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Content
December 2003, Volume 58, Issue 3
- 401-415 Equivalent martingale measures for large financial markets in discrete time
by Miklós Rásonyi - 417-439 On the properties of solutions for NTU communication situations 1
by Balbina Casas-Méndez & José Manuel Prada-Sánchez - 441-448 Closedness under reduced games
by Yan-An Hwang - 449-458 On Pareto equilibria in vector-valued extensive form games
by Thomas Krieger - 459-475 Stochastic games with non-observable actions
by J. Flesch & F. Thuijsman & O.J. Vrieze - 477-482 An optimal service rate in a Poisson arrival queue with two-stage service policy
by Jongho Bae & Jongwoo Kim & Eui Yong Lee - 483-501 Optimal threshold policies in a workload model with a variable number of service phases per job
by Gido A.J.F. Brouns & Jan van der Wal
November 2003, Volume 58, Issue 2
- 183-189 A note on the complexity of determining optimal strategies in games with common payoffs
by Gerhard J. Woeginger - 191-208 Neighbor games and the leximax solution
by Flip Klijn & Dries Vermeulen & Herbert Hamers & Tamás Solymosi & Stef Tijs & Joan Pere Villar - 209-219 One-armed bandit models with continuous and delayed responses
by Xikui Wang & Mikelis G. Bickis - 221-236 On the uniqueness of solutions to the Poisson equations for average cost Markov chains with unbounded cost functions
by Sandjai Bhulai & Flora M. Spieksma - 237-245 Hierarchical algorithms for discounted and weighted Markov decision processes
by M. Abbad & C. Daoui - 247-258 Cost benefit analysis of series systems with warm standby components
by Kuo-Hsiung Wang & Wen-Lea Pearn - 259-269 A feasible descent algorithm for solving variational inequality problems
by Deren Han & Hong K. Lo - 271-282 An improved SQP algorithm for inequality constrained optimization
by Zhibin Zhu & Kecun Zhang & Jinbao Jian - 283-298 A new trust region method for nonlinear equations
by Ju-liang Zhang & Yong Wang - 299-317 Second order necessary conditions in set constrained differentiable vector optimization
by Bienvenido Jiménez & Vicente Novo - 319-329 Characterizing matchings as the intersection of matroids
by Sándor P. Fekete & Robert T. Firla & Bianca Spille - 331-349 Robust facility location
by Emilio Carrizosa & Stefan Nickel - 351-358 Book Reviews
by Matthias Ehrgott
September 2003, Volume 58, Issue 1
- 1-28 An analysis of Klimov's problem with parallel servers
by K. D. Glazebrook - 29-39 Optimal control of a removable and non-reliable server in an M/M/1 queueing system with exponential startup time
by Kuo-Hsiung Wang - 41-56 Optimal strategy policy in batch arrival queue with server breakdowns and multiple vacations
by Jau-Chuan Ke - 57-68 Inference of statistical bounds for multistage stochastic programming problems
by Alexander Shapiro - 69-85 A path following method for box-constrained multiobjective optimization with applications to goal programming problems
by Maria Cristina Recchioni - 87-104 Single facility location problems with unbounded unit balls
by Y. Hinojosa & J. Puerto - 105-129 A discrete mass transportation problem for infinitely many sites, and general representant systems for infinite families
by Iosif Pinelis - 131-139 Submodularity of some classes of the combinatorial optimization games
by Yoshio Okamoto - 149-157 Dynamic principal agent model based on CMDP
by Yuanyao Ding & Rangcheng Jia & Shaoxiang Tang - 159-182 Elasticity approach to portfolio optimization
by Holger Kraft
August 2003, Volume 58, Issue 1
- 141-147 Note on supplier-restricted order quantity under temporary price discounts
by Peter Chu & Patrick Chen & Thomas Niu
August 2003, Volume 57, Issue 3
- 345-365 Stability estimates in the problem of average optimal switching of a Markov chain
by Evgueni Gordienko & Alexander Yushkevich - 367-376 Control policy of a hysteretic queueing system
by Lotfi Tadj & Jau-Chuan Ke - 377-391 Differential and sensitivity properties of gap functions for vector variational inequalities
by S. J. Li & Hong Yan & G. Y. Chen - 393-407 Strong convergence of a proximal-based method for convex optimization
by Vadim Azhmyakov & Werner H. Schmidt - 409-425 Upper semicontinuity of closed-convex-valued multifunctions
by Maria J. Cánovas & Marco A. López & Eva-Maria Ortega & Juan Parra - 427-435 Characterizations of convex and quasiconvex set-valued maps
by Joël Benoist & Nicolae Popovici - 437-448 Degeneracy degrees of constraint collections
by Gerard Sierksma & Gert A. Tijssen - 449-479 The average behaviour of greedy algorithms for the knapsack problem: General distributions
by Gennady Diubin & Alexander Korbut - 481-493 Cooperation and competition in inventory games
by Ana Meca & Ignacio García-Jurado & Peter Borm - 495-511 Semiproportional values for TU games
by Anna B. Khmelnitskaya & Theo S. H. Driessen - 513-527 Scheduling a batch processing machine with bipartite compatibility graphs
by Mourad Boudhar
May 2003, Volume 57, Issue 2
- 173-206 Movement minimization for unit distances in conveyor flow shop processing
by W. Espelage & E. Wanke - 207-216 Asymptotic strong determination in integer programming: Quasi dual method
by Yifan Xu - 217-234 Non-preemptive two-machine open shop scheduling with non-availability constraints
by J. Breit & G. Schmidt & V. A. Strusevich - 235-254 The operating characteristic analysis on a general input queue with N policy and a startup time
by Jau-Chuan Ke - 255-262 Optimal control of an M/H k /1 queueing system with a removable server
by Kuo-Hsiung Wang & Kuo-Liang Yen - 263-285 Solution to the risk-sensitive average cost optimality equation in a class of Markov decision processes with finite state space
by Rolando Cavazos-Cadena - 287-297 On the balancedness of relaxed sequencing games
by Bas van Velzen & Herbert Hamers - 299-308 Discretization of information collecting situations and continuity of compensation rules
by R. Brânzei & F. Scotti & S. Tijs & A. Torre - 309-319 A cooperative treatment of an n-person cost-goal-game
by Werner Krabs - 321-327 Sensitivity analysis of a sequential decision problem with learning
by Alfred Müller & Marco Scarsini - 329-344 A transfer/clearing inventory model under sporadic review
by Oded Berman & Dmitry Krass & David Perry
April 2003, Volume 57, Issue 1
- 1-19 The critical discount factor for finite Markovian decision processes with an absorbing set
by K. Hinderer & K.-H. Waldmann - 21-39 Whittle's index policy for a multi-class queueing system with convex holding costs
by P. S. Ansell & K. D. Glazebrook & J. Niño-Mora & M. O'Keeffe - 41-48 Using an adaptive genetic algorithm with reversals to find good second-order multiple recursive random number generators
by Hui-Chin Tang - 49-65 Axiomatizations of the Shapley value for cooperative games on antimatroids
by E. Algaba & J. M. Bilbao & R. van den Brink & A. Jiménez-Losada - 67-78 Semi-infinite assignment problems and related games
by Natividad Llorca & Stef Tijs & Judith Timmer - 79-88 Minimizing risk models in stochastic shortest path problems
by Yoshio Ohtsubo - 89-100 Characterizing generalized trade-off directions
by Kaisa Miettinen & Marko M. Mäkelä - 101-109 A parametric characterization of local optimality
by Mirjam Dür - 111-123 Scheduling chains on a single machine with non-negative time lags
by Alix Munier & Francis Sourd - 125-140 Bayesian analysis of Markov Modulated Bernoulli Processes
by S. Özekici & R. Soyer - 141-155 A minimax rule for portfolio selection in frictional markets
by Shou-Yang Wang & Y. Yamamoto & Mei Yu - 157-171 Optimal bid strategies for electricity auctions
by Juri Hinz
January 2003, Volume 56, Issue 3
- 347-376 Tree-sparse convex programs
by Marc C. Steinbach - 377-386 Some properties of the core on convex geometries
by Yoshio Okamoto - 387-405 Approximation algorithms for the traveling salesman problem
by Jérôme Monnot & Vangelis Th. Paschos & Sophie Toulouse - 407-412 A polynomial algorithm for P | p j =1, r j , outtree | ∑ C j
by Peter Brucker & Johann Hurink & Sigrid Knust - 413-437 Unbiased approximation in multicriteria optimization
by Kathrin Klamroth & Jørgen Tind & Margaret M. Wiecek - 439-449 Monotonic allocation schemes in clan games
by Mark Voorneveld & Stef Tijs & Sofia Grahn - 451-471 The optimality equation and ε-optimal strategies in Markov games with average reward criterion
by Heinz-Uwe Küenle & Ronald Schurath - 473-479 Solution to the risk-sensitive average optimality equation in communicating Markov decision chains with finite state space: An alternative approach
by Rolando Cavazos-Cadena & Daniel Hernández-Hernández - 481-499 Optimality of randomized strategies in a Markovian replacement model
by Peter Bruns - 501-511 New light on the portfolio allocation problem
by R. A. Maller & D. A. Turkington - 513-533 Project scheduling with inventory constraints
by Klaus Neumann & Christoph Schwindt - 535-536 Book Reviews
by M. Teresa Melo - 537-538 Book Reviews
by Justo Puerto - 539-540 Book Reviews
by Bettina Klinz
November 2002, Volume 56, Issue 2
- 151-167 A pricing methodology for resource allocation and routing in integrated-services networks with quality of service requirements
by Tudor Mihai Stoenescu & Demosthenis Teneketzis - 169-180 Cost analysis of a finite M/M/R queueing system with balking, reneging, and server breakdowns
by Kuo-Hsiung Wang & Ying-Chung Chang - 181-196 Value iteration and approximately optimal stationary policies in finite-state average Markov decision chains
by Rolando Cavazos-Cadena & Rolando Cavazos-Cadena - 197-229 Univariate cubic L 1 splines – A geometric programming approach
by Hao Cheng & Shu-Cherng Fang & John E. Lavery - 231-241 Superlinear/quadratic one-step smoothing Newton method for P 0 -NCP without strict complementarity
by Liping Zhang & Ziyou Gao - 243-258 On the stability of the linear Skorohod problem in an orthant
by Ahmed El Kharroubi & Abdelghani Ben Tahar & Abdelhak Yaacoubi - 259-268 Generalized vector equilibrium problems with set-valued mappings
by Jun-Yi Fu & An-Hua Wan - 269-286 The Chi-compromise value for non-transferable utility games
by Gustavo Bergantiños & Jordi Massó - 287-301 The Shapley value for games on matroids: The dynamic model
by J. M. Bilbao & T. S. H. Driessen & A. Jiménez-Losada & E. Lebrón - 303-313 Subgame perfect equilibria in model with bargaining costs varying in time
by Agnieszka Rusinowska - 315-322 Optimality in different strategy classes in zero-sum stochastic games
by J. Flesch & F. Thuijsman & O. J. Vrieze - 323-340 Cost allocation in shortest path games
by Mark Voorneveld & Sofia Grahn - 341-342 Book Reviews
by Thomas Hanne - 343-344 Book Reviews
by Francesco Maffioli - 345-345 Book Reviews
by Stefan Nickel
August 2002, Volume 56, Issue 1
- 1-2 Preface
by Michael Jünger & Rüdiger Schultz & Robert Weismantel - 3-27 An Attractor-Repeller approach to floorplanning
by Miguel F. Anjos & Anthony Vannelli - 29-44 Exponential irreducible neighborhoods for combinatorial optimization problems
by Robert T. Firla & Bianca Spille & Robert Weismantel - 45-65 Stable multi-sets
by Arie M. C. A. Koster & Adrian Zymolka - 67-81 Primal cutting plane algorithms revisited
by Adam N. Letchford & Andrea Lodi - 83-100 A bicriteria stochastic programming model for capacity expansion in telecommunications
by Morten Riis & Jørn Lodahl - 101-126 On dual minimum cost flow algorithms
by Jens Vygen - 127-149 Rank-perfect and" weakly rank-perfect graphs
by Annegret K. Wagler
June 2002, Volume 55, Issue 3
- 329-345 On the number of criteria needed to decide Pareto optimality
by Matthias Ehrgott & Stefan Nickel - 347-358 On general vector quasi-optimization problems
by Angelo Guerraggio & Nguyen Xuan Tan - 359-369 A multicriteria competitive Markov decision process
by A. M. Rodrı´guez-Chı´a & J. Puerto & F. R. Fernández - 371-382 On convergence of descent methods for variational inequalities in a Hilbert space
by I. V. Konnov & Sangho Kum & Gue Myung Lee - 383-400 Linear bilevel problems: Genericity results and an efficient method for computing local minima
by Georg Still - 401-412 K-epiderivatives for set-valued functions and optimization
by Giancarlo Bigi & Marco Castellani - 413-429 The long step rule in the bounded-variable dual simplex method: Numerical experiments
by Ekaterina Kostina - 431-446 A duality approach to problems of combined stopping and deciding under constraints
by Thomas Balzer & Klaus Janßen - 447-460 Optimal control of an M/M/2 queueing system with finite capacity operating under the triadic (0,Q,N,M) policy
by Kuo-Hsiung Wang & Ya-Ling Wang - 461-484 Convergence of the optimal values of constrained Markov control processes
by Jorge Alvarez-Mena & Onésimo Hernández-Lerma
May 2002, Volume 55, Issue 2
- 165-185 The impact of fat tailed returns on asset allocation
by Yesim Tokat & Eduardo S. Schwartz - 187-224 The term structure of interest rates in the economic and monetary union
by Luisa Izzi & Borjana Racheva - 225-245 Stable modeling in energy risk management
by Irina Khindanova & Zauresh Atakhanova - 247-263 Calibration of a basket option model applied to company valuation
by Stefan Wörner & Boryana Racheva-Iotova & Stoyan Stoyanov - 265-300 Portfolio selection with stable distributed returns
by Sergio Ortobelli & Isabella Huber & Eduardo Schwartz - 301-327 Tail dependence for elliptically contoured distributions
by Rafael Schmidt
March 2002, Volume 55, Issue 1
- 1-10 Multiset graph partitioning
by William W. Hager & Yaroslav Krylyuk - 11-36 Optimal hydrothermal scheduling with variable production coefficient
by H. J. Bortolossi & M. V. Pereira & C. Tomei - 37-54 Asymptotics of statistical estimates in stochastic programming problems with long-range dependent samples
by Lihong Wang - 55-68 New product introduction: goodwill, time and advertising cost
by Alessandra Buratto & Bruno Viscolani - 69-91 Superreplication of European multiasset derivatives with bounded stochastic volatility
by Fausto Gozzi & Tiziano Vargiolu - 93-106 Tree-connected peer group situations and peer group games
by Rodica Brânzei & Vito Fragnelli & Stef Tijs - 107-120 On the bias vector of a two-class preemptive priority queue
by Robin Groenevelt & Ger Koole & Philippe Nain - 121-142 Threshold control policies for heterogeneous server systems
by Hsing Paul Luh & Ioannis Viniotis - 143-159 Average optimal switching of a Markov chain with a Borel state space
by Alexander Yushkevich & Evgueni Gordienko
December 2001, Volume 54, Issue 3
- 345-358 On the solution of mathematical programming problems with equilibrium constraints
by Roberto Andreani & José Mario Martı´nez - 359-371 The Myerson value for union stable structures
by E. Algaba & J. M. Bilbao & P. Borm & J. J. López - 373-385 On the core of a class of location games
by Justo Puerto & Ignacio Garcı´a-Jurado & Francisco R. Fernández - 387-393 Dynamic productivity improvement in a model with multiple processes
by Michael Brock & Jørgen Tind - 395-405 The impact of time-varying demand and production rates on determining inventory policy
by Patrick S. Chen - 407-423 A comparison result for FBSDE with applications to decisions theory
by Fabio Antonelli & Emilio Barucci & Maria Elvira Mancino - 425-438 Exploitation of necessary and sufficient conditions for suboptimal solutions of multiobjective stochastic control problems
by F. Heyde & W. Grecksch & Chr. Tammer - 439-443 The discounted multi-objective Markov decision model with incomplete state observations: lexicographically order criteria
by Jia Rangcheng & Ding Yuanyao & Tang Shaoxiang - 445-454 A multi-objective shortest path problem
by Kazuyoshi Wakuta - 455-469 Stopped Markov decision processes with multiple constraints
by Masayuki Horiguchi - 471-490 The control policy of an M[x]/G/1 queueing system with server startup and two vacation types
by Jau-Chuan Ke - 491-505 Adaptive policies for time-varying stochastic systems under discounted criterion
by Nadine Hilgert & J. Adolfo Minjárez-Sosa
December 2001, Volume 54, Issue 2
- 171-199 Convergence and first hitting time of simulated annealing algorithms for continuous global optimization
by M. Locatelli - 201-215 On the existence and connectedness of solution sets of vector variational inequalities
by Mei Yu & Shou-Yang Wang & Wan-Tao Fu & Wei-Sheng Xiao - 217-237 Convex stochastic optimization for random fields on graphs: A method of constructing Lagrange multipliers
by I. V. Evstigneev & M. I. Taksar - 239-257 Newton methods for solving nonsmooth equations via a new subdifferential
by Yan Gao - 259-278 Average cost per unit time control of stochastic manufacturing systems: Revisited
by T. E. Duncan & B. Pasik-Duncan & Ł. Stettner - 279-290 Semi-infinite discounted Markov decision processes: Policy improvement and singular perturbations
by Mohammed Abbad & Khalid Rahhali - 291-301 On the optimality equation for zero-sum ergodic stochastic games
by Anna Jaśkiewicz & Andrzej S. Nowak - 303-313 Information collecting situations and bi-monotonic allocation schemes
by Rodica Brânzei & Stef Tijs & Judith Timmer - 315-337 Reward functionals, salvage values, and optimal stopping
by Luis H. R. Alvarez
October 2001, Volume 54, Issue 1
- 1-19 An approximation approach to ergodic semi-Markov control processes
by Anna Jaśkiewicz - 21-45 Optimal volume subintervals with k points and star discrepancy via integer programming
by Eric Thiémard - 47-51 An optimal bound for d.c. programs with convex constraints
by Emilio Carrizosa - 53-61 Identifying non-active restrictions in convex quadratic programming
by Peter Recht - 63-99 Adaptive control of average Markov decision chains under the Lyapunov stability condition
by Rolando Cavazos-Cadena - 101-117 Ergodic behavior of a Markov chain model in a stochastic environment
by N. Tsantas - 119-131 The consistency principle for set-valued solutions and a new direction for normative game theory
by Martin Dufwenberg & Henk Norde & Hans Reijnierse & Stef Tijs - 133-161 On-line portfolio selection strategy with prediction in the presence of transaction costs
by Sergio Albeverio & LanJun Lao & XueLei Zhao
July 2001, Volume 53, Issue 3
- 353-361 The integral basis method for integer programming
by Utz-Uwe Haus & Matthias Köppe & Robert Weismantel - 363-370 New class of 0-1 integer programs with tight approximation via linear relaxations
by A. S. Asratian & N. N. Kuzjurin - 371-390 Dynamic order replenishment policy in internet-based supply chains
by Oded Berman & Eungab Kim - 391-401 Some existence results of efficiency in vector optimization
by X. X. Huang & X. M. Yang - 403-417 Optimality conditions in non-convex set-valued optimization
by Fabián Flores-Bazán - 419-433 Multiobjective duality for convex-linear problems II
by Gert Wanka & Radu-Ioan Boţ - 435-450 A steepest ascent approach to maximizing the net present value of projects
by Christoph Schwindt & Jürgen Zimmermann - 451-463 Algorithms for aggregated limiting average Markov decision problems
by Mohammed Abbad & Cherki Daoui - 465-480 Weighted Markov decision processes with perturbation
by Ke Liu & Jerzy A. Filar - 481-491 Optimal control of arrivals in tandem queues of constant service time
by Hsing Luh & Ulrich Rieder - 493-503 Shortfall risk minimization under model uncertainty in the binomial case: adaptive and robust approaches
by Gino Favero - 505-515 Variations of the Cox-Ross-Rubinstein model – conservative pricing strategies
by Marcus Wrede & Norbert Schmitz
June 2001, Volume 53, Issue 2
- 173-203 Classical cuts for mixed-integer programming and branch-and-cut
by Manfred Padberg - 205-214 Characterizations of efficient points in convex vector optimization problems
by Kristin Winkler - 215-232 Generalized properly efficient solutions of vector optimization problems
by D. E. Ward & G. M. Lee - 233-245 On cone characterizations of weak, proper and Pareto optimality in multiobjective optimization
by Kaisa Miettinen & Marko M. Mäkelä - 247-263 Duality for portfolio optimization with short sales
by Gert Wanka & Lars Göhler - 265-277 A multiobjective control approach to priority queues
by Onésimo Hernández-Lerma & Luis F. Hoyos-Reyes - 279-295 Markov decision processes with a stopping time constraint
by Masayuki Horiguchi - 297-307 A note for “On an inventory model for deteriorating items and time-varying demand”
by Peter Chu & Patrick S. Chen - 309-331 Numerical evaluation of resolvents and Laplace transforms of Markov processes using linear programming
by Kurt Helmes & Richard H. Stockbridge - 333-348 The Shapley value for games on matroids: The static model
by J. M. Bilbao & T. S. H. Driessen & A. Jiménez Losada & E. Lebrón
April 2001, Volume 53, Issue 1
- 1-24 Optimal switching problem for countable Markov chains: average reward criterion
by Alexander Yushkevich - 25-34 Strong duality of the general capacity problem in metric spaces
by J. Rigoberto Gabriel & Onésimo Hernández-Lerma - 35-49 Two extensions of the Shapley value for cooperative games
by T. S. H. Driessen & D. Paulusma - 51-66 Convex games and feasible sets in control theory
by Stefan Pickl - 67-88 Pricing of the American option in discrete time under proportional transaction costs
by Marek Kociński - 89-99 Solving optimal stopping problems of linear diffusions by applying convolution approximations
by Luis H. R. Alvarez - 101-116 Extended and strongly extended well-posedness of set-valued optimization problems
by X. X. Huang - 117-146 Burst arrival queues with server vacations and random timers
by Merav Shomrony & Uri Yechiali - 147-165 A multi-item continuous review inventory system with compound Poisson demands
by K. Ohno & T. Ishigaki
December 2000, Volume 52, Issue 3
- 355-367 Batching identical jobs
by Philippe Baptiste - 369-387 Scheduling UET task systems with concurrency on two parallel identical processors
by Peter Brucker & Sigrid Knust & Duncan Roper & Yakov Zinder - 389-411 Competitive genetic algorithms for the open-shop scheduling problem
by Christian Prins - 413-439 A branch-and-bound algorithm for the resource-constrained project scheduling problem
by U. Dorndorf & E. Pesch & T. Phan-Huy - 441-465 Active and stable project scheduling
by K. Neumann & H. Nübel & C. Schwindt - 467-488 PROGRESS: Optimally solving the generalized resource-constrained project scheduling problem
by Robert Klein & Armin Scholl - 489-499 Solving the discrete-continuous project scheduling problem via its discretization
by Joanna Józefowska & Marek Mika & Rafał Różycki & Grzegorz Waligóra & Jan Weglarz - 501-515 Linear preselective policies for stochastic project scheduling
by Rolf H. Möhring & Frederik Stork
November 2000, Volume 52, Issue 2
- 173-183 The bounce algorithm for mathematical programming
by H. A. Eiselt & C.-L. Sandblom - 185-193 Stability in vector-valued and set-valued optimization
by X. X. Huang - 195-212 The efficient frontier for bounded assets
by Michael J. Best & Jaroslava Hlouskova