Journal: Mathematics of Operations Research

Found 1103 papers in total
The Clarke Generalized Gradient for Functions Whose Epigraph Has Positive Reach
The Clarke Generalized Gradient for Functions Whose Epigraph Has Positive Reach
2013,
We consider the class of continuous functions that map an open set Ω ⫅...
Closed Queueing Networks Under Congestion: Nonbottleneck Independence and Bottleneck Convergence
Closed Queueing Networks Under Congestion: Nonbottleneck Independence and Bottleneck Convergence
2013,
We analyze the behavior of closed multiclass product‐form queueing networks...
A Cantor Set of Games with No Shift‐Homogeneous Equilibrium Selection
A Cantor Set of Games with No Shift‐Homogeneous Equilibrium Selection
2013,
We construct a continuum of games on a countable set of players that does not possess...
Steady‐State Analysis for Multiserver Queues Under Size Interval Task Assignment in the Quality‐Driven Regime
Steady‐State Analysis for Multiserver Queues Under Size Interval Task Assignment in the Quality‐Driven Regime
2013,
We study the steady‐state behavior of multiserver queues with general job size...
Learning Cycle Length Through Finite Automata
Learning Cycle Length Through Finite Automata
2013,
We study the space‐and‐time automaton‐complexity of two related...
Approximate Linear Programming for Average Cost MDPs
Approximate Linear Programming for Average Cost MDPs
2013,
We consider the linear programming approach to approximate dynamic programming with an...
Confidence Regions for Stochastic Variational Inequalities
Confidence Regions for Stochastic Variational Inequalities
2013,
The sample average approximation (SAA) method is a basic approach for solving...
An Exact Duality Theory for Semidefinite Programming Based on Sums of Squares
An Exact Duality Theory for Semidefinite Programming Based on Sums of Squares
2013,
Farkas' lemma is a fundamental result from linear programming providing linear...
Localization and Exact Simulation of Brownian Motion‐Driven Stochastic Differential Equations
Localization and Exact Simulation of Brownian Motion‐Driven Stochastic Differential Equations
2013,
Generating sample paths of stochastic differential equations (SDE) using the Monte...
On Boundedness of Q‐Learning Iterates for Stochastic Shortest Path Problems
On Boundedness of Q‐Learning Iterates for Stochastic Shortest Path Problems
2013,
We consider a totally asynchronous stochastic approximation algorithm,...
Weak Recovery Conditions from Graph Partitioning Bounds and Order Statistics
Weak Recovery Conditions from Graph Partitioning Bounds and Order Statistics
2013,
We study a weaker formulation of the nullspace property which guarantees recovery of...
Lifts of Convex Sets and Cone Factorizations
Lifts of Convex Sets and Cone Factorizations
2013,
In this paper, we address the basic geometric question of when a given convex set is...
Entropy Coherent and Entropy Convex Measures of Risk
Entropy Coherent and Entropy Convex Measures of Risk
2013,
We introduce two subclasses of convex measures of risk, referred to as entropy...
A Fluid Limit for an Overloaded X Model via a Stochastic Averaging Principle
A Fluid Limit for an Overloaded X Model via a Stochastic Averaging Principle
2013,
We prove a many‐server heavy‐traffic fluid limit for an overloaded...
Lipschitz Games
Lipschitz Games
2013,
The Lipschitz constant of a finite normal‐form game is the maximal change in...
Zero‐Variance Importance Sampling Estimators for Markov Process Expectations
Zero‐Variance Importance Sampling Estimators for Markov Process Expectations
2013,
We consider the use of importance sampling to compute expectations of functionals of...
A Note on Roth's Consensus Property of Many‐to‐One Matching
A Note on Roth's Consensus Property of Many‐to‐One Matching
2013,
Roth (1985) claimed that (i) if each firm is allowed to select its most preferred...
Optimal Decision Rules for Product Recalls
Optimal Decision Rules for Product Recalls
2012,
We consider a hypothetical company that is assumed to have just manufactured and sold...
On the Existence of Pure Nash Equilibria in Weighted Congestion Games
On the Existence of Pure Nash Equilibria in Weighted Congestion Games
2012,
We study the existence of pure Nash equilibria in weighted congestion games. Let...
Zero‐Sum Risk‐Sensitive Stochastic Differential Games
Zero‐Sum Risk‐Sensitive Stochastic Differential Games
2012,
We study zero‐sum risk‐sensitive stochastic differential games on the...
Analysis of a Dynamic Adverse Selection Model with Asymptotic Efficiency
Analysis of a Dynamic Adverse Selection Model with Asymptotic Efficiency
2012,
This paper studies an infinite horizon adverse selection model with an underlying...
A Gradient Formula for Linear Chance Constraints Under Gaussian Distribution
A Gradient Formula for Linear Chance Constraints Under Gaussian Distribution
2012,
We provide an explicit gradient formula for linear chance constraints under a...
Generalized Look‐Ahead Methods for Computing Stationary Densities
Generalized Look‐Ahead Methods for Computing Stationary Densities
2012,
The look‐ahead estimator is used to compute densities associated with Markov...
Model Predictive Control for Dynamic Resource Allocation
Model Predictive Control for Dynamic Resource Allocation
2012,
The present paper develops a simple, easy to interpret algorithm for a large class of...
Papers per page: