Journal: Mathematics of Operations Research

Found 1103 papers in total
Bounds for two-stage stochastic programs with fixed recourse
Bounds for two-stage stochastic programs with fixed recourse
1994,
This paper develops upper and lower bounds on two-stage stochastic linear programs...
Bounding the expectation of a saddle function with application to stochastic programming
Bounding the expectation of a saddle function with application to stochastic programming
1994,
The authors previously obtained tight upper and lower bounds to the expectation of a...
Parallel constraint distribution in convex quadratic programming
Parallel constraint distribution in convex quadratic programming
1994,
The paper considers convex quadratic programs with large numbers of constraints. It...
An adjustment process for an economy with linear production technologies
An adjustment process for an economy with linear production technologies
1994,
In this paper an adjustment process for a general equilibrium model with linear...
Variational inequalities with generalized monotone operators
Variational inequalities with generalized monotone operators
1994,
The paper investigates the variational inequality with pseudomonotone operators (in...
Linear stability of generalized equations. Part I: Basic theory
Linear stability of generalized equations. Part I: Basic theory
1994,
The paper considers a class of generalized equations involving set-valued maps, which...
Toward probabilistic analysis of interior-point algorithms for linear programming
Toward probabilistic analysis of interior-point algorithms for linear programming
1994,
The paper proposes an approach based on interior-point algorithms for linear...
An
An
1994,
The authors present an -iteration homogeneous and self-dual linear programming (LP)...
Theorems of the alternative and duality for inf-sup problems
Theorems of the alternative and duality for inf-sup problems
1994,
The duality theory of convex mathematical programming is extended to inf-sup problems....
Bounding a probability measure over a polymatroid with an application to transportation problems
Bounding a probability measure over a polymatroid with an application to transportation problems
1994,
For and a supermodular set function , define the polymatroid . The authors develop a...
A heavy-traffic limit for the cycle counting process in G/G/1, optimal interruptions and elastic screen Brownian motion
A heavy-traffic limit for the cycle counting process in G/G/1, optimal interruptions and elastic screen Brownian motion
1994,
The authors consider a queue in which the server is available for primary customers...
Bounds on the performance of dynamic schemes for highly connected networks
Bounds on the performance of dynamic schemes for highly connected networks
1994,
The paper describes a procedure for bounding the performance of dynamic routing...
A polynomial algorithm for the k-cut problem for fixed k
A polynomial algorithm for the k-cut problem for fixed k
1994,
The k -cut problem is to find a partition of an edge weighted graph into k nonempty...
Stochastic equilibria in nonhomogeneous Markov population replacement processes
Stochastic equilibria in nonhomogeneous Markov population replacement processes
1994,
This paper is an exposition on the dynamic stochastic equilibria in a multi-type time...
Markov decision models with weighted discounted criteria
Markov decision models with weighted discounted criteria
1994,
The authors consider a discrete time Markov Decision Process with infinite horizon....
Denumerable constrained Markov decision processes and finite approximations
Denumerable constrained Markov decision processes and finite approximations
1994,
The purpose of this paper is two fold. First to establish the theory of discounted...
A polynomial approximation scheme for a constrained flow-shop scheduling problem
A polynomial approximation scheme for a constrained flow-shop scheduling problem
1994,
The paper presents a polynomial approximation scheme for a two-machine flow shop...
A fully polynomial approximation scheme for scheduling a single machine to minimize total weighted late work
A fully polynomial approximation scheme for scheduling a single machine to minimize total weighted late work
1994,
This paper studies approximation algorithms for the problem of nonpreemptively...
On Harris recurrence in continuous time
On Harris recurrence in continuous time
1994,
The authors show that a continuous-time Markov process X is Harris recurrent if and...
Strongly polynomial algorithms for the quadratic transportation problem with a fixed number of sources
Strongly polynomial algorithms for the quadratic transportation problem with a fixed number of sources
1994,
The Transportation problem with a linear objective function is known to be solvable in...
From totally unimodular to balanced
From totally unimodular to balanced
1994,
In this paper the authors introduce a family of integer polytopes and characterize...
Hamiltonian cycles and Markov chains
Hamiltonian cycles and Markov chains
1994,
In this paper the authors derive new characterizations of the Hamiltonian cycles of a...
On quadratic cost criteria for option hedging
On quadratic cost criteria for option hedging
1994,
Consider an option with maturity time T corresponding to a contingent claim H (in an...
Lot-sizing with constant batches: Formulation and valid inequalities
Lot-sizing with constant batches: Formulation and valid inequalities
1993,
The authors consider the classical lot-sizing problem with constant production...
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