Journal: Math. Meth. of OR

Volume 70, Issue 3

405 -- 433Jan H. Maruhn, Ekkehard W. Sachs. Robust static hedging of barrier options in stochastic volatility models
435 -- 450Juho Kanniainen. Can properly discounted projects follow geometric Brownian motion?
451 -- 463Francisco R. Fernández, Miguel A. Hinojosa, Amparo M. Mármol, Justo Puerto. Opportune moment strategies for a cost spanning tree game
465 -- 475Silvia Miquel. A pairwise-monotonic core selection for permutation games
477 -- 504Sumit Kunnumkal, Huseyin Topaloglu. A stochastic approximation method for the single-leg revenue management problem with discrete demand distributions
505 -- 525Erhan Bayraktar, Hao Xing. Pricing American options for jump diffusions by iterating optimal stopping problems for diffusions
527 -- 540Tomás Prieto-Rumeau, Onésimo Hernández-Lerma. Variance minimization and the overtaking optimality approach to continuous-time controlled Markov chains
541 -- 566Rolando Cavazos-Cadena. Solutions of the average cost optimality equation for finite Markov decision chains: risk-sensitive and risk-neutral criteria
567 -- 596Ulrich Rieder, Jens Winter. Optimal control of Markovian jump processes with partial information and applications to a parallel queueing model

Volume 70, Issue 2

195 -- 218Yun Wang, Liwei Zhang. Properties of equation reformulation of the Karush-Kuhn-Tucker condition for nonlinear second order cone optimization problems
219 -- 239Nicole Bäuerle, André Mundt. Dynamic mean-risk optimization in a binomial model
241 -- 267Masahiko Egami, Mingxin Xu. A continuous-time search model with job switch and jumps
269 -- 283Jack Brimberg, Robert Love, Nenad Mladenovic. p norms
285 -- 312Alexei B. Piunovskiy. Random walk, birth-and-death process and their fluid approximations: absorbing case
313 -- 335Sergei Chubanov, Erwin Pesch. Recursive functions on the plane and FPTASs for production planning and scheduling problems with two facilities
337 -- 356Alexander Bade, Gabriel Frahm, Uwe Jaekel. A general approach to Bayesian portfolio optimization
357 -- 384René Bekker, Michel Mandjes. A fluid model for a relay node in an ad hoc network: the case of heavy-tailed input
385 -- 404Xiao-Hong Liu, Zheng-Hai Huang. A smoothing Newton algorithm based on a one-parametric class of smoothing functions for linear programming over symmetric cones

Volume 70, Issue 1

1 -- 12Lu-Chuan Ceng, Siegfried Schaible, Jen-Chih Yao. On the characterization of strong convergence of an iterative algorithm for a class of multi-valued variational inclusions
13 -- 33Evgueni Gordienko, Enrique Lemus-Rodríguez, Raúl Montes-De-Oca. Average cost Markov control processes: stability with respect to the Kantorovich metric
35 -- 46Francisco Guerra Vázquez, Hubertus Th. Jongen, Vladimir Shikhman, Maxim I. Todorov. Criteria for efficiency in vector optimization
47 -- 75Arnaud Porchet, Nizar Touzi, Xavier Warin. Valuation of power plants by utility indifference and numerical computation
77 -- 98Ahmed M. K. Tarabia, Hideaki Takagi, A. H. El-Baz. Transient solution of a non-empty chemical queueing system
99 -- 127Bernd Heidergott, Arie Hordijk, Haralambie Leahu. Strong bounds on perturbations
129 -- 148Harry Zheng. Efficient frontier of utility and CVaR
149 -- 169Richa Malhotra, M. R. H. Mandjes, Werner R. W. Scheinhardt, J. L. van den Berg. A feedback fluid queue with two congestion control thresholds
171 -- 182Monica Bianchi, Gábor Kassay, Rita Pini. Well-posedness for vector equilibrium problems
183 -- 193Kenya Sugihara, Hiro Ito. Maximum-cover source location problems with objective edge-connectivity three