Journal: Mathematics of Operations Research

Found 1103 papers in total
Complexity of product positioning and ball intersection problems
Complexity of product positioning and ball intersection problems
1995,
The product positioning problem consists in choosing the attributes of a new product...
The differencing algorithm largest differencing method for partitioning: a proof of a conjecture of Karmarkar and Karp
The differencing algorithm largest differencing method for partitioning: a proof of a conjecture of Karmarkar and Karp
1996,
The algorithm LDM (largest differencing method) divides a list of n random items into...
Explicit solution of inventory problems with delivery lags
Explicit solution of inventory problems with delivery lags
1995,
We consider a continuous-time inventory system with fixed delivery lag, subject to a...
Repeated games, duality and the Central Limit Theorem
Repeated games, duality and the Central Limit Theorem
1996,
This paper is concerned with the repeated zero-sum games with one-sided information...
Asymptotically efficient adaptive strategies in repeated games. 1. Certainty equivalence strategies
Asymptotically efficient adaptive strategies in repeated games. 1. Certainty equivalence strategies
1995,
This paper addresses the problem of dynamic decision making in an uncertain and...
Egalitarian solutions of large games. 1. A continuum of players
Egalitarian solutions of large games. 1. A continuum of players
1995,
This is the first of two papers devoted to the study of egalitarian solutions for...
Egalitarian solutions of large games. 2. The asymptotic approach
Egalitarian solutions of large games. 2. The asymptotic approach
1995,
This is the second of two papers devoted to the study of egalitarian solutions for...
Repeated games and partial differential equations
Repeated games and partial differential equations
1996,
Let v n (p) denote the value of the n -times repeated zero-sum game with incomplete...
Optimal investment policies for a firm with a random risk process: Exponential utility and minimizing the probability of ruin
Optimal investment policies for a firm with a random risk process: Exponential utility and minimizing the probability of ruin
1995,
We consider a firm that is faced with an uncontrollable stochastic cash flow, or...
The general one center location problem
The general one center location problem
1995,
The general one center location problem deals with the location of a point in a real...
Capacitated facility location – valid inequalities and facets
Capacitated facility location – valid inequalities and facets
1995,
We examine the polyhedral structure of the convex hull of feasible solutions of the...
An impossibility result in axiomatic location theory
An impossibility result in axiomatic location theory
1996,
We show that certain reasonable axioms for an optimal solution to the problem of...
Constrained Markov decision-models with weighted discounted rewards
Constrained Markov decision-models with weighted discounted rewards
1995,
This paper deals with constrained optimization of Markov Decision Processes. Both...
A convex analytic framework for ergodic control of semi-Markov processes
A convex analytic framework for ergodic control of semi-Markov processes
1995,
The ergodic control problem for semi-Markov processes is reformulated as an...
Overtaking and almost-sure optimality for infinite horizon Markov Decision Processes
Overtaking and almost-sure optimality for infinite horizon Markov Decision Processes
1996,
We consider infinite horizon optimal control of Markov chains on complete metric...
Geometric convergence rates for stochastically ordered Markov chains
Geometric convergence rates for stochastically ordered Markov chains
1996,
Let {Φ n } be a Markov chain on the state space [0,∞) that is...
Least majorized elements and generalized polymatroids
Least majorized elements and generalized polymatroids
1995,
We prove that a bounded generalized polymatroid has a least weakly submajorized...
A pivotal method for affine variational inequalities
A pivotal method for affine variational inequalities
1996,
We explain and justify a path-following algorithm for solving the equations A(C)(x)=a...
Proportional discounting of future costs and benefits
Proportional discounting of future costs and benefits
1995,
Social benefits in the distant future receive very little importance when a public...
Asymptotic convergence analysis of the forward–backward splitting algorithm
Asymptotic convergence analysis of the forward–backward splitting algorithm
1995,
The asymptotic convergence of the forward–backward splitting algorithm for...
Computing zeros of sections of vector bundles using homotopies and relocalization
Computing zeros of sections of vector bundles using homotopies and relocalization
1996,
An algorithm is described for computing fixed points on a Grassmannian manifold. The...
Iteration functions in some nonsmooth optimization algorithms
Iteration functions in some nonsmooth optimization algorithms
1995,
Recently, several globally convergent model algorithms based on iteration functions...
Stochastic-dominance on unidimensional grids
Stochastic-dominance on unidimensional grids
1995,
Special stochastic-dominance relations for probability distributions on a finite grid...
Diffusion approximation for a controlled stochastic manufacturing system with average cost minimization
Diffusion approximation for a controlled stochastic manufacturing system with average cost minimization
1995,
We consider the problem of production control in a single machine, single product,...
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