Journal: Math. Meth. of OR

Volume 87, Issue 3

311 -- 346Dalia Ibrahim, Frédéric Abergel. Non-linear filtering and optimal investment under partial information for stochastic volatility models
347 -- 382Magnus Perninge. A limited-feedback approximation scheme for optimal switching problems with execution delays
383 -- 409Mirjam Groote Schaarsberg, Hans Reijnierse, Peter Borm. On solving mutual liability problems
411 -- 430Sunggon Kim. Approximate sojourn time distribution of a discriminatory processor sharing queue with impatient customers
431 -- 450Roghayeh Etemad, Behrooz Alizadeh. Reverse selective obnoxious center location problems on tree graphs
451 -- 483Renke Kuhlmann, Christof Büskens. A primal-dual augmented Lagrangian penalty-interior-point filter line search algorithm

Volume 87, Issue 2

169 -- 195Zhilin Kang, Zhongfei Li. An exact solution to a robust portfolio choice problem with multiple risk measures under ambiguous distribution
197 -- 227Erhan Bayraktar, Gu Wang. Quantile Hedging in a semi-static market with model uncertainty
229 -- 250Mario Hellmich. Component importance based on dependence measures
251 -- 283Jesús Sáez Aguado, Paula Camelia Trandafir. p-median-cover problems
285 -- 307Guang Yang 0007, Xinwang Liu. A commuter departure-time model based on cumulative prospect theory
309 -- 0Ming Huang, Yue Lu, Li-Ping Pang, Zun-Quan Xia. Correction to: A space decomposition scheme for maximum eigenvalue functions and its applications

Volume 87, Issue 1

1 -- 18F. Hooshmand, S. A. MirHassani. Reduction of nonanticipativity constraints in multistage stochastic programming problems with endogenous and exogenous uncertainty
19 -- 50Michael Holzhauser, Sven O. Krumke. A generalized approximation framework for fractional network flow and packing problems
51 -- 72Jianjun Li, Liwei Liu, Tao Jiang. Analysis of an M/G/1 queue with vacations and multiple phases of operation
73 -- 107Sönke Behrends, Ruth Hübner, Anita Schöbel. Norm bounds and underestimators for unconstrained polynomial integer minimization
109 -- 137Fabio Vitor, Todd Easton. The double pivot simplex method
139 -- 168Qi-Ming He, Hao Zhang, Qingqing Ye. M/PH/K queue with constant impatient time