| 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 |