Journal: Mathematics of Operations Research

Found 1103 papers in total
LP Rounding Approximation Algorithms for Stochastic Network Design
LP Rounding Approximation Algorithms for Stochastic Network Design
2007,
We study the Steiner tree problem and the single–cable single–sink network...
Relative frequencies of generalized simulated annealing
Relative frequencies of generalized simulated annealing
2006,
We consider a class of nonhomogeneous Markov chains arising in simulated annealing and...
Solution and forecast horizons for infinite-horizon nonhomogeneous Markov decision processes
Solution and forecast horizons for infinite-horizon nonhomogeneous Markov decision processes
2007,
We consider a nonhomogeneous infinite–horizon Markov Decision Process (MDP)...
Continuous-time Markov decision processes with discounted rewards: The case of Polish spaces
Continuous-time Markov decision processes with discounted rewards: The case of Polish spaces
2007,
This paper deals with continuous–time Markov decision processes in Polish...
Lagrange multipliers in nonsmooth semi-infinite optimization problems
Lagrange multipliers in nonsmooth semi-infinite optimization problems
2007,
Using the variational analysis technique, in terms of the epi–coderivative, we...
Competition and efficiency in congested markets
Competition and efficiency in congested markets
2007,
We study the efficiency of oligopoly equilibria (OE) in congested markets. The...
Optimal strategies and utility-based prices converge when agents' preferences do
Optimal strategies and utility-based prices converge when agents' preferences do
2007,
A discrete–time financial market model is considered with a sequence of...
Lagrange multipliers and calmness conditions of order p
Lagrange multipliers and calmness conditions of order p
2007,
In this paper, by assuming that a non–Lipschitz penalty function is exact, new...
Uniqueness and stability of optimal policies of finite state Markov decision processes
Uniqueness and stability of optimal policies of finite state Markov decision processes
2007,
In this paper we consider infinite horizon discrete–time optimal control of...
Generalized Poincaré–Hopf theorem for compact nonsmooth regions
Generalized Poincaré–Hopf theorem for compact nonsmooth regions
2007,
This paper presents an extension of the Poincaré–Hopf theorem to...
Computation of the Lasserre ranks of some polytopes
Computation of the Lasserre ranks of some polytopes
2007,
Over the years, various lift‐and‐project methods have been proposed to...
Variational inequalities and economic equilibrium
Variational inequalities and economic equilibrium
2007,
Variational inequality representations are set up for a general Walrasian model of...
The symmetric traveling salesman polytope: New facets from the graphical relaxation
The symmetric traveling salesman polytope: New facets from the graphical relaxation
2007,
The path, the wheelbarrow, and the bicycle inequalities have been shown by...
Stochastic integer programming: Limit theorems and confidence intervals
Stochastic integer programming: Limit theorems and confidence intervals
2007,
We consider empirical approximations (sample average approximations) of...
On the starting and stopping problem: Application in reversible investments
On the starting and stopping problem: Application in reversible investments
2007,
In this work, we solve completely the starting and stopping problem when the dynamics...
Topological uniqueness of the Nash equilibrium for selfish routing with atomic users
Topological uniqueness of the Nash equilibrium for selfish routing with atomic users
2007,
We consider the problem of selfish routing in a congested network shared by several...
A two-sided discrete-concave market with possibly bounded side payments: An approach by discrete convex analysis
A two-sided discrete-concave market with possibly bounded side payments: An approach by discrete convex analysis
2007,
The marriage model due to Gale and Shapley (1962) and the assignment model due to...
The strong second-order sufficient condition and constraint nondegeneracy in nonlinear semidefinite programming and their implications
The strong second-order sufficient condition and constraint nondegeneracy in nonlinear semidefinite programming and their implications
2006,
For a locally optimal solution to the nonlinear semidefinite programming problem,...
A limit theorem for financial markets with inert investors
A limit theorem for financial markets with inert investors
2006,
We study the effect of investor inertia on stock price fluctuations with a market...
Auction algorithms for market equilibrium
Auction algorithms for market equilibrium
2006,
In this paper we study algorithms for computing market equilibrium in markets with...
The value of Markov chain games with lack of information on one side
The value of Markov chain games with lack of information on one side
2006,
We consider a two–player zero–sum game, given by a Markov chain over a...
Conditional risk mappings
Conditional risk mappings
2006,
We introduce an axiomatic definition of a conditional convex risk mapping and we...
Regret minimization under partial monitoring
Regret minimization under partial monitoring
2006,
We consider repeated games in which the player, instead of observing the action chosen...
An efficient interior-point method for convex multicriteria optimization problems
An efficient interior-point method for convex multicriteria optimization problems
2006,
In multicriteria optimization, several objective functions have to be minimized...
Papers per page: