Journal: Mathematics of Operations Research

Found 1103 papers in total
Fast Approximation Algorithms for the One-Warehouse Multi-Retailer Problem Under General Cost Structures and Capacity Constraints
Fast Approximation Algorithms for the One-Warehouse Multi-Retailer Problem Under General Cost Structures and Capacity Constraints
2017,
We consider a well‐studied multi‐echelon (deterministic) inventory...
Approximation Algorithms for Optimal Decision Trees and Adaptive TSP Problems
Approximation Algorithms for Optimal Decision Trees and Adaptive TSP Problems
2017,
We consider the problem of constructing optimal decision trees: given a collection of...
Polynomial-Time Computation of Strong and n-Present-Value Optimal Policies in Markov Decision Chains
Polynomial-Time Computation of Strong and n-Present-Value Optimal Policies in Markov Decision Chains
2017,
This paper studies the problem of finding a stationary strong present‐value...
Optimal Dynamic Risk Taking
Optimal Dynamic Risk Taking
2017,
We analyze a continuous‐time stochastic control problem that arises in the...
An ϵ-Nash Equilibrium with High Probability for Strategic Customers in Heavy Traffic
An ϵ-Nash Equilibrium with High Probability for Strategic Customers in Heavy Traffic
2017,
A multiclass queue with many servers is considered, where customers make a...
A Generalization of the Borkar-Meyn Theorem for Stochastic Recursive Inclusions
A Generalization of the Borkar-Meyn Theorem for Stochastic Recursive Inclusions
2017,
In this paper, the stability theorem of Borkar and Meyn is extended to include the...
Convergence Rate Analysis for the Alternating Direction Method of Multipliers with a Substitution Procedure for Separable Convex Programming
Convergence Rate Analysis for the Alternating Direction Method of Multipliers with a Substitution Procedure for Separable Convex Programming
2017,
Recently, in He et al. [He BS, Tao M, Yuan XM (2012) Alternating direction method with...
The Power of Slightly More than One Sample in Randomized Load Balancing
The Power of Slightly More than One Sample in Randomized Load Balancing
2017,
In many computing and networking applications, arriving tasks have to be routed to one...
Scheduling Using Interactive Optimization Oracles for Constrained Queueing Networks
Scheduling Using Interactive Optimization Oracles for Constrained Queueing Networks
2017,
Ever since Tassiulas and Ephremides in 1992 proposed the maximum weight scheduling...
Matroids Are Immune to Braess’ Paradox
Matroids Are Immune to Braess’ Paradox
2017,
The famous Braess paradox describes the counterintuitive phenomenon in which, in...
Efficient Reinforcement Learning in Deterministic Systems with Value Function Generalization
Efficient Reinforcement Learning in Deterministic Systems with Value Function Generalization
2017,
We consider the problem of reinforcement learning over episodes of a...
Faster Convergence Rates of Relaxed Peaceman-Rachford and ADMM Under Regularity Assumptions
Faster Convergence Rates of Relaxed Peaceman-Rachford and ADMM Under Regularity Assumptions
2017,
In this paper, we provide a comprehensive convergence rate analysis of the...
Optimal Stopping Under Probability Distortions
Optimal Stopping Under Probability Distortions
2017,
In this paper we study optimal stopping problems with respect to distorted...
Bound-Constrained Polynomial Optimization Using Only Elementary Calculations
Bound-Constrained Polynomial Optimization Using Only Elementary Calculations
2017,
We provide a monotone nonincreasing sequence of upper bounds [Formula: see text]...
Robust Optimization of Credit Portfolios
Robust Optimization of Credit Portfolios
2017,
We introduce a dynamic credit portfolio framework where optimal investment strategies...
Constructing New Weighted l 1-Algorithms for the Sparsest Points of Polyhedral Sets
Constructing New Weighted l 1-Algorithms for the Sparsest Points of Polyhedral Sets
2017,
The 𝓁 0 ‐minimization problem that seeks the sparsest point of a...
When Is a Network Epidemic Hard to Eliminate?
When Is a Network Epidemic Hard to Eliminate?
2017,
We consider the propagation of a contagion process (‘epidemic’) on a...
Genericity Results in Linear Conic Programming–A Tour d’Horizon
Genericity Results in Linear Conic Programming–A Tour d’Horizon
2017,
This paper is concerned with so‐called generic properties of general linear...
Empirical Distribution of Equilibrium Play and Its Testing Application
Empirical Distribution of Equilibrium Play and Its Testing Application
2017,
We show that in any n ‐player, m ‐action normal‐form game, we can...
Computing B-Stationary Points of Nonsmooth DC Programs
Computing B-Stationary Points of Nonsmooth DC Programs
2017,
Motivated by a class of applied problems arising from physical layer based security in...
Proper Efficiency and Tradeoffs in Multiple Criteria and Stochastic Optimization
Proper Efficiency and Tradeoffs in Multiple Criteria and Stochastic Optimization
2017,
The mathematical equivalence between linear scalarizations in multiobjective...
On the Hardest Problem Formulations for the 0/1 Lasserre Hierarchy
On the Hardest Problem Formulations for the 0/1 Lasserre Hierarchy
2017,
The Lasserre/Sum‐of‐Squares (SoS) hierarchy is a systematic procedure...
Interdicting Structured Combinatorial Optimization Problems with {0, 1}-Objectives
Interdicting Structured Combinatorial Optimization Problems with {0, 1}-Objectives
2017,
Interdiction problems ask about the worst‐case impact of a limited change to an...
Characterizations of Smooth Ambiguity Based on Continuous and Discrete Data
Characterizations of Smooth Ambiguity Based on Continuous and Discrete Data
2017,
In the Anscombe‐Aumann setup, we provide conditions for a collection of...
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