Journal: Mathematics of Operations Research

Found 1103 papers in total
Probability bounds with cherry trees
Probability bounds with cherry trees
2001,
A third order upper bound is represented on the probability of the union of a finite...
Nonhomogeneous Markov decision processes with Borel state space – The average criterion with nonuniformly bounded rewards
Nonhomogeneous Markov decision processes with Borel state space – The average criterion with nonuniformly bounded rewards
2000,
This paper deals with nonhomogeneous Markov decision processes with Borel state space...
Computing densities for Markov chains via simulation
Computing densities for Markov chains via simulation
2001,
We introduce a new class of density estimators, termed look-ahead density estimators,...
Discounted stochastic fluid programs
Discounted stochastic fluid programs
2001,
We consider optimal control problems for stochastic fluid models of the following...
The degree of an exact order matrix
The degree of an exact order matrix
1996,
The classes of exact order k matrices for any positive integer k, were defined and...
Derivatives of spectral functions
Derivatives of spectral functions
1996,
A special function of a Hermitian matrix X is a function which depends only on the...
A differential calculus for random matrices with applications to (max, plus)-linear stochastic systems
A differential calculus for random matrices with applications to (max, plus)-linear stochastic systems
2001,
We introduce the concept of weak differentiability for random matrices and thereby...
Cumulative prospect theory for parametric and multiattribute utilities
Cumulative prospect theory for parametric and multiattribute utilities
2001,
Different attributes towards gains and losses are a prominent feature of cumulative...
On the relation among some definitions of strategic stability
On the relation among some definitions of strategic stability
2001,
In this paper we examine a number of different definitions of strategic stability and...
A faster combinatorial algorithm for the generalized circulation problem
A faster combinatorial algorithm for the generalized circulation problem
1996,
This paper presents a modified version of Algorithm MCF proposed by Goldberg, Plotkin...
Coordination complexity of parallel price-directive decomposition
Coordination complexity of parallel price-directive decomposition
1996,
The general block-angular convex resource sharing problem in K blocks and M...
Homeomorphism conditions for coherently oriented piecewise affine mappings
Homeomorphism conditions for coherently oriented piecewise affine mappings
1996,
This article is mainly concerned with the homeomorphism problem for piecewise affine...
Second-order necessary conditions for the infinite-horizon variational problems
Second-order necessary conditions for the infinite-horizon variational problems
1996,
We give new proofs of first-order and second-order necessary conditions for the...
A weak-to-strong convergence principle for Fejer-monotone methods in Hilbert spaces
A weak-to-strong convergence principle for Fejer-monotone methods in Hilbert spaces
2001,
We consider a wide class of iterative methods arising in numerical mathematics and...
Analysis of sample-path optimization
Analysis of sample-path optimization
1996,
Sample-path optimization is a method for optimizing limit functions occurring in...
Noncoercive optimization problems
Noncoercive optimization problems
1996,
This paper modifies a recent sufficient condition for the existence of optimal...
Random lower semicontinuous functions: An ergodic theorem
Random lower semicontinuous functions: An ergodic theorem
2001,
An ergodic theorem for random lsc (lower semicontinuous) functions is obtained by...
First-order optimality conditions for degenerate index sets in generalized semi-infinite optimization
First-order optimality conditions for degenerate index sets in generalized semi-infinite optimization
2001,
We present a general framework for the derivation of first-order optimality conditions...
Directional-quasi-convexity, asymmetric Schur-convexity and optimality of consecutive partitions
Directional-quasi-convexity, asymmetric Schur-convexity and optimality of consecutive partitions
1996,
The current paper has the following distinct goals: 1. To generalize standard...
Fully polynomial approximation schemes for single-item capacitated economic lot-sizing problems
Fully polynomial approximation schemes for single-item capacitated economic lot-sizing problems
2001,
NP-hard cases of the single-item capacitated lot-sizing problem have been the topic of...
The crease structure of the Karush–Kuhn–Tucker set in parametric optimization
The crease structure of the Karush–Kuhn–Tucker set in parametric optimization
1996,
We study optimization problems depending on a parameter vector y. In particular, we...
On dual convergence of the generalized proximal point method with Bregman distances
On dual convergence of the generalized proximal point method with Bregman distances
2000,
The use of generalized distances (e.g., Bregman distances), instead of the Euclidean...
A note on the existence of optimal policies in total reward dynamic programs with compact action sets
A note on the existence of optimal policies in total reward dynamic programs with compact action sets
2000,
This work deals with Markov decision processes (MDPs) with expected total rewards,...
Conditioning of convex programs from a primal–dual perspective
Conditioning of convex programs from a primal–dual perspective
2001,
Given a convex program and its dual, we analyze the conditioning of the...
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