# zbMATH — the first resource for mathematics

## 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: Indexed cover-to-cover
 Documents Indexed: 2,349 Publications (since 1976) References Indexed: 443 Publications with 15,458 References.
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#### Authors

 20 Todd, Michael J. 16 Ye, Yinyu 15 Pang, Jong-Shi 15 Rothblum, Uriel George 14 Rhee, Wansoo T. 14 Whitt, Ward 12 Hordijk, Arie 12 Lewis, Adrian S. 12 Sudderth, William D. 12 Sviridenko, Maxim I. 11 Feinberg, Eugene Aleksandrovich 11 Lehrer, Ehud 11 Neyman, Abraham 11 Shwartz, Adam 10 Atar, Rami 10 Bertsekas, Dimitri Panteli 10 Conforti, Michele 10 Cornuéjols, Gérard P. 10 Freund, Robert M. 10 Hassin, Refael 10 Mannor, Shie 10 Nagarajan, Viswanath 10 Shapiro, Alexander 10 Solan, Eilon 10 Teboulle, Marc 10 Tsitsiklis, John N. 10 Wolsey, Laurence Alexander 9 Bertsimas, Dimitris John 9 Eaves, B. Curtis 9 Federgruen, Awi 9 Fishburn, Peter Clingerman 9 Glynn, Peter W. 9 Gowda, Muddappa Seetharama 9 Kojima, Masakazu 9 Megiddo, Nimrod 9 Monteiro, Renato D. C. 9 Renault, Jérôme 9 Rockafellar, Ralph Tyrrell 9 Smith, Robert Longworth 9 Zemel, Eitan 8 Basu, Amitabh 8 Gupta, Anupam 8 Levi, Retsef 8 Mandelbaum, Avi 8 Mizuno, Shinji 8 Qi, Liqun 8 Queyranne, Maurice 8 Saigal, Romesh 8 Shimkin, Nahum 8 Shmoys, David B. 8 Skutella, Martin 8 Tseng, Paul 8 Wets, Roger Jean-Baptiste 8 Yao, David D. W. 8 Zwart, Bert P. 7 Ben-Tal, Aharon 7 Blanchet, Jose H. 7 Dayanik, Savas 7 Filar, Jerzy A. 7 Flesch, Janos 7 Fujishige, Satoru 7 Glazebrook, Kevin D. 7 Goemans, Michel X. 7 Hart, Sergiu 7 Kannan, Ravindran 7 Lasserre, Jean-Bernard 7 Laurent, Monique 7 Nemirovski, Arkadi S. 7 Ozdaglar, Asuman E. 7 Robinson, Stephen M. 7 Roundy, Robin O. 7 Ruszczyński, Andrzej 7 Scarf, Herbert E. 7 Schulz, Andreas S. 7 Sethuraman, Jayachandran 7 Shaked, Moshe 7 Sorin, Sylvain 7 Sun, Jie 7 Taksar, Michael I. 7 Talagrand, Michel 7 Tardos, Éva 7 Zhang, Shuzhong 6 Balder, Erik J. 6 Bayraktar, Erhan 6 Bolte, Jérôme 6 Buchbinder, Niv 6 Coffman, Edward Grady jun. 6 Cunningham, William H. 6 Dai, J. G. (Jim) 6 Denardo, Eric V. 6 Glasserman, Paul 6 Harks, Tobias 6 Harrison, John Michael 6 Monderer, Dov 6 Murota, Kazuo 6 Potts, Chris N. 6 Ralph, Daniel 6 Rinnooy Kan, Alexander Hendrik George 6 Rolski, Tomasz 6 Sethi, Suresh P. ...and 2,351 more Authors
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#### Fields

 1,673 Operations research, mathematical programming (90-XX) 630 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 514 Probability theory and stochastic processes (60-XX) 291 Computer science (68-XX) 253 Calculus of variations and optimal control; optimization (49-XX) 239 Numerical analysis (65-XX) 167 Systems theory; control (93-XX) 135 Combinatorics (05-XX) 112 Convex and discrete geometry (52-XX) 104 Statistics (62-XX) 37 Linear and multilinear algebra; matrix theory (15-XX) 33 Operator theory (47-XX) 32 General topology (54-XX) 24 Functional analysis (46-XX) 22 Real functions (26-XX) 21 Measure and integration (28-XX) 17 Information and communication theory, circuits (94-XX) 16 Approximations and expansions (41-XX) 12 Order, lattices, ordered algebraic structures (06-XX) 12 Number theory (11-XX) 12 Algebraic geometry (14-XX) 12 Algebraic topology (55-XX) 11 Partial differential equations (35-XX) 10 Manifolds and cell complexes (57-XX) 10 Global analysis, analysis on manifolds (58-XX) 8 Dynamical systems and ergodic theory (37-XX) 7 Mathematical logic and foundations (03-XX) 6 Ordinary differential equations (34-XX) 5 Biology and other natural sciences (92-XX) 3 History and biography (01-XX) 3 Difference and functional equations (39-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) 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 Sequences, series, summability (40-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Differential geometry (53-XX) 1 Statistical mechanics, structure of matter (82-XX)

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2,096 Publications have been cited 36,250 times in 25,155 Documents Cited by Year
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Augmented Lagrangians and applications of the proximal point algorithm in convex programming. Zbl 0402.90076
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1976
Strongly regular generalized equations. Zbl 0437.90094
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1980
Graphs and cooperation in games. Zbl 0402.90106
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1977
Convergence analysis of some algorithms for solving nonsmooth equations. Zbl 0776.65037
Qi, Liqun
1993
The complexity of flow shop and jobshop scheduling. Zbl 0396.90041
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1976
A greedy heuristic for the set-covering problem. Zbl 0443.90066
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1979
Integer programming with a fixed number of variables. Zbl 0524.90067
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1983
Portfolio selection with transaction costs. Zbl 0717.90007
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1990
Scenarios and policy aggregation in optimization under uncertainty. Zbl 0729.90067
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1991
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
2010
Optimal investment policies for a firm with a random risk process: exponential utility and minimizing the probability of ruin. Zbl 0846.90012
Browne, Sid
1995
Mathematical programs with complementarity constraints: stationarity, optimality, and sensitivity. Zbl 1073.90557
Scheel, Holger; Scholtes, Stefan
2000
A new approach to Lagrange multipliers. Zbl 0404.90100
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1976
A weak-to-strong convergence principle for Fejér-monotone methods in Hilbert spaces. Zbl 1082.65058
Bauschke, Heinz H.; Combettes, Patrick L.
2001
Self-scaled barriers and interior-point methods for convex programming. Zbl 0871.90064
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1997
Minimizing total tardiness on one machine is NP-hard. Zbl 0714.90052
Du, Jianzhong; Leung, Joseph Y.-T.
1990
Cooling schedules for optimal annealing. Zbl 0652.65050
Hajek, Bruce
1988
Mathematical properties of the Banzhaf power index. Zbl 0409.90008
1979
Tangent cones, generalized gradients and mathematical programming in Banach spaces. Zbl 0409.90086
Hiriart-Urruty, J. B.
1979
Lipschitz behavior of solutions to convex minimization problems. Zbl 0539.90085
Aubin, Jean-Pierre
1984
Jointly constrained biconvex programming. Zbl 0521.90087
Al-Khayyal, Faiz A.; Falk, James E.
1983
An existence theorem in vector optimization. Zbl 0688.90051
Dinh The Luc
1989
Robust portfolio selection problems. Zbl 1082.90082
Goldfarb, D.; Iyengar, G.
2003
Strong and weak convexity of sets and functions. Zbl 0526.90077
Vial, Jean-Philippe
1983
The economic of matching: Stability and incentives. Zbl 0496.90008
Roth, Alvin E.
1982
Regularity and stability for convex multivalued functions. Zbl 0418.52005
Robinson, Stephen M.
1976
Geometric properties of the kernel, nucleolus, and related solution concepts. Zbl 0426.90097
Maschler, M.; Peleg, B.; Shapley, L. S.
1979
On adaptive-step primal-dual interior-point algorithms for linear programming. Zbl 0810.90091
Mizuno, Shinji; Todd, Michael J.; Ye, Yinyu
1993
Newton’s method for B-differentiable equations. Zbl 0716.90090
Pang, Jong-Shi
1990
Nonlinear proximal point algorithms using Bregman functions, with applications to convex programming. Zbl 0807.47036
Eckstein, Jonathan
1993
Optimization of convex risk functions. Zbl 1278.90283
Ruszczynski, Andrzej; Shapiro, Alexander
2006
The generalized quasi-variational inequality problem. Zbl 0502.90080
Chan, D.; Pang, J. S.
1982
Combinatorial optimization with rational objective functions. Zbl 0425.90076
Megiddo, Nimrod
1979
Distributional strategies for games with incomplete information. Zbl 0582.90106
Milgrom, Paul R.; Weber, Robert J.
1985
Odd minimum cut-sets and b-matchings. Zbl 0499.90056
Padberg, Manfred W.; Rao, M. R.
1982
Some useful functions for functional limit theorems. Zbl 0428.60010
Whitt, Ward; Sleeman, B. D.
1980
A stochastic calculus model of continuous trading: optimal portfolios. Zbl 1011.91503
Pliska, Stanley R.
1986
Open queueing networks in heavy traffic. Zbl 0549.90043
Reiman, Martin I.
1984
On cones of nonnegative quadratic functions. Zbl 1082.90086
Sturm, Jos F.; Zhang, Shuzhong
2003
On metric generators of graphs. Zbl 1082.05032
Sebö, András; Tannier, Eric
2004
One-processor scheduling with symmetric earliness and tardiness penalties. Zbl 0671.90033
Garey, Michael R.; Tarjan, Robert E.; Wilfong, Gordon T.
1988
Minkowski’s convex body theorem and integer programming. Zbl 0639.90069
Kannan, Ravi
1987
New finite pivoting rules for the simplex method. Zbl 0408.90050
Bland, Robert G.
1977
Cooperative fuzzy games. Zbl 0496.90092
Aubin, Jean-Pierre
1981
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
1997
Value theory without efficiency. Zbl 0496.90096
Dubey, Pradeep; Neyman, Abraham; Weber, Robert James
1981
On dividing an amount according to individual claims or liabilities. Zbl 0629.90003
Young, H. Peyton
1987
Stochastic decomposition: An algorithm for two-stage linear programs with recourse. Zbl 0746.90045
Higle, Julia L.; Sen, Suvrajeet
1991
A best possible heuristic for the k-center problem. Zbl 0565.90015
Hochbaum, Dorit S.; Shmoys, David B.
1985
A comparison of the Sherali-Adams, Lovász-Schrijver, and Lasserre relaxations for 0-1 programming. Zbl 1082.90084
Laurent, Monique
2003
Normal maps induced by linear transformations. Zbl 0777.90063
Robinson, Stephen M.
1992
Conjugate gradient methods with inexact searches. Zbl 0399.90077
Shanno, David F.
1978
The fair division of a fixed supply among a growing population. Zbl 0524.90102
Thomson, William
1983
Decompositions of simplicial complexes related to diameters of convex polyhedra. Zbl 0457.52005
Provan, J. Scott; Billera, Louis J.
1980
Minimization by random search techniques. Zbl 0502.90070
Solis, Francisco J.; Wets, Roger J.-B.
1981
Expected residual minimization method for stochastic linear complementarity problems. Zbl 1162.90527
Chen, Xiaojun; Fukushima, Masao
2005
An $$O(\sqrt{n} L)$$-iteration homogeneous and self-dual linear programming algorithm. Zbl 0799.90087
Ye, Yinyu; Todd, Michael J.; Mizuno, Shinji
1994
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.
2000
Variational inequalities with generalized monotone operators. Zbl 0813.49010
Yao, Jen-Chih
1994
Semismooth matrix-valued functions. Zbl 1082.49501
Sun, Defeng; Sun, Jie
2002
Necessary optimality conditions for optimization problems with variational inequality constraints. Zbl 1088.90042
Ye, J. J.; Ye, X. Y.
1997
The traveling salesman problem with distances one and two. Zbl 0778.90057
1993
Fast approximation algorithms for knapsack problems. Zbl 0425.90064
Lawler, Eugene L.
1979
An implicit-function theorem for a class of nonsmooth functions. Zbl 0746.46039
Robinson, Stephen M.
1991
Approximation schemes for the restricted shortest path problem. Zbl 0763.90083
Hassin, Refael
1992
On the complexity of cooperative solution concepts. Zbl 0824.90146
1994
Mean-variance portfolio selection with random parameters in a complete market. Zbl 1082.91521
Lim, Andrew E. B.; Zhou, Xun Yu
2002
Sensitivity analysis in variational inequalities. Zbl 0674.49007
Dafermos, Stella
1988
Selfish routing in capacitated networks. Zbl 1082.90009
Correa, José R.; Schulz, Andreas S.; Stier-Moses, Nicolás E.
2004
The asymptotic theory of stochastic games. Zbl 0364.93031
Bewley, Truman; Kohlberg, Elon
1976
A survey and comparison of methods for finding all vertices of convex polyhedral sets. Zbl 0442.90050
Matheiss, T. H.; Rubin, David S.
1980
A polynomial time algorithm for counting integral points in polyhedra when the dimension is fixed. Zbl 0821.90085
Barvinok, Alexander I.
1994
Löwner’s operator and spectral functions in Euclidean Jordan algebras. Zbl 1218.90197
Sun, Defeng; Sun, Jie
2008
A fixed-point approach to stable matchings and some applications. Zbl 1082.90096
Fleiner, Tamás
2003
The strong second-order sufficient condition and constraint nondegeneracy in nonlinear semidefinite programming and their implications. Zbl 1278.90304
Sun, Defeng
2006
Randomized methods for linear constraints: convergence rates and conditioning. Zbl 1216.15006
Leventhal, D.; Lewis, A. S.
2010
A successive underestimation method for concave minimization problems. Zbl 0362.90082
Falk, James E.; Hoffman, Karla R.
1976
Conditional risk mappings. Zbl 1278.90284
Ruszczynski, Andrzej; Shapiro, Alexander
2006
Totally balanced games and games of flow. Zbl 0498.90030
Kalai, Ehud; Zemel, Eitan
1982
Barrier functions in interior point methods. Zbl 0867.90090
Güler, Osman
1996
On polyhedral approximations of the second-order cone. Zbl 1082.90133
2001
Bounds and heuristics for capacitated routing problems. Zbl 0582.90030
Haimovich, M.; Rinnooy Kan, A. H. G.
1985
An algorithm for constrained optimization with semismooth functions. Zbl 0395.90069
Mifflin, Robert
1977
Extension of the generalized complementarity problem. Zbl 0363.90091
Saigal, Romesh
1976
Probabilistic analysis of partitioning algorithms for the traveling- salesman problem in the plane. Zbl 0391.90091
Karp, Richard M.
1977
Entropic proximal mappings with applications to nonlinear programming. Zbl 0766.90071
Teboulle, Marc
1992
Variance-optimal hedging in discrete time. Zbl 0835.90008
Schweizer, Martin
1995
Associative and Jordan algebras, and polynomial time interior-point algorithms for symmetric cones. Zbl 1073.90572
2001
Instantaneous control of Brownian motion. Zbl 0523.93068
Harrison, J. Michael; Taksar, Michael I.
1983
Analysis of sample-path optimization. Zbl 0868.90087
Robinson, Stephen M.
1996
The lattice structure of the set of stable matchings with multiple partners. Zbl 0664.90075
Blair, Charles
1988
On the starting and stopping problem: application in reversible investments. Zbl 1276.91100
2007
A polynomial-time primal-dual affine scaling algorithm for linear and convex quadratic programming and its power series extension. Zbl 0714.90060
Monteiro, Renato D. C.; Adler, Ilan; Resende, Maricio G. C.
1990
On the existence of Pareto efficient points. Zbl 0508.90080
Borwein, Jonathan M.
1983
Quadratic hedging and mean-variance portfolio selection with random parameters in an incomplete market. Zbl 1082.91050
Lim, Andrew E. B.
2004
Fast approximation algorithms for fractional packing and covering problems. Zbl 0837.90103
Plotkin, Serge A.; Shmoys, David B.; Tardos, Éva
1995
On the rank of extreme matrices in semidefinite programs and the multiplicity of optimal eigenvalues. Zbl 0977.90051
Pataki, Gábor
1998
Equivalent representations of set functions. Zbl 0982.91009
Grabisch, Michel; Marichal, Jean-Luc; Roubens, Marc
2000
Proximal-like incremental aggregated gradient method with linear convergence under Bregman distance growth conditions. Zbl 07354632
Zhang, Hui; Dai, Yu-Hong; Guo, Lei; Peng, Wei
2021
New algorithms for solving zero-sum stochastic games. Zbl 1466.91022
Oliu-Barton, Miquel
2021
On uniform exponential ergodicity of Markovian multiclass many-server queues in the Halfin-Whitt regime. Zbl 07371751
Arapostathis, Ari; Hmedi, Hassan; Pang, Guodong
2021
The proximal alternating direction method of multipliers in the nonconvex setting: convergence analysis and rates. Zbl 07242700
2020
Decompositions of semidefinite matrices and the perspective reformulation of nonseparable quadratic programs. Zbl 1437.90110
Frangioni, Antonio; Gentile, Claudio; Hungerford, James
2020
On synchronous, asynchronous, and randomized best-response schemes for stochastic Nash games. Zbl 1437.91047
Lei, Jinlong; Shanbhag, Uday V.; Pang, Jong-Shi; Sen, Suvrajeet
2020
Worst-case examples for Lasserre’s measure-based hierarchy for polynomial optimization on the hypercube. Zbl 1442.90141
de Klerk, Etienne; Laurent, Monique
2020
Nonzero-sum stochastic differential games with impulse controls: a verification theorem with applications. Zbl 1437.91044
Aïd, René; Basei, Matteo; Callegaro, Giorgia; Campi, Luciano; Vargiolu, Tiziano
2020
A stochastic analysis of queues with customer choice and delayed information. Zbl 1466.60190
Pender, Jamol; Rand, Richard; Wesson, Elizabeth
2020
The Euclidean $$k$$-supplier problem. Zbl 1442.90169
Nagarajan, Viswanath; Schieber, Baruch; Shachnai, Hadas
2020
Discrete midpoint convexity. Zbl 1443.52008
Moriguchi, Satoko; Murota, Kazuo; Tamura, Akihisa; Tardella, Fabio
2020
Random serial dictatorship: the one and only. Zbl 1437.91313
2020
Greed works – online algorithms for unrelated machine stochastic scheduling. Zbl 1440.90012
Gupta, Varun; Moseley, Benjamin; Uetz, Marc; Xie, Qiaomin
2020
Epi-regularization of risk measures. Zbl 1455.90115
Kouri, Drew P.; Surowiec, Thomas M.
2020
The limit of stationary distributions of many-server queues in the Halfin-Whitt regime. Zbl 1451.90043
Aghajani, Reza; Ramanan, Kavita
2020
Steady-state analysis of the join-the-shortest-queue model in the Halfin-Whitt regime. Zbl 1455.90035
Braverman, Anton
2020
Surplus-invariant risk measures. Zbl 1455.91275
Gao, Niushan; Munari, Cosimo
2020
Asymptotic optimality of power-of-$$d$$ load balancing in large-scale systems. Zbl 1455.60124
Mukherjee, Debankur; Borst, Sem C.; van Leeuwaarden, Johan S. H.; Whiting, Philip A.
2020
On the construction of substitutes. Zbl 1434.90164
Balkanski, Eric; Leme, Renato Paes
2020
Trimmed statistical estimation via variance reduction. Zbl 1461.65120
Aravkin, Aleksandr; Davis, Damek
2020
Synthesis and generalization of structural results in inventory management: a generalized convexity property. Zbl 1440.90001
Federgruen, Awi; Liu, Zhe; Lu, Lijian
2020
Primal-dual interior-point methods for domain-driven formulations. Zbl 1455.90127
Karimi, Mehdi; Tunçel, Levent
2020
Rescaling algorithms for linear conic feasibility. Zbl 1455.90103
Dadush, Daniel; Végh, László A.; Zambelli, Giacomo
2020
Quantifying distributional model risk via optimal transport. Zbl 1434.60113
Blanchet, Jose; Murthy, Karthyek
2019
Pointwise arbitrage pricing theory in discrete time. Zbl 1437.90159
Burzoni, Matteo; Frittelli, Marco; Hou, Zhaoxu; Maggis, Marco; Obłój, Jan
2019
A tale of a principal and many, many agents. Zbl 1443.91198
Elie, Romuald; Mastrolia, Thibaut; Possamaï, Dylan
2019
Incremental constraint projection methods for monotone stochastic variational inequalities. Zbl 07179960
Iusem, Alfredo N.; Jofré, Alejandro; Thompson, Philip
2019
On the nonergodic convergence rate of an inexact augmented Lagrangian framework for composite convex programming. Zbl 1441.90119
Liu, Ya-Feng; Liu, Xin; Ma, Shiqian
2019
Linear convergence of projection algorithms. Zbl 1446.47064
Dao, Minh N.; Phan, Hung M.
2019
Brownian control problems for a multiclass M/M/1 queueing problem with model uncertainty. Zbl 1441.93336
Cohen, Asaf
2019
Constrained submodular maximization via a nonsymmetric technique. Zbl 1434.68674
Buchbinder, Niv; Feldman, Moran
2019
Computing stable outcomes in symmetric additively separable hedonic games. Zbl 1437.91018
Gairing, Martin; Savani, Rahul
2019
Product-mix auctions and tropical geometry. Zbl 1434.91033
Tran, Ngoc Mai; Yu, Josephine
2019
Polytope conditioning and linear convergence of the Frank-Wolfe algorithm. Zbl 1440.90048
Peña, Javier; Rodríguez, Daniel
2019
On likely solutions of the stable matching problem with unequal numbers of men and women. Zbl 1435.91128
Pittel, Boris
2019
Location games on networks: existence and efficiency of equilibria. Zbl 1443.91074
Fournier, Gaëtan; Scarsini, Marco
2019
Explore first, exploit next: the true shape of regret in bandit problems. Zbl 1435.62308
Garivier, Aurélien; Ménard, Pierre; Stoltz, Gilles
2019
Rare Nash equilibria and the price of anarchy in large static games. Zbl 1435.91024
Lacker, Daniel; Ramanan, Kavita
2019
Nonparametric self-adjusting control for joint learning and optimization of multiproduct pricing with finite resource capacity. Zbl 1442.90096
Chen, Qi (George); Jasin, Stefanus; Duenyas, Izak
2019
Heavy-traffic analysis through uniform acceleration of queues with diminishing populations. Zbl 1437.60065
Bet, Gianmarco; van der Hofstad, Remco; van Leeuwaarden, Johan S. H.
2019
Efficient rare-event simulation for multiple jump events in regularly varying random walks and compound Poisson processes. Zbl 07195280
Chen, Bohan; Blanchet, Jose; Rhee, Chang-Han; Zwart, Bert
2019
Continuous-time portfolio choice under monotone mean-variance preferences – stochastic factor case. Zbl 1437.91412
Trybuła, Jakub; Zawisza, Dariusz
2019
Efficient computation of optimal auctions via reduced forms. Zbl 1437.91212
Alaei, Saeed; Fu, Hu; Haghpanah, Nima; Hartline, Jason; Malekian, Azarakhsh
2019
A mean field competition. Zbl 1437.91059
Nutz, Marcel; Zhang, Yuchong
2019
From duels to battlefields: computing equilibria of Blotto and other games. Zbl 1437.91011
2019
Rationalizable implementation of correspondences. Zbl 1437.91019
Kunimoto, Takashi; Serrano, Roberto
2019
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2019
No small linear program approximates vertex cover within a factor $$2 -\varepsilon$$. Zbl 1435.68110
Bazzi, Abbas; Fiorini, Samuel; Pokutta, Sebastian; Svensson, Ola
2019
Weak stability of $$\ell_1$$-minimization methods in sparse data reconstruction. Zbl 1441.90091
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2019
Zero-sum stopping games with asymmetric information. Zbl 1443.91081
Gensbittel, Fabien; Grün, Christine
2019
Unbiased sensitivity estimation of one-dimensional diffusion processes. Zbl 07179964
Kang, Wanmo; Lee, Jong Mun
2019
A combinatorial approach for small and strong formulations of disjunctive constraints. Zbl 1434.90170
Huchette, Joey; Vielma, Juan Pablo
2019
Approximate Nash equilibria in partially observed stochastic games with mean-field interactions. Zbl 1437.91060
Saldi, Naci; Başar, Tamer; Raginsky, Maxim
2019
Completely positive binary tensors. Zbl 1437.15031
Fan, Jinyan; Nie, Jiawang; Zhou, Anwa
2019
Uniform turnpike theorems for finite Markov decision processes. Zbl 1437.90158
Lewis, Mark E.; Paul, Anand
2019
A general regularized continuous formulation for the maximum clique problem. Zbl 1437.90147
Hungerford, James T.; Rinaldi, Francesco
2019
Unique Tarski fixed points. Zbl 1437.47026
Marinacci, Massimo; Montrucchio, Luigi
2019
On the construction of converging hierarchies for polynomial optimization based on certificates of global positivity. Zbl 1437.90127
2019
Optimal cutting planes from the group relaxations. Zbl 1437.90106
Basu, Amitabh; Conforti, Michele; Di Summa, Marco; Zambelli, Giacomo
2019
Optimality conditions for minimizers at infinity in polynomial programming. Zbl 1437.90160
Phạm, Tiến-Sơn
2019
Information asymmetries in common-value auctions with discrete signals. Zbl 1437.91226
Syrgkanis, Vasilis; Kempe, David; Tardos, Eva
2019
Discrete approximation and quantification in distributionally robust optimization. Zbl 1440.90041
Liu, Yongchao; Pichler, Alois; Xu, Huifu
2019
A market impact game under transient price impact. Zbl 1443.91278
Schied, Alexander; Zhang, Tao
2019
The entropic barrier: exponential families, log-concave geometry, and self-concordance. Zbl 1441.90116
Bubeck, Sébastien; Eldan, Ronen
2019
Pricing average and spread options under local-stochastic volatility jump-diffusion models. Zbl 1435.91191
Shiraya, Kenichiro; Takahashi, Akihiko
2019
An inverse optimal stopping problem for diffusion processes. Zbl 1443.91199
Kruse, Thomas; Strack, Philipp
2019
No-arbitrage and hedging with liquid American options. Zbl 1433.91169
Bayraktar, Erhan; Zhou, Zhou
2019
Approximation algorithms for dynamic assortment optimization models. Zbl 1432.90009
Aouad, Ali; Levi, Retsef; Segev, Danny
2019
A solvable two-dimensional degenerate singular stochastic control problem with nonconvex costs. Zbl 1443.91215
De Angelis, Tiziano; Ferrari, Giorgio; Moriarty, John
2019
Probabilistic bisection converges almost as quickly as stochastic approximation. Zbl 1441.90105
Frazier, Peter I.; Henderson, Shane G.; Waeber, Rolf
2019
Sampling-based approximation schemes for capacitated stochastic inventory control models. Zbl 1432.90011
Cheung, Wang Chi; Simchi-Levi, David
2019
Perfect sampling of generalized Jackson networks. Zbl 07179979
Blanchet, Jose; Chen, Xinyun
2019
Error bounds, quadratic growth, and linear convergence of proximal methods. Zbl 1440.90046
2018
Linear rate convergence of the alternating direction method of multipliers for convex composite programming. Zbl 1440.90047
Han, Deren; Sun, Defeng; Zhang, Liwei
2018
Join the shortest queue with many servers. The heavy-traffic asymptotics. Zbl 1433.60087
Eschenfeldt, Patrick; Gamarnik, David
2018
Strict constraint qualifications and sequential optimality conditions for constrained optimization. Zbl 07179851
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2018
Optimal dividend strategies of two collaborating businesses in the diffusion approximation model. Zbl 1435.91151
Gu, Jia-Wen; Steffensen, Mogens; Zheng, Harry
2018
Ideal clutters that do not pack. Zbl 1435.90117
Abdi, Ahmad; Pashkovich, Kanstantsin; Cornuéjols, Gérard
2018
Quantitative convergence analysis of iterated expansive, set-valued mappings. Zbl 1434.49012
Luke, D. Russell; Thao, Nguyen H.; Tam, Matthew K.
2018
Comparison of Lasserre’s measure-based bounds for polynomial optimization to bounds obtained by simulated annealing. Zbl 1440.90044
de Klerk, Etienne; Laurent, Monique
2018
The complexity of simple models – a study of worst and typical hard cases for the standard quadratic optimization problem. Zbl 1440.90042
Bomze, Immanuel M.; Schachinger, Werner; Ullrich, Reinhard
2018
Liquidity, risk measures, and concentration of measure. Zbl 1443.91343
Lacker, Daniel
2018
Sparse recovery via partial regularization: models, theory, and algorithms. Zbl 07179912
Lu, Zhaosong; Li, Xiaorui
2018
Optimal consumption and portfolio selection with early retirement option. Zbl 1437.91413
Yang, Zhou; Koo, Hyeng Keun
2018
Negative dependence, scrambled nets, and variance bounds. Zbl 1445.62126
Lemieux, Christiane
2018
A unified approach to time consistency of dynamic risk measures and dynamic performance measures in discrete time. Zbl 1443.91099
Bielecki, Tomasz R.; Cialenco, Igor; Pitera, Marcin
2018
Reversibility and further properties of FCFS infinite bipartite matching. Zbl 1433.60080
Adan, Ivo; Bušić, Ana; Mairesse, Jean; Weiss, Gideon
2018
A simple $$O(\log\log(\mathrm{rank}))$$-competitive algorithm for the matroid secretary problem. Zbl 1435.68376
Feldman, Moran; Svensson, Ola; Zenklusen, Rico
2018
Infinite-horizon average optimality of the N-network in the Halfin-Whitt regime. Zbl 1433.60085
Arapostathis, Ari; Pang, Guodong
2018
Random projections for linear programming. Zbl 1440.90024
Vu, Ky; Poirion, Pierre-Louis; Liberti, Leo
2018
On the complexity of robust PCA and $$\ell_1$$-norm low-rank matrix approximation. Zbl 1434.65054
Gillis, Nicolas; Vavasis, Stephen A.
2018
Nonconvex Lagrangian-based optimization: monitoring schemes and global convergence. Zbl 1440.90072
Bolte, Jérôme; Sabach, Shoham; Teboulle, Marc
2018
Analysis of sparse cutting planes for sparse MILPs with applications to stochastic MILPs. Zbl 1432.90090
Dey, Santanu S.; Molinaro, Marco; Wang, Qianyi
2018
On the existence of Nash equilibrium in Bayesian games. Zbl 1445.91007
Carbonell-Nicolau, Oriol; Mclean, Richard P.
2018
Minimizing piecewise-concave functions over polyhedra. Zbl 1440.90089
Gaudioso, Manlio; Giallombardo, Giovanni; Miglionico, Giovanna
2018
Supermodularity in unweighted graph optimization. I: Branchings and matchings. Zbl 1434.05120
Bérczi, Kristóf; Frank, András
2018
Supermodularity in unweighted graph optimization. II: Matroidal term rank augmentation. Zbl 1434.05121
Bérczi, Kristóf; Frank, András
2018
Supermodularity in unweighted graph optimization. III: Highly connected digraphs. Zbl 1434.05082
Bérczi, Kristóf; Frank, András
2018
Improvements and generalizations of stochastic knapsack and Markovian bandits approximation algorithms. Zbl 1440.90035
Ma, Will
2018
Chebyshev inequalities for products of random variables. Zbl 1433.60011
Rujeerapaiboon, Napat; Kuhn, Daniel; Wiesemann, Wolfram
2018
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#### Cited by 22,782 Authors

 118 Yao, Jen-Chih 74 Qi, Liqun 74 Zhang, Liwei 68 Mordukhovich, Boris S. 65 Yang, Xiaoqi 56 Pang, Jong-Shi 54 Whitt, Ward 53 Guo, Xianping 53 Kanzow, Christian 53 Ye, Yinyu 52 Noor, Muhammad Aslam 50 Penot, Jean-Paul 49 Fukushima, Masao 48 Chen, Jein-Shan 45 Sun, Defeng 45 Zhang, Shuzhong 43 Escudero, Laureano Fernando 43 Sun, Jie 42 Glynn, Peter W. 41 Li, Duan 41 Tijs, Stef H. 41 Yuan, Xiaoming 40 Bertsimas, Dimitris John 40 Kheirfam, Behrouz 40 Terlaky, Tamás 40 Xu, Dachuan 39 Outrata, Jiří V. 39 Rockafellar, Ralph Tyrrell 39 Van den Brink, René 38 Cornuéjols, Gérard P. 38 Pardalos, Panos M. 38 Rothblum, Uriel George 38 Xiu, Naihua 38 Zwart, Bert P. 37 Hernández-Lerma, Onésimo 37 Huang, Zheng-Hai 37 Jansen, Klaus 37 Levin, Asaf 36 Huang, Nan-Jing 36 Ma, Changfeng 36 Van der Laan, Gerard 36 Xu, Huifu 35 Pan, Shaohua 35 Shapiro, Alexander 35 Zaslavski, Alexander Yakovlevich 34 Bayraktar, Erhan 34 Murota, Kazuo 34 Puerto Albandoz, Justo 33 Conforti, Michele 33 Feinberg, Eugene Aleksandrovich 33 Han, Deren 33 Liu, Hongwei 33 Perry, David 33 Todd, Michael J. 33 Tunçel, Levent 33 Woeginger, Gerhard Johannes 32 Dempe, Stephan 32 Epstein, Leah 32 Iusem, Alfredo Noel 32 Solan, Eilon 31 Dey, Santanu S. 31 Grabisch, Michel 31 Ruszczyński, Andrzej 31 Strusevich, Vitaly A. 31 Thomson, William 30 Asmussen, Søren 30 Cheng, Tai-Chiu Edwin 30 Jeyakumar, Vaithilingam 30 Weismantel, Robert 29 Chen, Xiaojun 29 Ioffe, Alexander Davidovich 29 Li, Shengjie 29 Lin, Guihua 29 Shabtay, Dvir 29 Tseng, Paul 29 Zhou, Jinchuan 28 De Loera, Jesús A. 28 Laurent, Monique 28 Phan Quôc Khánh 28 Pinar, Mustafa Çelebi 28 Scarsini, Marco 28 Sherali, Hanif D. 28 Toh, Kimchuan 27 Ahmed, Shabbir 27 Basu, Amitabh 27 Boxma, Onno Johan 27 Fang, Shu-Cherng 27 Flesch, Janos 27 Koulamas, Christos P. 27 Letchford, Adam N. 27 Solodov, Mikhail V. 27 Yang, Xinmin 27 Nguyen Dong Yen 27 Young, Virginia R. 26 Bauschke, Heinz H. 26 Béal, Sylvain 26 Fujishige, Satoru 26 Kruger, Alexander Ya. 26 Nowak, Andrzej S. 26 Smith, Robert Longworth ...and 22,682 more Authors
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 1,529 European Journal of Operational Research 1,215 Mathematical Programming. Series A. Series B 996 Journal of Optimization Theory and Applications 710 Operations Research Letters 584 Annals of Operations Research 557 Optimization 544 Games and Economic Behavior 513 Discrete Applied Mathematics 504 Journal of Global Optimization 476 Computers & Operations Research 455 Journal of Economic Theory 414 Journal of Mathematical Analysis and Applications 359 Computational Optimization and Applications 346 SIAM Journal on Optimization 333 International Journal of Game Theory 319 Theoretical Computer Science 319 Queueing Systems 311 Mathematics of Operations Research 290 Journal of Mathematical Economics 250 Optimization Letters 249 Operations Research 245 Applied Mathematics and Computation 243 Mathematical Methods of Operations Research 236 Mathematical Social Sciences 230 Linear Algebra and its Applications 229 Algorithmica 219 Journal of Computational and Applied Mathematics 218 Optimization Methods & Software 196 The Annals of Applied Probability 193 Insurance Mathematics & Economics 188 Stochastic Processes and their Applications 177 Mathematical Programming 170 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 169 Journal of Combinatorial Optimization 162 Discrete Optimization 157 Numerical Functional Analysis and Optimization 143 Journal of Scheduling 140 Information Processing Letters 138 Social Choice and Welfare 135 Economic Theory 135 Set-Valued and Variational Analysis 131 Journal of Applied Probability 128 SIAM Journal on Control and Optimization 124 Top 123 Applied Mathematics and Optimization 123 Economics Letters 122 Probability in the Engineering and Informational Sciences 120 Computers & Mathematics with Applications 115 Automatica 109 Journal of Economic Dynamics & Control 103 Advances in Applied Probability 101 Journal of Industrial and Management Optimization 99 International Game Theory Review 96 Discrete Mathematics 94 Asia-Pacific Journal of Operational Research 93 Statistics & Probability Letters 93 Mathematical Problems in Engineering 92 Theory and Decision 85 Quantitative Finance 81 Fuzzy Sets and Systems 80 Stochastic Models 78 Artificial Intelligence 78 Nonlinear Analysis. Theory, Methods & Applications 75 Theory of Computing Systems 73 INFORMS Journal on Computing 72 Finance and Stochastics 71 Numerical Algorithms 68 Journal of Computer and System Sciences 67 Kybernetika 67 RAIRO. Operations Research 66 Fixed Point Theory and Applications 65 Transactions of the American Mathematical Society 65 Mathematical Finance 65 Journal of Inequalities and Applications 64 Abstract and Applied Analysis 63 Naval Research Logistics 63 Mathematical and Computer Modelling 61 Information Sciences 61 Discrete & Computational Geometry 61 Mathematics and Financial Economics 61 Journal of the Operations Research Society of China 60 Applied Mathematical Modelling 59 Acta Mathematicae Applicatae Sinica. English Series 58 International Journal of Theoretical and Applied Finance 58 Computational Management Science 56 Journal of Information & Optimization Sciences 56 Set-Valued Analysis 56 Mathematical Programming Computation 55 ZOR. Zeitschrift für Operations Research 54 Networks 54 Dynamic Games and Applications 54 Stochastic Systems 53 SIAM Journal on Computing 53 International Journal of Computer Mathematics 52 Positivity 52 Journal of Applied Mathematics and Computing 51 SIAM Journal on Discrete Mathematics 51 Journal of Applied Mathematics 49 OR Spektrum 49 4OR ...and 700 more Journals
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#### Cited in 60 Fields

 14,456 Operations research, mathematical programming (90-XX) 6,941 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 3,148 Probability theory and stochastic processes (60-XX) 3,089 Calculus of variations and optimal control; optimization (49-XX) 2,814 Computer science (68-XX) 2,645 Numerical analysis (65-XX) 1,424 Combinatorics (05-XX) 1,261 Systems theory; control (93-XX) 984 Statistics (62-XX) 855 Operator theory (47-XX) 696 Convex and discrete geometry (52-XX) 389 Linear and multilinear algebra; matrix theory (15-XX) 304 Functional analysis (46-XX) 294 Real functions (26-XX) 261 Partial differential equations (35-XX) 234 Information and communication theory, circuits (94-XX) 176 General topology (54-XX) 170 Global analysis, analysis on manifolds (58-XX) 158 Ordinary differential equations (34-XX) 156 Biology and other natural sciences (92-XX) 138 Measure and integration (28-XX) 132 Number theory (11-XX) 117 Algebraic geometry (14-XX) 103 Commutative algebra (13-XX) 90 Mathematical logic and foundations (03-XX) 89 Order, lattices, ordered algebraic structures (06-XX) 89 Dynamical systems and ergodic theory (37-XX) 88 Mechanics of deformable solids (74-XX) 82 Approximations and expansions (41-XX) 62 Statistical mechanics, structure of matter (82-XX) 45 Nonassociative rings and algebras (17-XX) 42 Manifolds and cell complexes (57-XX) 41 Quantum theory (81-XX) 38 Algebraic topology (55-XX) 34 Geometry (51-XX) 32 Field theory and polynomials (12-XX) 32 Group theory and generalizations (20-XX) 31 Differential geometry (53-XX) 29 History and biography (01-XX) 26 Fluid mechanics (76-XX) 23 Functions of a complex variable (30-XX) 23 Difference and functional equations (39-XX) 23 Mechanics of particles and systems (70-XX) 22 General and overarching topics; collections (00-XX) 21 Integral transforms, operational calculus (44-XX) 15 Integral equations (45-XX) 15 Geophysics (86-XX) 11 Several complex variables and analytic spaces (32-XX) 11 Optics, electromagnetic theory (78-XX) 8 Associative rings and algebras (16-XX) 8 Harmonic analysis on Euclidean spaces (42-XX) 8 Classical thermodynamics, heat transfer (80-XX) 6 Special functions (33-XX) 5 Topological groups, Lie groups (22-XX) 5 Potential theory (31-XX) 4 General algebraic systems (08-XX) 4 Sequences, series, summability (40-XX) 4 Mathematics education (97-XX) 3 Relativity and gravitational theory (83-XX) 2 Category theory; homological algebra (18-XX)