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Mathematical Methods of Operations Research, Volume 93
Volume 93, Number 1, February 2021
- Alexandre Skoda:
Inheritance of convexity for the $\mathcal {P}_{\min }$-restricted game. 1-32 - Farina Weiss:
A numerical approach to solve consumption-portfolio problems with predictability in income, stock prices, and house prices. 33-81 - Jan Schwientek, Tobias Seidel, Karl-Heinz Küfer:
A transformation-based discretization method for solving general semi-infinite optimization problems. 83-114 - Immanuel M. Bomze, Markus Gabl:
Interplay of non-convex quadratically constrained problems with adjustable robust optimization. 115-151 - Peter Buchholz, Iryna Dohndorf:
A multi-objective approach for PH-graphs with applications to stochastic shortest paths. 153-178 - Urtzi Ayesta, Manu K. Gupta, Ina Maria Verloop:
On the computation of Whittle's index for Markovian restless bandits. 179-208
Volume 93, Number 2, April 2021
- Oliver Stein:
2020 MMOR best paper award. 209-211 - Yekini Shehu, Olaniyi Samuel Iyiola, Duong Viet Thong, Nguyen Thi Cam Van:
An inertial subgradient extragradient algorithm extended to pseudomonotone equilibrium problems. 213-242 - Junkee Jeon, Kyunghyun Park:
Portfolio selection with drawdown constraint on consumption: a generalization model. 243-289 - Miguel Ángel Mirás Calvo, Carmen Quinteiro Sandomingo, Estela Sánchez-Rodríguez:
Considerations on the aggregate monotonicity of the nucleolus and the core-center. 291-325 - Oswaldo L. V. Costa, François Dufour:
Integro-differential optimality equations for the risk-sensitive control of piecewise deterministic Markov processes. 327-357 - Wensheng Yang, Jingtang Ma, Zhenyu Cui:
Analysis of Markov chain approximation for Asian options and occupation-time derivatives: Greeks and convergence rates. 359-412 - Lidia Huerga, Bienvenido Jiménez, Vicente Novo, A. Vílchez:
Six set scalarizations based on the oriented distance: continuity, convexity and application to convex set optimization. 413-436
Volume 93, Number 3, June 2021
- Dmitry B. Rokhlin:
Relative utility bounds for empirically optimal portfolios. 437-462 - Donald Nganmegni Njoya, Issofa Moyouwou, Nicolas Gabriel Andjiga:
The equal-surplus Shapley value for chance-constrained games on finite sample spaces. 463-499 - Igor V. Konnov:
A general class of relative optimization problems. 501-520 - Felix Prause, Kai Hoppmann-Baum, Boris Defourny, Thorsten Koch:
The maximum diversity assortment selection problem. 521-554 - Anna Castañer, Jesús Marín-Solano, Carmen Ribas:
A time consistent dynamic bargaining procedure in differential games with hterogeneous discounting. 555-584 - Xun-Feng Hu:
New axiomatizations of the Owen value. 585-603
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