Journal: Math. Meth. of OR

Volume 55, Issue 3

329 -- 345Matthias Ehrgott, Stefan Nickel. On the number of criteria needed to decide Pareto optimality
347 -- 358Angelo Guerraggio, Nguyen Xuan Tan. On general vector quasi-optimization problems
359 -- 369Antonio M. Rodríguez-Chía, Justo Puerto, Francisco R. Fernández. A multicriteria competitive Markov decision process
371 -- 382Igor V. Konnov, Sangho Kum, Gue Myung Lee. On convergence of descent methods for variational inequalities in a Hilbert space
383 -- 400Georg Still. Linear bilevel problems: Genericity results and an efficient method for computing local minima
401 -- 412Giancarlo Bigi, Marco Castellani. K-epiderivatives for set-valued functions and optimization
413 -- 429Ekaterina Kostina. The long step rule in the bounded-variable dual simplex method: Numerical experiments
431 -- 446Thomas Balzer, Klaus Janßen. A duality approach to problems of combined stopping and deciding under constraints
447 -- 460Kuo-Hsiung Wang, Ya-Ling Wang. Optimal control of an M/M/2 queueing system with finite capacity operating under the triadic (0, Q, N, M) policy
461 -- 484Jorge Alvarez-Mena, Onésimo Hernández-Lerma. Convergence of the optimal values of constrained Markov control processes

Volume 55, Issue 2

165 -- 185Yesim Tokat, Eduardo S. Schwartz. The impact of fat tailed returns on asset allocation
187 -- 224Luisa Izzi, Borjana Racheva. The term structure of interest rates in the economic and monetary union
225 -- 245Irina Khindanova, Zauresh Atakhanova. Stable modeling in energy risk management
247 -- 263Stefan Wörner, Borjana Racheva-Iotova, Stoyan V. Stoyanov. Calibration of a basket option model applied to company valuation
265 -- 300Sergio Ortobelli, Isabella Huber, Eduardo Schwartz. Portfolio selection with stable distributed returns
301 -- 327Rafael Schmidt. Tail dependence for elliptically contoured distributions

Volume 55, Issue 1

1 -- 10William W. Hager, Yaroslav Krylyuk. Multiset graph partitioning
11 -- 36Huberto J. Bortolossi, M. V. Pereira, Carlos Tomei. Optimal hydrothermal scheduling with variable production coefficient
37 -- 54Lihong Wang. Asymptotics of statistical estimates in stochastic programming problems with long-range dependent samples
55 -- 68Alessandra Buratto, Bruno Viscolani. New product introduction: goodwill, time and advertising cost
69 -- 91Fausto Gozzi, Tiziano Vargiolu. Superreplication of European multiasset derivatives with bounded stochastic volatility
93 -- 106Rodica Branzei, Vito Fragnelli, Stef Tijs. Tree-connected peer group situations and peer group games
107 -- 120Robin Groenevelt, Ger Koole, Philippe Nain. On the bias vector of a two-class preemptive priority queue
121 -- 142Hsing Paul Luh, Ioannis Viniotis. Threshold control policies for heterogeneous server systems
143 -- 159Alexander Yushkevich, Evgueni Gordienko. Average optimal switching of a Markov chain with a Borel state space