Articles

1. Zero-sum infinite-horizon discounted piecewise deterministic Markov games

   • Yonghui Huang
   • Zhaotong Lian
   • Xianping Guo

   Original Article 08 February 2023 Pages: 179 - 205

2. An asymptotically optimal algorithm for online stacking

   • Martin Olsen
   • Lars Nørvang Andersen
   • Allan Gross

   Original Article 05 January 2023 Pages: 161 - 178

   

3. Improved approximation algorithms for some min–max postmen cover problems with applications to the min–max subtree cover

   • Wei Yu

   Original Article 07 December 2022 Pages: 135 - 157

4. An axiomatic approach to Markov decision processes

   • Adam Jonsson

   Original Article Open access 02 December 2022 Pages: 117 - 133

   

5. Markov risk mappings and risk-sensitive optimal prediction

   • Tomasz Kosmala
   • Randall Martyr
   • John Moriarty

   Original Article Open access 27 November 2022 Pages: 91 - 116

6. An implicit gradient-descent procedure for minimax problems

   • Montacer Essid
   • Esteban G. Tabak
   • Giulio Trigila

   Original Article 17 November 2022 Pages: 57 - 89

   

7. Optimal dynamic multi-keyword bidding policy of an advertiser in search-based advertising

   • Savas Dayanik
   • Semih O. Sezer

   Original Article 14 November 2022 Pages: 25 - 56

   

8. Nash equilibria for relative investors via no-arbitrage arguments

   • Nicole Bäuerle
   • Tamara Göll

   Original Article Open access 27 October 2022 Pages: 1 - 23

9. Local edge minimality of SRPT networks with shared resources

   • Łukasz Kruk
   • Robert Gieroba

   Original Article Open access 07 October 2022 Pages: 459 - 492

   

10. Reduced two-bound core games

    • Doudou Gong
    • Bas Dietzenbacher
    • Hans Peters

    Original Article Open access 26 September 2022 Pages: 447 - 457

11. On the solution of monotone nested variational inequalities

    • Lorenzo Lampariello
    • Gianluca Priori
    • Simone Sagratella

    Original Article Open access 26 September 2022 Pages: 421 - 446

    

12. An efficient partial parallel method with scaling step size strategy for three-block convex optimization problems

    • Yaning Jiang
    • Deren Han
    • Xingju Cai

    Original Article 19 September 2022 Pages: 383 - 419

    

13. A primal-dual interior-point relaxation method with global and rapidly local convergence for nonlinear programs

    • Xin-Wei Liu
    • Yu-Hong Dai
    • Ya-Kui Huang

    Original Article 30 August 2022 Pages: 351 - 382

    

14. Bilevel hyperparameter optimization for support vector classification: theoretical analysis and a solution method

    • Qingna Li
    • Zhen Li
    • Alain Zemkoho

    Original Article Open access 26 August 2022 Pages: 315 - 350

    

15. Robust classical-impulse stochastic control problems in an infinite horizon

    • Chi Seng Pun

    Original Article 24 August 2022 Pages: 291 - 312

    

16. Minimizing the penalized probability of drawdown for a general insurance company under ambiguity aversion

    • Yu Yuan
    • Zhibin Liang
    • Xia Han

    Original Article 04 August 2022 Pages: 259 - 290

    

17. Adaptive discretization-based algorithms for semi-infinite programs with unbounded variables

    • Daniel Jungen
    • Hatim Djelassi
    • Alexander Mitsos

    Original Article Open access 19 July 2022 Pages: 83 - 112

    

18. Correction to: Solutions for subset sum problems with special digraph constraints

    • Frank Gurski
    • Dominique Komander
    • Carolin Rehs

    Correction Open access 07 July 2022 Pages: 313 - 313

19. Peer-to-Peer Lending: a Growth-Collapse Model and its Steady-State Analysis

    • Onno Boxma
    • David Perry
    • Wolfgang Stadje

    Original Article Open access 04 July 2022 Pages: 233 - 258

    

20. The Lagrangian, constraint qualifications and economics

    • Sjur D. Flåm
    • Jan-J. Rückmann

    Original Article Open access 30 June 2022 Pages: 215 - 232

21. Inertial proximal incremental aggregated gradient method with linear convergence guarantees

    • Xiaoya Zhang
    • Wei Peng
    • Hui Zhang

    Original Article 25 June 2022 Pages: 187 - 213

    

22. A PAC algorithm in relative precision for bandit problem with costly sampling

    • Marie Billaud Friess
    • Arthur Macherey
    • Clémentine Prieur

    Original Article 15 June 2022 Pages: 161 - 185

    

23. On the rectangular knapsack problem

    • Fritz Bökler
    • Markus Chimani
    • Mirko H. Wagner

    Original Article Open access 09 June 2022 Pages: 149 - 160

    

24. Approximations for Pareto and Proper Pareto solutions and their KKT conditions

    • P. Kesarwani
    • P. K. Shukla
    • K. Deb

    Original Article 06 June 2022 Pages: 123 - 148

25. Special issue on Energy Networks

    • Miguel F Anjos
    • Falk M Hante
    • Frauke Liers

    Editorial 05 July 2022 Pages: 361 - 363

26. Contingency analysis for gas transport networks with hydrogen injection

    • Tanja Clees

    Original Article Open access 26 May 2022 Pages: 533 - 563

    

27. The facets of the spanning trees polytope

    • Brahim Chaourar

    Original Article 25 May 2022 Pages: 113 - 121

    

28. Optimal renewable resource harvesting model using price and biomass stochastic variations: a utility based approach

    • Gaston Clément Nyassoke Titi
    • Jules Sadefo Kamdem
    • Louis Aimé Fono

    Original Article 24 April 2022 Pages: 297 - 326

29. Strong convergence results for quasimonotone variational inequalities

    • Timilehin O. Alakoya
    • Oluwatosin T. Mewomo
    • Yekini Shehu

    Original Article 21 April 2022 Pages: 249 - 279

    

30. Generative deep learning for decision making in gas networks

    • Lovis Anderson
    • Mark Turner
    • Thorsten Koch

    Original Article Open access 19 April 2022 Pages: 503 - 532

    

31. Individual weighted excess and least square values

    • Xia Zhang
    • René van den Brink
    • Hao Sun

    Original Article 16 April 2022 Pages: 281 - 296

32. Risk-sensitive discounted cost criterion for continuous-time Markov decision processes on a general state space

    • Subrata Golui
    • Chandan Pal

    Original Article 11 April 2022 Pages: 219 - 247

33. Signal-to-noise matrix and model reduction in continuous-time hidden Markov models

    • Elisabeth Leoff
    • Leonie Ruderer
    • Jörn Sass

    Original Article Open access 23 May 2022 Pages: 327 - 359

    

34. 2021 MMOR best paper award

    • Oliver Stein

    Editorial Open access 30 May 2022 Pages: 183 - 186

    

35. Solving continuous set covering problems by means of semi-infinite optimization

    • Helene Krieg
    • Tobias Seidel
    • Karl-Heinz Küfer

    Original Article Open access 29 March 2022 Pages: 39 - 82

    

36. Discounted stochastic games for continuous-time jump processes with an uncountable state space

    • Qingda Wei
    • Xian Chen

    Original Article 28 March 2022 Pages: 187 - 218

37. Exploiting complete linear descriptions for decentralized power market problems with integralities

    • Lukas Hümbs
    • Alexander Martin
    • Lars Schewe

    Original Article Open access 26 March 2022 Pages: 451 - 474

    

38. Portfolio optimization: not necessarily concave utility and constraints on wealth and allocation

    • Marcos Escobar-Anel
    • Michel Kschonnek
    • Rudi Zagst

    Original Article Open access 27 February 2022 Pages: 101 - 140

    

39. Facets of the cone of exact games

    • Milan Studený
    • Václav Kratochvíl

    Original Article 18 February 2022 Pages: 35 - 80

    

40. Lagrangian heuristic for simultaneous subsidization and penalization: implementations on rooted travelling salesman games

    • Lindong Liu
    • Yuqian Zhou
    • Zikang Li

    Original Article 15 February 2022 Pages: 81 - 99

    

41. Optimal investments for the standard maximization problem with non-concave utility function in complete market model

    • Olena Bahchedjioglou
    • Georgiy Shevchenko

    Original Article 01 March 2022 Pages: 163 - 181

    

42. An SDP-based approach for computing the stability number of a graph

    • Elisabeth Gaar
    • Melanie Siebenhofer
    • Angelika Wiegele

    Original Article Open access 12 March 2022 Pages: 141 - 161

    

43. Fast and reliable transient simulation and continuous optimization of large-scale gas networks

    • Pia Domschke
    • Oliver Kolb
    • Jens Lang

    Original Article Open access 15 January 2022 Pages: 475 - 501

    

44. Strategic bidding in price coupled regions

    • Jérôme De Boeck
    • Luce Brotcorne
    • Bernard Fortz

    Original Article 29 December 2021 Pages: 365 - 407

    

45. The knapsack problem with special neighbor constraints

    • Steffen Goebbels
    • Frank Gurski
    • Dominique Komander

    Original Article Open access 28 December 2021 Pages: 1 - 34

    

46. Using Householder’s method to improve the accuracy of the closed-form formulas for implied volatility

    • Daniel Wei-Chung Miao
    • Xenos Chang-Shuo Lin
    • Chang-Yao Lin

    Original Article 25 December 2021 Pages: 493 - 528

    

47. On the algorithmic solution of optimization problems subject to probabilistic/robust (probust) constraints

    • Holger Berthold
    • Holger Heitsch
    • Jan Schwientek

    Original Article Open access 14 December 2021 Pages: 1 - 37

    

48. A fragile multi-CPR game

    • Christos Pelekis
    • Panagiotis Promponas
    • Symeon Papavassiliou

    Original Article 10 December 2021 Pages: 461 - 492

    

49. The average tree value for hypergraph games

    • Liying Kang
    • Anna Khmelnitskaya
    • Guang Zhang

    Original Article 01 December 2021 Pages: 437 - 460

    

50. Strong duality for standard convex programs

    • Kenneth O. Kortanek
    • Guolin Yu
    • Qinghong Zhang

    Original Article 22 November 2021 Pages: 413 - 436