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Mathematical Methods of Operations Research, Volume 71
Volume 71, Number 1, February 2010
- Dali Zhang, Huifu Xu
, Yue Wu:
A two stage stochastic equilibrium model for electricity markets with two way contracts. 1-45 - Rolando Cavazos-Cadena:
Optimality equations and inequalities in a class of risk-sensitive average cost Markov decision chains. 47-84 - Olivier Tercieux, Mark Voorneveld
The cutting power of preparation. 85-101 - Chungen Shen, Wenjuan Xue, Dingguo Pu:
An infeasible nonmonotone SSLE algorithm for nonlinear programming. 103-124 - Alfredo Marín
An extended covering model for flexible discrete and equity location problems. 125-163 - Riccardo Cambini
Global optimization of a rank-two nonconvex program. 165-180 - Frank Thomas Seifried:
Optimal investment with deferred capital gains taxes - A simple martingale method approach. 181-199
Volume 71, Number 2, April 2010
- Qiang Zhen
Asymptotic expansions for the sojourn time distribution in the M/G/1-PS queue. 201-244 - Heike Sperber:
How to find Nash equilibria with extreme total latency in network congestion games? 245-265 - E. Alper Yildirim
A simpler characterization of a spectral lower bound on the clique number. 267-281 - Jochen Krebs, Stefan Nickel:
Extensions to the continuous ordered median problem. 283-306 - Richard C. Chen, Eugene A. Feinberg:
Compactness of the space of non-randomized policies in countable-state sequential decision processes. 307-323 - Erhan Bayraktar
A unified treatment of dividend payment problems under fixed cost and implementation delays. 325-351 - Aihua Zhang
Optimal investment for a pension fund under inflation risk. 353-369 - Tomas Björk, Mark H. A. Davis, Camilla Landén:
Optimal investment under partial information. 371-399
Volume 71, Number 3, June 2010
- Krishnamurthy Iyer
Sensitivity analysis and optimal ultimately stationary deterministic policies in some constrained discounted cost models. 401-425 - Deren Han, Wei Xu, Hai Yang
Solving a class of variational inequalities with inexact oracle operators. 427-452 - Katrin Schöttle, Ralf Werner, Rudi Zagst:
Comparison and robustification of Bayes and Black-Litterman models. 453-475 - Armando F. Mendoza-Pérez, Onésimo Hernández-Lerma:
Markov control processes with pathwise constraints. 477-502 - Nikolay Aleksandrov, Ben M. Hambly:
A dual approach to multiple exercise option problems under constraints. 503-533 - Wim van Ackooij
On probabilistic constraints induced by rectangular sets and multivariate normal distributions. 535-549 - Feyzullah Egriboyun, H. Mete Soner
Optimal investment strategies with a reallocation constraint. 551-585
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