External Links

    Journal: Math. Meth. of OR

    Volume 51, Issue 3

    357 -- 374Jan Kallsen. Optimal portfolios for exponential Lévy processes
    375 -- 397Manfred Schäl. Price systems constructed by optimal dynamic portfolios
    399 -- 417Rachid El Azouzi, Mohammed Abbad, Eitan Altman. Perturbation of linear quadratic systems with jump parameters and hybrid controls
    419 -- 432Kazuyoshi Wakuta. A first-passage problem with multiple costs
    433 -- 442X. X. Huang. Equivalents of a general approximate variational principle for set-valued maps and application to efficiency
    443 -- 457Wei Liu, Xunhua Gong. Proper efficiency for set-valued vector optimization problems and vector variational inequalities
    459 -- 470Liping Zhang, Yanlian Lai. A superlinearly convergent Newton-like algorithm for variational inequality problems with inequality constraints
    471 -- 478Joaquín Sánchez-Soriano. A note on compromise values
    479 -- 494Jörg Fliege, Benar Fux Svaiter. Steepest descent methods for multicriteria optimization
    495 -- 513Wolfgang Espelage, Egon Wanke. Movement optimization in flow shop processing with buffers

    Volume 51, Issue 2

    179 -- 201Walter Gómez Bofill. On a generic class of regular one-parametric variational inequalities
    203 -- 233Jochen Rethmann, Egon Wanke. An approximation algorithm for the stack-up problem
    235 -- 248K. Michael Ortmann. The proportional value for positive cooperative games
    249 -- 261Ger Koole. Stochastic scheduling with event-based dynamic programming
    263 -- 285Samuli Aalto. Optimal control of batch service queues with finite service capacity and linear holding costs
    287 -- 300David Perry, Wolfgang Stadje. An inventory system for perishable items with by-products
    301 -- 314Menachem Berg, Fabio Spizzichino. Time-lagged point processes with the order-statistics property
    315 -- 339Huyên Pham. On quadratic hedging in continuous time
    341 -- 352Svetlozar Rachev, Seonkoo Han. Portfolio management with stable distributions

    Volume 51, Issue 1

    1 -- 42Michael I. Taksar. Optimal risk and dividend distribution control models for an insurance company
    43 -- 68Abel Cadenillas. Consumption-investment problems with transaction costs: Survey and open problems
    69 -- 89Antonio M. Rodríguez-Chía, Stefan Nickel, Justo Puerto, Francisco R. Fernández. A flexible approach to location problems
    91 -- 102Jonathan M. Borwein, Pierre Maréchal, David Naugler. A convex dual approach to the computation of NMR complex spectra
    103 -- 113Bernhard F. Arnold, Peter Stahlecker. The minimax adjustment principle
    115 -- 137Ming Chen, Jerzy A. Filar, Ke Liu. Semi-infinite Markov decision processes
    139 -- 173Karl Hinderer, Michael Stieglitz. Isotonicity of minimizers in polychotomous discrete interval search via lattice programming
    runs on