Journal: Mathematical Methods of Operations Research

Found 203 papers in total
Loss rates in the single-server queue with complete rejection
Loss rates in the single-server queue with complete rejection
2015,
Consider the single‐server queue in which customers are rejected if their total...
Optimal discrete search with technological choice
Optimal discrete search with technological choice
2015,
Consider a search problem in which a stationary object is in one of L ϵ N locations....
Periodic portfolio revision with transaction costs
Periodic portfolio revision with transaction costs
2015,
In this paper we consider the impact of transaction costs on the periodic portfolio...
On topological existence theorems and applications to optimization-related problems
On topological existence theorems and applications to optimization-related problems
2014,
In this paper, we establish a continuous selection theorem and use it to derive five...
Stability analysis of GI/GI/c/K retrial queue with constant retrial rate
Stability analysis of GI/GI/c/K retrial queue with constant retrial rate
2014,
We consider a finite buffer capacity GI/GI/c/K‐type retrial queueing system...
The stochastic guaranteed service model with recourse for multi-echelon warehouse management
The stochastic guaranteed service model with recourse for multi-echelon warehouse management
2014,
The guaranteed service model (GSM) computes optimal order‐points in...
On smoothness properties of optimal value functions at the boundary of their domain under complete convexity
On smoothness properties of optimal value functions at the boundary of their domain under complete convexity
2014,
This article studies continuity and directional differentiability properties of...
Multi-commodity rationing problems with maxmin payoffs
Multi-commodity rationing problems with maxmin payoffs
2014,
We address a multi‐dimensional extension of standard rationing problems in...
Location of a distribution center for a perishable product
Location of a distribution center for a perishable product
2013,
A model that combines an inventory and location decision is presented, analyzed and...
Transshipment games with identical newsvendors and cooperation costs
Transshipment games with identical newsvendors and cooperation costs
2013,
In a transshipment game, supply chain agents cooperate to transship surplus products....
Prices stabilization for inexact unit‐commitment problems
Prices stabilization for inexact unit‐commitment problems
2013,
A widespread and successful approach to tackle unit‐commitment problems is...
How to divide a cake when people have different metabolism?
How to divide a cake when people have different metabolism?
2013,
This paper deals with bankruptcy problems in which the players have different utility...
Nonsingularity in matrix conic optimization induced by spectral norm via a smoothing metric projector
Nonsingularity in matrix conic optimization induced by spectral norm via a smoothing metric projector
2013,
Matrix conic optimization induced by spectral norm (MOSN) has found important...
Exact multivariate workload asymptotics
Exact multivariate workload asymptotics
2013,
This short communication considers the workload process of a queue operating in...
A polynomial time approximation algorithm for the two‐commodity splittable flow problem
A polynomial time approximation algorithm for the two‐commodity splittable flow problem
2013,
We consider a generalization of the unsplittable maximum two‐commodity flow...
An adaptive routing approach for personal rapid transit
An adaptive routing approach for personal rapid transit
2013,
Personal Rapid Transit (PRT) is a public transportation mode, in which small automated...
Causal statistical inference in high dimensions
Causal statistical inference in high dimensions
2013,
We present a short selective review of causal inference from observational data, with...
On the approximability of adjustable robust convex optimization under uncertainty
On the approximability of adjustable robust convex optimization under uncertainty
2013,
In this paper, we consider adjustable robust versions of convex optimization problems...
Shape‐preserving dynamic programming
Shape‐preserving dynamic programming
2013,
Dynamic programming is the essential tool in dynamic economic analysis. Problems such...
Tackling indeterminacy in overlapping generations models
Tackling indeterminacy in overlapping generations models
2013,
Overlapping generations models may have a continuum of equilibria. Previous studies...
Portfolio‐optimization models for small investors
Portfolio‐optimization models for small investors
2013,
Since 2010, the client base of online‐trading service providers has grown...
Fuzzy cores and fuzzy balancedness
Fuzzy cores and fuzzy balancedness
2013,
We study the relation between the fuzzy core and balancedness for fuzzy games. For...
Hedge algorithm and Dual Averaging schemes
Hedge algorithm and Dual Averaging schemes
2013,
We show that the Hedge algorithm, a method that is widely used in Machine Learning,...
A family of Newton methods for nonsmooth constrained systems with nonisolated solutions
A family of Newton methods for nonsmooth constrained systems with nonisolated solutions
2013,
We propose a new family of Newton‐type methods for the solution of constrained...
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