Journal: Math. Meth. of OR

Volume 54, Issue 3

345 -- 358Roberto Andreani, José Mario Martínez. On the solution of mathematical programming problems with equilibrium constraints
359 -- 371Encarnación Algaba Durán, Jesús Mario Bilbao, P. Borm, J. J. López. The Myerson value for union stable structures
373 -- 385Justo Puerto, Ignacio García-Jurado, Francisco R. Fernández. On the core of a class of location games
387 -- 393Michael Brock, Jørgen Tind. Dynamic productivity improvement in a model with multiple processes
395 -- 405Patrick S. Chen. The impact of time-varying demand and production rates on determining inventory policy
407 -- 423Fabio Antonelli, Emilio Barucci, Maria Elvira Mancino. A comparison result for FBSDE with applications to decisions theory
425 -- 438Frank Heyde, Wilfried Grecksch, Christiane Tammer. Exploitation of necessary and sufficient conditions for suboptimal solutions of multiobjective stochastic control problems
439 -- 443Rangcheng Jia, Yuanyao Ding, Shaoxiang Tang. The discounted multi-objective Markov decision model with incomplete state observations: lexicographically order criteria
445 -- 454Kazuyoshi Wakuta. A multi-objective shortest path problem
455 -- 469Masayuki Horiguchi. Stopped Markov decision processes with multiple constraints
471 -- 490Jau-Chuan Ke. The control policy of an M[x]/G/1 queueing system with server startup and two vacation types
491 -- 505Nadine Hilgert, J. Adolfo Minjárez-Sosa. Adaptive policies for time-varying stochastic systems under discounted criterion

Volume 54, Issue 2

171 -- 199Marco Locatelli. Convergence and first hitting time of simulated annealing algorithms for continuous global optimization
201 -- 215Mei Yu, Shouyang Wang, Wan-Tao Fu, Wei-Sheng Xiao. On the existence and connectedness of solution sets of vector variational inequalities
217 -- 237Igor V. Evstigneev, Michael I. Taksar. Convex stochastic optimization for random fields on graphs: A method of constructing Lagrange multipliers
239 -- 257Yan Gao. Newton methods for solving nonsmooth equations via a new subdifferential
259 -- 278Tyrone E. Duncan, Bozenna Pasik-Duncan, Lukasz Stettner. Average cost per unit time control of stochastic manufacturing systems: Revisited
279 -- 290Mohammed Abbad, Khalid Rahhali. Semi-infinite discounted Markov decision processes: Policy improvement and singular perturbations
291 -- 301Anna Jaskiewicz, Andrzej S. Nowak. On the optimality equation for zero-sum ergodic stochastic games
303 -- 313Rodica Branzei, Stef Tijs, Judith Timmer. Information collecting situations and bi-monotonic allocation schemes
315 -- 337Luis H. R. Alvarez. Reward functionals, salvage values, and optimal stopping

Volume 54, Issue 1

1 -- 19Anna Jaskiewicz. An approximation approach to ergodic semi-Markov control processes
21 -- 45Eric Thiémard. Optimal volume subintervals with k points and star discrepancy via integer programming
47 -- 51Emilio Carrizosa. An optimal bound for d.c. programs with convex constraints
53 -- 61Peter Recht. Identifying non-active restrictions in convex quadratic programming
63 -- 99Rolando Cavazos-Cadena. Adaptive control of average Markov decision chains under the Lyapunov stability condition
101 -- 117N. Tsantas. Ergodic behavior of a Markov chain model in a stochastic environment
119 -- 131Martin Dufwenberg, Henk Norde, Hans Reijnierse, Stef Tijs. The consistency principle for set-valued solutions and a new direction for normative game theory
133 -- 161Sergio Albeverio, Lan-Jun Lao, Xue-Lei Zhao. On-line portfolio selection strategy with prediction in the presence of transaction costs