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Content
February 2019, Volume 44, Issue 1
- 102-121 A Market Impact Game Under Transient Price Impact
by Alexander Schied & Tao Zhang - 122-146 On Likely Solutions of the Stable Matching Problem with Unequal Numbers of Men and Women
by Boris Pittel - 147-172 No Small Linear Program Approximates Vertex Cover Within a Factor 2 − ɛ
by Abbas Bazzi & Samuel Fiorini & Sebastian Pokutta & Ola Svensson - 173-195 Weak Stability of ℓ 1 -Minimization Methods in Sparse Data Reconstruction
by Yun-Bin Zhao & Houyuan Jiang & Zhi-Quan Luo - 196-211 Expressiveness and Robustness of First-Price Position Auctions
by Paul Dütting & Felix Fischer & David C. Parkes - 212-235 Location Games on Networks: Existence and Efficiency of Equilibria
by Gaëtan Fournier & Marco Scarsini - 236-263 Incremental Constraint Projection Methods for Monotone Stochastic Variational Inequalities
by Alfredo N. Iusem & Alejandro Jofré & Philip Thompson - 264-276 The Entropic Barrier: Exponential Families, Log-Concave Geometry, and Self-Concordance
by Sébastien Bubeck & Ronen Eldan - 277-302 Zero-Sum Stopping Games with Asymmetric Information
by Fabien Gensbittel & Christine Grün - 303-333 Pricing Average and Spread Options Under Local-Stochastic Volatility Jump-Diffusion Models
by Kenichiro Shiraya & Akihiko Takahashi - 334-353 Unbiased Sensitivity Estimation of One-Dimensional Diffusion Processes
by Wanmo Kang & Jong Mun Lee - 354-375 Maximizing Expected Utility for Stochastic Combinatorial Optimization Problems
by Jian Li & Amol Deshpande - 1319-1348 Polytope Conditioning and Linear Convergence of the Frank–Wolfe Algorithm
by Jan Ossenbrink & Joern Hoppmann
November 2018, Volume 43, Issue 4
- 1051-1071 Random Projections for Linear Programming
by Ky Vu & Pierre-Louis Poirion & Leo Liberti - 1072-1084 On the Complexity of Robust PCA and ℓ 1 -Norm Low-Rank Matrix Approximation
by Nicolas Gillis & Stephen A. Vavasis - 1085-1118 How to Calculate the Barycenter of a Weighted Graph
by Sébastien Gadat & Ioana Gavra & Laurent Risser - 1119-1142 Robust Dynamic Pricing with Strategic Customers
by Yiwei Chen & Vivek F. Farias - 1143-1176 Quantitative Convergence Analysis of Iterated Expansive, Set-Valued Mappings
by D. Russell Luke & Nguyen H. Thao & Matthew K. Tam - 1177-1209 Optimal Stopping Under Uncertainty in Drift and Jump Intensity
by Volker Krätschmer & Marcel Ladkau & Roger J. A. Laeven & John G. M. Schoenmakers & Mitja Stadje - 1210-1232 Nonconvex Lagrangian-Based Optimization: Monitoring Schemes and Global Convergence
by Jérôme Bolte & Shoham Sabach & Marc Teboulle - 1233-1251 Optimality Conditions for Problems over Symmetric Cones and a Simple Augmented Lagrangian Method
by Bruno F. Lourenço & Ellen H. Fukuda & Masao Fukushima - 1252-1268 Segmentation, Incentives, and Privacy
by Kobbi Nissim & Rann Smorodinsky & Moshe Tennenholtz - 1269-1289 The Periodic Joint Replenishment Problem Is Strongly 𝒩𝒫-Hard
by Tamar Cohen-Hillel & Liron Yedidsion - 1290-1316 Sparse Recovery via Partial Regularization: Models, Theory, and Algorithms
by Zhaosong Lu & Xiaorui Li - 1317-1325 Comparison of Lasserre’s Measure-Based Bounds for Polynomial Optimization to Bounds Obtained by Simulated Annealing
by Etienne de Klerk & Monique Laurent - 1326-1347 A Single-Phase, Proximal Path-Following Framework
by Quoc Tran-Dinh & Anastasios Kyrillidis & Volkan Cevher - 1348-1377 Sample Path Large Deviations for Stochastic Evolutionary Game Dynamics
by William H. Sandholm & Mathias Staudigl - 1378-1404 Optimal Consumption and Portfolio Selection with Early Retirement Option
by Zhou Yang & Hyeng Keun Koo
August 2018, Volume 43, Issue 3
- 789-812 Improvements and Generalizations of Stochastic Knapsack and Markovian Bandits Approximation Algorithms
by Will Ma - 813-837 Liquidity, Risk Measures, and Concentration of Measure
by Daniel Lacker - 838-866 Infinite-Horizon Average Optimality of the N-Network in the Halfin–Whitt Regime
by Ari Arapostathis & Guodong Pang - 867-886 Join the Shortest Queue with Many Servers. The Heavy-Traffic Asymptotics
by Patrick Eschenfeldt & David Gamarnik - 887-918 Chebyshev Inequalities for Products of Random Variables
by Napat Rujeerapaiboon & Daniel Kuhn & Wolfram Wiesemann - 919-948 Error Bounds, Quadratic Growth, and Linear Convergence of Proximal Methods
by Dmitriy Drusvyatskiy & Adrian S. Lewis - 949-964 Achievable Performance of Blind Policies in Heavy Traffic
by Nikhil Bansal & Bart Kamphorst & Bert Zwart - 965-965 Pathwise Dynamic Programming
by Christian Bender & Christian Gärtner & Nikolaus Schweizer - 996-1024 Substitution with Satiation: A New Class of Utility Functions and a Complementary Pivot Algorithm
by Jugal Garg & Ruta Mehta & Vijay V. Vaziranic - 1025-1050 Characterization of the Optimal Risk-Sensitive Average Cost in Denumerable Markov Decision Chains
by Rolando Cavazos-Cadena
November 2017, Volume 42, Issue 4
- 897-914 The Performance of Deferred-Acceptance Auctions
by Paul Dütting & Vasilis Gkatzelis & Tim Roughgarden - 915-944 The Evolutionary Game of Pressure (or Interference), Resistance and Collaboration
by Vassili Kolokoltsov - 945-978 On the Asymptotic Optimality of Finite Approximations to Markov Decision Processes with Borel Spaces
by Naci Saldi & Serdar Yüksel & Tamás Linder - 979-1006 Optimal Ordering Policy for Inventory Systems with Quantity-Dependent Setup Costs
by Shuangchi He & Dacheng Yao & Hanqin Zhang - 1007-1034 Calculating Principal Eigen-Functions of Non-Negative Integral Kernels: Particle Approximations and Applications
by Nick Whiteley & Nikolas Kantas - 1035-1062 Notions of Maximality for Integral Lattice-Free Polyhedra: The Case of Dimension Three
by Gennadiy Averkov & Jan Krümpelmann & Stefan Weltge - 1063-1084 Optimality and Complexity for Constrained Optimization Problems with Nonconvex Regularization
by Wei Bian & Xiaojun Chen - 1085-1105 Dynamical Analysis of a Repeated Game with Incomplete Information
by Xavier Bressaud & Anthony Quas - 1106-1134 On the Width of Semialgebraic Proofs and Algorithms
by Alexander Razborov - 1135-1161 Optimal Boundary Surface for Irreversible Investment with Stochastic Costs
by Tiziano De Angelis & Salvatore Federico & Giorgio Ferrari - 1162-1179 A Characterization of Subgame-Perfect Equilibrium Plays in Borel Games of Perfect Information
by János Flesch & Arkadi Predtetchinski - 1180-1196 Partially Observable Risk-Sensitive Markov Decision Processes
by Nicole Bäauerle & Ulrich Rieder - 1197-1218 Optimal Approximation for Submodular and Supermodular Optimization with Bounded Curvature
by Maxim Sviridenko & Jan Vondrák & Justin Ward - 1219-1229 Graph Orientations and Linear Extensions
by Benjamin Iriarte - 1230-1253 Quantifying Double McCormick
by Emily Speakman & Jon Lee - 1254-1279 Information and Ambiguity: Toward a Foundation of Nonexpected Utility
by Massimiliano Amarante - 1280-1312 A Law of Large Numbers for Limit Order Books
by Ulrich Horst & Michael Paulsen
August 2017, Volume 42, Issue 3
- 577-598 Polynomial-Time Computation of Strong and n -Present-Value Optimal Policies in Markov Decision Chains
by Michael O’Sullivan & Arthur F. Veinott, Jr. - 599-625 Optimal Dynamic Risk Taking
by Ajay Subramanian & Baozhong Yang - 626-647 An ɛ -Nash Equilibrium with High Probability for Strategic Customers in Heavy Traffic
by Rami Atar & Subhamay Saha - 648-661 A Generalization of the Borkar-Meyn Theorem for Stochastic Recursive Inclusions
by Arunselvan Ramaswamy & Shalabh Bhatnagar - 662-691 Convergence Rate Analysis for the Alternating Direction Method of Multipliers with a Substitution Procedure for Separable Convex Programming
by Bingsheng He & Min Tao & Xiaoming Yuan - 692-722 The Power of Slightly More than One Sample in Randomized Load Balancing
by Lei Ying & R. Srikant & Xiaohan Kang - 723-744 Scheduling Using Interactive Optimization Oracles for Constrained Queueing Networks
by Tonghoon Suk & Jinwoo Shin - 745-761 Matroids Are Immune to Braess’ Paradox
by Satoru Fujishige & Michel X. Goemans & Tobias Harks & Britta Peis & Rico Zenklusen - 762-782 Efficient Reinforcement Learning in Deterministic Systems with Value Function Generalization
by Zheng Wen & Benjamin Van Roy - 783-805 Faster Convergence Rates of Relaxed Peaceman-Rachford and ADMM Under Regularity Assumptions
by Damek Davis & Wotao Yin - 806-833 Optimal Stopping Under Probability Distortions
by Denis Belomestny & Volker Krätschmer - 834-853 Bound-Constrained Polynomial Optimization Using Only Elementary Calculations
by Etienne de Klerk & Jean B. Lasserre & Monique Laurent & Zhao Sun - 854-875 Fast Approximation Algorithms for the One-Warehouse Multi-Retailer Problem Under General Cost Structures and Capacity Constraints
by Jean-Philippe Gayon & Guillaume Massonnet & Christophe Rapine & Gautier Stauffer - 876-896 Approximation Algorithms for Optimal Decision Trees and Adaptive TSP Problems
by Anupam Gupta & Viswanath Nagarajan & R. Ravi
May 2017, Volume 42, Issue 2
- 277-307 Chasing Demand: Learning and Earning in a Changing Environment
by N. Bora Keskin & Assaf Zeevi - 308-329 Comparing Apples and Oranges: Query Trade-off in Submodular Maximization
by Niv Buchbinder & Moran Feldman & Roy Schwartz - 330-348 A Descent Lemma Beyond Lipschitz Gradient Continuity: First-Order Methods Revisited and Applications
by Heinz H. Bauschke & Jérôme Bolte & Marc Teboulle - 349-376 Long-Term Values in Markov Decision Processes and Repeated Games, and a New Distance for Probability Spaces
by Jérôme Renault & Xavier Venel - 377-388 A Sublogarithmic Approximation for Tollbooth Pricing on Trees
by Iftah Gamzu & Danny Segev - 389-410 A Polyhedral Study of Binary Polynomial Programs
by Alberto Del Pia & Aida Khajavirad - 411-426 New Algorithms for Maximum Weight Matching and a Decomposition Theorem
by Chien-Chung Huang & Telikepalli Kavitha - 427-433 Best-Response Cycles in Perfect Information Games
by P. Jean-Jacques Herings & Arkadi Predtetchinski - 434-447 Approximately Optimal Mechanisms for Strategyproof Facility Location: Minimizing L p Norm of Costs
by Itai Feigenbaum & Jay Sethuraman & Chun Ye - 448-471 Convex Duality with Transaction Costs
by Yan Dolinsky & H. Mete Soner - 472-494 Equivariant Semidefinite Lifts of Regular Polygons
by Hamza Fawzi & James Saunderson & Pablo A. Parrilo - 495-516 Carathéodory, Helly, and Radon Numbers for Sublattice and Related Convexities
by Maurice Queyranne & Fabio Tardella - 517-545 Optimal Liquidation of Child Limit Orders
by S. C. P. Yam & W. Zhou - 546-575 Optimal Credit Investment with Borrowing Costs
by Lijun Bo & Agostino Capponi
January 2017, Volume 42, Issue 1
- 256-276 Provably Near-Optimal Balancing Policies for Multi-Echelon Stochastic Inventory Control Models
by Retsef Levi & Robin Roundy & Van Anh Truong & Xinshang Wang