Journal: Mathematics of Operations Research

Found 1103 papers in total
Convergence to second-order stationary points of a primal–dual algorithm model for nonlinear programming
Convergence to second-order stationary points of a primal–dual algorithm model for nonlinear programming
2005,
We define a primal–dual algorithm model (second-order Lagrangian algorithm,...
Epi-convergent discretizations of multistage stochastic programs
Epi-convergent discretizations of multistage stochastic programs
2005,
In many dynamic stochastic optimization problems in practice, the uncertain factors...
The scenario generation algorithm for multistage stochastic linear programming
The scenario generation algorithm for multistage stochastic linear programming
2005,
A multistage stochastic linear program (MSLP) is a model of sequential stochastic...
Second-order lower bounds on the expectation of a convex function
Second-order lower bounds on the expectation of a convex function
2005,
We develop a class of lower bounds on the expectation of a convex function. The bounds...
Convergence of successive approximation methods with parameter target sets
Convergence of successive approximation methods with parameter target sets
2005,
Successive approximation methods appear throughout numerical optimization, where a...
Heavy-traffic limits for the G/H2*/n/m queue
Heavy-traffic limits for the G/H2*/n/m queue
2005,
We establish heavy-traffic stochastic-process limits for queue-length, waiting-time...
Routing jobs to servers with deterministic service time
Routing jobs to servers with deterministic service time
2005,
In this paper we consider the problem of routing deterministic arriving jobs to...
On the average waiting time for regular routing to deterministic queues
On the average waiting time for regular routing to deterministic queues
2005,
We consider a deterministic queueing system in which N = 2 servers of different...
Fluid queues with heavy-tailed M/G/∞ input
Fluid queues with heavy-tailed M/G/∞ input
2005,
We consider a fluid queue fed by several heterogeneous M/G/ ∞ input processes...
Submodularity, supermodularity, and higher-order monotonicities of pseudo-Boolean functions
Submodularity, supermodularity, and higher-order monotonicities of pseudo-Boolean functions
2005,
Classes of set functions defined by the positivity or negativity of the higher-order...
Lex-optimal online multiclass scheduling with hard deadlines
Lex-optimal online multiclass scheduling with hard deadlines
2005,
Online scheduling of unit-length packets with hard deadlines by a single server in...
Minimizing makespan in no-wait job shops
Minimizing makespan in no-wait job shops
2005,
In this paper, we study polynomial time approximation schemes (PTASes) for the no-wait...
Single-machine scheduling with precedence constraints
Single-machine scheduling with precedence constraints
2005,
We discuss the problem of sequencing precedence-constrained jobs on a single machine...
A sequential entry problem with forced exits
A sequential entry problem with forced exits
2005,
We consider a continuous time optimal stopping problem with multiple entries and...
Sensitivity analysis of parameterized variational inequalities
Sensitivity analysis of parameterized variational inequalities
2005,
In this paper we discuss local uniqueness, continuity, and differentiability...
On the Lipschitz continuity of the solution map in semidefinite linear complementarity problems
On the Lipschitz continuity of the solution map in semidefinite linear complementarity problems
2005,
In this paper, we investigate the Lipschitz continuity of the solution map in...
Variational stability and marginal functions via generalized differentiation
Variational stability and marginal functions via generalized differentiation
2005,
Robust Lipschitzian properties of set-valued mappings and marginal functions play a...
Subgame-perfection in quitting games with perfect information and differential equations
Subgame-perfection in quitting games with perfect information and differential equations
2005,
We introduce a new approach to studying subgame-perfect equilibrium payoffs in...
Ultramodular functions
Ultramodular functions
2005,
We study the properties of ultramodular functions, a class of functions that...
The consistent coalitional value
The consistent coalitional value
2005,
We describe a value for nontransferable utility games with coalition structure. This...
Partially ball weakly inf-compact saddle functions
Partially ball weakly inf-compact saddle functions
2005,
We study on a product Banach space the properties of a class of saddle functions...
Large deviations with diminishing rates
Large deviations with diminishing rates
2005,
The theory of large deviations for jump Markov processes has been generally proved...
On the empirical state–action frequencies in Markov decision processes under general policies
On the empirical state–action frequencies in Markov decision processes under general policies
2005,
We consider the empirical state–action frequencies and the empirical reward in...
A new complexity result on solving the Markov decision problem
A new complexity result on solving the Markov decision problem
2005,
We present a new complexity result on solving the Markov decision problem (MDP) with n...
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