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Content
December 2006, Volume 64, Issue 3
- 383-414 Queueing systems with inventory management with random lead times and with backordering
by Maike Schwarz & Hans Daduna - 415-428 A controlled M / G / 1 workload process with an application to perishable inventory systems
by D. Perry & W. Stadje - 429-444 Heterogeneous cost sharing, the directional serial rule
by Maurice Koster - 445-465 An Optimal Congestion and Cost-sharing Pricing Scheme for Multiclass Services
by Yezekael Hayel & Bruno Tuffin - 467-480 Stationary distribution of queue length in G / M / 1 queue with two-stage service policy
by Sunggon Kim & Jongwoo Kim & Eui Lee - 481-494 Remarks on sensitive equilibria in stochastic games with additive reward and transition structure
by Andrzej Nowak - 495-519 Two classes of merit functions for the second-order cone complementarity problem
by Jein-Shan Chen - 521-540 Lagrangian conditions for vector optimization in Banach spaces
by Joydeep Dutta & Christiane Tammer - 541-555 Asymptotic sign-solvability, multiple objective linear programming, and the nonsubstitution theorem
by L. Cayton & R. Herring & A. Holder & J. Holzer & C. Nightingale & T. Stohs - 557-568 Two characterizations of the consistent egalitarian solution and of the core on NTU games
by Yan-An Hwang
October 2006, Volume 64, Issue 2
- 187-209 Valuing virtual production capacities on flow commodities
by Juri Hinz - 211-225 Optimal portfolio strategies benchmarking the stock market
by A. Gabih & W. Grecksch & M. Richter & R. Wunderlich - 227-236 Discrete–time delta hedging and the Black–Scholes model with transaction costs
by Miklavž Mastinšek - 237-253 Shortfall risk minimising strategies in the binomial model: characterisation and convergence
by Gino Favero & Tiziano Vargiolu - 255-269 Global Convergence of a Smooth Approximation Method for Mathematical Programs with Complementarity Constraints
by Hongxia Yin & Jianzhong Zhang - 271-284 Inferring Efficient Weights from Pairwise Comparison Matrices
by R. Blanquero & E. Carrizosa & E. Conde - 285-308 Minisum location problem with farthest Euclidean distances
by Jian-lin Jiang & Ya Xu - 309-325 M/G/1/MLPS compared with M/G/1/PS within service time distribution class IMRL
by Samuli Aalto - 327-334 A note on vector network equilibrium principles
by S. Li & X. Yang & G. Chen - 335-351 Perfect information two-person zero-sum markov games with imprecise transition probabilities
by Hyeong Chang - 353-362 Asymptotic convergence of a simulated annealing algorithm for multiobjective optimization problems
by Mario Villalobos-Arias & Carlos Coello & Onésimo Hernández-Lerma - 363-382 The nucleolus of trees with revenues
by M. Meertens & J. Potters
August 2006, Volume 64, Issue 1
- 1-16 Gröbner bases in Asymptotic Analysis of Perturbed Polynomial Programs
by Vladimir Ejov & Jerzy Filar - 17-31 On the Existence of Solutions of Quasi-equilibrium Problems with Constraints
by N. Minh & N. Tan - 33-53 A Trust Region Target Value Method for Optimizing Nondifferentiable Lagrangian Duals of Linear Programs
by Churlzu Lim & Hanif Sherali - 55-77 On the S-procedure and Some Variants
by Kürşad Derinkuyu & Mustafa Pınar - 79-93 Error Propagation in Game Trees
by Benjamin Doerr & Ulf Lorenz - 95-106 The Compromise Value for Cooperative Games with Random Payoffs
by Judith Timmer - 107-124 Optimal Scheduling of a Two-stage Hybrid Flow Shop
by Mohamed Haouari & Lotfi Hidri & Anis Gharbi - 125-144 Semi-Markov modulated Poisson process: probabilistic and statistical analysis
by S. Özekici & R. Soyer - 145-154 Convergence of Utility Indifference Prices to the Superreplication Price
by Laurence Carassus & Miklós Rásonyi - 155-163 Characterizations of the Random Order Values by Harsanyi Payoff Vectors
by Jean Derks & Gerard Laan & Valery Vasil’ev - 165-185 On Approximate Efficiency in Multiobjective Programming
by C. Gutiérrez & B. Jiménez & V. Novo
July 2006, Volume 63, Issue 3
- 387-411 Optimal Supply Functions in Electricity Markets with Option Contracts and Non-smooth Costs
by Edward Anderson & Huifu Xu - 413-426 Multiple Fund Investment Situations and Related Games
by Stefan Wintein & Peter Borm & Ruud Hendrickx & Marieke Quant - 427-433 Computing an Element in the Lexicographic Kernel of a Game
by Ulrich Faigle & Walter Kern & Jeroen Kuipers - 435-442 The Shapley Valuation Function for Strategic Games in which Players Cooperate
by Luisa Carpente & Balbina Casas-Méndez & Ignacio García-Jurado & Anne Nouweland - 443-460 Adaptive control of stochastic systems with unknown disturbance distribution: discounted criteria
by Nadine Hilgert & J. Minjárez-Sosa - 461-471 The Problem of Capacity Addition in Multi-user Elastic Demand Communication Networks
by M. Abbad & R. Azouzi & M. Kamili - 473-491 No-wait Job Shop Scheduling: Tabu Search and Complexity of Subproblems
by Christoph Schuster - 493-511 Opportunistic Maintenance for Multi-component Shock Models
by Lirong Cui & Haijun Li - 513-524 Sensitivity analysis for discrete optimal control problems
by Boban Marinković - 525-542 Non-Euler–Lagrangian Pareto-optimality Conditions for Dynamic Multiple Criterion Decision Problems
by Augustine Esogbue & Qiang Song & Donovan Young - 543-551 Computing an Eigenvector of a Monge Matrix in Max-Plus Algebra
by Martin Gavalec & Ján Plavka - 553-565 The Proximal Point Method for Nonmonotone Variational Inequalities
by E. Allevi & A. Gnudi & I. Konnov
May 2006, Volume 63, Issue 2
- 195-219 Penalty and Barrier Methods for Convex Semidefinite Programming
by Alfred Auslender & Héctor C. - 221-238 Properties of game options
by Erik Ekström - 239-260 Constructions of Nash Equilibria in Stochastic Games of Resource Extraction with Additive Transition Structure
by Piotr Szajowski - 261-285 Existence of nash equilibria for constrained stochastic games
by Jorge Alvarez-Mena & Onésimo Hernández-Lerma - 287-299 Ruin problems for a discrete time risk model with random interest rate
by Hailiang Yang & Lihong Zhang - 301-327 Optimal purchasing policy in a two-component assembly system with different purchasing contracts for each component
by Eungab Kim & Kaphoon Lee & Suk-Ho Kang - 329-340 Graph models for scheduling systems with machine saturation property
by Paolo Dell’Olmo & Monica Gentili - 341-356 Performance analysis approximation in a queueing system of type M/G/1
by Louiza Bouallouche-Medjkoune & Djamil Aissani - 357-369 An M/G/1 queue under hysteretic vacation policy with an early startup and un-reliable server
by Jau-Chuan Ke - 371-384 Maximum Likelihood Estimates and Confidence Intervals of an M/M/R Queue with Heterogeneous Servers
by Tsung-Yin Wang & Jau-Chuan Ke & Kuo-Hsiung Wang & Siu-Chuen Ho - 385-385 Book Review: K.W. Morton, D.F. Mayers: Cambridge University Press, 2005. ISBN: 0-521-60793-0. 278 pp, paperback, US 43.00
by P. Gugat
February 2006, Volume 63, Issue 1
- 1-29 UMTS radio network evaluation and optimization beyond snapshots
by Andreas Eisenblätter & Hans-Florian Geerdes & Thorsten Koch & Alexander Martin & Roland Wessäly - 31-51 New models for locating a moving service facility
by Justo Puerto & Antonio Rodríguez-Chía - 53-62 Sequencing games without initial order
by Flip Klijn & Estela Sánchez - 63-75 Scheduling chains with identical jobs and constant delays on a single machine
by Peter Brucker & Sigrid Knust & Ceyda Oğuz - 77-85 On sufficient second order optimality conditions in multiobjective optimization
by Giancarlo Bigi - 87-106 First-order optimality conditions in set-valued optimization
by Giovanni Crespi & Ivan Ginchev & Matteo Rocca - 107-121 On the stability of linear systems with an exact constraint set
by Jorge Amaya & Miguel Goberna - 123-150 Portfolio problems stopping at first hitting time with application to default risk
by Holger Kraft & Mogens Steffensen - 151-168 Portfolio optimization in stochastic markets
by U. Çakmak & S. Özekici - 169-186 Time Consistent Dynamic Risk Measures
by Kang Boda & Jerzy Filar - 187-189 Book Review: Michael L. Pinedo (2005): ISBN 0-387-22198-0, Springer, New York
by Frank Werner - 191-192 Book Review: Morco Dorigo and Thomas Stützle: Ant colony optimization (2004) ISBN 0-262-04219-3, MIT Press, Cambridge
by Stefan Voss - 193-194 Book Review: Holger H. Hoos and Thomas Stützle: Stochastic local search: foundations and applications (2005)
by Stefan Voss
December 2005, Volume 62, Issue 3
- 347-349 Special issue in honor of Arie Hordijk Editorial introduction
by L. Kallenberg & G. Koole & F. Spieksma - 351-356 Extending simulation uses of antithetic variables: partially monotone functions, random permutations, and random subsets
by Sheldon Ross - 357-373 Simulation of typical Cox–Voronoi cells with a special regard to implementation tests
by C. Gloaguen & F. Fleischer & H. Schmidt & V. Schmidt - 375-386 Zero-sum constrained stochastic games with independent state processes
by Eitan Altman & Konstantin Avrachenkov & Richard Marquez & Gregory Miller - 387-397 On mean reward variance in semi-Markov processes
by Karel Sladký - 399-410 On essential information in sequential decision processes
by Eugene Feinberg - 411-427 Stochastic control problems with delay
by Harald Bauer & Ulrich Rieder - 429-436 On product form tandem structures
by Nico Dijk - 437-452 The G/M/1 queue revisited
by Ivo Adan & Onno Boxma & David Perry - 453-466 Controlling an oscillating Jackson-type network having state-dependent service rates
by Arnon Arazi & Eshel Ben-Jacob & Uri Yechiali - 467-483 Large deviations without principle: join the shortest queue
by Ad Ridder & Adam Shwartz - 485-497 On the optimality of a full-service policy for a queueing system with discounted costs
by Shaler Stidham - 499-514 Staffing decisions for heterogeneous workers with turnover
by Hyun-Soo Ahn & Rhonda Righter & J. Shanthikumar
November 2005, Volume 62, Issue 2
- 167-185 Minimization of convex functions on the convex hull of a point set
by Nikolai Botkin & Josef Stoer - 187-209 ɛ-Subdifferentials of Set-valued Maps and ɛ-Weak Pareto Optimality for Multiobjective Optimization
by A. Taa - 211-224 Convergence analysis of a modified inexact implicit method for general mixed monotone variational inequalities
by Lu-Chuan Zeng & Jen-Chih Yao - 225-242 On multiple simple recourse models
by Maarten Vlerk - 243-253 Upper and lower bounds for the solutions of Markov renewal equations
by Gang Li & Jiaowan Luo - 255-274 Deviation Measures in Linear Two-Stage Stochastic Programming
by Trine Kristoffersen - 275-279 Minimizing total completion time for UET tasks with release time and outtree precedence constraints
by Yumei Huo & Joseph Leung - 281-295 Cost optimal periodic train scheduling
by Thomas Lindner & Uwe Zimmermann - 297-318 Ergodic and adaptive control of hidden Markov models
by T. Duncan & B. Pasik-Duncan & L. Stettner - 319-343 A unified approach to portfolio optimization with linear transaction costs
by Valeri Zakamouline - 345-346 Bernt Øksendal and Agnès Sulem (2005) applied stochastic control of jump diffusions ISBN 3-540-14023-9, Springer Berlin
by Gerhard-Wilhelm Weber
September 2005, Volume 62, Issue 1
- 1-2 Preface
by Rainer E. Burkard - 3-22 Lipschitz Continuity of Value Functions in Markovian Decision Processes
by K. Hinderer - 23-40 Nonzero-sum semi-Markov games with the expected average payoffs
by Andrzej S. Nowak & Anna Jaśkiewicz - 41-54 Weighted singularly perturbed hybrid stochastic systems
by Ke Liu & Jerzy A. Filar - 55-75 On the structure of the optimal server control for fluid networks
by S. Gajrat & A. Hordijk - 77-97 Fixed-time schedules for the processing of jobs when service completions are not observable
by K.D. Glazebrook & E.L. Punton - 99-122 Generalized Pinwheel Problem
by Eugene A. Feinberg & Michael T. Curry - 123-140 Worst-Case Scenario Portfolio Optimization: a New Stochastic Control Approach
by Ralf Korn & Olaf Menkens - 141-158 Control of ruin probabilities by discrete-time investments
by Manfred Schäl - 159-165 Benchmark and mean-variance problems for insurers
by Nicole Bäuerle
July 2005, Volume 61, Issue 3
- 347-363 A note on solution sensitivity for Karush–Kuhn–Tucker systems
by A. Izmailov & M. Solodov - 365-384 Nonlinear-programming reformulation of the order-value optimization problem
by R. Andreani & C. Dunder & J. Martínez - 385-397 Generalized vector quasi-equilibrium problems
by S. Li & K. Teo & X. Yang - 399-417 Scheduling Stochastic jobs on a repairable machine with general phase type uptime
by Wei Li & Attahiru Alfa - 419-435 A preference change and discretionary stopping in a consumption and porfolio selection problem
by Kyoung Jin Choi & Hyeng Keun Koo - 437-454 Bias and overtaking equilibria for zero-sum continuous-time Markov games
by Tomás Prieto-Rumeau & Onésimo Hernández-Lerma - 455-468 Semi-Markov control processes with unknown holding times distribution under a discounted criterion
by Fernando Luque-Vásquez & J. Minjárez-Sosa - 469-482 Unbounded cost Markov decision processes with limsup and liminf average criteria: new conditions
by Quanxin Zhu & Xianping Guo & Yonglong Dai - 483-500 A geometric characterisation of the compromise value
by Julio Díaz & Peter Borm & Ruud Hendrickx & Marieke Quant - 501-504 Drop out monotonic rules for sequencing situations
by Cristina Fernández & Peter Borm & Ruud Hendrickx & Stef Tijs - 505-520 Comparative analysis for the N policy M/G/1 queueing system with a removable and unreliable server
by Kuo-Hsiung Wang & Li-Ping Wang & Jau-Chuan Ke & Gang Chen - 521-522 Book Review
by Mirijam Dür
June 2005, Volume 61, Issue 2
- 173-190 Optimal sale strategies in illiquid markets
by Martin Dahlgren - 191-218 Pricing of point-to-point bandwidth contracts
by Jussi Keppo - 219-237 Optimal consumption and investment problems under GARCH with transaction costs
by Zhiping Chen & K. C. Yuen - 239-259 Portfolio optimization under transaction costs in the CRR model
by Jörn Sass - 261-280 Increasing quasiconcave co-radiant functions with applications in mathematical economics
by Juan Enrique Martínez-Legaz & Alexander M. Rubinov & Siegfried Schaible - 281-297 Hahn-Banach theorems and subgradients of set-valued maps
by Jian Wen Peng & Heung Wing Joseph Lee & Wei Dong Rong & Xin Min Yang - 299-310 Study on a class of nonlinear time series models and ergodicity in random environment domain
by Zhenting Hou & Zheng Yu & Peng Shi - 311-328 Markov decision processes under observability constraints
by Yasemin Serin & Vidyadhar Kulkarni - 329-343 Cost benefit analysis of series systems with warm standby components and general repair time
by Kuo-Hsiung Wang & Yi-Chun Liu & Wen Lea Pearn - 345-346 Book Review
by R. Henrion
March 2005, Volume 61, Issue 1
- 1-22 Managing the reputation of an award to motivate performance
by C. Gavrila & J.P. Caulkins & G. Feichtinger & G. Tragler & R.F. Hartl - 23-32 Minimum time problems in Economics
by Luca Grosset & Bruno Viscolani - 33-40 The core of multi-choice NTU games
by Yan-An Hwang & Wen-Hwa Li - 41-55 Locating a maximally complementary solution of the monotone NCP by using non-interior-point smoothing algorithms
by Zheng-Hai Huang - 57-84 On a finite-buffer bulk-service queue with disasters
by A. Gómez-Corral - 85-108 Moment inequalities for the discrete-time bulk service queue
by D. Denteneer & A.J.E.M. Janssen & J.S.H. van Leeuwaarden - 109-121 Comparing two socially optimal work allocation rules when having a profit optimizing subcontractor with ample capacity
by Christian Larsen - 123-145 The Laurent series, sensitive discount and Blackwell optimality for continuous-time controlled Markov chains
by Tomás Prieto-Rumeau & Onésimo Hernández-Lerma - 147-169 Optimal scheduling of tasks when service is subject to disruption: the preempt-repeat case
by Kevin D. Glazebrook
December 2004, Volume 60, Issue 3
- 349-367 On semidefinite programming relaxations for the satisfiability problem
by Miguel F. Anjos - 369-377 On least element problems for feasible sets in vector complementarity problems
by Ya-ping Fang & Nan-jing Huang - 379-397 Characterizing the idle time of a nonexponential server system
by Hsing Luh & Kai-Hung Tseng - 399-414 A characterization of exponential functionals in finite Markov chains
by Rolando Cavazos–Cadena & Daniel Hernández–Hernández - 415-436 Conditions for the uniqueness of optimal policies of discounted Markov decision processes
by Daniel Cruz-Suárez & Raúl Montes-de-Oca & Francisco Salem-Silva - 437-451 A non-zero-sum no-information best-choice game
by Minoru Sakaguchi & Vladimir V. Mazalov - 453-470 A connectivity game for graphs
by Rafael Amer & José Miguel Giménez - 471-483 Retailer’s optimal ordering policy under supplier credits
by Chun-Tao Chang & Jinn-Tsair Teng - 485-496 Optimal portfolio selection when stock prices follow an jump-diffusion process
by Wenjing Guo & Chengming Xu - 497-521 Dynamic inventory strategies for profit maximization in a service facility with stochastic service, demand and lead time
by Oded Berman & Eungab Kim - 523-524 Book Review
by S. Gawiejnowicz - 525-526 Book Review
by Holger Höller
October 2004, Volume 60, Issue 2
- 165-174 Realism and practicality of transaction cost approaches in continuous-time portfolio optimisation: the scope of the Morton-Pliska approach
by Ralf Korn - 175-201 Investment optimization under constraints
by Nguyen-Thanh Long - 203-214 A dynamic programming approach to solve efficient frontier
by S. J. Sadjadi & M. B. Aryanezhad & B. F. Moghaddam - 215-238 Nash equilibria in electricity markets with discrete prices
by E. J. Anderson & H. Xu - 239-250 Equivalence classes for optimizing risk models in Markov decision processes
by Yoshio Ohtsubo & Kenji Toyonaga - 251-265 Semi-infinite weighted Markov decision processes with perturbation
by Mohammed Abbad & Khalid Rahhali - 267-277 Construction of Nash equilibria in symmetric stochastic games of capital accumulation
by Łukasz Balbus & Andrzej S. Nowak - 279-298 Stochastic games for distributed players on graphs
by Ruslan K. Chornei & Hans Daduna & Pavel S. Knopov - 299-310 Multi-policy iteration with a distributed voting
by Hyeong Soo Chang - 311-329 A General Framework for Bounds for Higher-Dimensional Orthogonal Packing Problems
by Sándor P. Fekete & Jörg Schepers - 331-346 Dual methods for probabilistic optimization problems
by Darinka Dentcheva & Bogumila Lai & Andrzej Ruszczyński - 347-348 Book Review
by Gert Wanka
September 2004, Volume 60, Issue 1
- 1-13 Discrete search with multiple sensors
by Nah-Oak Song & Demosthenis Teneketzis - 15-28 On regular and parametric data envelopment analysis
by L. Neralić & O. Stein - 29-51 Sensitivity analysis via simulation in the presence of discontinuities
by Mikael Signahl - 53-71 On the existence of solutions to systems of vector quasi-optimization problems
by Nguyen Xuan Tan - 73-85 A robust trust region method for general constrained optimization
by Ju-liang Zhang - 87-99 Dual approach for a class of implicit convex optimization problems
by Igor V. Konnov - 101-123 Generalized benefit functions and measurement of utility
by Walter Briec & Philippe Gardères - 125-144 Multicriteria impulsive control of jump Markov processes
by A. B. Piunovskiy - 145-153 Shortest path to nonpreemptive schedules of unit-time jobs on two identical parallel machines with minimum total completion time
by Philippe Baptiste & Vadim G. Timkovsky - 155-162 Perishable inventory systems with variable input and demand rates
by Steven Nahmias & David Perry & Wolfgang Stadje
July 2004, Volume 59, Issue 3
- 347-348 Preface
by Peter Borm & Henk Norde & Ignacio Garcia-Jurado & Floravante Patrone - 349-357 Density estimation using game theory
by Ignacio García-Jurado & Luciano Méndez-Naya & César Sánchez-Sellero - 359-373 Do we detect and exploit mixed strategy play by opponents?
by Jason Shachat & J. Todd Swarthout - 375-391 Measuring skill in games: several approaches discussed
by Marcel Dreef & Peter Borm & Ben van der Genugten - 393-403 A non-cooperative approach to the cost spanning tree problem
by Gustavo Bergantiños & Leticia Lorenzo - 405-418 Cost allocation in a bank ATM network
by Endre Bjørndal & Herbert Hamers & Maurice Koster - 419-434 Cost allocation games with information costs
by Stefano Moretti & Fioravante Patrone - 435-446 Optimal sharing of surgical costs in the presence of queues
by Paula González & Carmen Herrero - 447-463 A cost allocation problem in urban solid wastes collection and disposal
by Vito Fragnelli & Anna Iandolino - 465-477 The position value in communication structures
by E. Algaba & J. M. Bilbao & J. J. López - 479-489 Splitting graphs when calculating Myerson value for pure overhead games
by D. Gómez & E. González-Arangüena & C. Manuel & G. Owen & M. del Pozo & J. Tejada - 491-502 A game-theoretic analysis of the political structure of the Netherlands Antilles
by Imma Curiel - 503-515 On the design of voting games
by Francesc Carreras
June 2004, Volume 59, Issue 2
- 173-192 Periodic routing to parallel queues and billiard sequences
by Arie Hordijk & Dinard van der Laan - 193-203 An exact algorithm for scheduling identical coupled tasks
by Dino Ahr & József Békési & Gábor Galambos & Marcus Oswald & Gerhard Reinelt - 205-220 A fast algorithm for near cost optimal line plans
by Michael R. Bussieck & Thomas Lindner & Marco E. Lübbecke - 221-233 Is every radiant function the sum of quasiconvex functions?
by Alberto Zaffaroni - 235-247 A conditional gradient method with linear rate of convergence for solving convex linear systems
by Amir Beck & Marc Teboulle - 249-270 Weighted allocation rules for standard fixed tree games
by Endre Bjørndal & Maurice Koster & Stef Tijs - 271-286 Inheritance of properties in NTU communication situations
by Ruud Hendrickx - 287-302 Distributional properties of the typical cell of stationary iterated tessellations
by Roland Maier & Johannes Mayer & Volker Schmidt - 303-313 Theorem of conflicts for a pair of probability measures
by Volodymyr Koshmanenko - 315-328 Hedging of the European option in discrete time under proportional transaction costs
by Marek Kociński - 329-342 Smoothed Monte Carlo estimators for the time-in-the-red in risk processes
by G. Makatis & M. A. Zazanis
January 2004, Volume 59, Issue 1
- 91-110 Global convergence of Newton’s method on an interval
by Lars Thorlund-Petersen
February 2004, Volume 59, Issue 1
- 1-23 The unbalance and bounds on the average waiting time for periodic routing to one queue
by Arie Hordijk & Dinard van der Laan - 25-35 On non-rank facets of the stable set polytope of claw-free graphs and circulant graphs
by Thomas M. Liebling & Gianpaolo Oriolo & Bianca Spille & Gautier Stauffer - 37-51 Optimization of rod antennas of mobile phones
by Johannes Jahn & Andreas Kirsch & Carmen Wagner - 53-67 Strategies to serve or receive the service in volleyball
by K. T. Lee & S. T. Chin - 69-89 Gap-free computation of Pareto-points by quadratic scalarizations
by Jörg Fliege