Journal: Math. Oper. Res.

Volume 40, Issue 4

797 -- 819Xiaowei Zhang, Jose H. Blanchet, Kay Giesecke, Peter W. Glynn. Affine Point Processes: Approximation and Efficient Simulation
820 -- 841Fabien Gensbittel, Jérôme Renault. The Value of Markov Chain Games with Incomplete Information on Both Sides
842 -- 858Min Li, Xiaoming Yuan. A Strictly Contractive Peaceman-Rachford Splitting Method with Logarithmic-Quadratic Proximal Regularization for Convex Programming
859 -- 868Ian Post, Yinyu Ye. The Simplex Method is Strongly Polynomial for Deterministic Markov Decision Processes
869 -- 887H. Dharma Kwon, Hongzhong Zhang. Game of Singular Stochastic Control and Strategic Exit
888 -- 901A. B. Dieker, Santosh S. Vempala. Stochastic Billiards for Sampling from the Boundary of a Convex Set
902 -- 914Alain Bensoussan, Abel Cadenillas, Hyeng-Keun Koo. Entrepreneurial Decisions on Effort and Project with a Nonconcave Objective Function
915 -- 925Gil Kalai, Elchanan Mossel. Sharp Thresholds for Monotone Non-Boolean Functions and Social Choice Theory
926 -- 968Huizhen Yu, Dimitri P. Bertsekas. A Mixed Value and Policy Iteration Method for Stochastic Control with Universally Measurable Policies
969 -- 991Huynh van Ngai, Michel Théra. Directional Metric Regularity of Multifunctions
992 -- 1004Petar Jevtic, J. Michael Steele. Euclidean Networks with a Backbone and a Limit Theorem for Minimum Spanning Caterpillars
1005 -- 1014Daniela Sabán, Jay Sethuraman. The Complexity of Computing the Random Priority Allocation Matrix
1015 -- 1026Hanna Sumita, Naonori Kakimura, Kazuhisa Makino. The Linear Complementarity Problems with a Few Variables per Constraint
1027 -- 1041Massimiliano Amarante. Analogy in Decision Making
1042 -- 1059Elisa Mastrogiacomo, Emanuela Rosazza Gianin. Portfolio Optimization with Quasiconvex Risk Measures
1060 -- 1088Boris Defourny, Ilya O. Ryzhov, Warren B. Powell. 2 Sphere

Volume 40, Issue 3

513 -- 541Akihiko Takahashi, Toshihiro Yamada. On Error Estimates for Asymptotic Expansions with Malliavin Weights: Application to Stochastic Volatility Model
542 -- 557Adam N. Elmachtoub, Retsef Levi. From Cost Sharing Mechanisms to Online Selection Problems
558 -- 595Josh Reed, Yair Shaki. N Queue with Multiple Server Pools
596 -- 610Vianney Perchet, Marc Quincampoix. On a Unified Framework for Approachability with Full or Partial Monitoring
611 -- 633Pierre Coucheney, Bruno Gaujal, Panayotis Mertikopoulos. Penalty-Regulated Dynamics and Robust Learning Procedures in Games
634 -- 654Umang Bhaskar, Lisa Fleischer, Darrell Hoy, Chien-Chung Huang. On the Uniqueness of Equilibrium in Atomic Splittable Routing Games
655 -- 682Dan Andrei Iancu, Marek Petrik, Dharmashankar Subramanian. Tight Approximations of Dynamic Risk Measures
683 -- 702Rami Atar, Anup Biswas, Haya Kaspi. G Queues Under the Nonpreemptive Earliest-Deadline-First Discipline
703 -- 724Huynh van Ngai, Phan Nhat Tinh. Metric Subregularity of Multifunctions: First and Second Order Infinitesimal Characterizations
725 -- 738Xin Chen, Jiming Peng. New Analysis on Sparse Solutions to Random Standard Quadratic Optimization Problems and Extensions
739 -- 755Dario Bauso, Ehud Lehrer, Eilon Solan, Xavier Venel. Attainability in Repeated Games with Vector Payoffs
756 -- 772Gábor Braun, Samuel Fiorini, Sebastian Pokutta, David Steurer. Approximation Limits of Linear Programs (Beyond Hierarchies)
773 -- 796Xue Dong He, Hanqing Jin, Xun Yu Zhou. Dynamic Portfolio Choice When Risk Is Measured by Weighted VaR

Volume 40, Issue 2

253 -- 275Christian Kanzow, Alexandra Schwartz. The Price of Inexactness: Convergence Properties of Relaxation Methods for Mathematical Programs with Complementarity Constraints Revisited
276 -- 391Michele Conforti, Gérard Cornuéjols, Aris Daniilidis, Claude Lemaréchal, Jérôme Malick. S-Free Sets
302 -- 327Kumar Muthuraman, Sridhar Seshadri, Qi Wu. Inventory Management with Stochastic Lead Times
328 -- 349Dmitriy Drusvyatskiy, Alexander D. Ioffe, Adrian S. Lewis. Clarke Subgradients for Directionally Lipschitzian Stratifiable Functions
350 -- 360Gustavo Angulo, Shabbir Ahmed, Santanu S. Dey, Volker Kaibel. Forbidden Vertices
361 -- 389Asaf Cohen. Parameter Estimation: The Proper Way to Use Bayesian Posterior Processes with Brownian Noise
390 -- 402Onno J. Boxma, David Perry, Shelley Zacks. A Fluid EOQ Model of Perishable Items with Intermittent High and Low Demand Rates
403 -- 428Xavier Venel. Commutative Stochastic Games
429 -- 445Mario Ghossoub. Equimeasurable Rearrangements with Capacities
446 -- 459Ravishankar Krishnaswamy, Amit Kumar 0001, Viswanath Nagarajan, Yogish Sabharwal, Barna Saha. Facility Location with Matroid or Knapsack Constraints
460 -- 473Kazuo Murota, Yu Yokoi. On the Lattice Structure of Stable Allocations in a Two-Sided Discrete-Concave Market
474 -- 494Aharon Ben-Tal, Arkadi Nemirovski. On Solving Large-Scale Polynomial Convex Problems by Randomized First-Order Algorithms
495 -- 512Pierre Maréchal, Jane J. Ye, Julie Zhou. K-Optimal Design via Semidefinite Programming and Entropy Optimization

Volume 40, Issue 1

1 -- 23Cheng-Shang Chang, Wanjiun Liao, Ching-Min Lien. On the Multichannel Rendezvous Problem: Fundamental Limits, Optimal Hopping Sequences, and Bounded Time-to-Rendezvous
24 -- 55Tatiana Kiseleva, Florian Wagener. Bifurcations of Optimal Vector Fields
56 -- 79Anupam Gupta, Ravishankar Krishnaswamy, Viswanath Nagarajan, R. Ravi. Running Errands in Time: Approximation Algorithms for Stochastic Orienteering
80 -- 104Fabien Gensbittel. u) Theorem for Repeated Games with Incomplete Information on One Side
105 -- 129Amitabh Basu, Robert Hildebrand, Matthias Köppe. Equivariant Perturbation in Gomory and Johnson's Infinite Group Problem. I. The One-Dimensional Case
130 -- 145Pierre Girardeau, V. Leclere, Andrew B. Philpott. On the Convergence of Decomposition Methods for Multistage Stochastic Convex Programs
146 -- 170Amitabh Basu, R. Kipp Martin, Christopher Thomas Ryan. Projection: A Unified Approach to Semi-Infinite Linear Programs and Duality in Convex Programming
171 -- 191Jérôme Bolte, Stéphane Gaubert, Guillaume Vigeral. Definable Zero-Sum Stochastic Games
192 -- 225Akiyoshi Shioura. Polynomial-Time Approximation Schemes for Maximizing Gross Substitutes Utility Under Budget Constraints
226 -- 252Boris S. Mordukhovich, T. T. A. Nghia, R. T. Rockafellar. Full Stability in Finite-Dimensional Optimization