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Mathematics of Operations Research, Volume 44
Volume 44, Number 1, February 2019
- Javier Peña, Daniel Rodríguez:
Polytope Conditioning and Linear Convergence of the Frank-Wolfe Algorithm. 1-18 - Yongchao Liu, Alois Pichler, Huifu Xu:
Discrete Approximation and Quantification in Distributionally Robust Optimization. 19-37 - Thanasis Lianeas, Evdokia Nikolova, Nicolás E. Stier Moses:
Risk-Averse Selfish Routing. 38-57 - Nabil Kahalé:
Efficient Simulation of High Dimensional Gaussian Vectors. 58-73 - Antônio Francisco Neto:
Generating Functions of Weighted Voting Games, MacMahon's Partition Analysis, and Clifford Algebras. 74-101 - Alexander Schied, Tao Zhang:
A Market Impact Game Under Transient Price Impact. 102-121 - Boris G. Pittel:
On Likely Solutions of the Stable Matching Problem with Unequal Numbers of Men and Women. 122-146 - Abbas Bazzi, Samuel Fiorini, Sebastian Pokutta, Ola Svensson:
No Small Linear Program Approximates Vertex Cover Within a Factor 2 - ɛ. 147-172 - Yun-Bin Zhao, Houyuan Jiang, Zhi-Quan Luo:
Weak Stability of ℓ1-Minimization Methods in Sparse Data Reconstruction. 173-195 - Paul Dütting, Felix A. Fischer, David C. Parkes:
Expressiveness and Robustness of First-Price Position Auctions. 196-211 - Gaëtan Fournier, Marco Scarsini:
Location Games on Networks: Existence and Efficiency of Equilibria. 212-235 - Alfredo N. Iusem, Alejandro Jofré, Philip Thompson:
Incremental Constraint Projection Methods for Monotone Stochastic Variational Inequalities. 236-263 - Sébastien Bubeck, Ronen Eldan:
The Entropic Barrier: Exponential Families, Log-Concave Geometry, and Self-Concordance. 264-276 - Fabien Gensbittel, Christine Grün:
Zero-Sum Stopping Games with Asymmetric Information. 277-302 - Kenichiro Shiraya, Akihiko Takahashi:
Pricing Average and Spread Options Under Local-Stochastic Volatility Jump-Diffusion Models. 303-333 - Wanmo Kang, Jong Mun Lee:
Unbiased Sensitivity Estimation of One-Dimensional Diffusion Processes. 334-353 - Jian Li, Amol Deshpande:
Maximizing Expected Utility for Stochastic Combinatorial Optimization Problems. 354-375
Volume 44, Number 2, May 2019
- Aurélien Garivier, Pierre Ménard, Gilles Stoltz:
Explore First, Exploit Next: The True Shape of Regret in Bandit Problems. 377-399 - Daniel Lacker, Kavita Ramanan:
Rare Nash Equilibria and the Price of Anarchy in Large Static Games. 400-422 - Thomas Kruse, Philipp Strack:
An Inverse Optimal Stopping Problem for Diffusion Processes. 423-439 - Romuald Elie, Thibaut Mastrolia, Dylan Possamaï:
A Tale of a Principal and Many, Many Agents. 440-467 - Erhan Bayraktar, Zhou Zhou:
No-Arbitrage and Hedging with Liquid American Options. 468-486 - Ali Aouad, Retsef Levi, Danny Segev:
Approximation Algorithms for Dynamic Assortment Optimization Models. 487-511 - Tiziano De Angelis, Giorgio Ferrari, John Moriarty:
A Solvable Two-Dimensional Degenerate Singular Stochastic Control Problem with Nonconvex Costs. 512-531 - Erhun Özkan, Amy R. Ward:
On the Control of Fork-Join Networks. 532-564 - Jose H. Blanchet, Karthyek R. A. Murthy:
Quantifying Distributional Model Risk via Optimal Transport. 565-600 - Qi (George) Chen, Stefanus Jasin, Izak Duenyas:
Nonparametric Self-Adjusting Control for Joint Learning and Optimization of Multiproduct Pricing with Finite Resource Capacity. 601-631 - Ya-Feng Liu, Xin Liu, Shiqian Ma:
On the Nonergodic Convergence Rate of an Inexact Augmented Lagrangian Framework for Composite Convex Programming. 632-650 - Peter I. Frazier, Shane G. Henderson, Rolf Waeber:
Probabilistic Bisection Converges Almost as Quickly as Stochastic Approximation. 651-667 - Wang Chi Cheung, David Simchi-Levi:
Sampling-Based Approximation Schemes for Capacitated Stochastic Inventory Control Models. 668-692 - Jose H. Blanchet, Xinyun Chen:
Perfect Sampling of Generalized Jackson Networks. 693-714 - Minh N. Dao, Hung M. Phan:
Linear Convergence of Projection Algorithms. 715-738 - Asaf Cohen:
Brownian Control Problems for a Multiclass M/M/1 Queueing Problem with Model Uncertainty. 739-766
Volume 44, Number 3, August 2019
- Ori Haimanko:
The Banzhaf Value and General Semivalues for Differentiable Mixed Games. 767-782 - Vincent Conitzer:
The Exact Computational Complexity of Evolutionarily Stable Strategies. 783-792 - Joey Huchette, Juan Pablo Vielma:
A Combinatorial Approach for Small and Strong Formulations of Disjunctive Constraints. 793-820 - Gianmarco Bet, Remco van der Hofstad, Johan S. H. van Leeuwaarden:
Heavy-Traffic Analysis Through Uniform Acceleration of Queues with Diminishing Populations. 821-864 - Omer Ben-Porat, Moshe Tennenholtz:
Multiunit Facility Location Games. 865-889 - Kyomin Jung, Yingdong Lu, Devavrat Shah, Mayank Sharma, Mark S. Squillante:
Revisiting Stochastic Loss Networks: Structures and Approximations. 890-918 - Bohan Chen, Jose H. Blanchet, Chang-han Rhee, Bert Zwart:
Efficient Rare-Event Simulation for Multiple Jump Events in Regularly Varying Random Walks and Compound Poisson Processes. 919-942 - Zhen Xu, Jiheng Zhang, Rachel Q. Zhang:
Instantaneous Control of Brownian Motion with a Positive Lead Time. 943-965 - Jakub Trybula, Dariusz Zawisza:
Continuous-Time Portfolio Choice Under Monotone Mean-Variance Preferences - Stochastic Factor Case. 966-987 - Niv Buchbinder, Moran Feldman:
Constrained Submodular Maximization via a Nonsymmetric Technique. 988-1005 - Naci Saldi, Tamer Basar, Maxim Raginsky:
Approximate Nash Equilibria in Partially Observed Stochastic Games with Mean-Field Interactions. 1006-1033 - Matteo Burzoni, Marco Frittelli, Zhaoxu Hou, Marco Maggis, Jan Oblój:
Pointwise Arbitrage Pricing Theory in Discrete Time. 1034-1057 - Saeed Alaei, Hu Fu, Nima Haghpanah, Jason D. Hartline, Azarakhsh Malekian:
Efficient Computation of Optimal Auctions via Reduced Forms. 1058-1086 - Jinyan Fan, Jiawang Nie, Anwa Zhou:
Completely Positive Binary Tensors. 1087-1100 - Martin Gairing, Rahul Savani:
Computing Stable Outcomes in Symmetric Additively Separable Hedonic Games. 1101-1121 - Desmond W. H. Cai, Subhonmesh Bose, Adam Wierman:
On the Role of a Market Maker in Networked Cournot Competition. 1122-1144
Volume 44, Number 4, November 2019
- Mark E. Lewis, Anand A. Paul:
Uniform Turnpike Theorems for Finite Markov Decision Processes. 1145-1160 - James T. Hungerford, Francesco Rinaldi:
A General Regularized Continuous Formulation for the Maximum Clique Problem. 1161-1173 - Massimo Marinacci, Luigi Montrucchio:
Unique Tarski Fixed Points. 1174-1191 - Amir Ali Ahmadi, Georgina Hall:
On the Construction of Converging Hierarchies for Polynomial Optimization Based on Certificates of Global Positivity. 1192-1207 - Amitabh Basu, Michele Conforti, Marco Di Summa, Giacomo Zambelli:
Optimal Cutting Planes from the Group Relaxations. 1208-1220 - Simon Bruggmann, Rico Zenklusen:
Submodular Maximization Through the Lens of Linear Programming. 1221-1244 - Marcel Nutz, Yuchong Zhang:
A Mean Field Competition. 1245-1263 - Amitabh Basu, R. Kipp Martin, Christopher Thomas Ryan, Guanyi Wang:
Mixed-Integer Linear Representability, Disjunctions, and Chvátal Functions - Modeling Implications. 1264-1285 - José Correa, Jasper de Jong, Bart de Keijzer, Marc Uetz:
The Inefficiency of Nash and Subgame Perfect Equilibria for Network Routing. 1286-1303 - AmirMahdi Ahmadinejad, Sina Dehghani, MohammadTaghi Hajiaghayi, Brendan Lucier, Hamid Mahini, Saeed Seddighin:
From Duels to Battlefields: Computing Equilibria of Blotto and Other Games. 1304-1325 - Takashi Kunimoto, Roberto Serrano:
Rationalizable Implementation of Correspondences. 1326-1344 - Mor Armony, Rami Atar, Harsha Honnappa:
Asymptotically Optimal Appointment Schedules. 1345-1380 - Tien-Son Pham:
Optimality Conditions for Minimizers at Infinity in Polynomial Programming. 1381-1395 - Ngoc Mai Tran, Josephine Yu:
Product-Mix Auctions and Tropical Geometry. 1396-1411 - Amitabh Basu, Michele Conforti, Marco Di Summa, Joseph Paat:
The Structure of the Infinite Models in Integer Programming. 1412-1430 - Robbert Fokkink, Thomas Lidbetter, László A. Végh:
On Submodular Search and Machine Scheduling. 1431-1449 - Vasilis Syrgkanis, David Kempe, Éva Tardos:
Information Asymmetries in Common-Value Auctions with Discrete Signals. 1450-1476 - Jean B. Lasserre, Youssouf Emin:
Semidefinite Relaxations for Lebesgue and Gaussian Measures of Unions of Basic Semialgebraic Sets. 1477-1493 - Alfonso Cevallos, Friedrich Eisenbrand, Rico Zenklusen:
An Improved Analysis of Local Search for Max-Sum Diversification. 1494-1509
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