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ORCIDMathematical Methods of Operations Research, Volume 54
Volume 54, Number 1, October 2001
- Anna Jaskiewicz:
An approximation approach to ergodic semi-Markov control processes. 1-19 - Eric Thiémard:
Optimal volume subintervals with k points and star discrepancy via integer programming. 21-45 - Emilio Carrizosa
:
An optimal bound for d.c. programs with convex constraints. 47-51 - Peter Recht:
Identifying non-active restrictions in convex quadratic programming. 53-61 - Rolando Cavazos-Cadena:
Adaptive control of average Markov decision chains under the Lyapunov stability condition. 63-99 - Nikolas Tsantas:
Ergodic behavior of a Markov chain model in a stochastic environment. 101-117 - Martin Dufwenberg, Henk Norde, Hans Reijnierse, Stef Tijs:
The consistency principle for set-valued solutions and a new direction for normative game theory. 119-131 - Sergio Albeverio, Lan-Jun Lao, Xue-Lei Zhao:
On-line portfolio selection strategy with prediction in the presence of transaction costs. 133-161
Volume 54, Number 2, December 2001
- Marco Locatelli:
Convergence and first hitting time of simulated annealing algorithms for continuous global optimization. 171-199 - Mei Yu, Shouyang Wang, Wan-Tao Fu, Wei-Sheng Xiao:
On the existence and connectedness of solution sets of vector variational inequalities. 201-215 - Igor V. Evstigneev, Michael I. Taksar:
Convex stochastic optimization for random fields on graphs: A method of constructing Lagrange multipliers. 217-237 - Yan Gao:
Newton methods for solving nonsmooth equations via a new subdifferential. 239-257 - Tyrone E. Duncan, Bozenna Pasik-Duncan, Lukasz Stettner:
Average cost per unit time control of stochastic manufacturing systems: Revisited. 259-278 - Mohammed Abbad, Khalid Rahhali:
Semi-infinite discounted Markov decision processes: Policy improvement and singular perturbations. 279-290 - Anna Jaskiewicz, Andrzej S. Nowak:
On the optimality equation for zero-sum ergodic stochastic games. 291-301 - Rodica Branzei, Stef Tijs, Judith Timmer:
Information collecting situations and bi-monotonic allocation schemes. 303-313 - Luis H. R. Alvarez:
Reward functionals, salvage values, and optimal stopping. 315-337
Volume 54, Number 3, December 2001
- Roberto Andreani, José Mario Martínez:
On the solution of mathematical programming problems with equilibrium constraints. 345-358 - Encarnación Algaba Durán, Jesús Mario Bilbao, Peter Borm, J. J. López:
The Myerson value for union stable structures. 359-371 - Justo Puerto, Ignacio García-Jurado, Francisco R. Fernández:
On the core of a class of location games. 373-385 - Michael Brock, Jørgen Tind:
Dynamic productivity improvement in a model with multiple processes. 387-393 - Patrick S. Chen:
The impact of time-varying demand and production rates on determining inventory policy. 395-405 - Fabio Antonelli, Emilio Barucci, Maria Elvira Mancino:
A comparison result for FBSDE with applications to decisions theory. 407-423 - Frank Heyde, Wilfried Grecksch, Christiane Tammer:
Exploitation of necessary and sufficient conditions for suboptimal solutions of multiobjective stochastic control problems. 425-438 - Rangcheng Jia, Yuanyao Ding, Shaoxiang Tang:
The discounted multi-objective Markov decision model with incomplete state observations: lexicographically order criteria. 439-443 - Kazuyoshi Wakuta:
A multi-objective shortest path problem. 445-454 - Masayuki Horiguchi:
Stopped Markov decision processes with multiple constraints. 455-469 - Jau-Chuan Ke:
The control policy of an M[x]/G/1 queueing system with server startup and two vacation types. 471-490 - Nadine Hilgert, J. Adolfo Minjárez-Sosa:
Adaptive policies for time-varying stochastic systems under discounted criterion. 491-505
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