Journal: Mathematics of Operations Research

Found 1103 papers in total
Total Dual Integrality of Rothblum's Description of the Stable-Marriage Polyhedron
Total Dual Integrality of Rothblum's Description of the Stable-Marriage Polyhedron
2008,
Rothblum showed that the convex hull of the stable matchings of a bipartite preference...
Local Indices for Degenerate Variational Inequalities
Local Indices for Degenerate Variational Inequalities
2008,
We provide an index formula for solutions of variational inequality problems defined...
Lattice Theory and the Consumer's Problem
Lattice Theory and the Consumer's Problem
2008,
This paper explores and explains the application of the lattice theoretic approach to...
A Geometrical Characterization of Multidimensional Hausdorff Polytopes with Applications to Exit Time Problems
A Geometrical Characterization of Multidimensional Hausdorff Polytopes with Applications to Exit Time Problems
2008,
We present a formula for the corner points of the multidimensional Hausdorff polytopes...
Truncation Strategies in Matching Markets
Truncation Strategies in Matching Markets
2008,
Roth and Rothblum (1999) showed that for matching markets using the deferred...
An Analysis of Monotone Follower Problems for Diffusion Processes
An Analysis of Monotone Follower Problems for Diffusion Processes
2008,
We consider a singular stochastic control problem, which is called the monotone...
A 2-Approximation Algorithm for Stochastic Inventory Control Models with Lost Sales
A 2-Approximation Algorithm for Stochastic Inventory Control Models with Lost Sales
2008,
In this paper, we describe the first computationally efficient policies for stochastic...
Asymptotic Behavior of Total Times for Jobs That Must Start Over if a Failure Occurs
Asymptotic Behavior of Total Times for Jobs That Must Start Over if a Failure Occurs
2008,
Many processes must complete in the presence of failures. Different systems respond to...
Stochastic Games on a Product State Space
Stochastic Games on a Product State Space
2008,
We examine so–called product–games with an aperiodic transition structure,...
On the Low Rank Solutions for Linear Matrix Inequalities
On the Low Rank Solutions for Linear Matrix Inequalities
2008,
In this paper we present a polynomial–time procedure to find a low–rank...
Löwner's Operator and Spectral Functions in Euclidean Jordan Algebras
Löwner's Operator and Spectral Functions in Euclidean Jordan Algebras
2008,
We study analyticity, differentiability, and semismoothness of Löwner's operator...
Optimal Multiple Stopping of Linear Diffusions
Optimal Multiple Stopping of Linear Diffusions
2008,
Motivated by the analysis of financial instruments with multiple exercise rights of...
Approximation Algorithms for the Capacitated Multi-Item Lot-Sizing Problem via Flow-Cover Inequalities
Approximation Algorithms for the Capacitated Multi-Item Lot-Sizing Problem via Flow-Cover Inequalities
2008,
We study the classical capacitated multi–item lot–sizing problem with hard...
Bayesian Sequential Change Diagnosis
Bayesian Sequential Change Diagnosis
2008,
Sequential change diagnosis is the joint problem of detection and identification of a...
A Characterization of Box-Mengerian Matroid Ports
A Characterization of Box-Mengerian Matroid Ports
2008,
Let M be a matroid on E ∪{ l }, where l ∉ E is a distinguished...
An Analytic Center Cutting Plane Approach for Conic Programming
An Analytic Center Cutting Plane Approach for Conic Programming
2008,
We analyze the problem of finding a point strictly interior to a bounded, convex, and...
Uniform Continuity of the Value of Zero-Sum Games with Differential Information
Uniform Continuity of the Value of Zero-Sum Games with Differential Information
2008,
We establish uniform continuity of the value for zero–sum games with...
Queues with Many Servers: The Virtual Waiting-Time Process in the QED Regime
Queues with Many Servers: The Virtual Waiting-Time Process in the QED Regime
2008,
We consider a first–come first–served multiserver queue in the...
Separation of Nonconvex Sets with General Augmenting Functions
Separation of Nonconvex Sets with General Augmenting Functions
2008,
In this paper, we consider two geometric optimization problems that are dual to each...
Approximating the GI/G/1+GI Queue with a Nonlinear Drift Diffusion: Hazard Rate Scaling in Heavy Traffic
Approximating the GI/G/1+GI Queue with a Nonlinear Drift Diffusion: Hazard Rate Scaling in Heavy Traffic
2008,
We study a single–server queue, operating under the...
Optimal Stopping of Linear Diffusions with Random Discounting
Optimal Stopping of Linear Diffusions with Random Discounting
2008,
We propose a new solution method for optimal stopping problems with random discounting...
Optimal Expected-Distance Separating Halfspace
Optimal Expected-Distance Separating Halfspace
2008,
One recently proposed criterion to separate two data sets in discriminant analysis is...
Discrete Splittings of the Necklace
Discrete Splittings of the Necklace
2008,
This paper deals with direct proofs and combinatorial proofs of the famous necklace...
Variational Inequalities over Perturbed Polyhedral Convex Sets
Variational Inequalities over Perturbed Polyhedral Convex Sets
2008,
This paper provides conditions for existence of a locally unique, Lipschitzian...
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