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February 2020, Volume 91, Issue 1
- 137-158 A new concept of slope for set-valued maps and applications in set optimization studied with Kuroiwa’s set approach
by Truong Xuan Duc Ha - 159-173 Random optimization on random sets
by Emmanuel Lepinette - 175-196 The stability and extended well-posedness of the solution sets for set optimization problems via the Painlevé–Kuratowski convergence
by Yu Han & Kai Zhang & Nan-jing Huang
December 2019, Volume 90, Issue 3
- 301-328 Optimal control of electricity input given an uncertain demand
by Simone Göttlich & Ralf Korn & Kerstin Lux - 329-363 An optimal stopping approach for the end-of-life inventory problem
by J. B. G. Frenk & Sonya Javadi & Semih O. Sezer - 365-397 Order and exit decisions under non-increasing price curves for products with short life cycles
by J. B. G. Frenk & Canan Pehlivan & Semih O. Sezer - 399-451 Virtual allocation policies for many-server queues with abandonment
by Zhenghua Long & Jiheng Zhang - 453-476 Martingale optimal transport in the discrete case via simple linear programming techniques
by Nicole Bäuerle & Daniel Schmithals - 477-488 A simple construction of complete single-peaked domains by recursive tiling
by Ping Zhan
October 2019, Volume 90, Issue 2
- 153-168 Full-information best choice game with hint
by Marek Skarupski - 169-196 On horizontal cooperation in linear production processes with a supplier that controls a limited resource
by Elisabeth Gutierrez & Natividad Llorca & Manuel Mosquera & Joaquin Sanchez-Soriano - 197-227 Worst-case portfolio optimization in discrete time
by Lihua Chen & Ralf Korn - 229-253 Nonconcave robust optimization with discrete strategies under Knightian uncertainty
by Ariel Neufeld & Mario Šikić - 255-270 Locating a semi-obnoxious facility in the special case of Manhattan distances
by Andrea Wagner - 271-300 Facets of the cone of totally balanced games
by Tomáš Kroupa & Milan Studený
August 2019, Volume 90, Issue 1
- 1-22 On f-domination: polyhedral and algorithmic results
by Mauro Dell’Amico & José Neto - 23-59 Serving many masters: an agent and his principals
by Shuo Zeng & Moshe Dror - 61-76 Simple modeling techniques for base-stock inventory systems with state dependent demand rates
by Fredrik Olsson - 77-108 Dynamic systemic risk measures for bounded discrete time processes
by E. Kromer & L. Overbeck & K. Zilch - 109-135 Optimal mean–variance investment/reinsurance with common shock in a regime-switching market
by Junna Bi & Zhibin Liang & Kam Chuen Yuen - 137-152 Equilibrium formulations of relative optimization problems
by I. V. Konnov
June 2019, Volume 89, Issue 3
- 319-353 Accelerated first-order methods for large-scale convex optimization: nearly optimal complexity under strong convexity
by Masoud Ahookhosh - 355-383 Optimal price management in retail energy markets: an impulse control problem with asymptotic estimates
by Matteo Basei - 385-409 Generalized gap acceptance models for unsignalized intersections
by Abhishek & Marko A. A. Boon & Michel Mandjes - 411-432 Solutions for the knapsack problem with conflict and forcing graphs of bounded clique-width
by Frank Gurski & Carolin Rehs - 433-484 Complexity results on planar multifacility location problems with forbidden regions
by Andrea Maier & Horst W. Hamacher - 485-507 The sparsest solution of the union of finite polytopes via its nonconvex relaxation
by Guowei You & Zheng-Hai Huang & Yong Wang
April 2019, Volume 89, Issue 2
- 157-172 New results on the existence of open loop Nash equilibria in discrete time dynamic games via generalized Nash games
by Mathew P. Abraham & Ankur A. Kulkarni - 173-187 Implementation of optimal schedules in outsourcing with identical suppliers
by Herbert Hamers & Flip Klijn & Marco Slikker - 189-222 Optimal booking control in revenue management with two substitutable resources
by David Sayah & Stefan Irnich - 223-255 A multilevel model of the European entry-exit gas market
by Veronika Grimm & Lars Schewe & Martin Schmidt & Gregor Zöttl - 257-280 Optimal exchange rates management using stochastic impulse control for geometric Lévy processes
by Jinbiao Wu - 281-317 Algorithms for non-linear and stochastic resource constrained shortest path
by Axel Parmentier
February 2019, Volume 89, Issue 1
- 1-42 Computation of weighted sums of rewards for concurrent MDPs
by Peter Buchholz & Dimitri Scheftelowitsch - 43-71 Management of a hydropower system via convex duality
by Kristina Rognlien Dahl - 73-113 Optimal investment for insurance company with exponential utility and wealth-dependent risk aversion coefficient
by Łukasz Delong - 115-142 Finding an optimal core on a tree network with M/G/c/c state-dependent queues
by Mehrdad Moshtagh & Jafar Fathali & James MacGregor Smith & Nezam Mahdavi-Amiri - 143-156 Responsibility and sharing the cost of cleaning a polluted river
by Panfei Sun & Dongshuang Hou & Hao Sun
December 2018, Volume 88, Issue 3
- 339-367 A new look at a smart polling model
by Brian Fralix - 369-397 A set optimization approach to zero-sum matrix games with multi-dimensional payoffs
by Andreas H. Hamel & Andreas Löhne - 399-415 An inertial-like proximal algorithm for equilibrium problems
by Dang Hieu - 417-443 An investment model with switching costs and the option to abandon
by Mihail Zervos & Carlos Oliveira & Kate Duckworth - 445-473 Approximation algorithms for k-echelon extensions of the one warehouse multi-retailer problem
by Gautier Stauffer - 475-493 Asymptotics for the late arrivals problem
by Carlo Lancia & Gianluca Guadagni & Sokol Ndreca & Benedetto Scoppola
October 2018, Volume 88, Issue 2
- 147-159 On the complexity of inverse convex ordered 1-median problem on the plane and on tree networks
by Kien Trung Nguyen & Huong Nguyen-Thu & Nguyen Thanh Hung - 161-184 Risk measurement and risk-averse control of partially observable discrete-time Markov systems
by Jingnan Fan & Andrzej Ruszczyński - 185-240 Regularity properties in a state-constrained expected utility maximization problem
by Mourad Lazgham - 241-281 No-arbitrage and optimal investment with possibly non-concave utilities: a measure theoretical approach
by Romain Blanchard & Laurence Carassus & Miklós Rásonyi - 283-295 Endogenous reference points in bargaining
by Emin Karagözoğlu & Kerim Keskin - 297-337 Risk management with multiple VaR constraints
by An Chen & Thai Nguyen & Mitja Stadje
August 2018, Volume 88, Issue 1
- 1-35 Inventory control and pricing for perishable products under age and price dependent stochastic demand
by Onur Kaya & Sajjad Rahimi Ghahroodi - 37-57 Delay analysis of a two-class batch-service queue with class-dependent variable server capacity
by Jens Baetens & Bart Steyaert & Dieter Claeys & Herwig Bruneel - 59-79 Optimal mean–variance investment and reinsurance problem for an insurer with stochastic volatility
by Zhongyang Sun & Junyi Guo - 81-98 A fast algorithm for the rectilinear distance location problem
by S. Nobakhtian & A. Raeisi Dehkordi - 99-124 Generalized average shadow prices and bottlenecks
by Alejandro Crema - 125-146 Potential games, path independence and Poisson’s binomial distribution
by Debapriya Sen
June 2018, Volume 87, Issue 3
- 311-346 Non-linear filtering and optimal investment under partial information for stochastic volatility models
by Dalia Ibrahim & Frédéric Abergel - 347-382 A limited-feedback approximation scheme for optimal switching problems with execution delays
by Magnus Perninge - 383-409 On solving mutual liability problems
by Mirjam Groote Schaarsberg & Hans Reijnierse & Peter Borm - 411-430 Approximate sojourn time distribution of a discriminatory processor sharing queue with impatient customers
by Sunggon Kim - 431-450 Reverse selective obnoxious center location problems on tree graphs
by Roghayeh Etemad & Behrooz Alizadeh - 451-483 A primal–dual augmented Lagrangian penalty-interior-point filter line search algorithm
by Renke Kuhlmann & Christof Büskens
April 2018, Volume 87, Issue 2
- 169-195 An exact solution to a robust portfolio choice problem with multiple risk measures under ambiguous distribution
by Zhilin Kang & Zhongfei Li - 197-227 Quantile Hedging in a semi-static market with model uncertainty
by Erhan Bayraktar & Gu Wang - 229-250 Component importance based on dependence measures
by Mario Hellmich - 251-283 Variants of the $$ \varepsilon $$ ε -constraint method for biobjective integer programming problems: application to p-median-cover problems
by Jesús Sáez-Aguado & Paula Camelia Trandafir - 285-307 A commuter departure-time model based on cumulative prospect theory
by Guang Yang & Xinwang Liu - 309-309 Correction to: A space decomposition scheme for maximum eigenvalue functions and its applications
by Ming Huang & Yue Lu & Li Ping Pang & Zun Quan Xia
February 2018, Volume 87, Issue 1
- 1-18 Reduction of nonanticipativity constraints in multistage stochastic programming problems with endogenous and exogenous uncertainty
by F. Hooshmand & S. A. MirHassani - 19-50 A generalized approximation framework for fractional network flow and packing problems
by Michael Holzhauser & Sven O. Krumke - 51-72 Analysis of an M/G/1 queue with vacations and multiple phases of operation
by Jianjun Li & Liwei Liu & Tao Jiang - 73-107 Norm bounds and underestimators for unconstrained polynomial integer minimization
by Sönke Behrends & Ruth Hübner & Anita Schöbel - 109-137 The double pivot simplex method
by Fabio Vitor & Todd Easton - 139-168 An M/PH/K queue with constant impatient time
by Qi-Ming He & Hao Zhang & Qingqing Ye
December 2017, Volume 86, Issue 3
- 441-442 Preface to the special issue on advances in continuous optimization on the occasion of EUROPT 2016
by Wlodzimierz Ogryczak & Andrzej Stachurski - 443-467 On the Aubin property of a class of parameterized variational systems
by H. Gfrerer & J. V. Outrata - 469-483 Second-order asymptotic analysis for noncoercive convex optimization
by F. Lara - 485-500 p-regular nonlinearity: tangency at singularity in degenerate optimization problems
by Ewa M. Bednarczuk & Alexey Tretyakov - 501-522 Exploiting damped techniques for nonlinear conjugate gradient methods
by Mehiddin Al-Baali & Andrea Caliciotti & Giovanni Fasano & Massimo Roma - 523-548 On a conjugate directions method for solving strictly convex QP problem
by Andrzej Stachurski - 549-565 Computing equilibria of Cournot oligopoly models with mixed-integer quantities
by Simone Sagratella - 567-600 Optimal switching between cash-flow streams
by Thomas A. Weber - 601-623 Portfolio optimization for a large investor under partial information and price impact
by Zehra Eksi & Hyejin Ku - 625-653 Efficient optimization of the reward-risk ratio with polyhedral risk measures
by Wlodzimierz Ogryczak & Michał Przyłuski & Tomasz Śliwiński
October 2017, Volume 86, Issue 2
- 255-275 Approaches to four types of bilevel programming problems with nonconvex nonsmooth lower level programs and their applications to newsvendor problems
by Xide Zhu & Peijun Guo - 277-292 Iterated full information secretary problem
by Małgorzata Kuchta - 293-308 Process and optimization implementation of the $$\alpha $$ α -ENSC value
by Panfei Sun & Dongshuang Hou & Hao Sun & Hui Zhang - 309-329 On the 1-nucleolus
by A. Estévez-Fernández & P. Borm & M. G. Fiestras-Janeiro & M. A. Mosquera & E. Sánchez-Rodríguez - 331-366 Edge minimality of EDF resource sharing networks
by Łukasz Kruk - 367-375 The use of quasi-concave value functions in MCDM: some theoretical results
by Pekka Korhonen & Majid Soleimani-damaneh & Jyrki Wallenius - 377-400 Timing in the presence of directional predictability: optimal stopping of skew Brownian motion
by Luis H. R. Alvarez E. & Paavo Salminen - 401-439 Duality results for nonlinear single minimax location problems via multi-composed optimization
by Gert Wanka & Oleg Wilfer
August 2017, Volume 86, Issue 1
- 1-27 Error bounds for stochastic shortest path problems
by Eric A. Hansen - 29-69 Mean–variance optimal trading problem subject to stochastic dominance constraints with second order autoregressive price dynamics
by Arti Singh & Dharmaraja Selvamuthu - 71-102 Scheduling for a processor sharing system with linear slowdown
by Liron Ravner & Yoni Nazarathy - 103-121 Optimality conditions in optimization problems with convex feasible set using convexificators
by Alireza Kabgani & Majid Soleimani-damaneh & Moslem Zamani - 123-147 An optimal subgradient algorithm for large-scale bound-constrained convex optimization
by Masoud Ahookhosh & Arnold Neumaier - 149-170 On an extension of the concept of TU-games and their values
by Tadeusz Radzik - 171-214 Hedging under generalized good-deal bounds and model uncertainty
by Dirk Becherer & Klebert Kentia - 215-254 How to solve a design centering problem
by Stuart M. Harwood & Paul I. Barton
June 2017, Volume 85, Issue 3
- 327-347 Better than pre-committed optimal mean-variance policy in a jump diffusion market
by Yun Shi & Xun Li & Xiangyu Cui - 349-388 A maximum principle for Markov regime-switching forward–backward stochastic differential games and applications
by Olivier Menoukeu-Pamen & Romuald Hervé Momeya - 389-405 Random reduction consistency of the Weber set, the core and the anti-core
by Yasushi Agatsuma & Yukihiko Funaki & Koji Yokote - 407-423 Decomposition of network communication games
by Bas Dietzenbacher & Peter Borm & Ruud Hendrickx - 425-452 Optimal double control problem for a PDE model of goodwill dynamics
by Mariusz Górajski & Dominika Machowska - 453-490 A space decomposition scheme for maximum eigenvalue functions and its applications
by Ming Huang & Yue Lu & Li Ping Pang & Zun Quan Xia - 491-519 Optimal mean–variance asset-liability management with stochastic interest rates and inflation risks
by Jian Pan & Qingxian Xiao - 521-521 Erratum to: Increasing quasiconcave co-radiant functions with applications in mathematical economics
by Juan Enrique Martínez-Legaz
April 2017, Volume 85, Issue 2
- 155-177 Pricing and clearing combinatorial markets with singleton and swap orders
by Johannes C. Müller & Sebastian Pokutta & Alexander Martin & Susanne Pape & Andrea Peter & Thomas Winter - 179-205 An optimal reinsurance problem in the Cramér–Lundberg model
by Arian Cani & Stefan Thonhauser - 207-221 Computing all solutions of linear generalized Nash equilibrium problems
by Axel Dreves - 223-240 Proposing a method for fixed cost allocation using DEA based on the efficiency invariance and common set of weights principles
by Gholam Reza Jahanshahloo & Jafar Sadeghi & Mohammad Khodabakhshi - 241-264 A mathematical model for personalized advertisement in virtual reality environments
by Kemal Kilic & Menekse G. Saygi & Semih O. Sezer - 265-303 Utility indifference pricing and hedging for structured contracts in energy markets
by Giorgia Callegaro & Luciano Campi & Valeria Giusto & Tiziano Vargiolu - 305-326 Robust optimal investment and reinsurance problem for a general insurance company under Heston model
by Ya Huang & Xiangqun Yang & Jieming Zhou
February 2017, Volume 85, Issue 1
- 1-2 Preface to the special issue on advances in continuous optimization on the occasion of EUROPT 2015
by Oliver Stein - 3-18 Sufficient conditions to compute any solution of a quasivariational inequality via a variational inequality
by Didier Aussel & Simone Sagratella - 19-41 Inexact proximal Newton methods for self-concordant functions
by Jinchao Li & Martin S. Andersen & Lieven Vandenberghe - 43-59 An inexact proximal regularization method for unconstrained optimization
by Paul Armand & Isaï Lankoandé - 61-75 A variation on the interior point method for linear programming using the continued iteration
by Lilian F. Berti & Aurelio R. L. Oliveira & Carla T. L. S. Ghidini - 77-96 Simplex-like sequential methods for a class of generalized fractional programs
by Riccardo Cambini & Laura Carosi & Laura Martein & Ezat Valipour - 97-112 Influence of matrix reordering on the performance of iterative methods for solving linear systems arising from interior point methods for linear programming
by Daniele Silva & Marta Velazco & Aurelio Oliveira - 113-135 FEMOEA: a fast and efficient multi-objective evolutionary algorithm
by J. L. Redondo & J. Fernández & P. M. Ortigosa - 137-153 Decomposition methods for a spatial model for long-term energy pricing problem
by Philippe Mahey & Jonas Koko & Arnaud Lenoir
December 2016, Volume 84, Issue 3
- 459-459 Editorial
by Oliver Stein - 461-487 Continuous-time Markov decision processes with risk-sensitive finite-horizon cost criterion
by Qingda Wei - 489-525 Constrained Markov decision processes in Borel spaces: from discounted to average optimality
by Armando F. Mendoza-Pérez & Héctor Jasso-Fuentes & Omar A. De-la-Cruz Courtois - 527-548 The proper relaxation and the proper gap of the skiving stock problem
by John Martinovic & Guntram Scheithauer - 549-565 An algorithm for a class of split feasibility problems: application to a model in electricity production
by Le Hai Yen & Le Dung Muu & Nguyen Thi Thanh Huyen - 567-595 Network equilibrium of production, transportation and pricing for multi-product multi-market
by Jiuping Xu & Guomin Fang & Zezhong Wu
October 2016, Volume 84, Issue 2
- 239-258 Simple and three-valued simple minimum coloring games
by M. Musegaas & P. E. M. Borm & M. Quant - 259-283 Minimality of EDF networks with resource sharing
by Łukasz Kruk - 285-321 Utility maximization in an illiquid market in continuous time
by H. Mete Soner & Mirjana Vukelja - 323-357 Systemic risk measures on general measurable spaces
by E. Kromer & L. Overbeck & K. Zilch - 359-387 Relationships between constrained and unconstrained multi-objective optimization and application in location theory
by Christian Günther & Christiane Tammer - 389-409 Discrete Wasserstein barycenters: optimal transport for discrete data
by Ethan Anderes & Steffen Borgwardt & Jacob Miller - 411-426 Equivalence between polyhedral projection, multiple objective linear programming and vector linear programming
by Andreas Löhne & Benjamin Weißing - 427-457 On the quantification of nomination feasibility in stationary gas networks with random load
by Claudia Gotzes & Holger Heitsch & René Henrion & Rüdiger Schultz
August 2016, Volume 84, Issue 1
- 1-1 Editorial
by Oliver Stein - 3-57 Computing tight bounds via piecewise linear functions through the example of circle cutting problems
by Steffen Rebennack - 59-92 On the overflow time of a fluid model
by Andreas Löpker - 93-104 It is difficult to tell if there is a Condorcet spanning tree
by Andreas Darmann - 105-127 Regular finite fuel stochastic control problems with exit time
by Dmitry B. Rokhlin & Georgii Mironenko - 129-154 SAA method based on modified Newton method for stochastic variational inequality with second-order cone constraints and application in portfolio optimization
by Shuang Chen & Li-Ping Pang & Xue-Fei Ma & Dan Li - 155-181 Optimal mean–variance reinsurance and investment in a jump-diffusion financial market with common shock dependence
by Zhibin Liang & Junna Bi & Kam Chuen Yuen & Caibin Zhang - 183-204 Robust canonical duality theory for solving nonconvex programming problems under data uncertainty
by Linsong Shen & Yanjun Wang & Xiaomei Zhang - 205-221 Properties associated with the epigraph of the $$l_1$$ l 1 norm function of projection onto the nonnegative orthant
by Yong-Jin Liu & Li Wang - 223-237 On the solution continuity of parametric set optimization problems
by Y. D. Xu & S. J. Li
June 2016, Volume 83, Issue 3
- 295-323 Approximations of time-dependent unreliable flow lines with finite buffers
by S. Göttlich & S. Kühn & J. A. Schwarz & R. Stolletz - 325-349 On the extreme points of moments sets
by Iosif Pinelis - 373-408 Robust unit commitment with $$n-1$$ n - 1 security criteria
by Arash Gourtani & Huifu Xu & David Pozo & Tri-Dung Nguyen - 409-444 Computational optimization of gas compressor stations: MINLP models versus continuous reformulations
by Daniel Rose & Martin Schmidt & Marc C. Steinbach & Bernhard M. Willert
April 2016, Volume 83, Issue 2
- 161-177 On undiscounted semi-Markov decision processes with absorbing states
by Prasenjit Mondal - 179-205 Modeling values for TU-games using generalized versions of consistency, standardness and the null player property
by Tadeusz Radzik & Theo Driessen - 207-242 The online knapsack problem with incremental capacity
by Clemens Thielen & Morten Tiedemann & Stephan Westphal - 243-264 A limited memory BFGS algorithm for non-convex minimization with applications in matrix largest eigenvalue problem
by Zhanwen Shi & Guanyu Yang & Yunhai Xiao - 265-293 Long run risk sensitive portfolio with general factors
by Marcin Pitera & Łukasz Stettner
February 2016, Volume 83, Issue 1
- 1-31 Performance analysis of a reflected fluid production/inventory model
by Yonit Barron - 1-31 Performance analysis of a reflected fluid production/inventory model
by Yonit Barron - 33-52 On the complexity of the FIFO stack-up problem
by Frank Gurski & Jochen Rethmann & Egon Wanke - 33-52 On the complexity of the FIFO stack-up problem
by Frank Gurski & Jochen Rethmann & Egon Wanke - 53-70 Construction of Nash equilibrium based on multiple stopping problem in multi-person game
by Anna Krasnosielska-Kobos - 53-70 Construction of Nash equilibrium based on multiple stopping problem in multi-person game
by Anna Krasnosielska-Kobos - 71-85 Generation of interior points and polyhedral representations of cones in $${\mathbb {R}}^N$$ R N cut by $${\varvec{M}}$$ M planes sharing a common point
by Alexander Belyaev - 71-85 Generation of interior points and polyhedral representations of cones in $${\mathbb {R}}^N$$ R N cut by $${\varvec{M}}$$ M planes sharing a common point
by Alexander Belyaev - 87-107 Optimal investment and consumption under partial information
by Kristoffer Lindensjö - 87-107 Optimal investment and consumption under partial information
by Kristoffer Lindensjö - 109-125 A trust-region method with improved adaptive radius for systems of nonlinear equations
by Hamid Esmaeili & Morteza Kimiaei - 109-125 A trust-region method with improved adaptive radius for systems of nonlinear equations
by Hamid Esmaeili & Morteza Kimiaei - 127-160 $$G/{ GI}/N(+{ GI})$$ G / G I / N ( + G I ) queues with service interruptions in the Halfin–Whitt regime
by Hongyuan Lu & Guodong Pang & Yuhang Zhou - 127-160 $$G/{ GI}/N(+{ GI})$$ G / G I / N ( + G I ) queues with service interruptions in the Halfin–Whitt regime
by Hongyuan Lu & Guodong Pang & Yuhang Zhou
December 2015, Volume 82, Issue 3
- 243-264 Global optimality conditions for cubic minimization problems with cubic constraints
by Xue-Gang Zhou & Xiao-Peng Yang & Bing-Yuan Cao - 265-284 Differential properties of Euclidean projection onto power cone
by Le Hien - 285-315 Analysis of a discrete-time queue with general independent arrivals, general service demands and fixed service capacity
by H. Bruneel & W. Rogiest & J. Walraevens & S. Wittevrongel - 317-340 Extensions of the sequential stochastic assignment problem
by Arash Khatibi & Golshid Baharian & Banafsheh Behzad & Sheldon Jacobson
October 2015, Volume 82, Issue 2
- 123-142 First order solutions in conic programming
by Mirjam Dür & Bolor Jargalsaikhan & Georg Still - 143-173 Transient analysis of the Erlang A model
by Charles Knessl & Johan Leeuwaarden - 175-193 Properly efficient Nash equilibrium in multicriteria noncooperative games
by Karima Fahem & Mohammed Radjef - 195-210 Pointwise well-posedness and scalarization in set optimization
by S. Khoshkhabar-amiranloo & E. Khorram - 211-228 A new approach to approximate the bounded Pareto front
by Kazhal Khaledian & Majid Soleimani-damaneh - 229-242 Convergence analysis of weighted expected residual method for nonlinear stochastic variational inequality problems
by Fang Lu & Shengjie Li & Jing Yang
August 2015, Volume 82, Issue 1
- 1-18 On the effects of combining objectives in multi-objective optimization
by Stephan Dempe & Gabriele Eichfelder & Jörg Fliege - 19-30 Inverse $$k$$ k -centrum problem on trees with variable vertex weights
by Kien Nguyen & Lam Anh - 31-60 Computational complexity of convoy movement planning problems
by Ram Gopalan - 61-83 Optimal dividend strategies in a delayed claim risk model with dividends discounted by stochastic interest rates
by Jiyang Tan & Chun Li & Ziqiang Li & Xiangqun Yang & Bicheng Zhang - 85-105 Exact algorithms for the solution of the grey pattern quadratic assignment problem
by Zvi Drezner & Alfonsas Misevičius & Gintaras Palubeckis - 107-122 On considering dual-role factor in supplier selection problem
by Mehdi Toloo & Mona Barat
June 2015, Volume 81, Issue 3
- 245-267 Dynamic programming with Hermite approximation
by Yongyang Cai & Kenneth Judd - 269-298 Continuity of the optimal average cost in Markov decision chains with small risk-sensitivity
by Selene Chávez-Rodríguez & Rolando Cavazos-Cadena & Hugo Cruz-Suárez - 299-315 Loss rates in the single-server queue with complete rejection
by Bert Zwart - 317-336 Optimal discrete search with technological choice
by Joseph Kadane - 317-336 Optimal discrete search with technological choice
by Joseph B. Kadane - 337-359 Periodic portfolio revision with transaction costs
by Krastyu Georgiev & Young Kim & Stoyan Stoyanov
April 2015, Volume 81, Issue 2
- 137-146 Complete markets do not allow free cash flow streams
by Nicole Bäuerle & Stefanie Grether - 147-167 $$k$$ k -core covers and the core
by E. Sánchez-Rodríguez & P. Borm & A. Estévez-Fernández & M. Fiestras-Janeiro & M. Mosquera - 169-179 On pure stationary almost Markov Nash equilibria in nonzero-sum ARAT stochastic games
by Anna Jaśkiewicz & Andrzej Nowak - 181-233 Downside loss aversion: Winner or loser?
by Ines Fortin & Jaroslava Hlouskova - 235-244 The equity core and the Lorenz-maximal allocations in the equal division core
by Francesc Llerena & Cori Vilella