Journal: Mathematics of Operations Research

Found 1103 papers in total
Discounted Continuous‐Time Markov Decision Processes with Constraints: Unbounded Transition and Loss Rates
Discounted Continuous‐Time Markov Decision Processes with Constraints: Unbounded Transition and Loss Rates
2011,
This paper deals with denumerable continuous‐time Markov decision processes...
Discounted Approximations for Risk‐Sensitive Average Criteria in Markov Decision Chains with Finite State Space
Discounted Approximations for Risk‐Sensitive Average Criteria in Markov Decision Chains with Finite State Space
2011,
This work concerns Markov decision processes with finite state space and compact...
Average Optimality in Nonhomogeneous Infinite Horizon Markov Decision Processes
Average Optimality in Nonhomogeneous Infinite Horizon Markov Decision Processes
2011,
We consider a nonhomogeneous stochastic infinite horizon optimization problem whose...
Necessary Optimality Conditions for Multiobjective Bilevel Programs
Necessary Optimality Conditions for Multiobjective Bilevel Programs
2011,
The multiobjective bilevel program is a sequence of two optimization problems, with...
From Uncertainty to Nonlinearity: Solving Virtual Private Network via Single‐Sink Buy‐at‐Bulk
From Uncertainty to Nonlinearity: Solving Virtual Private Network via Single‐Sink Buy‐at‐Bulk
2011,
The virtual private network problem (VPN) models scenarios in which traffic is...
Asymptotic Moments of the Bottleneck Assignment Problem
Asymptotic Moments of the Bottleneck Assignment Problem
2011,
One of the most important variants of the standard linear assignment problem is the...
The Chvátal‐Gomory Closure of a Strictly Convex Body
The Chvátal‐Gomory Closure of a Strictly Convex Body
2011,
In this paper, we prove that the Chvátal‐Gomory closure of a set...
Appointment Scheduling with Discrete Random Durations
Appointment Scheduling with Discrete Random Durations
2011,
We consider the problem of determining an optimal appointment schedule for a given...
Hamiltonian Cycles, Random Walks, and Discounted Occupational Measures
Hamiltonian Cycles, Random Walks, and Discounted Occupational Measures
2011,
We develop a new, random walk‐based, algorithm for the Hamiltonian cycle...
State Space Collapse in Many‐Server Diffusion Limits of Parallel Server Systems
State Space Collapse in Many‐Server Diffusion Limits of Parallel Server Systems
2011,
We consider a class of queueing systems that consist of server pools in parallel and...
Complete Monotone Quasiconcave Duality
Complete Monotone Quasiconcave Duality
2011,
We introduce a notion of complete monotone quasiconcave duality, motivated by some...
Convex Duality in Stochastic Optimization and Mathematical Finance
Convex Duality in Stochastic Optimization and Mathematical Finance
2011,
This paper proposes a general duality framework for the problem of minimizing a convex...
A Model for Optimally Advertising and Launching a Product
A Model for Optimally Advertising and Launching a Product
2011,
We formulate and solve a problem that combines the features of the so‐called...
A Geometric Proof of Calibration
A Geometric Proof of Calibration
2010,
We provide yet another proof of the existence of calibrated forecasters; it has two...
Fully Distribution-Free Profit Maximization: The Inventory Management Case
Fully Distribution-Free Profit Maximization: The Inventory Management Case
2010,
We study profit maximization in inventory control problems where demands are unknown....
Perfect-Information Games with Lower-Semicontinuous Payoffs
Perfect-Information Games with Lower-Semicontinuous Payoffs
2010,
We prove that every multiplayer perfect-information game with bounded and...
Wiener Disorder Problem with Observations at Fixed Discrete Time Epochs
Wiener Disorder Problem with Observations at Fixed Discrete Time Epochs
2010,
Suppose that a Wiener process gains a known drift rate at some unobservable disorder...
Diameter of Polyhedra: Limits of Abstraction
Diameter of Polyhedra: Limits of Abstraction
2010,
We investigate the diameter of a natural abstraction of the 1-skeleton of polyhedra....
Submodular Maximization over Multiple Matroids via Generalized Exchange Properties
Submodular Maximization over Multiple Matroids via Generalized Exchange Properties
2010,
Submodular function maximization is a central problem in combinatorial optimization,...
Modulated Branching Processes, Origins of Power Laws, and Queueing Duality
Modulated Branching Processes, Origins of Power Laws, and Queueing Duality
2010,
Power law distributions have been repeatedly observed in a wide variety of...
A Computational Method for Stochastic Impulse Control Problems
A Computational Method for Stochastic Impulse Control Problems
2010,
We consider the instantaneous control of a diffusion process on the real line. Two...
Evaluating Information in Zero-Sum Games with Incomplete Information on Both Sides
Evaluating Information in Zero-Sum Games with Incomplete Information on Both Sides
2010,
We study zero-sum games with incomplete information and analyze the impact that the...
Duality Gap Estimation of Linear Equality Constrained Binary Quadratic Programming
Duality Gap Estimation of Linear Equality Constrained Binary Quadratic Programming
2010,
We investigate in this paper the Lagrangian duality properties of linear equality...
Large Deviations of Max-Weight Scheduling Policies on Convex Rate Regions
Large Deviations of Max-Weight Scheduling Policies on Convex Rate Regions
2010,
We consider a single server discrete-time system with a fixed number of users where...
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