Journal: Mathematical Methods of Operations Research (Heidelberg)

Found 629 papers in total
Optimal risk and dividend distribution control models for an insurance company
Optimal risk and dividend distribution control models for an insurance company
2000,
The current paper presents a short survey of stochastic models of risk control and...
A convex dual approach to the computation of nuclear magnetic resonance complex spectra
A convex dual approach to the computation of nuclear magnetic resonance complex spectra
2000,
The particular entropy method proposed by Hoch et al . for the computation of NMR...
Isotonicity of minimizers in polychotomous discrete interval search via lattice programming
Isotonicity of minimizers in polychotomous discrete interval search via lattice programming
2000,
We consider several sequential search problems for an object which is hidden in a...
The minimax adjustment principle
The minimax adjustment principle
2000,
The minimax adjustment principle presented in this paper uses the minimax principle in...
Consumption‐investment problems with transaction costs: Survey and open problems
Consumption‐investment problems with transaction costs: Survey and open problems
2000,
We present a survey of problems and methods contained in various works on...
A flexible approach to location problems
A flexible approach to location problems
2000,
When dealing with location problems we are usually given a set of existing facilities...
Decision-making by hierarchies of discordant agents
Decision-making by hierarchies of discordant agents
1999,
We study the following decision-making scenario: A linear program is solved by a set...
Balanced games arising from infinite linear models
Balanced games arising from infinite linear models
1999,
Kalai and Zemel introduced a class of flow-games showing that these games have a...
Optimal strategies in a class of zero-sum ergodic stochastic games
Optimal strategies in a class of zero-sum ergodic stochastic games
1999,
In this paper we study zero-sum stochastic games with Borel state spaces. We make some...
Blackwell optimality in the class of all policies in Markov decision chains with a Borel state space and unbounded rewards
Blackwell optimality in the class of all policies in Markov decision chains with a Borel state space and unbounded rewards
1999,
This paper is the second part of our study of Blackwell optimal policies in Markov...
On the optimality of the Gittins index rule for multi-armed bandits with multiple plays
On the optimality of the Gittins index rule for multi-armed bandits with multiple plays
1999,
We investigate the general multi-armed bandit problem with multiple servers. We...
On some balanced, totally balanced and submodular delivery games
On some balanced, totally balanced and submodular delivery games
1999,
This paper studies a class of delivery problems associated with the Chinese postman...
A hybrid Newton method for solving the variational inequality problem via a D-gap function
A hybrid Newton method for solving the variational inequality problem via a D-gap function
1999,
The variational inequality problem (VIP) can be reformulated as an unconstrained...
On existence and uniqueness of stationary points in semi-infinite optimization
On existence and uniqueness of stationary points in semi-infinite optimization
1999,
The paper deals with semi-infinite optimization problems which are defined by finitely...
Coercivity conditions and variational inequalities
Coercivity conditions and variational inequalities
1999,
Various coercivity conditions appear in the literature in order to guarantee solutions...
Strong efficiency in a locally convex space
Strong efficiency in a locally convex space
1999,
A new kind of proper efficiency, namely strong efficiency, is introduced in a locally...
bc-opt: A branch-and-cut code for mixed integer programs
bc-opt: A branch-and-cut code for mixed integer programs
1999,
A branch-and-cut mixed integer programming system, called bc-opt, is described,...
Ergodic, primal convergence in dual subgradient schemes for convex programming
Ergodic, primal convergence in dual subgradient schemes for convex programming
1999,
Lagrangean dualization and subgradient optimization techniques are frequently used...
Some characterizations and properties of the ‘distance to ill-posedness’ and the condition measure of a conic linear system
Some characterizations and properties of the ‘distance to ill-posedness’ and the condition measure of a conic linear system
1999,
A conic linear system is a system of the form P(d): find x that solves b – Ax...
An infeasible-interior-point potential-reduction algorithm for linear programming
An infeasible-interior-point potential-reduction algorithm for linear programming
1999,
This paper studies a new potential-function and an infeasible-interior-point method...
Implicit multifunction theorems for the sensitivity analysis of variational conditions
Implicit multifunction theorems for the sensitivity analysis of variational conditions
1999,
This note corrects a faulty application of the theory to the sensitivity analysis of...
Basis- and partition identification for quadratic programming and linear complementarity problems
Basis- and partition identification for quadratic programming and linear complementarity problems
1999,
Optimal solutions of interior point algorithms for linear and quadratic programming...
Risk sensitive portfolio optimization
Risk sensitive portfolio optimization
1999,
In the paper discrete time portfolio selection with maximization of the risk...
Incomplete markets with jumps and informed agents
Incomplete markets with jumps and informed agents
1999,
An asset is considered whose logarithmic price is the sum of a drift term, a Brownian...
Papers per page: