Journal: Mathematics of Operations Research

Found 1103 papers in total
A Strongly Polynomial Algorithm for Generalized Flow Maximization
A Strongly Polynomial Algorithm for Generalized Flow Maximization
2017,
A strongly polynomial algorithm is given for the generalized flow maximization...
Inventory Control for Spectrally Positive Lévy Demand Processes
Inventory Control for Spectrally Positive Lévy Demand Processes
2017,
A new approach to solve the continuous‐time stochastic inventory problem using...
A Generalized Polymatroid Approach to Stable Matchings with Lower Quotas
A Generalized Polymatroid Approach to Stable Matchings with Lower Quotas
2017,
Classified stable matching, proposed by Huang, describes a matching model between...
Provably Near-Optimal Balancing Policies for Multi-Echelon Stochastic Inventory Control Models
Provably Near-Optimal Balancing Policies for Multi-Echelon Stochastic Inventory Control Models
2017,
We develop the first algorithmic approach to compute provably good ordering policies...
Diffusion Limit of Fair Resource Control–Stationarity and Interchange of Limits
Diffusion Limit of Fair Resource Control–Stationarity and Interchange of Limits
2016,
We study a resource‐sharing network where each job requires the concurrent...
Subgame-Perfect ϵ-Equilibria in Perfect Information Games with Common Preferences at the Limit
Subgame-Perfect ϵ-Equilibria in Perfect Information Games with Common Preferences at the Limit
2016,
We prove the existence of a pure subgame–perfect epsilon–equilibrium, for...
Optimality of Quasi-Open-Loop Policies for Discounted Semi-Markov Decision Processes
Optimality of Quasi-Open-Loop Policies for Discounted Semi-Markov Decision Processes
2016,
Quasi‐open‐loop policies consist of sequences of Markovian decision...
Robust Sensitivity Analysis for Stochastic Systems
Robust Sensitivity Analysis for Stochastic Systems
2016,
We study a worst‐case approach to measure the sensitivity to model...
Optimality of Mixed Policies for Average Continuous-Time Markov Decision Processes with Constraints
Optimality of Mixed Policies for Average Continuous-Time Markov Decision Processes with Constraints
2016,
This article concerns the average criteria for continuous‐time Markov decision...
Learning in Games via Reinforcement and Regularization
Learning in Games via Reinforcement and Regularization
2016,
We investigate a class of reinforcement learning dynamics where players adjust their...
Reinforcement Learning in Robust Markov Decision Processes
Reinforcement Learning in Robust Markov Decision Processes
2016,
An important challenge in Markov decision processes (MDP) is to ensure robustness with...
A Differential Game for a Multiclass Queueing Model in the Moderate-Deviation Heavy-Traffic Regime
A Differential Game for a Multiclass Queueing Model in the Moderate-Deviation Heavy-Traffic Regime
2016,
We study a differential game that governs the moderate‐deviation...
Cut-Generating Functions for Integer Variables
Cut-Generating Functions for Integer Variables
2016,
For an integer linear program, Gomory’s corner relaxation is obtained by...
How the Experts Algorithm Can Help Solve LPs Online
How the Experts Algorithm Can Help Solve LPs Online
2016,
We consider the problem of solving packing/covering LPs online, when the columns of...
Finite-Horizon Optimal Multiple Switching with Signed Switching Costs
Finite-Horizon Optimal Multiple Switching with Signed Switching Costs
2016,
This paper is concerned with optimal switching over multiple modes in continuous time...
A Central Limit Theorem for Temporally Nonhomogenous Markov Chains with Applications to Dynamic Programming
A Central Limit Theorem for Temporally Nonhomogenous Markov Chains with Applications to Dynamic Programming
2016,
We prove a central limit theorem for a class of additive processes that arise...
An Adjusted Payoff-Based Procedure for Normal Form Games
An Adjusted Payoff-Based Procedure for Normal Form Games
2016,
We study a simple adaptive model in the framework of an N ‐player normal form...
Robust MDPs with k-Rectangular Uncertainty
Robust MDPs with k-Rectangular Uncertainty
2016,
Markov decision processes are a common tool for modeling sequential planning problems...
Additive Consistency of Risk Measures and Its Application to Risk-Averse Routing in Networks
Additive Consistency of Risk Measures and Its Application to Risk-Averse Routing in Networks
2016,
We investigate the use of risk measures and theories of choice to model...
A Tauberian Theorem for Nonexpansive Operators and Applications to Zero-Sum Stochastic Games
A Tauberian Theorem for Nonexpansive Operators and Applications to Zero-Sum Stochastic Games
2016,
We prove a Tauberian theorem for nonexpansive operators and apply it to the model of...
On Computation of Generalized Derivatives of the Normal-Cone Mapping and Their Applications
On Computation of Generalized Derivatives of the Normal-Cone Mapping and Their Applications
2016,
The paper concerns the computation of the graphical derivative and the regular...
External Risk Measures and Basel Accords
External Risk Measures and Basel Accords
2013,
Choosing a proper external risk measure is of great regulatory importance, as...
Inverse Polynomial Optimization
Inverse Polynomial Optimization
2013,
We consider the inverse optimization problem associated with the polynomial program f...
Consistency of Vanishingly Smooth Fictitious Play
Consistency of Vanishingly Smooth Fictitious Play
2013,
We discuss consistency of vanishingly smooth fictitious play , a strategy in the...
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