Journal: Mathematics of Operations Research

Found 1103 papers in total
On multivariate discrete moment problems and their applications to bounding expectations and probabilities
On multivariate discrete moment problems and their applications to bounding expectations and probabilities
2004,
The discrete moment problem (DMP) has been formulated as a methodology to find the...
On the sequential quadratically constrained quadratic programming methods
On the sequential quadratically constrained quadratic programming methods
2004,
An iteration of the sequential quadratically constrained quadratic programming method...
Almost every convex or quadratic programming problem is well posed
Almost every convex or quadratic programming problem is well posed
2004,
We provide an abstract principle aimed at proving that classes of optimization...
Separation algorithms for classes of the symmetric traveling salesman problem (STSP) inequalities arising from a new STSP relaxation
Separation algorithms for classes of the symmetric traveling salesman problem (STSP) inequalities arising from a new STSP relaxation
2004,
The problem of separating a class of inequalities that are valid for the symmetric...
Large deviation analysis of subexponential waiting times in a processor-sharing queue
Large deviation analysis of subexponential waiting times in a processor-sharing queue
2003,
We investigate the distribution of the waiting time V in a stable M/G/1...
The mean number-in-system vector range for multiclass queueing networks
The mean number-in-system vector range for multiclass queueing networks
2004,
In a multiclass network of queues, natural sufficient conditions are given for the...
MAP/M/c queue with constant impatient time
MAP/M/c queue with constant impatient time
2004,
We consider a MAP/M/c queue where a customer who cannot begin to receive his service...
On counting integral points in a convex rational polytope
On counting integral points in a convex rational polytope
2003,
Given a convex rational polytope Ω(b):={x∈ℝ n + | Ax=b} ,...
Lower bound for the number of iterations in semidefinite hierarchies for the cut polytope
Lower bound for the number of iterations in semidefinite hierarchies for the cut polytope
2003,
Hierarchies of semidefinite relaxations for 0/1 polytopes have been constructed by...
Note on: N.E. Aguilera, M.S. Escalante, G.L. Nasini, ‘A generalization of the perfect graph theorem under the disjunctive index’
Note on: N.E. Aguilera, M.S. Escalante, G.L. Nasini, ‘A generalization of the perfect graph theorem under the disjunctive index’
2003,
We give short elementary proofs of two results by N.E. Aguilera, M.S. Escalante, and...
An analysis of the EM algorithm and entropy-like proximal point methods
An analysis of the EM algorithm and entropy-like proximal point methods
2004,
The EM algorithm is a popular method for maximum likelihood estimation from incomplete...
Diffusion approximations for a multiclass Markovian service system with ‘guaranteed’ and ‘best-effort’ service levels
Diffusion approximations for a multiclass Markovian service system with ‘guaranteed’ and ‘best-effort’ service levels
2004,
This paper considers a Markovian model of a service system motivated by communication...
Optimal bankruptcy time and consumption/investment policies on an infinite horizon with a continuous debt repayment until bankruptcy
Optimal bankruptcy time and consumption/investment policies on an infinite horizon with a continuous debt repayment until bankruptcy
2004,
In this paper we consider the optimization problem of an agent who wants to maximize...
Arbitrage in a discrete version of the Wick-fractional Black–Scholes market
Arbitrage in a discrete version of the Wick-fractional Black–Scholes market
2004,
We consider binary market models based on the discrete Wick product instead of the...
Coordinating inventory control and pricing strategies with random demand and fixed ordering cost: the infinite horizon case
Coordinating inventory control and pricing strategies with random demand and fixed ordering cost: the infinite horizon case
2004,
We analyze an infinite horizon, single-product, periodic review model in which pricing...
Existence and properties of optimal production and inventory policies
Existence and properties of optimal production and inventory policies
2004,
It is an important and fundamental question whether an optimal inventory policy exists...
Universality of Nash equilibria
Universality of Nash equilibria
2003,
Every real algebraic variety is isomorphic to the set of totally mixed Nash equilibria...
Some asymptotic results in discounted repeated games of one-sided incomplete information
Some asymptotic results in discounted repeated games of one-sided incomplete information
2003,
The paper analyzes the Nash equilibria of two-person discounted repeated games with...
A note on Kelso and Crawford's gross substitutes condition
A note on Kelso and Crawford's gross substitutes condition
2003,
In their 1982 article, Kelso and Crawford proposed a gross substitutes condition for...
An escape-time criterion for queueing networks: Asymptotic risk-sensitive control via differential games
An escape-time criterion for queueing networks: Asymptotic risk-sensitive control via differential games
2003,
We consider the problem of risk-sensitive control of a stochastic network. In...
The game of normal numbers
The game of normal numbers
2004,
We introduce a two-player game where at each period one player, say, Player 2, chooses...
Discounted multiarmed bandit problems on a collection of machines with varying speeds
Discounted multiarmed bandit problems on a collection of machines with varying speeds
2004,
This paper is the first to consider general multiarmed bandit problems on parallel...
On metric generators of graphs
On metric generators of graphs
2004,
We study generators of metric spaces – sets of points with the property that...
The value iteration algorithm in risk-sensitive average Markov decision chains with finite state space
The value iteration algorithm in risk-sensitive average Markov decision chains with finite state space
2003,
This work concerns discrete-time Markov decision chains with finite state space and...
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