Journal: Mathematics of Operations Research

Found 1103 papers in total
An LIL version of L=λW
An LIL version of L=λW
1988,
This paper establishes a law-of-the-iterated-logarithm (LIL) version of the...
Optimal impulse control of portfolios
Optimal impulse control of portfolios
1988,
An investor has the opportunity of holding shares in n risky assets and one nonrisky...
A limit theorem for (min,¸+) matrix multiplication
A limit theorem for (min,¸+) matrix multiplication
1988,
A natural model for the sequential performance of tasks involves a system that can be...
Solution bases of multiterminal cut problems
Solution bases of multiterminal cut problems
1988,
Gomory and Hu proved that the ( n ab22 2 ) maxflow problems in an undirected network...
On eigenvalues and annealing rates
On eigenvalues and annealing rates
1988,
The authors evaluate asymptotically the eigenvalues of transition rate matrices (...
Extreme points of moment sets
Extreme points of moment sets
1988,
The extreme points of sets of probability measures-determined by a finite number of...
The lattice structure of the set of stable matchings with multiple partners
The lattice structure of the set of stable matchings with multiple partners
1988,
We continue recent work on the matching problem for firms and workers, and show that,...
Exhaustive nondegenerate conical processes for concave minimization of convex polytopes
Exhaustive nondegenerate conical processes for concave minimization of convex polytopes
1988,
An exhaustive and nondegenerate cone splitting process is defined and an algorithm...
A geometrically convergent subgradient optimization method for nonlinearly constrained convex programs
A geometrically convergent subgradient optimization method for nonlinearly constrained convex programs
1988,
In this paper we extend the geometrically convergent subgradient optimization method...
An algorithm for a dynamic programming model of fractional flows
An algorithm for a dynamic programming model of fractional flows
1988,
In an earlier paper, the author introduced an n -dimensional dynamic programming model...
Lower bounds on time-accuracy trade-offs for the 0-1 Knapsack problem
Lower bounds on time-accuracy trade-offs for the 0-1 Knapsack problem
1988,
The 0-1 Knapsack optimization problem is well known to be NP -hard. The best known...
Improved bounds and containing ellipsoids in Karmarkar’s linear programming algorithm
Improved bounds and containing ellipsoids in Karmarkar’s linear programming algorithm
1988,
Karmarkar’s projective algorithm for linear programming provides not only primal...
Average, sensitive and Blackwell optimal policies in denumerable Markov decision chains with unbounded rewards
Average, sensitive and Blackwell optimal policies in denumerable Markov decision chains with unbounded rewards
1988,
In this paper the authors consider a (discrete-time) Markov decision chain with a...
Sensitivity analysis in variational inequalities
Sensitivity analysis in variational inequalities
1988,
This paper derives conditions for the local uniqueness, continuity and...
Directional behaviour of optimal solutions in nonlinear mathematical programming
Directional behaviour of optimal solutions in nonlinear mathematical programming
1988,
This paper is concerned with Holder, Lipschitz and differential properties of the...
Second-order sufficient conditions in nonsmooth optimization
Second-order sufficient conditions in nonsmooth optimization
1988,
Second-order conditions are given which are sufficient to guarantee that a given point...
Solving SLP recourse problems with arbitrary multivariate distributions-The dependent case
Solving SLP recourse problems with arbitrary multivariate distributions-The dependent case
1988,
Bounding the expectation of a convex function of a multivariate random variable is of...
A stochastic theory of the firm
A stochastic theory of the firm
1988,
The paper presents a stochastic model of make-to-stock firms based on a buffer flow...
On the facial structure of independence system polyhedra
On the facial structure of independence system polyhedra
1988,
A polyhedron P whose extreme points are the incidence vectors of the sets of an...
Odd submodular functions, Dilworth functions and discrete convex functions
Odd submodular functions, Dilworth functions and discrete convex functions
1988,
Three set-function classes more general than submodular ones are discussed. An odd...
Infinite player noncooperative games and the continuity of the Nash equilibrium correspondence
Infinite player noncooperative games and the continuity of the Nash equilibrium correspondence
1988,
The usual definition of a noncooperative game is extended in two different ways:...
Weighted majority games have asymptotic value
Weighted majority games have asymptotic value
1988,
The asymptotic value of a game v with a continuum set of players, I, is defined...
Some lattice-theoretic tools for network reliability analysis
Some lattice-theoretic tools for network reliability analysis
1988,
The computation of K -terminal reliability for a graph is an intractable problem, and...
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