Journal: Mathematical Methods of Operations Research

Found 203 papers in total
Certification aspects of the fast gradient method for solving the dual of parametric convex programs
Certification aspects of the fast gradient method for solving the dual of parametric convex programs
2013,
This paper examines the computational complexity certification of the fast gradient...
On spectral properties of finite population processor shared queues
On spectral properties of finite population processor shared queues
2013,
We consider sojourn or response times in processor‐shared queues that have a...
Computing generalized Nash equilibria by polynomial programming
Computing generalized Nash equilibria by polynomial programming
2013,
We present a new way to solve generalized Nash equilibrium problems. We assume the...
Risk exposure and Lagrange multipliers of nonanticipativity constraints in multistage stochastic problems
Risk exposure and Lagrange multipliers of nonanticipativity constraints in multistage stochastic problems
2013,
We take advantage of the interpretation of stochastic capacity expansion problems as...
Minimizing the ruin probability allowing investments in two assets: a two‐dimensional problem
Minimizing the ruin probability allowing investments in two assets: a two‐dimensional problem
2013,
We consider in this paper that the reserve of an insurance company follows the...
Optimal decision under ambiguity for diffusion processes
Optimal decision under ambiguity for diffusion processes
2013,
In this paper we consider stochastic optimization problems for an ambiguity averse...
Counterexamples to a triality theorem for quadratic‐exponential minimization problems
Counterexamples to a triality theorem for quadratic‐exponential minimization problems
2013,
The main goal of this note is to give a counterexample to the Triality Theorem in Gao...
Players indifferent to cooperate and characterizations of the Shapley value
Players indifferent to cooperate and characterizations of the Shapley value
2013,
In this paper we provide new axiomatizations of the Shapley value for TU‐games...
On the construction of component importance measures for semi‐Markov systems
On the construction of component importance measures for semi‐Markov systems
2013,
In this paper we consider semi‐Markov reliability models of systems with...
Levitin–Polyak well‐posedness by perturbations for systems of set‐valued vector quasi‐equilibrium problems
Levitin–Polyak well‐posedness by perturbations for systems of set‐valued vector quasi‐equilibrium problems
2013,
This paper is devoted to the Levitin–Polyak well‐posedness by...
Two‐step coalition values for multichoice games
Two‐step coalition values for multichoice games
2013,
We introduce and compare several coalition values for multichoice games. Albizuri...
Primal‐dual methods for the computation of trading regions under proportional transaction costs
Primal‐dual methods for the computation of trading regions under proportional transaction costs
2013,
Portfolio optimization problems on a finite time horizon under proportional...
On solvability of a two‐sided singular control problem
On solvability of a two‐sided singular control problem
2012,
We study a two‐sided singular control problem in a general linear diffusion...
Efficient solution of interval optimization problem
Efficient solution of interval optimization problem
2012,
In this paper the interval valued function is defined in the parametric form and its...
The opportunistic replacement problem: theoretical analyses and numerical tests
The opportunistic replacement problem: theoretical analyses and numerical tests
2012,
We consider a model for determining optimal opportunistic maintenance schedules w.r.t....
Game‐perfect digraphs
Game‐perfect digraphs
2012,
In the A‐coloring game , two players, Alice and Bob, color uncolored vertices...
A bankruptcy approach to the core cover
A bankruptcy approach to the core cover
2012,
In this paper we establish a relationship between the core cover of a compromise...
Scalarization method for Levitin–Polyak well‐posedness of vectorial optimization problems
Scalarization method for Levitin–Polyak well‐posedness of vectorial optimization problems
2012,
In this paper, we develop a method of study of Levitin–Polyak...
Optimality of (s, S) policies for jump inventory models
Optimality of (s, S) policies for jump inventory models
2012,
This paper is concerned with the optimality of ( s , S ) policies for a...
A matroid view of key theorems for edge‐swapping algorithms
A matroid view of key theorems for edge‐swapping algorithms
2012,
We demonstrate that two key theorems of Amaldi et al. (2009), which they presented...
A semismooth Newton method for nonlinear symmetric cone programming
A semismooth Newton method for nonlinear symmetric cone programming
2012,
In this paper, we employ the projection operator to design a semismooth Newton...
Finding a core of a tree with pos/neg weight
Finding a core of a tree with pos/neg weight
2012,
Let T = ( V , E ) be a tree. A core of T is a path P , for which the sum of the...
The multiple‐partners assignment game with heterogeneous sales and multi‐unit demands: competitive equilibria
The multiple‐partners assignment game with heterogeneous sales and multi‐unit demands: competitive equilibria
2012,
A multiple‐partners assignment game with heterogeneous sales and...
Newsvendor‐type models with decision‐dependent uncertainty
Newsvendor‐type models with decision‐dependent uncertainty
2012,
Models for decision‐making under uncertainty use probability distributions to...
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