Journal: Mathematics of Operations Research

Found 1103 papers in total
A characterization of quality adjusted life-years under cumulative prospect theory
A characterization of quality adjusted life-years under cumulative prospect theory
2003,
Quality-adjusted life-years (QALYs) are the most common utility measure in medical...
Node-capacitated ring routing
Node-capacitated ring routing
2002,
We consider the node-capacitated routing problem in an undirected ring network along...
Constraint nondegeneracy in variational analysis
Constraint nondegeneracy in variational analysis
2003,
This paper studies the sensitivity analysis of variational conditions defined over...
Cognitive foundations of probability
Cognitive foundations of probability
2002,
Prediction is based on past cases. We assume that a predictor can rank eventualities...
Facets of the complementarity knapsack polytope
Facets of the complementarity knapsack polytope
2002,
We present a polyhedral study of the complementarity knapsack problem. Traditionally,...
An analytic center cutting plane method for semidefinite feasibility problems
An analytic center cutting plane method for semidefinite feasibility problems
2002,
Semidefinite feasibility problems arise in many areas of operations research. The...
Integer programming and Arrovian Social Welfare functions
Integer programming and Arrovian Social Welfare functions
2003,
We characterize the class of Arrovian Social Welfare Functions (ASWFs) as integer...
Relationship between strong monotonicity property, P2-property, and the Globally Uniquely Solvable (GUS)-property in semidefinite linear complementarity problems
Relationship between strong monotonicity property, P2-property, and the Globally Uniquely Solvable (GUS)-property in semidefinite linear complementarity problems
2002,
In the recent paper on semidefinite linear complementarity problems, Gowda and Song...
An infinite-dimensional linear program duality theorem
An infinite-dimensional linear program duality theorem
2003,
This paper constructs an infinite-dimensional version of the Duality Theorem for a...
Packing random rectangles of given volume
Packing random rectangles of given volume
2002,
A packing of a collection of rectangles is a disjoint subcollection. In a recent...
Semidefinite programming vs. linear programming relaxations for polynomial programming
Semidefinite programming vs. linear programming relaxations for polynomial programming
2002,
We consider the global minimization of a multivariate polynomial on a semi-algebraic...
On cones of nonnegative quadratic functions
On cones of nonnegative quadratic functions
2003,
We derive linear matrix inequality (LMI) characterizations and dual decomposition...
Fair queuing and other probabilistic allocation methods
Fair queuing and other probabilistic allocation methods
2002,
A server processes one job per unit of time and randomly schedules the jobs requested...
On deciding stability of constrained homogeneous random walks and queueing systems
On deciding stability of constrained homogeneous random walks and queueing systems
2002,
We investigate stability of scheduling policies in queueing systems. To this day no...
Optimal offer construction in electricity markets
Optimal offer construction in electricity markets
2002,
In this paper we study strategies for generators making offers into electricity...
Subset comparisons for additive linear orders
Subset comparisons for additive linear orders
2002,
This paper investigates algebraic and combinatorial properties of the set of linear...
A min–max theorem on feedback vertex sets
A min–max theorem on feedback vertex sets
2002,
We establish a necessary and sufficient condition for the linear system {x ; Hx ≥...
Approximating martingales for variance reduction in Markov process simulation
Approximating martingales for variance reduction in Markov process simulation
2002,
‘Knowledge of either analytical or numerical approximations should enable more...
Optimal impulse control when control actions have random consequences
Optimal impulse control when control actions have random consequences
1997,
We consider a generalised impulse control model for controlling a process governed by...
Optimal solutions of linear control systems with nonperiodic convex integrands
Optimal solutions of linear control systems with nonperiodic convex integrands
1997,
In this work we study the existence and asymptotic behaviour of overtaking optimal...
Local convergence of the proximal point algorithm and multiplier methods without monotonicity
Local convergence of the proximal point algorithm and multiplier methods without monotonicity
2002,
This paper studies the convergence of the classical proximal point algorithm without...
Risk-sensitive optimal control for Markov decision processes with monotone cost
Risk-sensitive optimal control for Markov decision processes with monotone cost
2002,
The existence of an optimal feedback law is established for the risk-sensitive optimal...
A combinatorial, graph-based solution method for a class of continuous-time optimal control problems
A combinatorial, graph-based solution method for a class of continuous-time optimal control problems
2002,
The paper addresses a class of continuous-time, optimal control problems whose...
A necessary and sufficient condition for approachability
A necessary and sufficient condition for approachability
2002,
In the framework of two-person repeated games with vector payoffs, Blackwell defined...
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