Journal: J. Optimization Theory and Applications

Volume 161, Issue 3

701 -- 715Shin-ya Matsushita, Li Xu. On Finite Convergence of Iterative Methods for Variational Inequalities in Hilbert Spaces
716 -- 727Haiyun Zhou, Peiyuan Wang. A Simpler Explicit Iterative Algorithm for a Class of Variational Inequalities in Hilbert Spaces
728 -- 737J. Y. Bello Cruz, R. Díaz Millán. A Direct Splitting Method for Nonsmooth Variational Inequalities
738 -- 762S. K. Zhu, S. J. Li. Unified Duality Theory for Constrained Extremum Problems. Part I: Image Space Analysis
763 -- 782S. K. Zhu, S. J. Li. Unified Duality Theory for Constrained Extremum Problems. Part II: Special Duality Schemes
783 -- 806Iasson Karafyllis. Feedback Stabilization Methods for the Solution of Nonlinear Programming Problems
807 -- 818Fabián Flores Bazán. Fritz John Necessary Optimality Conditions of the Alternative-Type
819 -- 827Jinghao Zhu, Shangrui Zhao, Guohua Liu. On Box Constrained Concave Quadratic Optimization
828 -- 836Jinghao Zhu, Shangrui Zhao, Guohua Liu. Solution to Global Minimization of Polynomials by Backward Differential Flow
837 -- 852Sergio Amat, Ioannis K. Argyros, Sonia Busquier, Saïd Hilout. Expanding the Applicability of High-Order Traub-Type Iterative Procedures
853 -- 869Behrouz Kheirfam. A New Complexity Analysis for Full-Newton Step Infeasible Interior-Point Algorithm for Horizontal Linear Complementarity Problems
870 -- 876Olvi L. Mangasarian. Absolute Value Equation Solution Via Linear Programming
877 -- 904Rongjie Liu, Shihua Li. Suboptimal Integral Sliding Mode Controller Design for a Class of Affine Systems
905 -- 932Ruth Misener, Christodoulos A. Floudas. A Framework for Globally Optimizing Mixed-Integer Signomial Programs
933 -- 950Tri Tran, Quang Phuc Ha. Decentralized Model Predictive Control for Networks of Linear Systems with Coupling Delay
951 -- 968Francisco Periago. Optimal Design of the Time-Dependent Support of Bang-Bang Type Controls for the Approximate Controllability of the Heat Equation
969 -- 979Xiaoling Zou, Ke Wang. Optimal Harvesting for a Logistic Population Dynamics Driven by a Lévy Process
980 -- 993Daji Ergu, Gang Kou, János Fülöp, Yong Shi. Further Discussions on Induced Bias Matrix Model for the Pair-Wise Comparison Matrix
994 -- 998Elham Kiyani, Majid Soleimani-Damaneh. Algebraic Interior and Separation on Linear Vector Spaces: Some Comments
999 -- 1011Markus Hofer, Maria Rita Iacò. Optimal Bounds for Integrals with Respect to Copulas and Applications
1012 -- 1021Mohammad Kazem Sayadi, Ahmad Makui. Feedback Nash Equilibrium for Dynamic Brand and Channel Advertising in Dual Channel Supply Chain

Volume 161, Issue 2

331 -- 360B. Abbas, Hedy Attouch, Benar Fux Svaiter. Newton-Like Dynamics and Forward-Backward Methods for Structured Monotone Inclusions in Hilbert Spaces
361 -- 367Louis Blanchard, Régis Duvigneau, Anh-Vu Vuong, Bernd Simeon. Shape Gradient for Isogeometric Structural Design
368 -- 397Andreas H. Hamel, Andreas Löhne. Lagrange Duality in Set Optimization
398 -- 429Nguyen Thanh Qui. Generalized Differentiation of a Class of Normal Cone Operators
430 -- 445Gabriela Marinoschi. Variational Solutions to Nonlinear Diffusion Equations with Singular Diffusivity
446 -- 464Nan Lu, Zheng-Hai Huang. A Smoothing Newton Algorithm for a Class of Non-monotonic Symmetric Cone Linear Complementarity Problems
465 -- 477Zhou Wei, Qing Hai He. Nonsmooth Steepest Descent Method by Proximal Subdifferentials in Hilbert Spaces
478 -- 489Yunda Dong. The Proximal Point Algorithm Revisited
490 -- 505J. Guérin, Patrice Marcotte, Gilles Savard. Approximation in p-Norm of Univariate Concave Functions
506 -- 532Bita Tadayon, J. Cole Smith. Algorithms for an Integer Multicommodity Network Flow Problem with Node Reliability Considerations
533 -- 552Fabrice Talla Nobibon, Roel Leus. Complexity Results and Exact Algorithms for Robust Knapsack Problems
553 -- 556Younseok Choo. Improved Optimum Radius for Robust Stability of Schur Polynomials
557 -- 581Kwang Ki Kevin Kim, Naira Hovakimyan. Multi-Criteria Optimization for Filter Design of L1 Adaptive Control
582 -- 591Erez Sigal, Joseph Z. Ben-Asher. Optimal Control for Switched Systems with Pre-defined Order and Switch-Dependent Dynamics
592 -- 607Jianxiong Zhang, Lin Feng, Wansheng Tang. Optimal Contract Design of Supplier-Led Outsourcing Based on Pontryagin Maximum Principle
608 -- 625Jonathan P. Caulkins, Gustav Feichtinger, Dieter Grass, Richard F. Hartl, Peter M. Kort, Andreas J. Novak, Andrea Seidl, Franz Wirl. A Dynamic Analysis of Schelling's Binary Corruption Model: A Competitive Equilibrium Approach
626 -- 647Fouad El Ouardighi, Matan Shnaiderman, Federico Pasin. Research and Development with Stock-Dependent Spillovers and Price Competition in a Duopoly
648 -- 663Wen-Tsung Ho, Yu-Cheng Hsiao. Optimal Mixed Batch Shipment Policy with Variable Safety Factor for the Single-Vendor Single-Buyer Production-Inventory System
664 -- 687Haiyang Wang, Zhen Wu. Partially Observed Time-Inconsistency Recursive Optimization Problem and Application
688 -- 699Mehiddin Al-Baali, Lucio Grandinetti, Ornella Pisacane. Damped Techniques for the Limited Memory BFGS Method for Large-Scale Optimization

Volume 161, Issue 1

1 -- 21Jérôme Detemple. Portfolio Selection: A Review
22 -- 55Bernt Øksendal, Agnès Sulem. Forward-Backward Stochastic Differential Games and Stochastic Control under Model Uncertainty
56 -- 75Daniel Hernández-Hernández, Erick Treviño-Aguilar. Characterization of the Value Process in Robust Efficient Hedging
76 -- 89Florence Guillaume, Wim Schoutens. Heston Model: The Variance Swap Calibration
90 -- 102Tomasz R. Bielecki, Areski Cousin, Stéphane Crépey, Alexander Herbertsson. Dynamic Hedging of Portfolio Credit Risk in a Markov Copula Model
103 -- 121Jang Ho Kim, Woo Chang Kim, Frank J. Fabozzi. Recent Developments in Robust Portfolios with a Worst-Case Approach
122 -- 144Yang Wang, Baojun Bian, Jizhou Zhang. Viscosity Solutions of Integro-Differential Equations and Passport Options in a Jump-Diffusion Model
145 -- 163Duy Nguyen, Jingzhi Tie, Qing Zhang. An Optimal Trading Rule Under a Switchable Mean-Reversion Model
164 -- 178E. Ngounda, Kailash C. Patidar, E. Pindza. A Robust Spectral Method for Solving Heston's Model
179 -- 198Vincent Guigues, Claudia A. Sagastizábal, Jorge P. Zubelli. Robust Management and Pricing of Liquefied Natural Gas Contracts with Cancelation Options
199 -- 224Hoai An Le Thi, Mahdi Moeini. Long-Short Portfolio Optimization Under Cardinality Constraints by Difference of Convex Functions Algorithm
225 -- 238James J. Kung. Optimal Portfolio Decision Rule Under Nonparametric Characterization of the Interest Rate Dynamics
239 -- 256Irmina Czarna, Zbigniew Palmowski. Dividend Problem with Parisian Delay for a Spectrally Negative Lévy Risk Process
257 -- 284Hailin Sun, Huifu Xu, Yong Wang. Asymptotic Analysis of Sample Average Approximation for Stochastic Optimization Problems with Joint Chance Constraints via Conditional Value at Risk and Difference of Convex Functions
285 -- 307Christopher J. Bose, Rua Murray. Maximum Entropy Estimates for Risk-Neutral Probability Measures with Non-Strictly-Convex Data
308 -- 329Tiago Pascoal Filomena, Miguel A. Lejeune. Warm-Start Heuristic for Stochastic Portfolio Optimization with Fixed and Proportional Transaction Costs