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ORCIDMathematical Methods of Operations Research, Volume 70
Volume 70, Number 1, August 2009
- Lu-Chuan Ceng, Siegfried Schaible, Jen-Chih Yao:
On the characterization of strong convergence of an iterative algorithm for a class of multi-valued variational inclusions. 1-12 - Evgueni Gordienko, Enrique Lemus-Rodríguez, Raúl Montes-de-Oca:
Average cost Markov control processes: stability with respect to the Kantorovich metric. 13-33 - Francisco Guerra Vázquez, Hubertus Th. Jongen, Vladimir Shikhman, Maxim I. Todorov:
Criteria for efficiency in vector optimization. 35-46 - Arnaud Porchet, Nizar Touzi, Xavier Warin:
Valuation of power plants by utility indifference and numerical computation. 47-75 - Ahmed M. K. Tarabia, Hideaki Takagi, A. H. El-Baz:
Transient solution of a non-empty chemical queueing system. 77-98 - Bernd Heidergott
, Arie Hordijk, Haralambie Leahu:
Strong bounds on perturbations. 99-127 - Harry Zheng:
Efficient frontier of utility and CVaR. 129-148 - Richa Malhotra, M. R. H. Mandjes, Werner R. W. Scheinhardt, J. L. van den Berg:
A feedback fluid queue with two congestion control thresholds. 149-169 - Monica Bianchi, Gábor Kassay, Rita Pini:
Well-posedness for vector equilibrium problems. 171-182 - Kenya Sugihara, Hiro Ito:
Maximum-cover source location problems with objective edge-connectivity three. 183-193
Volume 70, Number 2, October 2009
- Yun Wang, Liwei Zhang:
Properties of equation reformulation of the Karush-Kuhn-Tucker condition for nonlinear second order cone optimization problems. 195-218 - Nicole Bäuerle, André Mundt:
Dynamic mean-risk optimization in a binomial model. 219-239 - Masahiko Egami, Mingxin Xu:
A continuous-time search model with job switch and jumps. 241-267 - Jack Brimberg, Robert F. Love, Nenad Mladenovic:
Extension of the Weiszfeld procedure to a single facility minisum location model with mixed ℓp norms. 269-283 - Alexei B. Piunovskiy:
Random walk, birth-and-death process and their fluid approximations: absorbing case. 285-312 - Sergei Chubanov, Erwin Pesch:
Recursive functions on the plane and FPTASs for production planning and scheduling problems with two facilities. 313-335 - Alexander Bade, Gabriel Frahm, Uwe Jaekel:
A general approach to Bayesian portfolio optimization. 337-356 - René Bekker, Michel Mandjes:
A fluid model for a relay node in an ad hoc network: the case of heavy-tailed input. 357-384 - Xiaohong Liu, Zheng-Hai Huang:
A smoothing Newton algorithm based on a one-parametric class of smoothing functions for linear programming over symmetric cones. 385-404
Volume 70, Number 3, December 2009
- Jan H. Maruhn, Ekkehard W. Sachs:
Robust static hedging of barrier options in stochastic volatility models. 405-433 - Juho Kanniainen:
Can properly discounted projects follow geometric Brownian motion? 435-450 - Francisco R. Fernández, Miguel A. Hinojosa, Amparo M. Mármol, Justo Puerto:
Opportune moment strategies for a cost spanning tree game. 451-463 - Silvia Miquel:
A pairwise-monotonic core selection for permutation games. 465-475 - Sumit Kunnumkal, Huseyin Topaloglu:
A stochastic approximation method for the single-leg revenue management problem with discrete demand distributions. 477-504 - Erhan Bayraktar, Hao Xing:
Pricing American options for jump diffusions by iterating optimal stopping problems for diffusions. 505-525 - Tomás Prieto-Rumeau, Onésimo Hernández-Lerma:
Variance minimization and the overtaking optimality approach to continuous-time controlled Markov chains. 527-540 - Rolando Cavazos-Cadena:
Solutions of the average cost optimality equation for finite Markov decision chains: risk-sensitive and risk-neutral criteria. 541-566 - Ulrich Rieder, Jens Winter:
Optimal control of Markovian jump processes with partial information and applications to a parallel queueing model. 567-596
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