discounting in infinite-horizon, discrete-choice problems. Zbl 1498.91137
Kettering, Jeremy; Kochov, Asen
3
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Distributionally robust chance constrained geometric optimization. Zbl 1510.90198
Liu, Jia; Lisser, Abdel; Chen, Zhiping
3
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A theoretical framework for instance complexity of the resource-constrained project scheduling problem. Zbl 07639665
Van Eynde, Rob; Vanhoucke, Mario
3
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A variable sample-size stochastic quasi-Newton method for smooth and nonsmooth stochastic convex optimization. Zbl 1492.90104
Jalilzadeh, Afrooz; Nedić, Angelia; Shanbhag, Uday V.; Yousefian, Farzad
3
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Optimal stopping of a random sequence with unknown distribution. Zbl 1497.60061
Goldenshluger, Alexander; Zeevi, Assaf
3
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Quasi-popular matchings, optimality, and extended formulations. Zbl 1489.05116
Faenza, Yuri; Kavitha, Telikepalli
3
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Regular matroids have polynomial extension complexity. Zbl 1492.05024
Aprile, Manuel; Fiorini, Samuel
3
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Multivariate monotone inclusions in saddle form. Zbl 07548060
Bùi, Minh N.; Combettes, Patrick L.
3
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Prophet inequalities for independent and identically distributed random variables from an unknown distribution. Zbl 1493.62492
Correa, José; Dütting, Paul; Fischer, Felix; Schewior, Kevin
3
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\(M\)-convex function minimization under \(\mathrm{L}1\)-distance constraint and its application to dock reallocation in bike-sharing system. Zbl 1489.90164
Shioura, Akiyoshi
3
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Heavy-traffic insensitive bounds for weighted proportionally fair bandwidth sharing policies. Zbl 07639648
Wang, Weina; Maguluri, Siva Theja; Srikant, R.; Ying, Lei
2
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Finite state mean field games with wright-Fisher common noise as limits of \(N\)-player weighted games. Zbl 1505.91058
Bayraktar, Erhan; Cecchin, Alekos; Cohen, Asaf; Delarue, François
2
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A semidefinite relaxation method for partially symmetric tensor decomposition. Zbl 1505.15025
Ni, Guyan; Li, Ying
2
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Hölderian error bounds and Kurdyka-Łojasiewicz inequality for the trust region subproblem. Zbl 1510.90201
Jiang, Rujun; Li, Xudong
2
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Consensus halving for sets of items. Zbl 1505.91198
Goldberg, Paul W.; Hollender, Alexandros; Igarashi, Ayumi; Manurangsi, Pasin; Suksompong, Warut
2
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Geometrical bounds for variance and recentered moments. Zbl 1493.62274
Lim, Tongseok; McCann, Robert J.
2
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On the price of anarchy for flows over time. Zbl 1492.91058
Correa, José; Cristi, Andrés; Oosterwijk, Tim
2
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A dynamic contagion risk model with recovery features. Zbl 1489.91297
Amini, Hamed; Minca, Andreea; Sulem, Agnès
2
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A class of recursive optimal stopping problems with applications to stock trading. Zbl 1520.60026
Colaneri, Katia; De Angelis, Tiziano
1
2022
The buck-passing game. Zbl 1498.91087
Cominetti, Roberto; Quattropani, Matteo; Scarsini, Marco
1
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Equilibria and systemic risk in saturated networks. Zbl 1498.91481
Massai, Leonardo; Como, Giacomo; Fagnani, Fabio
1
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Fair cake division under monotone likelihood ratios. Zbl 1498.91209
Barman, Siddharth; Rathi, Nidhi
1
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Sparse solutions of a class of constrained optimization problems. Zbl 1501.90078
Yang, Lei; Chen, Xiaojun; Xiang, Shuhuang
1
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Fully polynomial-time approximation schemes for fair rent division. Zbl 1498.91208
Arunachaleswaran, Eshwar Ram; Barman, Siddharth; Rathi, Nidhi
1
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Impact of network structure on new service pricing. Zbl 1497.90054
Alizamir, Saed; Chen, Ningyuan; Kim, Sang-Hyun; Manshadi, Vahideh
1
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Distributed stochastic optimization with large delays. Zbl 1501.90059
Zhou, Zhengyuan; Mertikopoulos, Panayotis; Bambos, Nicholas; Glynn, Peter; Ye, Yinyu
1
2022
Correlated equilibria and mean field games: a simple model. Zbl 1498.91039
Campi, Luciano; Fischer, Markus
1
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Penalty and augmented Lagrangian methods for constrained DC programming. Zbl 1501.90075
Lu, Zhaosong; Sun, Zhe; Zhou, Zirui
1
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Suboptimal local minima exist for wide neural networks with smooth activations. Zbl 1510.90210
Ding, Tian; Li, Dawei; Sun, Ruoyu
1
2022
Satisficing in time-sensitive bandit learning. Zbl 07639653
Russo, Daniel; Van Roy, Benjamin
1
2022
On computing the nonlinearity interval in parametric semidefinite optimization. Zbl 1528.90180
Hauenstein, Jonathan D.; Mohammad-Nezhad, Ali; Tang, Tingting; Terlaky, Tamás
1
2022
Solving nonsmooth and nonconvex compound stochastic programs with applications to risk measure minimization. Zbl 1510.90194
Liu, Junyi; Cui, Ying; Pang, Jong-Shi
1
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Examples of pathological dynamics of the subgradient method for Lipschitz path-differentiable functions. Zbl 1514.65076
Ríos-Zertuche, Rodolfo
1
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Projection and rescaling algorithm for finding maximum support solutions to polyhedral conic systems. Zbl 1510.90178
Peña, Javier; Soheili, Negar
1
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Adaptive bin packing with overflow. Zbl 07639672
Perez-Salazar, Sebastian; Singh, Mohit; Toriello, Alejandro
1
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Hypergraph \(k\)-cut for fixed \(k\) in deterministic polynomial time. Zbl 07639674
Chandrasekaran, Karthekeyan; Chekuri, Chandra
1
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Computing approximate equilibria in weighted congestion games via best-responses. Zbl 1489.91014
Giannakopoulos, Yiannis; Noarov, Georgy; Schulz, Andreas S.
1
2022
Infinite horizon stochastic impulse control with delay and random coefficients. Zbl 1522.93188
Djehiche, Boualem; Hamadène, Said; Hdhiri, Ibtissem; Zaatra, Helmi
1
2022
Mixed-integer convex representability. Zbl 1492.90093
Lubin, Miles; Vielma, Juan Pablo; Zadik, Ilias
1
2022
Semidefinite programming relaxations of the traveling salesman problem and their integrality gaps. Zbl 1492.90146
Gutekunst, Samuel C.; Williamson, David P.
1
2022
Graphical convergence of subgradients in nonconvex optimization and learning. Zbl 1492.90101
Davis, Damek; Drusvyatskiy, Dmitriy
1
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Large deviations for the single-server queue and the reneging paradox. Zbl 1489.60043
Atar, Rami; Budhiraja, Amarjit; Dupuis, Paul; Wu, Ruoyu
1
2022
Intersection disjunctions for reverse convex sets. Zbl 1492.90097
Towle, Eli; Luedtke, James
1
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Equilibria existence in Bayesian games: climbing the countable Borel equivalence relation hierarchy. Zbl 1491.91030
Hellman, Ziv; Levy, Yehuda John
1
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Probability distributions on partially ordered sets and network interdiction games. Zbl 1531.91054
Dahan, Mathieu; Amin, Saurabh; Jaillet, Patrick
1
2022
Discrete choice prox-functions on the simplex. Zbl 1492.90129
Müller, David; Nesterov, Yurii; Shikhman, Vladimir
1
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Mean-variance portfolio selection with dynamic targets for expected terminal wealth. Zbl 1491.91120
He, Xue Dong; Jiang, Zhaoli
1
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Complexity analysis of a sampling-based interior point method for convex optimization. Zbl 1492.90120
Badenbroek, Riley; de Klerk, Etienne
1
2022
Scalar multivariate risk measures with a single eligible asset. Zbl 1489.91313
Feinstein, Zachary; Rudloff, Birgit
1
2022
The Pareto frontier of inefficiency in mechanism design. Zbl 1489.91110
Filos-Ratsikas, Aris; Giannakopoulos, Yiannis; Lazos, Philip
1
2022
Reducing bias in event time simulations via measure changes. Zbl 1492.65011
Giesecke, Kay; Shkolnik, Alexander
1
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Fluid limits for multiclass many-server queues with general reneging distributions and head-of-the-line scheduling. Zbl 1495.60084
Puha, Amber L.; Ward, Amy R.
1
2022
Multiplayer bandits without observing collision information. Zbl 1489.91058
Lugosi, Gábor; Mehrabian, Abbas
1
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Sufficiency of Markov policies for continuous-time jump Markov decision processes. Zbl 1489.90208
Feinberg, Eugene A.; Mandava, Manasa; Shiryaev, Albert N.
1
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Large fork-join queues with nearly deterministic arrival and service times. Zbl 1495.60085
Schol, Dennis; Vlasiou, Maria; Zwart, Bert
1
2022
On linear programming for constrained and unconstrained average-cost Markov decision processes with countable action spaces and strictly unbounded costs. Zbl 1489.90211
Yu, Huizhen
1
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A case study on stochastic games on large graphs in mean field and sparse regimes. Zbl 1489.91017
Lacker, Daniel; Soret, Agathe
1
2022
Strong and weak equilibria for time-inconsistent stochastic control in continuous time. Zbl 1476.93160
Huang, Yu-Jui; Zhou, Zhou
19
2021
A mean field game of optimal portfolio liquidation. Zbl 1483.91215
Fu, Guanxing; Graewe, Paulwin; Horst, Ulrich; Popier, Alexandre
17
2021
Competitive equilibrium with indivisible goods and generic budgets. Zbl 1466.91138
Babaioff, Moshe; Nisan, Noam; Talgam-Cohen, Inbal
14
2021
Statistics of robust optimization: a generalized empirical likelihood approach. Zbl 1473.62292
Duchi, John C.; Glynn, Peter W.; Namkoong, Hongseok
13
2021
Fast hybrid schemes for fractional Riccati equations (rough is not so tough). Zbl 1481.60079
Callegaro, Giorgia; Grasselli, Martino; Pagès, Gilles
12
2021
A theory for measures of tail risk. Zbl 1471.91626
Liu, Fangda; Wang, Ruodu
12
2021
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131 Yao, Jen-Chih
84 Zhang, Liwei
78 Mordukhovich, Boris S.
77 Yang, Xiaoqi
75 Qi, Liqun
65 Li, Shengjie
65 Pang, Jong-Shi
61 Kanzow, Christian
60 Whitt, Ward
59 Guo, Xianping
59 Ye, Yinyu
56 Noor, Muhammad Aslam
56 Xu, Dachuan
55 Bayraktar, Erhan
54 Sun, Defeng
54 Sun, Jie
54 Toh, Kim Chuan
53 Chen, Jein-Shan
53 Jansen, Klaus
52 Penot, Jean-Paul
50 Levin, Asaf
49 Fukushima, Masao
49 Zhang, Shuzhong
49 Zwart, Bert P.
47 Bertsimas, Dimitris John
47 Feinberg, Eugene Aleksandrovich
47 Glynn, Peter W.
47 Yuan, Xiaoming
46 Cornuéjols, Gérard P.
46 Han, Deren
46 Kheirfam, Behrouz
46 Rockafellar, Ralph Tyrrell
46 Shapiro, Alexander
46 Van den Brink, René
45 Pan, Shaohua
45 Xu, Huifu
44 Escudero, Laureano Fernando
44 Terlaky, Tamás
43 Li, Duan
43 Murota, Kazuo
43 Pardalos, Panos M.
42 Tijs, Stef
42 Xiu, Naihua
41 Epstein, Leah
41 Outrata, Jiří V.
41 Puerto Albandoz, Justo
40 Dey, Santanu Subhas
40 Huang, Zheng-Hai
39 Hernández-Lerma, Onésimo
39 Shabtay, Dvir
39 Woeginger, Gerhard
38 Conforti, Michele
38 Dempe, Stephan
38 Huang, Nan-Jing
38 Rothblum, Uriel George
38 Ruszczyński, Andrzej
38 Talman, Dolf
38 Ye, Jane J.
37 Boxma, Onno Johan
37 Laurent, Monique
37 Ma, Changfeng
37 Zaslavski, Alexander Yakovlevich
36 Grabisch, Michel
36 Iusem, Alfredo Noel
36 Letchford, Adam N.
36 Lin, Guihua
36 Perry, David
36 Solan, Eilon
36 Tunçel, Levent
36 Van der Laan, Gerard
36 Wang, Ruodu
35 Cheng, Tai-Chiu Edwin
35 Du, Donglei
35 Thibault, Lionel
35 Zhou, Jinchuan
34 Chen, Xiaojun
34 Liu, Hongwei
34 Mandjes, Michel Robertus Hendrikus
34 Weismantel, Robert
34 Young, Virginia R.
33 Scarsini, Marco
33 Strusevich, Vitaly A.
33 Thomson, William
33 Todd, Michael J.
33 Zhang, Jin
32 De Loera, Jesús A.
32 Flesch, Janos
32 Li, Guoyin
32 Phan Quôc Khánh
32 Solodov, Mikhail V.
31 Ahmed, Shabbir
31 Basu, Amitabh
31 Fujishige, Satoru
31 Mansouri, Hossein
31 Yang, Xinmin
31 Nguyen Dong Yen
30 Asmussen, Søren
30 Bauschke, Heinz H.
30 Béal, Sylvain
30 Herings, P. Jean-Jacques
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