Journal: Mathematics of Operations Research

Found 1103 papers in total
Primal-dual aggregation and disaggregation for stochastic linear programs
Primal-dual aggregation and disaggregation for stochastic linear programs
1994,
A multistage stochastic linear program can be approximated by replacing the underlying...
On the invariance principle for the first passage time
On the invariance principle for the first passage time
1994,
New results are obtained on the connection between the invariance principle for the...
Discounted replacement, maintenance, and repair problems in reliability
Discounted replacement, maintenance, and repair problems in reliability
1994,
Three related stochastic control problems from reliability theory referred to as the...
Strong consistency of the variance estimator in steady-state simulation output analysis
Strong consistency of the variance estimator in steady-state simulation output analysis
1994,
In this paper the problme of variance estimation in steady-state simulation output...
Stochastic convexity and concavity of Markov processes
Stochastic convexity and concavity of Markov processes
1994,
In this paper the authors consider the temporal stochastic convexity and concavity...
Risk theory in a periodic environment: The Cramér-Lundberg approximation and Lundberg's inequality
Risk theory in a periodic environment: The Cramér-Lundberg approximation and Lundberg's inequality
1994,
A risk process with the claim arrival intensity , the claim size distribution a nd the...
Optimality Conditions for Control Problems Governed by Variational Inequalities
Optimality Conditions for Control Problems Governed by Variational Inequalities
1994,
This paper deals with the theory of first-order necessary conditions of optimality for...
Optimality conditions for control problems governed by variational inequalities
Optimality conditions for control problems governed by variational inequalities
1994,
This paper deals with the theory of first-order necessary conditions of optimality for...
On multiple choice secretary problems
On multiple choice secretary problems
1994,
Two secretary problems based on relative rank are considered, in which the decision...
On the complexity of cooperative solution concepts
On the complexity of cooperative solution concepts
1994,
The authors study from a complexity theoretic standpoint the various solution concepts...
The lattice of core (sub)matchings in a two-sided matching market
The lattice of core (sub)matchings in a two-sided matching market
1994,
The paper considers the two-sided matching model of Demange and Gale. Given a suitable...
On the relation between recurrence and ergodicity properties in denumerable Markov chains
On the relation between recurrence and ergodicity properties in denumerable Markov chains
1994,
This paper studies two properties of the set of Markov chains induced by the...
Double band policy for stochastic manufacturing systems in heavy traffic
Double band policy for stochastic manufacturing systems in heavy traffic
1994,
The authors consider the control of a manufacturing system producing one product. The...
The linear complementarity problem with exact order matrices
The linear complementarity problem with exact order matrices
1994,
A real n by n matrix A is called an N(P)- matrix of exact order k, if the principal...
Implicit functions, Lipschitz maps, and stability in optimization
Implicit functions, Lipschitz maps, and stability in optimization
1994,
The authors present an implicit function theorem for set-valued maps associated with...
Unstable asymptotics for nonstationary queues
Unstable asymptotics for nonstationary queues
1994,
The authors relate laws of large numbers and central limit theorems for nonstationary...
A generalization of Weyl’s integration theorem and its meaning for stochastic simulations
A generalization of Weyl’s integration theorem and its meaning for stochastic simulations
1994,
Due to Weyl’s integration theorem the Haar probability measure and, further, a...
Average case analysis of a heuristic for the assignment problem
Average case analysis of a heuristic for the assignment problem
1994,
The authors main contribution is an O(n log n) algorithm that determines with high...
On finding optimal policies for Markov decision chains: A unifying framework for mean-variance-tradeoffs
On finding optimal policies for Markov decision chains: A unifying framework for mean-variance-tradeoffs
1994,
This paper proves constructively the existence of optimal policies for maximum...
Global convergence of damped Newton’s method for nonsmooth equations via the path search
Global convergence of damped Newton’s method for nonsmooth equations via the path search
1994,
A natural damping of Newton’s method for nonsmooth equations is presented. This...
Lower and upper bounds for the allocation problem and other nonlinear optimization problems
Lower and upper bounds for the allocation problem and other nonlinear optimization problems
1994,
The paper demonstrates the impossibility of strongly polynomial algorithms for the...
Derivatives with support and applications
Derivatives with support and applications
1994,
A new concept of derivative is introduced reflecting the global, rather than the...
Linear stability of generalized equations, Part II: Applications to nonlinear programming
Linear stability of generalized equations, Part II: Applications to nonlinear programming
1994,
The paper presents an approach by which the quantitative stability of solutions of a...
On Lipschitzian stability of optimal solutions of parametrized semi-infinite programs
On Lipschitzian stability of optimal solutions of parametrized semi-infinite programs
1994,
The paper studies continuity properties of optimal solutions of parametrized...
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