Journal: Mathematics of Operations Research

Found 1103 papers in total
A Stochastic Target Approach for P&L Matching Problems
A Stochastic Target Approach for P&L Matching Problems
2012,
Within a Brownian diffusion Markovian framework, we provide a direct PDE...
Online Stochastic Matching: Online Actions Based on Offline Statistics
Online Stochastic Matching: Online Actions Based on Offline Statistics
2012,
We consider the online stochastic matching problem proposed by Feldman et al. (2009)...
A Colonel Blotto Gladiator Game
A Colonel Blotto Gladiator Game
2012,
We consider a stochastic version of the well‐known Blotto game, called the...
Average Cost Markov Decision Processes with Weakly Continuous Transition Probabilities
Average Cost Markov Decision Processes with Weakly Continuous Transition Probabilities
2012,
This paper presents sufficient conditions for the existence of stationary optimal...
Solvability of Variational Inequalities on Hilbert Lattices
Solvability of Variational Inequalities on Hilbert Lattices
2012,
This paper provides a systematic solvability analysis for (generalized) variational...
Stability of Constrained Markov‐Modulated Diffusions
Stability of Constrained Markov‐Modulated Diffusions
2012,
A family of constrained diffusions in a random environment is considered. Constraint...
Coalitions in Nonatomic Network Congestion Games
Coalitions in Nonatomic Network Congestion Games
2012,
This work shows that the formation of a finite number of coalitions in a nonatomic...
Transportation Problems and Simplicial Polytopes That Are Not Weakly Vertex‐Decomposable
Transportation Problems and Simplicial Polytopes That Are Not Weakly Vertex‐Decomposable
2012,
Provan and Billera defined the notion of weak k ‐decomposability for pure...
A Weak‐to‐Strong Convergence Principle for Fejér‐Monotone Methods in Hilbert Spaces
A Weak‐to‐Strong Convergence Principle for Fejér‐Monotone Methods in Hilbert Spaces
2001,
We consider a wide class of iterative methods arising in numerical mathematics and...
Random Walks on Polytopes and an Affine Interior Point Method for Linear Programming
Random Walks on Polytopes and an Affine Interior Point Method for Linear Programming
2012,
Let K be a polytope in ℝ n defined by m linear inequalities. We give a new Markov...
Intersection Cuts with Infinite Split Rank
Intersection Cuts with Infinite Split Rank
2012,
We consider mixed‐integer linear programs where free integer variables are...
Queues with Many Servers and Impatient Customers
Queues with Many Servers and Impatient Customers
2012,
The asymptotic many‐server queue with abandonments, G / GI / N + GI , is...
Q‐Learning and Enhanced Policy Iteration in Discounted Dynamic Programming
Q‐Learning and Enhanced Policy Iteration in Discounted Dynamic Programming
2012,
We consider the classical finite‐state discounted Markovian decision problem,...
A Distributional Interpretation of Robust Optimization
A Distributional Interpretation of Robust Optimization
2012,
Motivated by data‐driven decision making and sampling problems, we investigate...
Optimal Symmetric Rendezvous Search on Three Locations
Optimal Symmetric Rendezvous Search on Three Locations
2012,
In the symmetric rendezvous search game played on n locations two players are...
Strategy for Quickest Second Meeting of Two Agents in Two Locations
Strategy for Quickest Second Meeting of Two Agents in Two Locations
2012,
Howard (2006) has described a simply but nontrivial symmetric rendezvous search game...
Splitting Randomized Stationary Policies in Total‐Reward Markov Decision Processes
Splitting Randomized Stationary Policies in Total‐Reward Markov Decision Processes
2012,
This paper studies a discrete‐time total‐reward Markov decision process...
The Value of Repeated Games with an Informed Controller
The Value of Repeated Games with an Informed Controller
2012,
We consider the general model of zero‐sum repeated games (or stochastic games...
A Topological Approach to Quitting Games
A Topological Approach to Quitting Games
2012,
This paper presents a question of topological dynamics and demonstrates that its...
The Simplex and Policy‐Iteration Methods Are Strongly Polynomial for the Markov Decision Problem with a Fixed Discount Rate
The Simplex and Policy‐Iteration Methods Are Strongly Polynomial for the Markov Decision Problem with a Fixed Discount Rate
2011,
We prove that the classic policy‐iteration method and the original simplex...
A Stochastic Portfolio Optimization Model with Bounded Memory
A Stochastic Portfolio Optimization Model with Bounded Memory
2011,
This paper considers a portfolio management problem of Merton's type in which the...
Verification Theorems for Models of Optimal Consumption and Investment with Retirement and Constrained Borrowing
Verification Theorems for Models of Optimal Consumption and Investment with Retirement and Constrained Borrowing
2011,
Proving verification theorems can be tricky for models with both optimal stopping and...
Discrete Fixed Points: Models, Complexities, and Applications
Discrete Fixed Points: Models, Complexities, and Applications
2011,
We study three discrete fixed point concept (SPERNER, DPZP, BROUWER) under two...
On the Approximability of Single‐Machine Scheduling with Precedence Constraints
On the Approximability of Single‐Machine Scheduling with Precedence Constraints
2011,
We consider the single‐machine scheduling problem to minimize the weighted sum...
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