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Content
November 2000, Volume 52, Issue 2
- 213-220 Pension funds insurance individuation
by Charles S. Tapiero & Assa Birati - 221-236 The position value for union stable systems
by E. Algaba & J. M. Bilbao & P. Borm & J. J. López - 237-249 On a game in manufacturing
by V. J. Baston & A. Y. Garnaev - 251-264 On shortest path games
by Vito Fragnelli & Ignacio García-Jurado & Luciano Méndez-Naya - 265-270 Nonzero-sum non-stationary discounted Markov game model
by Rangcheng Jia & Yuanyao Ding - 271-285 Constrained Markov control processes in Borel spaces: the discounted case
by Onésimo Hernández-Lerma & Juan González-Hernández - 287-306 A new strong optimality criterion for nonstationary Markov decision processes
by Xianping Guo & Peng Shi & Weiping Zhu - 307-323 Asymptotic behaviour of the tandem queueing system with identical service times at both queues
by O. J. Boxma & Q. Deng - 325-348 The combinatorial complexity of masterkeying
by Wolfgang Espelage & Egon Wanke
September 2000, Volume 52, Issue 1
- 1-21 Packing small boxes into a big box
by Manfred Padberg - 23-38 Note on the computational complexity of least core concepts for min-cost spanning tree games
by Ulrich Faigle & Walter Kern & Daniël Paulusma - 39-56 Communication situations with asymmetric players
by Marco Slikker & Anne van den Nouweland - 57-64 Generalized vector quasi-equilibrium problems
by Jun-Yi Fu - 65-77 Ideal equilibria in noncooperative multicriteria games
by Mark Voorneveld & Sofia Grahn & Martin Dufwenberg - 79-97 General batch service disciplines – A product-form batch processing network with customer coalescence
by Sonja Peterson - 99-113 Upper bound on the number of processors for scheduling with interprocessor communication delays
by Aziz Moukrim - 115-132 Analysing sojourn times in queueing networks: A structural approach
by Bernd Heidergott - 133-167 Nearly optimal policies in risk-sensitive positive dynamic programming on discrete spaces
by Rolando Cavazos-Cadena & Raúl Montes-de-Oca
August 2000, Volume 51, Issue 3
- 357-374 Optimal portfolios for exponential Lévy processes
by Jan Kallsen - 375-397 Price systems constructed by optimal dynamic portfolios
by Manfred Schäl - 399-417 Perturbation of linear quadratic systems with jump parameters and hybrid controls
by Rachid El Azouzi & Mohammed Abbad & Eitan Altman - 419-432 A first-passage problem with multiple costs
by Kazuyoshi Wakuta - 433-442 Equivalents of a general approximate variational principle for set-valued maps and application to efficiency
by X. X. Huang - 443-457 Proper efficiency for set-valued vector optimization problems and vector variational inequalitiesRID="*"ID="*" This research was partially supported by the National Natural Science Foundation of P.R. China and the Natural Science Foundation of Jiangxi Province, P.R. China
by Wei Liu & Xunhua Gong - 459-470 A superlinearly convergent Newton-like algorithm for variational inequality problems with inequality constraints
by Liping Zhang & Yanlian Lai - 471-478 A note on compromise values
by Joaquín Sánchez-Soriano - 479-494 Steepest descent methods for multicriteria optimization
by Jörg Fliege & Benar Fux Svaiter - 495-513 Movement optimization in flow shop processing with buffers
by Wolfgang Espelage & Egon Wanke
April 2000, Volume 51, Issue 2
- 179-201 On a generic class of regular one-parametric variational inequalities
by Walter Gómez Bofill - 203-233 An approximation algorithm for the stack-up problem
by Jochen Rethmann & Egon Wanke - 235-248 The proportional value for positive cooperative games
by K. Michael Ortmann - 249-261 Stochastic scheduling with event-based dynamic programming
by Ger Koole - 263-285 Optimal control of batch service queues with finite service capacity and linear holding costs
by Samuli Aalto - 287-300 An inventory system for perishable items with by-products
by David Perry & Wolfgang Stadje - 301-314 Time-lagged point processes with the order-statistics property
by Menachem Berg & Fabio Spizzichino - 315-339 On quadratic hedging in continuous time
by Huyên Pham - 341-352 Portfolio management with stable distributions
by Svetlozar Rachev & Seonkoo Han
February 2000, Volume 51, Issue 1
- 1-42 Optimal risk and dividend distribution control models for an insurance company
by Michael I. Taksar - 43-68 Consumption-investment problems with transaction costs: Survey and open problems
by Abel Cadenillas - 69-89 A flexible approach to location problems
by Antonio M. Rodríguez-Chía & Stefan Nickel & Justo Puerto & Francisco R. Fernández - 91-102 A convex dual approach to the computation of NMR complex spectra
by Jonathan M. Borwein & Pierre Maréchal & David Naugler - 103-113 The minimax adjustment principle
by Bernhard F. Arnold & Peter Stahlecker - 115-137 Semi-infinite Markov decision processes
by Ming Chen & Jerzy A. Filar & Ke Liu - 139-173 Isotonicity of minimizers in polychotomous discrete interval search via lattice programming
by Karl Hinderer & Michael Stieglitz
December 1999, Volume 50, Issue 3
- 373-384 Strong efficiency in a locally convex space
by Y. H. Cheng & W. T. Fu - 385-397 Balanced games arising from infinite linear models
by Vito Fragnelli & Fioravante Patrone & Enrico Sideri & Stef Tijs - 399-419 Optimal strategies in a class of zero-sum ergodic stochastic games
by Andrzej S. Nowak - 421-448 Blackwell optimality in the class of all policies in Markov decision chains with a Borel state space and unbounded rewards
by Arie Hordijk & Alexander A. Yushkevich - 449-461 On the optimality of the Gittins index rule for multi-armed bandits with multiple plays
by Dimitrios G. Pandelis & Demosthenis Teneketzis - 463-474 Risk sensitive portfolio optimization
by Lukasz Stettner - 475-492 Incomplete markets with jumps and informed agents
by Robert J. Elliott & Monique Jeanblanc - 493-518 Some applications of impulse control in mathematical finance
by Ralf Korn
October 1999, Volume 50, Issue 2
- 167-188 Risk sensitive control of finite state Markov chains in discrete time, with applications to portfolio management
by Tomasz Bielecki & Daniel Hernández-Hernández & Stanley R. Pliska - 189-218 On value preserving and growth optimal portfolios
by Ralf Korn & Manfred Schäl - 219-243 Consumption and portfolio selection with labor income: A discrete-time approach
by Hyeng Keun Koo - 245-270 Portfolio optimization via stochastic programming: Methods of output analysis
by Jitka Dupačová - 271-296 Optimal investment and consumption models with non-linear stock dynamics
by Thaleia Zariphopoulou - 297-320 Super-replication under proportional transaction costs: From discrete to continuous-time models
by Nizar Touzi - 321-338 A utility maximization approach to hedging in incomplete markets
by Jan Kallsen - 339-350 Risk-minimizing hedging strategies under restricted information: The case of stochastic volatility models observable only at discrete random times
by Rüdiger Frey & Wolfgang J. Runggaldier - 351-372 Stochastic orders and their applications in financial optimization
by Masaaki Kijima & Masamitsu Ohnishi
August 1999, Volume 50, Issue 1
- 1-7 A transportation problem with a permuted demand vector
by Steffen G. Meusel & Rainer E. Burkard - 9-16 A note on the complexity of the transportation problem with a permutable demand vector
by Mihály Hujter & Bettina Klinz & Gerhard J. Woeginger - 17-25 An extension of the entropic perturbation method of linear programming
by D. G. Tian & Q. Fei - 27-51 On polynomial solvability of two multiprocessor scheduling problems
by Eberhard Girlich & Alexander G. Tarnowski - 53-63 Weighted values for non-atomic games: an axiomatic approach
by J. C. Santos & J. M. Zarzuelo - 65-76 Sensitive equilibria for ergodic stochastic games with countable state spaces
by Andrzej S. Nowak - 77-90 Perishable inventory systems with impatient demands
by David Perry & Wolfgang Stadje - 91-100 Optimal admission control for M/D/1/K queueing systems
by Hans Daduna & Pavel S. Knopov - 101-120 A class of extremum problems related to agency models with imperfect monitoring
by Jörg Budde & Norbert Gaffke - 121-134 Risk measurement with maximum loss
by Gerold Studer - 135-147 Optimal stopping in Hilbert spaces and pricing of American options
by Dariusz Gatarek & Andrzej Świech - 149-160 Short rate analysis and marked point processes
by Robert J. Elliott & Allanus H. Tsoi & Shiu Hong Lui
July 1999, Volume 49, Issue 3
- 359-371 A parametric embedding for the finite minimax problem
by Francisco Guerra & Guillermo López - 373-393 Location of a moving service facility
by Justo Puerto & Antonio M. Rodríguez-Chía - 395-400 A characterization of the leximin solution of the bargaining problem
by Chih Chang & Yan-An Hwang - 401-412 A perfectness concept for multicriteria games
by Peter Borm & Freek van Megen & Stef Tijs - 413-433 Coalitional values and generalized characteristic functions
by Estela Sánchez & Gustavo Bergantiños - 435-439 A counterexample on overtaking optimality
by Andrzej S. Nowak & Oscar Vega-Amaya - 441-456 Nearly optimal stationary policies in negative dynamic programming
by Rolando Cavazos-Cadena & Raúl Montes-De-Oca - 457-473 Average cost per unit time control of discrete time unreliable manufacturing systems with Markov demand
by Krzysztof Łazarski & Łukasz Stettner - 475-482 A note on strong 1-optimal policies in Markov decision chains with unbounded costs
by Andrzej S. Nowak - 483-500 A decomposition approach for undiscounted two-person zero-sum stochastic games
by Zeynep Müge Avsar & Melike Baykal-Gürsoy - 501-515 Order picking in an automatic warehouse: Solving online asymmetric TSPs
by Norbert Ascheuer & Martin Grötschel & Atef Abdel-Aziz Abdel-Hamid
April 1999, Volume 49, Issue 2
- 175-210 A lower bound on the average number of Pivot-steps for solving linear programs Valid for all variants of the Simplex-Algorithm
by Karl Heinz Borgwardt & Petra Huhn - 211-219 Scheduling identical jobs with chain precedence constraints on two uniform machines
by Peter Brucker & Johann Hurink & Wieslaw Kubiak - 221-238 Time complexity of single- and identical parallel-machine scheduling with GERT network precedence constraints
by Jürgen Zimmermann - 239-253 Vector network equilibrium problems and nonlinear scalarization methods
by G. Y. Chen & C. J. Goh & X. Q. Yang - 255-266 The finiteness of the reward function and the optimal value function in Markov decision processes
by Qiying Hu & Chen Xu - 267-282 Two-person bilateral many-rounds poker
by Vladimir V. Mazalov & Svetlana V. Panova & Mojca Pis˘kuric˘ - 283-298 Repeated games with incomplete information and transportation problems
by Victor Domansky & Victoria Kreps - 299-324 Controlled Markov chains with risk-sensitive criteria: Average cost, optimality equations, and optimal solutions
by Rolando Cavazos-Cadena & Emmanuel Fernández-Gaucherand - 325-333 Bounds for a class of stochastic recursive equations
by Zhen Liu & Philippe Nain & Don Towsley - 335-354 On tail probabilities and first passage times for fractional Brownian motion
by Zbigniew Michna
March 1999, Volume 49, Issue 1
- 1-39 Blackwell optimality in the class of stationary policies in Markov decision chains with a Borel state space and unbounded rewards
by Arie Hordijk & Alexander A. Yushkevich - 41-76 Preemptive job-shop scheduling problems with a fixed number of jobs
by Peter Brucker & Svetlana A. Kravchenko & Yuri N. Sotskov - 77-85 A note on the structure of value spaces in vector-valued Markov decision processes
by Kazuyoshi Wakuta - 87-96 Nonstationary denumerable state Markov decision processes – with average variance criterion
by Xianping Guo - 97-109 Asymptotic linear programming and policy improvement for singularly perturbed Markov decision processes
by Eitan Altman & Konstantin E. Avrachenkov & Jerzy A. Filar - 111-123 The Elimination algorithm for the problem of optimal stopping
by Isaac Sonin - 125-136 Equivalents of an approximate variational principle for vector-valued functions and applications
by G. Y. Chen & X. X. Huang & G. M. Lee - 137-148 Scheduling trams in the morning
by Ulrich Blasum & Michael R. Bussieck & Winfried Hochstättler & Christoph Moll & Hans-Helmut Scheel & Thomas Winter - 149-169 A two-cut approach in the analytic center cutting plane method
by Jean-Louis Goffin & Jean-Philippe Vial
December 1998, Volume 48, Issue 3
- 287-316 A global-filtering algorithm for linear programming problems with stochastic elements
by Sichong Guan & Shu-Cherng Fang - 317-335 Optimal control of batch service queues with compound Poisson arrivals and finite service capacity
by Samuli Aalto - 337-347 Optimal scheduling in heterogeneous two-station queueing networks
by Nicole Bäuerle & Gabi Brüstl & Ulrich Rieder - 349-357 A unified approach to the existing three types of variational principles for vector valued functions
by G. Y. Chen & X. X. Huang - 359-375 Heuristics for short route job shop scheduling problems
by Inna G. Drobouchevitch & Vitaly A. Strusevich - 377-385 Determinateness of strategic games with a potential
by Henk Norde & Stef Tijs - 387-417 Constrained Markov decision processes with total cost criteria: Lagrangian approach and dual linear program
by Eitan Altman - 419-442 On a new approach to the analysis of complex multi-armed bandits
by R. Garbe & K. D. Glazebrook
November 1998, Volume 48, Issue 2
- 151-152 Special issue on `Set-valued optimization': Editors' preface
by Guang Ya Chen & Johannes Jahn - 153-168 The Montagne Russe algorithm for global optimization
by Jean-Pierre Aubin & Laurent Najman - 169-179 A nonconvex separation property in Banach spaces
by Jonathan M. Borwein & Alejandro Jofré - 181-186 Ekeland's ε-variational principle for set-valued mappings
by Guang Ya Chen & X. X. Huang - 187-200 Optimality conditions for set-valued optimization problems
by Guang Ya Chen & Johannes Jahn - 201-206 Approximate fixed points for discontinuous set-valued mappings
by Shui-Hung Hou & Guang Ya Chen - 207-217 Connectedness of super efficient sets in vector optimization of set-valued maps
by Zhong-Fei Li & Shou-Yang Wang - 219-228 Existence of equilibria for monotone multivalued mappings
by Werner Oettli & Dirk Schläger - 229-246 Cooperative behavior of functions, relations and sets
by Jean-Paul Penot - 247-258 Characterizations of super efficiency in cone-convexlike vector optimization with set-valued maps
by Wei Dong Rong & Yu Nan Wu - 259-272 A generalization of Fenchel duality in set-valued vector optimization
by Wen Song - 273-285 Directional derivatives for set-valued mappings and applications
by X. Q. Yang
September 1998, Volume 48, Issue 1
- 1-16 Theory of maximum packing and related channel assignment strategies for cellular radio networks
by Jaakob Kind & Thomas Niessen & Rudolf Mathar - 17-36 Beyond the cμ rule: Dynamic scheduling of a two-class loss queue
by Eungab Kim & Mark P. Van Oyen - 37-55 Adaptive control for discrete-time Markov processes with unbounded costs: Average criterion
by Evgueni I. Gordienko & J. Adolfo Minjárez-Sosa - 57-69 Closure spaces and restricted games
by Jesús Mario Bilbao - 71-80 Population monotonic allocation schemes on externality games
by F. Grafe & E. Iñarra & J. M. Zarzuelo - 81-95 Symmetric duality for minimax variational problems
by T. R. Gulati & Izhar Ahmad & I. Husain - 97-103 Stability results for Ekeland's ε variational principle for vector valued functions
by G. Y. Chen & X. X. Huang - 105-115 New cases of the cutting stock problem having MIRUP
by Christoph Nitsche & Guntram Scheithauer & Johannes Terno - 117-146 Bayesian models in actuarial mathematics
by Klaus D. Schmidt
October 1998, Volume 47, Issue 3
- 341-353 The M/M/c with critical jobs
by Ivo Adan & Gerard Hooghiemstra - 355-400 A new technique for inconsistent QP problems in the SQP method
by P. Spellucci - 401-422 On the two-armed bandit problem with non-observed Poissonian switching of arms
by Doncho Donchev - 423-449 Conservation of energy in value theory
by K. Ortmann - 451-471 Application of average dynamic programming to inventory systems
by Oscar Vega-Amaya & Raúl Montes-de-Oca - 473-497 Vector optimization: Singularities, regularizations
by Walter Gómez Bofill - 499-510 Bin packing games
by Jeroen Kuipers - 511-513 Book reviews
by Katrin Veen & Armin Scholl
June 1998, Volume 47, Issue 2
- 169-179 Value preserving portfolio strategies and the minimal martingale measure
by Ralf Korn - 181-220 On the sojourn times for many-queue head-of-the-line Processor-sharing systems with permanent customers
by Andreas Brandt & Manfred Brandt - 221-241 A catalog of minimally nonideal matrices
by Christine Lütolf & François Margot - 243-254 Persistency in the assignment and transportation problems
by Katarina Cechlárová - 255-264 On feasible sets defined through Chebyshev approximation
by Francisco Guerra & Miguel Jiménez - 265-287 Topology optimization of multi-purpose structures
by G. Rozvany - 289-315 On asymptotic optimization of a class of nonlinear stochastic hybrid systems
by Peng Shi & Eitan Altman & Vladimir Gaitsgory - 317-336 Analysis of a finite-source customer assignment model with no state information
by Arie Hordijk & Anneke Loeve & Jeroen Tiggelman - 337-340 Book reviews
by Jörg Gebhardt & Rudolf Kruse & Gunter Ritter
February 1998, Volume 47, Issue 1
- 1-37 Test sets of integer programs
by Robert Weismantel - 39-49 On the Glivenko-Cantelli problem in stochastic programming: Mixed-integer linear recourse
by Georg Pflug & Andrzej Ruszczyński & Rüdiger Schultz - 51-58 Inverse problem of minimum cuts
by Jianzhong Zhang & Mao Cai - 59-82 Thek-partitioning problem
by Luitpold Babel & Hans Kellerer & Vladimir Kotov - 83-97 The advantage of small machines in a stochastic fluid production process
by Nicole Bäuerle - 99-115 On granting credit in a random environment
by Karl Waldmann - 117-129 Linear optimal control problem for discrete 2-D systems with constraints
by Michael Dymkov - 131-164 Multi-objective optimal allocation of resources to increase the seismic reliability of highways
by Giuliano Augusti & Marcello Ciampoli - 165-167 Book reviews
by Petra Huh & Horst Hamacher
October 1997, Volume 46, Issue 3
- 285-286 Structural reliability and stochastic structural optimization
by Kurt Marti - 287-307 Reliability-Based Optimization of structural systems
by Markus Gasser & Gerhart Schuëller - 309-333 Two basic problems in reliability-based structural optimization
by Norbert Kuschel & Rüdiger Rackwitz - 335-359 Global and mid-range function approximation for engineering optimization
by A. Schoofs & M. Houten & L. Etman & D. Campen - 361-375 Multicriterion reliability-oriented optimization of structural systems by stochastic programming
by Stefan Jendo & J. Putresza & W. Marks - 377-408 Stochastic Optimization for mechanical structures
by Thomas Vietor - 409-434 Solving stochastic structural optimization problems by RSM-based stochastic approximation methods — gradient estimation in case of intermediate variables
by Kurt Marti - 435-436 Book review
by Brigitte Werners
June 1997, Volume 46, Issue 2
- 147-152 A generalization of vectorial equilibria
by Q. Ansari & W. Oettli & D. Schläger - 153-167 A path-following version of the Todd-Burrell procedure for linear programming
by Jean-Philippe Vial - 169-192 Upper-semi-continuity and cone-concavity of multi-valued vector functions in a duality theory for vector optimization
by Issoufou Kouada - 193-211 Contingent epiderivatives and set-valued optimization
by Johannes Jahn & Rüdiger Rauh - 213-228 Discontinuous implicit quasi-variational inequalities with applications to fuzzy mappings
by Paolo Cubiotti & Jen-Chih Yao - 229-239 Optimization under ordinal scales: When is a greedy solution optimal?
by Aleksandar Pekeč - 241-250 On confidence intervals from simulation of finite Markov chains
by Apostolos Burnetas & Michael Katehakis - 251-261 Optimal selection of thek best of a sequence withk stops
by Aarni Lehtinen - 263-279 Markov games with incomplete information
by Alexander Krausz & Ulrich Rieder - 281-284 Book reviews
by Shmuel Onn & Robert Weismantel & P. Brucker
February 1997, Volume 46, Issue 1
- 1-27 On information inequalities in sequential estimation for stochastic processes
by Jürgen Franz & Ryszard Magiera - 29-49 A necessary extremality condition for a set-valued stochastic control problem
by Hagen Fritsch - 51-85 Duality and equilibrium prices in economics of uncertainty
by Adi Ben-Israel & Aharon Ben-Tal - 87-102 Powers of matrices over an extremal algebra with applications to periodic graphs
by Karl Nachtigall - 103-117 Production control of an unreliable manufacturing system under the assumption of no backlog
by Bin Liu & Jinhua Cao - 119-130 On the entropic regularization method for solving min-max problems with applications
by Xing-Si Li & Shu-Cherng Fang - 131-142 Simplices by point-sliding and the Yamnitsky-Levin algorithm
by U. Faigle & M. Hunting & W. Kern & R. Prakash & K. Supowit - 143-146 Book reviews
by B. Fleischmann & Heinz-Uwe Küenle
October 1997, Volume 45, Issue 3
- 309-310 Editor's preface
by Uwe Jensen - 311-324 Markov modulated Bernoulli process
by Süleyman Özekici - 325-345 Range reliability in random walks
by Pierre Vallois & Charles Tapiero - 347-354 Level crossing problems and drift reliability
by Volkmar Pieper & Marco Dominé & Petra Kurth - 355-375 Asymptotic distribution of the downtime of a monotone system
by Terje Aven & Uwe Jensen - 377-385 Performance comparisons for maintained items
by Menachem Berg - 387-409 Ergodic and light traffic properties of a complex repairable system
by Igor Kovalenko - 411-435 A review of multi-component maintenance models with economic dependence
by Rommert Dekker & Ralph Wildeman & Frank Duyn Schouten - 437-454 A unified treatment of single component replacement models
by Hans Frenk & Rommert Dekker & Marcel Kleijn - 455-481 Using information about machine failures to control flowlines
by C. Roger Glassey & Sridhar Seshadri & J. Shanthikumar - 483-485 Book reviews
by Eranda Çela & Hans Achatz
June 1997, Volume 45, Issue 2
- 167-195 Bicriteria and restricted 2-Facility Weber Problems
by Stefan Nickel - 197-211 A non-zero-zum War of Attrition
by Victor Baston & Andrej Garnaev - 213-220 Restricted component additive games
by Imma Curiel & Herbert Hamers & Stef Tijs & Jos Potters