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ORCIDMathematical Methods of Operations Research, Volume 67
Volume 67, Number 1, February 2008
- Alexander Schied:
Robust optimal control for a consumption-investment problem. 1-20 - Erhan Bayraktar
, Masahiko Egami:
Optimizing venture capital investments in a jump diffusion model. 21-42 - László Gerencsér, Zalán Mátyás:
A behavioral stock market model. 43-63 - Gunther Leobacher:
On a class of optimization problems emerging when hedging with short term futures contracts. 65-90 - John E. Mitchell, Vasile L. Basescu:
Selective Gram-Schmidt orthonormalization for conic cutting surface algorithms. 91-115 - Wolfgang Marwan, Annegret Wagler, Robert Weismantel:
A mathematical approach to solve the network reconstruction problem. 117-132 - Norbert Gaffke, Friedrich Pukelsheim:
Vector and matrix apportionment problems and separable convex integer optimization. 133-159 - Nicole Bäuerle, Anja Blatter, Alfred Müller:
Dependence properties and comparison results for Lévy processes. 161-186
Volume 67, Number 2, April 2008
- Adil M. Bagirov, Asef Nazari Ganjehlou:
An approximate subgradient algorithm for unconstrained nonsmooth, nonconvex optimization. 187-206 - Hoang Xuan Phu:
Supremizers of inner γ -convex functions. 207-222 - Riccardo Cambini, Claudio Sodini:
A sequential method for a class of box constrained quadratic programming problems. 223-243 - Gabriela R. Argiroffo, Silvia M. Bianchi, Graciela L. Nasini:
Some insight into characterizations of minimally nonideal matrices. 245-256 - Jukka Lempa:
On infinite horizon optimal stopping of general random walk. 257-268 - Peixia Gao, Sabine Wittevrongel, Joris Walraevens, Herwig Bruneel:
Analytic study of multiserver buffers with two-state Markovian arrivals and constant service times of multiple slots. 269-284 - Yarlin Kuo:
Admission control of a service station when the arrivals are internal. 285-297 - Hugo Cruz-Suárez, Raúl Montes-de-Oca:
An envelope theorem and some applications to discounted Markov decision processes. 299-321 - Lanlan Zhang, Xianping Guo:
Constrained continuous-time Markov decision processes with average criteria. 323-340 - Marc Lelarge:
Packet reordering in networks with heavy-tailed delays. 341-371
Volume 67, Number 3, June 2008
- G. Y. Chen, Xuexiang Huang, Xinmin Yang:
Special issue NPA 2006. 373-374 - Lu-Chuan Ceng, Chang-yu Wang, Jen-Chih Yao:
Strong convergence theorems by a relaxed extragradient method for a general system of variational inequalities. 375-390 - Yue Dai, Shu-Cherng Fang, Xiaoli Ling, Henry L. W. Nuttle:
Risk pooling strategy in a multi-echelon supply chain with price-sensitive demand. 391-421 - Gui-Hua Lin, Huifu Xu, Masao Fukushima:
Monte Carlo and quasi-Monte Carlo sampling methods for a class of stochastic mathematical programs with equilibrium constraints. 423-441 - Yunhai Xiao, Dong-Hui Li:
An active set limited memory BFGS algorithm for large-scale bound constrained optimization. 443-454 - Gaojie Chen, Jinping Zeng:
On the convergence of generalized Schwarz algorithms for solving obstacle problems with elliptic operators. 455-469 - Guang-Ya Chen, X. Q. Yang, Hui Yu:
Vector Ekeland's variational principle in an F -type topological space. 471-478 - David Yang Gao, Ning Ruan:
Solutions and optimality criteria for nonconvex quadratic-exponential minimization problem. 479-491 - Shashi Kant Mishra, Shouyang Wang, Kin Keung Lai:
Optimality and duality for a nonsmooth multiobjective optimization involving generalized type I functions. 493-504 - Zui Xu, D. L. Zhu, X. X. Huang:
Levitin-Polyak well-posedness in generalized vector variational inequality problem with functional constraints. 505-524
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