Mathematics Of Operations Research

Mathematics Of Operations Research

运筹学数学

  • 3区 中科院分区
  • Q2 JCR分区

高引用文章

文章名称 引用次数
Error Bounds, Quadratic Growth, and Linear Convergence of Proximal Methods 16
Strict Constraint Qualifications and Sequential Optimality Conditions for Constrained Optimization 11
Quantifying Distributional Model Risk via Optimal Transport 10
Linear Rate Convergence of the Alternating Direction Method of Multipliers for Convex Composite Programming 9
Quantitative Convergence Analysis of Iterated Expansive, Set-Valued Mappings 8
A Tale of a Principal and Many, Many Agents 7
Join the Shortest Queue with Many Servers. The Heavy-Traffic Asymptotics 7
Explore First, Exploit Next: The True Shape of Regret in Bandit Problems 6
Comparison of Lasserre's Measure-Based Bounds for Polynomial Optimization to Bounds Obtained by Simulated Annealing 6
Pointwise Arbitrage Pricing Theory in Discrete Time 6
Robust Dynamic Pricing with Strategic Customers 5
Sparse Recovery via Partial Regularization: Models, Theory, and Algorithms 5
Optimal Consumption and Portfolio Selection with Early Retirement Option 5
Optimal Dividend Strategies of Two Collaborating Businesses in the Diffusion Approximation Model 5
On the Existence of Nash Equilibrium in Bayesian Games 4
Sampling-Based Approximation Schemes for Capacitated Stochastic Inventory Control Models 4
Polytope Conditioning and Linear Convergence of the Frank-Wolfe Algorithm 4
On the Complexity of Robust PCA and l(1)-Norm Low-Rank Matrix Approximation 4
Minimizing Piecewise-Concave Functions Over Polyhedra 4
Continuous-Time Portfolio Choice Under Monotone Mean-Variance Preferences-Stochastic Factor Case 3
The Complexity of Simple Models-A Study of Worst and Typical Hard Cases for the Standard Quadratic Optimization Problem 3
Reversibility and Further Properties of FCFS Infinite Bipartite Matching 3
The Periodic Joint Replenishment Problem Is Strongly NP-Hard 3
Nonconvex Lagrangian-Based Optimization: Monitoring Schemes and Global Convergence 3
Discrete Approximation and Quantification in Distributionally Robust Optimization 3
Ideal Clutters That Do Not Pack 3
Liquidity, Risk Measures, and Concentration of Measure 3
Risk-Averse Approximate Dynamic Programming with Quantile-Based Risk Measures 3
Dynamic Asset Allocation with Uncertain Jump Risks: A Pathwise Optimization Approach 3
On the Nonergodic Convergence Rate of an Inexact Augmented Lagrangian Framework for Composite Convex Programming 3
Analysis of Sparse Cutting Planes for Sparse MILPs with Applications to Stochastic MILPs 3
Strategic Influence in Social Networks 3
Risk-Sensitive Asset Management and Cascading Defaults 2
Two Time-Scale Stochastic Approximation with Controlled Markov Noise and Off-Policy Temporal-Difference Learning 2
Nonparametric Self-Adjusting Control for Joint Learning and Optimization of Multiproduct Pricing with Finite Resource Capacity 2
A General Regularized Continuous Formulation for the Maximum Clique Problem 2
On the Construction of Converging Hierarchies for Polynomial Optimization Based on Certificates of Global Positivity 2
On Submodular Search and Machine Scheduling 2
Infinite-Horizon Average Optimality of the N-Network in the Halfin-Whitt Regime 2
Nonzero-Sum Risk-Sensitive Stochastic Games on a Countable State Space 2
Delay Analysis of the Max-Weight Policy Under Heavy-Tailed Traffic via Fluid Approximations 2
Approximation Algorithms for Dynamic Assortment Optimization Models 2
Linear Convergence of Projection Algorithms 2
On Likely Solutions of the Stable Matching Problem with Unequal Numbers of Men and Women 2
Weak Stability of l(1)-Minimization Methods in Sparse Data Reconstruction 2
Random Projections for Linear Programming 2
Zero-Sum Stopping Games with Asymmetric Information 2
Constrained Submodular Maximization via a Nonsymmetric Technique 2
Approximate Nash Equilibria in Partially Observed Stochastic Games with Mean-Field Interactions 2
Computing Stable Outcomes in Symmetric Additively Separable Hedonic Games 1