Journal: Mathematics of Operations Research

Found 1103 papers in total
Efficiency of the primal network simplex algorithm for the minimum-cost circulation problem
1991,
The paper studies the number of pivots required by the primal network simplex...
Multichain Markov decision processes with a sample path constraint: A decomposition approach
1991,
The authors consider finite-state finite-action Markov decision processes which...
Scenarios and policy aggregation in optimization under uncertainty
1991,
A common approach in coping with multiperiod optimization problems under uncertainty...
On optimal packing of randomly arriving objects
1991,
Objects of finitely many types arrive at a facility according to independent...
Light traffic approximations in queues
1991,
For a stationary waiting time random variable W•W(S,T) in a GI/G/1 queueing...
A heavy traffic limit theorem for networks of queues with multiple customer types
1991,
The central result of this paper is a heavy traffic limit theorem for the vector of...
Single-machine scheduling polyhedra with precedence constraints
1991,
The authors consider nonpreemptive single-machine scheduling subject to precedence...
Stochastic analysis of a modified First Fit Decreasing packing
1991,
A stochastic analysis is made of a modified version mFFD of First Fit Decreasing, in...
Max-balancing weighted directed graphs and matrix scaling
1991,
A weighted directed graph G is a triple where is a directed graph and g is an...
Facets of the Asymmetric Traveling Salesman polytope
1991,
This paper considers the Asymmetric Traveling Salesman polytope, , defined as the...
Probabilistic analysis of the Held and Karp lower bound for the Euclidean traveling salesman problem
1991,
The authors analyze probabilistically the classical Held-Karp lower bound derived from...
The adequacy of universal strategies in analytic gambling problems
1991,
Suppose measurability structures are imposed upon a Dubins and Savage gambling...
The D1-triangulation of Rn for simplicial algorithms for computing solutions of nonlinear equations
1991,
The paper presents a new triangulation of ℝ n , which is called the D 1...
Continuous-time flows in networks
1990,
The paper considers a class of maximum flow problems formulated in a directed network...
Convex resource allocation problems on directed acyclic graphs: Duality, complexity, special cases, and extensions
1990,
Consider the following resource allocation problem on a directed acyclic graph (the...
Portfolio selection with transaction costs
1990,
In this paper, optimal consumption and investment decisions are studied for an...
On quasi-convex duality
1990,
The familiar Fenchel-Moreau-Rockafellar duality scheme deduced from conjugation is...
Limiting behavior of trajectories generated by a continuation method for monotone complementarity problems
1990,
Defining the mapping F from the 2 n- dimensional Euclidean space into itself by for...
Finding minimum-cost circulations by successive approximation
1990,
The authors develop a new approach to solving minimum-cost circulation problems. The...
Second-order necessary conditions for nonlinear optimization problems in Banach spaces and their application to an optimal control problem
1990,
The paper studies second-order necessary conditions for nonlinear optimization...
On-line optimization of simulated Markovian processes
1990,
Let { Z n } be a Markovian process, the transition of which depends on a control...
On the cookie-cutter game: Search and evasion on a disc
1990,
In the cookie-cutter game, there is a trapping circle, of radius 1, in which an evader...
An axiomatic approach to location on networks
1990,
The problem under consideration is that of locating a facility on a tree-network,...
On generalized gradients in optimization problems with set-valued constraints
1990,
The paper investigates the value function f(x)= inf ℝrsquo;(x,y) where the...
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