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ORCIDMathematical Methods of Operations Research, Volume 51
Volume 51, Number 1, February 2000
- Michael I. Taksar:
Optimal risk and dividend distribution control models for an insurance company. 1-42 - Abel Cadenillas:
Consumption-investment problems with transaction costs: Survey and open problems. 43-68 - Antonio M. Rodríguez-Chía, Stefan Nickel, Justo Puerto, Francisco R. Fernández:
A flexible approach to location problems. 69-89 - Jonathan M. Borwein, Pierre Maréchal, David Naugler
:
A convex dual approach to the computation of NMR complex spectra. 91-102 - Bernhard F. Arnold, Peter Stahlecker:
The minimax adjustment principle. 103-113 - Ming Chen, Jerzy A. Filar, Ke Liu:
Semi-infinite Markov decision processes. 115-137 - Karl Hinderer, Michael Stieglitz:
Isotonicity of minimizers in polychotomous discrete interval search via lattice programming. 139-173
Volume 51, Number 2, April 2000
- Walter Gómez Bofill:
On a generic class of regular one-parametric variational inequalities. 179-201 - Jochen Rethmann, Egon Wanke:
An approximation algorithm for the stack-up problem. 203-233 - K. Michael Ortmann:
The proportional value for positive cooperative games. 235-248 - Ger Koole:
Stochastic scheduling with event-based dynamic programming. 249-261 - Samuli Aalto:
Optimal control of batch service queues with finite service capacity and linear holding costs. 263-285 - David Perry, Wolfgang Stadje:
An inventory system for perishable items with by-products. 287-300 - Menachem Berg, Fabio Spizzichino:
Time-lagged point processes with the order-statistics property. 301-314 - Huyên Pham:
On quadratic hedging in continuous time. 315-339 - Svetlozar Rachev, Seonkoo Han:
Portfolio management with stable distributions. 341-352
Volume 51, Number 3, August 2000
- Jan Kallsen:
Optimal portfolios for exponential Lévy processes. 357-374 - Manfred Schäl:
Price systems constructed by optimal dynamic portfolios. 375-397 - Rachid El Azouzi, Mohammed Abbad, Eitan Altman:
Perturbation of linear quadratic systems with jump parameters and hybrid controls. 399-417 - Kazuyoshi Wakuta:
A first-passage problem with multiple costs. 419-432 - X. X. Huang:
Equivalents of a general approximate variational principle for set-valued maps and application to efficiency. 433-442 - Wei Liu, Xunhua Gong:
Proper efficiency for set-valued vector optimization problems and vector variational inequalities. 443-457 - Liping Zhang, Yanlian Lai:
A superlinearly convergent Newton-like algorithm for variational inequality problems with inequality constraints. 459-470 - Joaquín Sánchez-Soriano:
A note on compromise values. 471-478 - Jörg Fliege, Benar Fux Svaiter:
Steepest descent methods for multicriteria optimization. 479-494 - Wolfgang Espelage, Egon Wanke:
Movement optimization in flow shop processing with buffers. 495-513
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