Journal: Math. Oper. Res.

Volume 20, Issue 4

769 -- 789Georg Ch. Pflug. Asymptotic Stochastic Programs
790 -- 800D. Azé, C.-C. Chou. On a Newton Type Iterative Method for Solving Inclusions
801 -- 817Joseph Frédéric Bonnans, Alexander Ioffe. Second-order Sufficiency and Quadratic Growth for Nonisolated Minima
818 -- 837Vaithilingam Jeyakumar, Bevil Milton Glover. Nonlinear Extensions of Farkas' Lemma with Applications to Global Optimization and Least Squares
838 -- 863Maurice Queyranne, Yaoguang Wang. Symmetric Inequalities and Their Composition for Asymmetric Travelling Salesman Polytopes
864 -- 884Rekha R. Thomas. A Geometric Buchberger Algorithm for Integer Programming
885 -- 894Yves Crama, Pierre Hansen, Brigitte Jaumard. Complexity of Product Positioning and Ball Intersection Problems
895 -- 922Elena V. Krichagina, Sheldon X. C. Lou, Suresh P. Sethi, Michael I. Taksar. Diffusion Approximation for a Controlled Stochastic Manufacturing System with Average Cost Minimization
923 -- 936Shalabh Bhatnagar, Vivek S. Borkar. A Convex Analytic Framework for Ergodic Control of Semi-Markov Processes
937 -- 958Sid Browne. Optimal Investment Policies for a Firm With a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin
959 -- 1002Sergiu Hart, Andreu Mas-Colell. Egalitarian Solutions of Large Games: I. A Continuum of Players
1003 -- 1022Sergiu Hart, Andreu Mas-Colell. Egalitarian Solutions of Large Games: II. The Asymptotic Approach

Volume 20, Issue 3

513 -- 525Peter C. Fishburn, Irving H. Lavalle. Stochastic Dominance on Unidimensional Grids
526 -- 528C. E. M. Pearce, Josip E. Pecaric. An Integral Inequality for Convex Functions, with Application to Teletraffic Congestion Problems
529 -- 549Ravi Kannan, John Mount, Sridhar Tayur. A Randomized Algorithm to Optimize Over Certain Convex Sets
550 -- 561Svatopluk Poljak, Henry Wolkowicz. Convex Relaxations of (0, 1)-Quadratic Programming
562 -- 582Karen Aardal, Yves Pochet, Laurence A. Wolsey. Capacitated Facility Location: Valid Inequalities and Facets
583 -- 589Arie Tamir. Least Majorized Elements and Generalized Polymatroids
590 -- 596Robert J. Vanderbei, Bing Yang. The Simplest Semidefinite Programs are Trivial
597 -- 616Romesh Saigal. An Infinitely Summable Series Implementation of Interior Point Methods
617 -- 633Yinyu Ye. On the Von Neumann Economic Growth Problem
634 -- 656Andrzej Ruszczynski. On Convergence of an Augmented Lagrangian Decomposition Method for Sparse Convex Optimization
657 -- 677Alfredo N. Iusem, Marc Teboulle. Convergence Rate Analysis of Nonquadratic Proximal Methods for Convex and Linear Programming
678 -- 694Paul Tseng. Partial Affine-Scaling for Linearly Constrained Minimization
695 -- 708N. D. Yen. Lipschitz Continuity of Solutions of Variational Inequalities with a Parametric Polyhedral Constraint
709 -- 720Avner Bar-Ilan, Agnès Sulem. Explicit Solution of Inventory Problems with Delivery Lags
721 -- 742J. G. Dai, Thomas G. Kurtz. A multiclass Station with Markovian Feedback in Heavy Traffic
743 -- 767Nahum Shimkin, Adam Shwartz. Asymptotically Efficient Adaptive Strategies in Repeated Games Part I: Certainty Equivalence Strategies

Volume 20, Issue 2

257 -- 301Serge A. Plotkin, David B. Shmoys, Éva Tardos. Fast Approximation Algorithms for Fractional Packing and Covering Problems
302 -- 320Eugene A. Feinberg, Adam Shwartz. Constrained Markov Decision Models with Weighted Discounted Rewards
321 -- 354Viên Nguyen. Fluid and Diffusion Approximations of a Two-Station Mixed Queueing Network
355 -- 380Partha P. Bhattacharya, Leonidas Georgiadis, Pantelis Tsoucas. GI/1 Queues with Bernoulli Feedback
381 -- 399Charles Harvey. Proportional Discounting of Future Costs and Benefits
400 -- 414Roland Durier. The General One Center Location Problem
415 -- 440Robert M. Freund, Michael J. Todd. Barrier Functions and Interior-Point Algorithms for Linear Programming with Zero-, One-, or Two-Sided Bounds on the Variables
441 -- 448Osman Güler. Generalized Linear Complementarity Problems
449 -- 464Ciyou Zhu. Asymptotic Convergence Analysis of the Forward-Backward Splitting Algorithm
465 -- 478Jen-Chih Yao. Generalized-Quasi-Variational Inequality Problems with Discontinuous Mappings
479 -- 496René Poliquin, Liqun Qi. Iteration Functions in Some Nonsmooth Optimization Algorithms
497 -- 512Sjur Didrik Flåm. Successive Averages of Firmly Nonexpansive Mappings

Volume 20, Issue 1

1 -- 32Martin Schweizer. Variance-Optimal Hedging in Discrete Time
33 -- 64Avi Mandelbaum, William A. Massey. Strong Approximations for Time-Dependent Queues
65 -- 89Kevin D. Glazebrook, R. W. Owen. On the Value of Adaptive Solutions to Stochastic Scheduling Problems
90 -- 103Sergey Vasil'evich Sevast'janov. Vector Summation in Banach Space and Polynomial Algorithms for Flow Shops and Open Shops
104 -- 115Francisco Barahona. Packing Spanning Trees
116 -- 134Donald Goldfarb, Dong X. Shaw. On the Complexity of a Class of Projective Interior Point Methods
135 -- 162Shinji Mizuno, Michael J. Todd, Yinyu Ye. A Surface of Analytic Centers and Primal-Dual Infeasible-Interior-Point Algorithms for Linear Programming
163 -- 174Robert J. Vanderbei. Affine-Scaling Trajectories Associated with a Semi-Infinite Linear Program
175 -- 188Erik J. Balder, Christian Hess. Fatou's Lemma for Multifunctions with Unbounded Values
189 -- 196Chris Snijders. Axiomatization of the Nucleolus
197 -- 212Itzhak Gilboa, David Schmeidler. Canonical Representation of Set Functions
213 -- 226Joseph Abdou. Solvability of Two-Player Game Forms with Infinite Sets of Strategies
227 -- 242Jørund Gåsemyr, Bent Natvig. Using Expert Opinions in Bayesian Prediction of Component Lifetimes in a Shock Model
243 -- 256Indrajit Bardhan, Xiuli Chao. Martingale Analysis for Assets with Discontinuous Returns