Journal: Mathematics of Operations Research

Found 1103 papers in total
Strategyproof approximation of the minimax on networks
Strategyproof approximation of the minimax on networks
2010,
We consider the problem of locating a facility on a network represented by a graph. A...
Directional derivatives of oblique reflection maps
Directional derivatives of oblique reflection maps
2010,
Given an oblique reflection map Γ and functions ψ χ ∈ 𝒟 lim...
Optimal investment for worst-case crash scenarios: A martingale approach
Optimal investment for worst-case crash scenarios: A martingale approach
2010,
We investigate the optimal portfolio problem under the threat of a financial market...
Models for minimax stochastic linear optimization problems with risk aversion
Models for minimax stochastic linear optimization problems with risk aversion
2010,
We propose a semidefinite optimization (SDP) model for the class of minimax two-stage...
Projecting an extended formulation for mixed-integer covers on bipartite graphs
Projecting an extended formulation for mixed-integer covers on bipartite graphs
2010,
We consider the mixed-integer version of bipartite vertex cover. This is equivalent to...
Stochastic approximations of set-valued dynamical systems: Convergence with positive probability to an attractor
Stochastic approximations of set-valued dynamical systems: Convergence with positive probability to an attractor
2010,
A successful method to describe the asymptotic behavior of a discrete time stochastic...
Randomized methods for linear constraints: Convergence rates and conditioning
Randomized methods for linear constraints: Convergence rates and conditioning
2010,
We study randomized variants of two classical algorithms: coordinate descent for...
A unified approach to box-Mengerian hypergraphs
A unified approach to box-Mengerian hypergraphs
2010,
A hypergraph is called box-Mengerian if the linear system A x ≥ 1 , x ≥ 0 is...
Averaging principles for a diffusion-scaled, heavy-traffic polling station with K job classes
Averaging principles for a diffusion-scaled, heavy-traffic polling station with K job classes
2010,
This paper provides heavy traffic limit theorems for a polling station serving jobs...
Maximal lattice-free convex sets in linear subspaces
Maximal lattice-free convex sets in linear subspaces
2010,
We consider a model that arises in integer programming and show that all irredundant...
Linearly parameterized bandits
Linearly parameterized bandits
2010,
We consider bandit problems involving a large (possibly infinite) collection of arms,...
Occupation times of jump-diffusion processes with double exponential jumps and the pricing of options
Occupation times of jump-diffusion processes with double exponential jumps and the pricing of options
2010,
In this paper, we provide Laplace transform-based analytical solutions to pricing...
Spending constraint utilities with applications to the Adwords market
Spending constraint utilities with applications to the Adwords market
2010,
The notion of a ‘market’ has undergone a paradigm shift with the Internet....
Generalized domino-parity inequalities for the symmetric traveling salesman problem
Generalized domino-parity inequalities for the symmetric traveling salesman problem
2010,
We extend the work of Letchford (2000) by introducing a new class of valid...
Smoothing techniques for computing Nash equilibria of sequential games
Smoothing techniques for computing Nash equilibria of sequential games
2010,
We develop first-order smoothing techniques for saddle-point problems that arise in...
Series Jackson networks and noncrossing probabilities
Series Jackson networks and noncrossing probabilities
2010,
This paper studies the queue-length process in series Jackson networks with external...
The UGC (unique games conjecture) hardness threshold of the Lp Grothendieck problem
The UGC (unique games conjecture) hardness threshold of the Lp Grothendieck problem
2010,
For p ≥ 2 we consider the problem of, given an n × n matrix A = ( a ij...
On the power of robust solutions in two-stage stochastic and adaptive optimization problems
On the power of robust solutions in two-stage stochastic and adaptive optimization problems
2010,
We consider a two-stage mixed integer stochastic optimization problem and show that a...
Error bounds for approximations from projected linear equations
Error bounds for approximations from projected linear equations
2010,
We consider linear fixed point equations and their approximations by projection on a...
Stackelberg routing in arbitrary networks
Stackelberg routing in arbitrary networks
2010,
We investigate the impact of Stackelberg routing to reduce the price of anarchy in...
Customer abandonment in many-server queues
Customer abandonment in many-server queues
2010,
We study G/G/n + GI queues in which customer patience times are independent,...
Optimality of affine policies in multistage robust optimization
Optimality of affine policies in multistage robust optimization
2010,
In this paper, we prove the optimality of disturbance-affine control policies in the...
Approximation algorithms for combinatorial auctions with complement-free bidders
Approximation algorithms for combinatorial auctions with complement-free bidders
2010,
In a combinatorial auction m heterogenous indivisible items are sold to n bidders....
Sensitivity analysis in linear semi-infinite programming via partitions
Sensitivity analysis in linear semi-infinite programming via partitions
2010,
This paper provides sufficient conditions for the optimal value function of a given...
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