Journal: Mathematical Methods of Operations Research

Found 203 papers in total
A fluid model for a relay node in an ad hoc network: the case of heavy-tailed input
2009,
Relay nodes in an ad hoc network can be modelled as fluid queues, in which the...
A smoothing Newton algorithm based on a one-parametric class of smoothing functions for linear programming over symmetric cones
2009,
In this paper, we introduce a one-parametric class of smoothing functions which...
Optimal payout policy in presence of downside risk
2009,
We analyze the determination of a value maximizing dividend payout policy for a broad...
Replication and shortfall risk in a binomial model with transaction costs
2009,
The shortfall risk is defined as the optimal mean value of the terminal deficit...
Pure equilibria in a simple dynamic model of strategic market game
2009,
We present a discrete model of two–person constant–sum dynamic strategic...
Cooperation under interval uncertainty
2009,
In this paper, the classical theory of two–person cooperative games is extended...
GI/G/1/8 batch arrival queueing system with a single exponential vacation
2009,
In the article the queueing system of GI/G/1 type with batch arrival of...
Properties of saddle points for generalized augmented Lagrangian
2009,
For inequality constrained optimization problem, we show the existence of local saddle...
A hybrid extragradient method for general variational inequalities
2009,
In this paper, we introduce and study a hybrid extragradient method for finding...
Set-valued duality theory for multiple objective linear programs and application to mathematical finance
2009,
We develop a duality theory for weakly minimal points of multiple objective linear...
Cost allocation protocols for supply contract design in network situations
2009,
The class of Construct and Charge (CC–) rules for minimum cost spanning tree...
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