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ORCIDMathematical Methods of Operations Research, Volume 94
Volume 94, Number 1, August 2021
- Athanassios N. Avramidis
, Arnoud V. den Boer:
Dynamic pricing with finite price sets: a non-parametric approach. 1-34 - Nicole Bäuerle, Alexander Glauner:
Minimizing spectral risk measures applied to Markov decision processes. 35-69 - Shen Peng, Navnit Yadav, Abdel Lisser, Vikas Vikram Singh:
Chance-constrained games with mixture distributions. 71-97 - José María Alonso-Meijide, Mikel Álvarez-Mozos, M. Gloria Fiestras-Janeiro, Andrés Jiménez-Losada:
Marginality and convexity in partition function form games. 99-121 - Arijit Patra, Chanchal Kundu:
Stochastic comparisons and ageing properties of residual lifetime mixture models. 123-143 - Dong-Mei Zhu, Jia-Wen Gu, Feng-Hui Yu, Tak Kuen Siu, Wai-Ki Ching:
Optimal pairs trading with dynamic mean-variance objective. 145-168 - Joseph B. Kadane:
Correction to: Optimal discrete search with technological choice. 169-170
Volume 94, Number 2, October 2021
- Benjamin Hiller, René Saitenmacher, Tom Walther:
Improved models for operation modes of complex compressor stations. 171-195 - Tiantian Li, Young Shin Kim, Qi Fan, Fumin Zhu:
Aumann-Serrano index of risk in portfolio optimization. 197-217 - Miguel A. Hinojosa, A. Caro:
A non-cooperative game theory approach to cost sharing in networks. 219-251 - Roland Hildebrand:
Optimal step length for the Newton method: case of self-concordant functions. 253-279 - Hyeng Keun Koo, Kum-Hwan Roh, Yong Hyun Shin:
Optimal consumption/investment and retirement with necessities and luxuries. 281-317 - Rolando Cavazos-Cadena, Mario Cantú-Sifuentes, Imelda Cerda-Delgado:
Nash equilibria in a class of Markov stopping games with total reward criterion. 319-340
Volume 94, Number 3, December 2021
- Yanfei Bai, Zhongbao Zhou, Helu Xiao, Rui Gao, Feimin Zhong:
A stochastic Stackelberg differential reinsurance and investment game with delay in a defaultable market. 341-381 - René Brandenberg, Paul Stursberg:
Refined cut selection for benders decomposition: applied to network capacity expansion problems. 383-412 - Kenneth O. Kortanek, Guolin Yu, Qinghong Zhang:
Strong duality for standard convex programs. 413-436 - Liying Kang, Anna B. Khmelnitskaya, Erfang Shan, Dolf Talman, Guang Zhang:
The average tree value for hypergraph games. 437-460 - Christos Pelekis, Panagiotis Promponas, Juan Alvarado, Eirini-Eleni Tsiropoulou, Symeon Papavassiliou:
A fragile multi-CPR game. 461-492 - Daniel Wei-Chung Miao, Xenos Chang-Shuo Lin, Changyao Lin:
Using Householder's method to improve the accuracy of the closed-form formulas for implied volatility. 493-528
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