Journal: Math. Oper. Res.

Volume 19, Issue 4

769 -- 779Alexander I. Barvinok. A Polynomial Time Algorithm for Counting Integral Points in Polyhedra When the Dimension is Fixed
780 -- 789Walter D. Morris Jr.. Lemke Paths on Simple Polytopes
790 -- 814Alfredo N. Iusem, Benar Fux Svaiter, Marc Teboulle. Entropy-Like Proximal Methods in Convex Programming
815 -- 830Henry Wolkowicz. Measures for Symmetric Rank-One Updates
880 -- 892Z.-Q. Luo, O. L. Mangasarian, J. Ren, Mikhail V. Solodov. New Error Bounds for the Linear Complementarity Problem
893 -- 908S. E. Wright. Primal-Dual Aggregation and Disaggregation for Stochastic Linear Programs
909 -- 945Robert F. Anderson. Discounted Replacement, Maintenance, and Repair Problems in Reliability
946 -- 954A. Puhalskii. On the Invariance Principle for the First Passage Time
955 -- 974Eitan Altman, Ofer Zeitouni. Rate of Convergence of Empirical Measures and Costs in Controlled Markov Chains and Transient Optimality
975 -- 1006Ioannis Karatzas, Martin Shubik, William D. Sudderth. Construction of Stationary Markov Equilibria in a Strategic Market Game
1007 -- 1022Gerhard Sorger. Period Three Implies Heavy Discounting

Volume 19, Issue 3

513 -- 522Richard M. Karp, Alexander H. G. Rinnooy Kan, Rakesh V. Vohra. Average Case Analysis of a Heuristic for the Assignment Problem
523 -- 538Werner Schindler. A Generalization of Weyl's Integration Theorem and Its Meaning for Stochastic Simulations
539 -- 559Rommert Dekker, Arie Hordijk, F. M. Spieksma. On the Relation Between Recurrence and Ergodicity Properties in Denumerable Markov Decision Chains
560 -- 596Elena V. Krichagina, Sheldon X. C. Lou, Michael I. Taksar. Double Band Policy for Stochastic Manufacturing Systems in Heavy Traffic
597 -- 602J. Preater. On Multiple Choice Secretary Problems
603 -- 617Thomas Quint. The Lattice of Core (Sub)Matchings in a Two-Sided Matching Market
618 -- 644S. R. Mohan, T. Parthasarathy, R. Sridhar. The Linear Complementarity Problem with Exact Order Matrices
645 -- 658Michael C. Ferris. Parallel Constraint Distribution in Convex Quadratic Programming
659 -- 675Dinh The Luc, Michel Théra. Derivatives with Support and Applications
676 -- 690James Louis Ndoutoume. Optimality Conditions for Control Problems Governed by Variational Inequalities
691 -- 705Jen-Chih Yao. Variational Inequalities with Generalized Monotone Operators
706 -- 720Jiming Liu. Linear Stability of Generalized Equations Part I: Basic Theory
721 -- 742Jiming Liu. Linear Stability of Generalized Equations, Part II: Applications to Nonlinear Programming
743 -- 752Alexander Shapiro. On Lipschitzian Stability of Optimal Solutions of Parametrized Semi-Infinite Programs
753 -- 768Asen L. Dontchev, William W. Hager. Implicit Functions, Lipschitz Maps, and Stability in Optimization

Volume 19, Issue 2

257 -- 266Xiaotie Deng, Christos H. Papadimitriou. On the Complexity of Cooperative Solution Concepts
267 -- 291William A. Massey, Ward Whitt. Unstable Asymptomatics for Nonstationary Queues
292 -- 313N. C. P. Edirisinghe, William T. Ziemba. Bounds for Two-Stage Stochastic Programs with Fixed Recourse
314 -- 340N. C. P. Edirisinghe, William T. Ziemba. Bounding the Expectation of a Saddle Function with Application to Stochastic Programming
341 -- 351Antoon van den Elzen, Gerard van der Laan, Dolf Talman. An Adjustment Process for an Economy with Linear Production Technologies
352 -- 389Daniel Ralph. Global Convergence of Damped Newton's Method for Nonsmooth Equations via the Path Search
390 -- 409Dorit S. Hochbaum. Lower and Upper Bounds for the Allocation Problem and Other Nonlinear Optimization Problems
410 -- 433Søren Asmussen, Tomasz Rolski. Risk Theory in a Periodic Environment: The Cramér-Lundberg Approximation and Lundberg's Inequality
434 -- 448Ying Huang, Lodewijk C. M. Kallenberg. On Finding Optimal Policies for Markov Decision Chains: A Unifying Framework for Mean-Variance-Tradeoffs
449 -- 476Paul Glasserman, David D. Yao. Monotone Optimal Control of Permutable GSMPs
477 -- 493Haijun Li, Moshe Shaked. Stochastic Convexity and Concavity of Markov Processes
494 -- 512Halim Damerdji. Strong Consistency of the Variance Estimator in Steady-State Simulation Output Analysis

Volume 19, Issue 1

1 -- 20F. P. Kelly. Bounds on the Performance of Dynamic Routing Schemes for Highly Connected Networks
21 -- 23Michele Conforti, Gérard Cornuéjols, Klaus Truemper. From Totally Unimodular to Balanced 0, ±1 Matrices: A Family of Integer Polytopes
24 -- 37Olivier Goldschmidt, Dorit S. Hochbaum. A Polynomial Algorithm for the k-cut Problem for Fixed k
38 -- 52Yinyu Ye. Toward Probabilistic Analysis of Interior-Point Algorithms for Linear Programming
53 -- 67Yinyu Ye, Michael J. Todd, Shinji Mizuno. An O(√nL)-Iteration Homogeneous and Self-Dual Linear Programming Algorithm
68 -- 85Leslie A. Hall. A Polynomial Approximation Scheme for a Constrained Flow-Shop Scheduling Problem
86 -- 93Mikhail Y. Kovalyov, Chris N. Potts, Luk N. Van Wassenhove. A Fully Polynomial Approximation Scheme for Scheduling a Single Machine to Minimize Total Weighted Late Work
94 -- 111Steven Cosares, Dorit S. Hochbaum. Strongly Polynomial Algorithms for the Quadratic Transportation Problem with a Fixed Number of Sources
112 -- 120Michael O. Ball, J. George Shanthikumar. Bounding a Probability Measure Over a Polymatroid with an Application to Transportation Problems
121 -- 131Manfred Schäl. On Quadratic Cost Criteria for Option Hedging
132 -- 151Offer Kella, Michael I. Taksar. A Heavy-Traffic Limit for the Cycle Counting Process in G/G/1, Optional Interruptions and Elastic Screen Brownian Motion
152 -- 168Eugene A. Feinberg, Adam Shwartz. Markov Decision Models with Weighted Discounted Criteria
169 -- 191Eitan Altman. Denumerable Constrained Markov Decision Processes and Finite Approximations
192 -- 210Ioannis I. Gerontidis. Stochastic Equilibria in Nonhomogeneous Markov Population Replacement Processes
211 -- 222Haya Kaspi, Avi Mandelbaum. On Harris Recurrence in Continuous Time
223 -- 237Jerzy A. Filar, Dmitry Krass. Hamiltonian Cycles and Markov Chains
238 -- 256Joachim Gwinner, Werner Oettli. Theorems of the Alternative and Duality for INF-SUP Problems