Mathematical Methods Of Operations Research

Mathematical Methods Of Operations Research

运筹学的数学方法

  • 4区 中科院分区
  • Q3 JCR分区

高引用文章

文章名称 引用次数
An inertial-like proximal algorithm for equilibrium problems 14
Optimal mean-variance investment and reinsurance problem for an insurer with stochastic volatility 6
A multilevel model of the European entry-exit gas market 6
An exact solution to a robust portfolio choice problem with multiple risk measures under ambiguous distribution 4
A set optimization approach to zero-sum matrix games with multi-dimensional payoffs 4
Implementation of optimal schedules in outsourcing with identical suppliers 3
Responsibility and sharing the cost of cleaning a polluted river 3
On the complexity of inverse convex ordered 1-median problem on the plane and on tree networks 3
Inventory control and pricing for perishable products under age and price dependent stochastic demand 2
No-arbitrage and optimal investment with possibly non-concave utilities: a measure theoretical approach 2
Risk measurement and risk-averse control of partially observable discrete-time Markov systems 2
Endogenous reference points in bargaining 2
Risk management with multiple VaR constraints 2
Optimal booking control in revenue management with two substitutable resources 2
Algorithms for non-linear and stochastic resource constrained shortest path 2
New results on the existence of open loop Nash equilibria in discrete time dynamic games via generalized Nash games 2
Analysis of an M/G/1 queue with vacations and multiple phases of operation 2
An M/PH/K queue with constant impatient time 2
Computation of weighted sums of rewards for concurrent MDPs 2
A simple construction of complete single-peaked domains by recursive tiling 1
Optimal control of electricity input given an uncertain demand 1
Complexity results on planar multifacility location problems with forbidden regions 1
Solutions for the knapsack problem with conflict and forcing graphs of bounded clique-width 1
Optimal price management in retail energy markets: an impulse control problem with asymptotic estimates 1
Accelerated first-order methods for large-scale convex optimization: nearly optimal complexity under strong convexity 1
Optimal mean-variance investment/reinsurance with common shock in a regime-switching market 1
Equilibrium formulations of relative optimization problems 1
Management of a hydropower system via convex duality 1
Simple modeling techniques for base-stock inventory systems with state dependent demand rates 1
On solving mutual liability problems 1
Approximate sojourn time distribution of a discriminatory processor sharing queue with impatient customers 1
A primal-dual augmented Lagrangian penalty-interior-point filter line search algorithm 1
Reverse selective obnoxious center location problems on tree graphs 1
A new look at a smart polling model 1
Asymptotics for the late arrivals problem 1
Optimal exchange rates management using stochastic impulse control for geometric Levy processes 1
Full-information best choice game with hint 1
Locating a semi-obnoxious facility in the special case of Manhattan distances 1
Reduction of nonanticipativity constraints in multistage stochastic programming problems with endogenous and exogenous uncertainty 1
The double pivot simplex method 1
Delay analysis of a two-class batch-service queue with class-dependent variable server capacity 1
A fast algorithm for the rectilinear distance location problem 0
Generalized average shadow prices and bottlenecks 0
Virtual allocation policies for many-server queues with abandonment 0
Component importance based on dependence measures 0
A commuter departure-time model based on cumulative prospect theory 0
Variants of the epsilon-constraint method for biobjective integer programming problems: application to p-median-cover problems 0
Quantile Hedging in a semi-static market with model uncertainty 0
A generalized approximation framework for fractional network flow and packing problems 0
Norm bounds and underestimators for unconstrained polynomial integer minimization 0