Journal: Mathematics of Operations Research

Found 1103 papers in total
Probabilistic & worst case analyses of classical problems of combinatorial optimization in Eucledean space
Probabilistic & worst case analyses of classical problems of combinatorial optimization in Eucledean space
1990,
The classical problems reviewed are the traveling salesman problem, minimal spanning...
Routing and capacity allocation in networks with truck reservation
Routing and capacity allocation in networks with truck reservation
1990,
In this paper recent work on routing and capacity allocation in circuit-switched...
A Milnor condition for nonatomic Lipschitz games and its applications
A Milnor condition for nonatomic Lipschitz games and its applications
1990,
One of Milnor’s reasonable axioms is generalized to nonatomic games. Several...
Solving bargaining games by differential equations
Solving bargaining games by differential equations
1990,
‘Solving Games by Differential Equations’ was the title of a paper by...
On a network design problem that is intractable on trees
On a network design problem that is intractable on trees
1990,
In this paper the authors study an optimization problem that arises in the design of...
On the maximum degree of an LCP map
On the maximum degree of an LCP map
1990,
The Linear Complementarity Problem can be shown to be equivalent to inverting a...
An extension of Karmarkar type algorithm to a class of convex separable programming problems with global linear rate of convergence
An extension of Karmarkar type algorithm to a class of convex separable programming problems with global linear rate of convergence
1990,
The authors describe a primal-dual interior point algorithm for a class of convex...
Deterministic equivalence in stochastic infinite horizon problems
Deterministic equivalence in stochastic infinite horizon problems
1990,
The authors consider a general infinite horizon problem with stochastic data. They...
Recovering optimal basic variables in Karmarkar’s polynomial algorithm for linear programming
Recovering optimal basic variables in Karmarkar’s polynomial algorithm for linear programming
1990,
Primal-slack ellipsoids are described which contain all of the optimal primal feasible...
A centered projective algorithm for linear programming
A centered projective algorithm for linear programming
1990,
The authors describe a projective algorithm for linear programming that shares...
Multivariate stochastic orderings and positive dependence in reliability theory
Multivariate stochastic orderings and positive dependence in reliability theory
1990,
Stochastic orderings are introduced for vectors of lifetimes based on hazard rates and...
Minimizing total tardiness on one machine is NP-hard
Minimizing total tardiness on one machine is NP-hard
1990,
The problem of minimizing the total tardiness for a set of independent jobs on one...
Continuous time stopping games with monotone reward structures
Continuous time stopping games with monotone reward structures
1990,
The authors prove the existence of a Nash equilibrium for a class of continuous time...
Reneging from processor sharing systems and random queues
Reneging from processor sharing systems and random queues
1990,
In a memoryless processor sharing system and in a memoryless random queue, both with...
Characterizations of the dimension for classes of concordant polytopes
Characterizations of the dimension for classes of concordant polytopes
1990,
The spectral method is used to completely describe the set of possible dimensions for...
One-dependent regenerative processes and queues in continuous time
One-dependent regenerative processes and queues in continuous time
1990,
Motivated by the study of queues in continuous time, a ‘one-dependent’...
Distributed computation for linear programming problems satisfying a certain diagonal dominance condition
Distributed computation for linear programming problems satisfying a certain diagonal dominance condition
1990,
A block-coordinate ascent method for a class of linear programming problems whose...
Evaluating strategies for Markov decision processes in parallel
Evaluating strategies for Markov decision processes in parallel
1990,
The authors’ work on the use of Gittins indices in the evaluation of strategies...
Comparing policies in Markov decision processes: Mandl’s lemma revisited
Comparing policies in Markov decision processes: Mandl’s lemma revisited
1990,
A general framework is developed for comparing the long-run average cost of a Markov...
Simulation output analysis using standardized time series
Simulation output analysis using standardized time series
1990,
The method of standardized time series (STS) was proposed by Schruben as an approach...
A stochastic control approach to the pricing of options
A stochastic control approach to the pricing of options
1990,
The authors construct a stochastic control model of a portfolio in which the investor...
Easily computable facets of the knapsack polytope
Easily computable facets of the knapsack polytope
1989,
It is known that facets and valid inequalities for the knapsack polytope P can be...
An existence theorem in vector optimization
An existence theorem in vector optimization
1989,
A general theorem which covers several recent known results on the existence of...
A stochastic control approach to the pricing of options
A stochastic control approach to the pricing of options
1990,
The authors construct a stochastic control model of a portfolio in which the investor...
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