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Mathematics of Operations Research / INFORMS


0.26

Impact Factor

0.35

5-Years IF

25

5-Years H index

Main indicators


Raw data


IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.10.01434340.0915199263318 (11.9%)0.04
19910.1468910.011839124839 (21.3%)0.04
19920.095914830.022608923545 (17.3%)0.04
19930.116020819210524734 (17.7%)0.05
19940.020.120.0156264110.041641192256237 (22.6%)0.04
19950.1954318150.0513211626423 (17.4%)0.07
19960.010.230.015537390.021251101275246 (36.8%)0.09
19970.060.260.148421580.1415010962842737 (24.7%)10.020.09
19980.130.280.15544751090.23222103132734046 (20.7%)20.040.1
19990.060.320.0648523880.178410262671737 (44%)10.020.13
20000.090.390.09415641060.1911410292592440 (35.1%)0.15
20010.090.390.14496131360.221058982463427 (25.7%)10.020.14
20020.10.40.1486611270.191129092402349 (43.8%)0.17
20030.10.430.11447051520.2220497102402747 (23%)10.020.18
20040.070.480.11537582010.271729262302631 (18%)40.080.19
20050.080.520.13548121840.231629782353042 (25.9%)30.060.2
20060.090.510.1508621600.19175107102482636 (20.6%)0.2
20070.090.450.16569181990.2214710492494133 (22.4%)20.040.18
20080.140.480.19579752440.25151106152575051 (33.8%)50.090.2
20090.170.490.226110362570.25132113192706039 (29.5%)30.050.19
20100.180.460.224710833060.28144118212786135 (24.3%)20.040.17
20110.190.490.234211252640.2370108202716116 (22.9%)20.050.19
20120.160.520.193711622770.248589142635123 (27.1%)80.220.19
20130.160.580.163812002800.2310179132443810 (9.9%)40.110.2
20140.150.60.286312633770.3607511225638 (13.3%)80.130.2
20150.190.610.235213153730.286110119227538 (13.1%)0.19
20160.320.680.397713925740.415711537232911 (1.8%)90.120.2
20170.260.730.351414067870.5631293326793 (%)0.22
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CCU: Cumulative number of citations to papers published until year y
CIF: Cumulative impact factor
CIT: Number of citations to papers published in year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y

 

50 most cited documents in this series:


#YearTitleCited
11981Optimal Auction Design. (1981). Myerson, Roger B. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:6:y:1981:i:1:p:58-73.

Full description at Econpapers || Download paper

374
21998Robust Convex Optimization. (1998). Ben-Tal, A ; Nemirovski, A. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:23:y:1998:i:4:p:769-805.

Full description at Econpapers || Download paper

101
31977Graphs and Cooperation in Games. (1977). Myerson, Roger B. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:2:y:1977:i:3:p:225-229.

Full description at Econpapers || Download paper

98
41992On Solution Stability of the Linear Complementarity Problem. (1992). Gowda, Seetharama M ; Pang, Jong-Shi. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:17:y:1992:i:1:p:77-83.

Full description at Econpapers || Download paper

84
51991Scenarios and Policy Aggregation in Optimization Under Uncertainty. (1991). Rockafellar, R T. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:16:y:1991:i:1:p:119-147.

Full description at Econpapers || Download paper

73
61982The Economics of Matching: Stability and Incentives. (1982). Roth, Alvin. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:7:y:1982:i:4:p:617-628.

Full description at Econpapers || Download paper

66
71979Mathematical Properties of the Banzhaf Power Index. (1979). Dubey, Pradeep ; Shapley, Lloyd S. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:4:y:1979:i:2:p:99-131.

Full description at Econpapers || Download paper

57
82003Robust Portfolio Selection Problems. (2003). Goldfarb, D ; Iyengar, G. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:28:y:2003:i:1:p:1-38.

Full description at Econpapers || Download paper

54
91980Strongly Regular Generalized Equations. (1980). Robinson, Stephen M. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:5:y:1980:i:1:p:43-62.

Full description at Econpapers || Download paper

46
101979Geometric Properties of the Kernel, Nucleolus, and Related Solution Concepts. (1979). Peleg, Bezalel ; Shapley, L S ; Maschler, M. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:4:y:1979:i:4:p:303-338.

Full description at Econpapers || Download paper

46
111976The Complexity of Flowshop and Jobshop Scheduling. (1976). Johnson, D S ; Garey, M R ; Sethi, Ravi . In: Mathematics of Operations Research. RePEc:inm:ormoor:v:1:y:1976:i:2:p:117-129.

Full description at Econpapers || Download paper

46
121992Existence of Stationary Correlated Equilibria with Symmetric Information for Discounted Stochastic Games. (1992). Nowak, Andrzej. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:17:y:1992:i:3:p:519-526.

Full description at Econpapers || Download paper

44
131985Distributional Strategies for Games with Incomplete Information. (1985). Milgrom, Paul ; Weber, Robert J. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:10:y:1985:i:4:p:619-632.

Full description at Econpapers || Download paper

43
142000Mathematical Programs with Complementarity Constraints: Stationarity, Optimality, and Sensitivity. (2000). Scheel, Holger ; Scholtes, Stefan . In: Mathematics of Operations Research. RePEc:inm:ormoor:v:25:y:2000:i:1:p:1-22.

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43
151986An Inventory Model with Limited Production Capacity and Uncertain Demands I. The Average-Cost Criterion. (1986). Federgruen, A ; Zipkin, P. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:11:y:1986:i:2:p:193-207.

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42
161986An Inventory Model with Limited Production Capacity and Uncertain Demands II. The Discounted-Cost Criterion. (1986). Federgruen, A ; Zipkin, P. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:11:y:1986:i:2:p:208-215.

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42
171993Convergence Analysis of Some Algorithms for Solving Nonsmooth Equations. (1993). Qi, Liqun. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:18:y:1993:i:1:p:227-244.

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41
181985Nonzero-Sum Two-Person Repeated Games with Incomplete Information. (1985). Hart, Sergiu. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:10:y:1985:i:1:p:117-153.

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37
191990Portfolio Selection with Transaction Costs. (1990). Norman, A R. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:15:y:1990:i:4:p:676-713.

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36
202006Optimization of Convex Risk Functions. (2006). Ruszczyski, Andrzej ; Shapiro, Alexander. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:31:y:2006:i:3:p:433-452.

Full description at Econpapers || Download paper

35
211997Self-Scaled Barriers and Interior-Point Methods for Convex Programming. (1997). Todd, Michael. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:22:y:1997:i:1:p:1-42.

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33
221991Stochastic Decomposition: An Algorithm for Two-Stage Linear Programs with Recourse. (1991). Higle, Julia L ; Sen, Suvrajeet . In: Mathematics of Operations Research. RePEc:inm:ormoor:v:16:y:1991:i:3:p:650-669.

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31
231997Scheduling to Minimize Average Completion Time: Off-Line and On-Line Approximation Algorithms. (1997). Wein, Joel ; Hall, Leslie A ; Schulz, Andreas S ; Shmoys, David B. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:22:y:1997:i:3:p:513-544.

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28
242004Coordinating Inventory Control and Pricing Strategies with Random Demand and Fixed Ordering Cost: The Infinite Horizon Case. (2004). Chen, Xin ; Simchi-Levi, David. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:29:y:2004:i:3:p:698-723.

Full description at Econpapers || Download paper

26
251976Augmented Lagrangians and Applications of the Proximal Point Algorithm in Convex Programming. (1976). Rockafellar, R T. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:1:y:1976:i:2:p:97-116.

Full description at Econpapers || Download paper

26
262005Robust Dynamic Programming. (2005). Iyengar, Garud N. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:30:y:2005:i:2:p:257-280.

Full description at Econpapers || Download paper

25
272010Proximal Alternating Minimization and Projection Methods for Nonconvex Problems: An Approach Based on the Kurdyka-Łojasiewicz Inequality. (2010). Bolte, Jérôme ; Redont, Patrick ; Attouch, Hedy ; Soubeyran, Antoine. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:35:y:2010:i:2:p:438-457.

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25
281979Tangent Cones, Generalized Gradients and Mathematical Programming in Banach Spaces. (1979). Hiriart-Urruty, J B. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:4:y:1979:i:1:p:79-97.

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24
291983Integer Programming with a Fixed Number of Variables. (1983). Lenstra, H W. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:8:y:1983:i:4:p:538-548.

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24
302004On Constraint Sampling in the Linear Programming Approach to Approximate Dynamic Programming. (2004). van Roy, Benjamin ; de Farias, Daniela Pucci . In: Mathematics of Operations Research. RePEc:inm:ormoor:v:29:y:2004:i:3:p:462-478.

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24
311988Cooling Schedules for Optimal Annealing. (1988). Hajek, Bruce . In: Mathematics of Operations Research. RePEc:inm:ormoor:v:13:y:1988:i:2:p:311-329.

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23
321987On Dividing an Amount According to Individual Claims or Liabilities. (1987). Young, Peyton H. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:12:y:1987:i:3:p:398-414.

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22
331988The Lattice Structure of the Set of Stable Matchings with Multiple Partners. (1988). Blair, Charles. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:13:y:1988:i:4:p:619-628.

Full description at Econpapers || Download paper

21
341995Optimal Investment Policies for a Firm With a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin. (1995). Browne, Sid. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:20:y:1995:i:4:p:937-958.

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21
351979Combinatorial Optimization with Rational Objective Functions. (1979). Megiddo, Nimrod . In: Mathematics of Operations Research. RePEc:inm:ormoor:v:4:y:1979:i:4:p:414-424.

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20
361986Explicit Solution of a General Consumption/Investment Problem. (1986). Sethi, Suresh ; Shreve, Steven E ; Lehoczky, John P ; Karatzas, Ioannis. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:11:y:1986:i:2:p:261-294.

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19
371983Instantaneous Control of Brownian Motion. (1983). Taksar, Michael I ; Harrison, Michael J. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:8:y:1983:i:3:p:439-453.

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19
381996Analysis of Sample-Path Optimization. (1996). Robinson, Stephen M. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:21:y:1996:i:3:p:513-528.

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19
392010Optimality of Affine Policies in Multistage Robust Optimization. (2010). Bertsimas, Dimitris ; Parrilo, Pablo A ; Iancu, Dan A. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:35:y:2010:i:2:p:363-394.

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19
401984Open Queueing Networks in Heavy Traffic. (1984). Reiman, Martin I. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:9:y:1984:i:3:p:441-458.

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19
411983Impulse Control of Brownian Motion. (1983). Harrison, Michael J ; Taylor, Allison J ; Sellke, Thomas M. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:8:y:1983:i:3:p:454-466.

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18
422003A Fixed-Point Approach to Stable Matchings and Some Applications. (2003). Fleiner, Tamas. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:28:y:2003:i:1:p:103-126.

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18
431993On Adaptive-Step Primal-Dual Interior-Point Algorithms for Linear Programming. (1993). Todd, Michael ; Mizuno, Shinji ; Ye, Yinyu . In: Mathematics of Operations Research. RePEc:inm:ormoor:v:18:y:1993:i:4:p:964-981.

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17
442004Selfish Routing in Capacitated Networks. (2004). Schulz, Andreas S ; Correa, Jose R ; Stier-Moses, Nicolas E. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:29:y:2004:i:4:p:961-976.

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17
451986Inefficiency of Nash Equilibria. (1986). Dubey, Pradeep. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:11:y:1986:i:1:p:1-8.

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17
461996Conservation Laws, Extended Polymatroids and Multiarmed Bandit Problems; A Polyhedral Approach to Indexable Systems. (1996). Bertsimas, Dimitris ; Nio-Mora, Jose . In: Mathematics of Operations Research. RePEc:inm:ormoor:v:21:y:1996:i:2:p:257-306.

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17
472003Preference Foundations for Nonexpected Utility: A Generalized and Simplified Technique. (2003). Wakker, Peter ; Kobberling, Veronika . In: Mathematics of Operations Research. RePEc:inm:ormoor:v:28:y:2003:i:3:p:395-423.

Full description at Econpapers || Download paper

17
481981Value Theory Without Efficiency. (1981). Neyman, Abraham ; Dubey, Pradeep ; Weber, Robert James . In: Mathematics of Operations Research. RePEc:inm:ormoor:v:6:y:1981:i:1:p:122-128.

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17
492004Learning Algorithms for Separable Approximations of Discrete Stochastic Optimization Problems. (2004). Powell, Warren ; Topaloglu, Huseyin ; Ruszczyski, Andrzej . In: Mathematics of Operations Research. RePEc:inm:ormoor:v:29:y:2004:i:4:p:814-836.

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17
502007Approximation Algorithms for Stochastic Inventory Control Models. (2007). Levi, Retsef ; Roundy, Robin O ; Shmoys, David B ; Pal, Martin . In: Mathematics of Operations Research. RePEc:inm:ormoor:v:32:y:2007:i:2:p:284-302.

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16

50 most relevant documents in this series (papers most cited in the last two years)


#YearTitleCited
11981Optimal Auction Design. (1981). Myerson, Roger B. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:6:y:1981:i:1:p:58-73.

Full description at Econpapers || Download paper

140
21977Graphs and Cooperation in Games. (1977). Myerson, Roger B. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:2:y:1977:i:3:p:225-229.

Full description at Econpapers || Download paper

58
31998Robust Convex Optimization. (1998). Ben-Tal, A ; Nemirovski, A. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:23:y:1998:i:4:p:769-805.

Full description at Econpapers || Download paper

34
41982The Economics of Matching: Stability and Incentives. (1982). Roth, Alvin. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:7:y:1982:i:4:p:617-628.

Full description at Econpapers || Download paper

30
51990Portfolio Selection with Transaction Costs. (1990). Norman, A R. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:15:y:1990:i:4:p:676-713.

Full description at Econpapers || Download paper

29
61991Scenarios and Policy Aggregation in Optimization Under Uncertainty. (1991). Rockafellar, R T. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:16:y:1991:i:1:p:119-147.

Full description at Econpapers || Download paper

27
71992On Solution Stability of the Linear Complementarity Problem. (1992). Gowda, Seetharama M ; Pang, Jong-Shi. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:17:y:1992:i:1:p:77-83.

Full description at Econpapers || Download paper

24
81979Mathematical Properties of the Banzhaf Power Index. (1979). Dubey, Pradeep ; Shapley, Lloyd S. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:4:y:1979:i:2:p:99-131.

Full description at Econpapers || Download paper

23
92003Robust Portfolio Selection Problems. (2003). Goldfarb, D ; Iyengar, G. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:28:y:2003:i:1:p:1-38.

Full description at Econpapers || Download paper

19
101987On Dividing an Amount According to Individual Claims or Liabilities. (1987). Young, Peyton H. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:12:y:1987:i:3:p:398-414.

Full description at Econpapers || Download paper

18
111976The Complexity of Flowshop and Jobshop Scheduling. (1976). Johnson, D S ; Garey, M R ; Sethi, Ravi . In: Mathematics of Operations Research. RePEc:inm:ormoor:v:1:y:1976:i:2:p:117-129.

Full description at Econpapers || Download paper

18
122010Proximal Alternating Minimization and Projection Methods for Nonconvex Problems: An Approach Based on the Kurdyka-Łojasiewicz Inequality. (2010). Bolte, Jérôme ; Redont, Patrick ; Attouch, Hedy ; Soubeyran, Antoine. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:35:y:2010:i:2:p:438-457.

Full description at Econpapers || Download paper

17
132006Optimization of Convex Risk Functions. (2006). Ruszczyski, Andrzej ; Shapiro, Alexander. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:31:y:2006:i:3:p:433-452.

Full description at Econpapers || Download paper

17
141985Distributional Strategies for Games with Incomplete Information. (1985). Milgrom, Paul ; Weber, Robert J. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:10:y:1985:i:4:p:619-632.

Full description at Econpapers || Download paper

16
152013Opinion Fluctuations and Disagreement in Social Networks. (2013). Acemoglu, Daron ; Acemolu, Daron ; Fagnani, Fabio ; Como, Giacomo ; Ozdaglar, Asuman. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:38:y:2013:i:1:p:1-27.

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14
162013Risk Preferences and Their Robust Representation. (2013). Drapeau, Samuel ; Kupper, Michael. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:38:y:2013:i:1:p:28-62.

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14
171995Optimal Investment Policies for a Firm With a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin. (1995). Browne, Sid. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:20:y:1995:i:4:p:937-958.

Full description at Econpapers || Download paper

13
182003A Fixed-Point Approach to Stable Matchings and Some Applications. (2003). Fleiner, Tamas. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:28:y:2003:i:1:p:103-126.

Full description at Econpapers || Download paper

13
191981Value Theory Without Efficiency. (1981). Neyman, Abraham ; Dubey, Pradeep ; Weber, Robert James . In: Mathematics of Operations Research. RePEc:inm:ormoor:v:6:y:1981:i:1:p:122-128.

Full description at Econpapers || Download paper

12
202013External Risk Measures and Basel Accords. (2013). Heyde, Chris C ; Peng, Xianhua ; Kou, Steven . In: Mathematics of Operations Research. RePEc:inm:ormoor:v:38:y:2013:i:3:p:393-417.

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12
212005Robust Dynamic Programming. (2005). Iyengar, Garud N. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:30:y:2005:i:2:p:257-280.

Full description at Econpapers || Download paper

11
221988The Lattice Structure of the Set of Stable Matchings with Multiple Partners. (1988). Blair, Charles. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:13:y:1988:i:4:p:619-628.

Full description at Econpapers || Download paper

11
231979Geometric Properties of the Kernel, Nucleolus, and Related Solution Concepts. (1979). Peleg, Bezalel ; Shapley, L S ; Maschler, M. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:4:y:1979:i:4:p:303-338.

Full description at Econpapers || Download paper

11
242004Coordinating Inventory Control and Pricing Strategies with Random Demand and Fixed Ordering Cost: The Infinite Horizon Case. (2004). Chen, Xin ; Simchi-Levi, David. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:29:y:2004:i:3:p:698-723.

Full description at Econpapers || Download paper

11
252006Conditional Risk Mappings. (2006). Shapiro, Alexander ; Ruszczyski, Andrzej . In: Mathematics of Operations Research. RePEc:inm:ormoor:v:31:y:2006:i:3:p:544-561.

Full description at Econpapers || Download paper

10
261976Augmented Lagrangians and Applications of the Proximal Point Algorithm in Convex Programming. (1976). Rockafellar, R T. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:1:y:1976:i:2:p:97-116.

Full description at Econpapers || Download paper

10
271995Variance-Optimal Hedging in Discrete Time. (1995). Schweizer, Martin. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:20:y:1995:i:1:p:1-32.

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10
282013Robust Markov Decision Processes. (2013). Wiesemann, Wolfram ; Rustem, Ber ; Kuhn, Daniel. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:38:y:2013:i:1:p:153-183.

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10
292010Optimality of Affine Policies in Multistage Robust Optimization. (2010). Bertsimas, Dimitris ; Parrilo, Pablo A ; Iancu, Dan A. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:35:y:2010:i:2:p:363-394.

Full description at Econpapers || Download paper

10
302012Queues with Many Servers and Impatient Customers. (2012). Mandelbaum, Avishai ; Momilovi, Petar. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:37:y:2012:i:1:p:41-65.

Full description at Econpapers || Download paper

10
311992Existence of Stationary Correlated Equilibria with Symmetric Information for Discounted Stochastic Games. (1992). Nowak, Andrzej. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:17:y:1992:i:3:p:519-526.

Full description at Econpapers || Download paper

9
321980Strongly Regular Generalized Equations. (1980). Robinson, Stephen M. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:5:y:1980:i:1:p:43-62.

Full description at Econpapers || Download paper

9
331986Explicit Solution of a General Consumption/Investment Problem. (1986). Sethi, Suresh ; Shreve, Steven E ; Lehoczky, John P ; Karatzas, Ioannis. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:11:y:1986:i:2:p:261-294.

Full description at Econpapers || Download paper

8
342003Preference Foundations for Nonexpected Utility: A Generalized and Simplified Technique. (2003). Wakker, Peter ; Kobberling, Veronika . In: Mathematics of Operations Research. RePEc:inm:ormoor:v:28:y:2003:i:3:p:395-423.

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8
352013On Kusuoka Representation of Law Invariant Risk Measures. (2013). Shapiro, Alexander. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:38:y:2013:i:1:p:142-152.

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8
362008Truncation Strategies in Matching Markets. (2008). Ehlers, Lars. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:33:y:2008:i:2:p:327-335.

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8
371986An Inventory Model with Limited Production Capacity and Uncertain Demands II. The Discounted-Cost Criterion. (1986). Federgruen, A ; Zipkin, P. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:11:y:1986:i:2:p:208-215.

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7
382006Optimal Control and Hedging of Operations in the Presence of Financial Markets. (2006). Caldentey, Rene ; Haugh, Martin . In: Mathematics of Operations Research. RePEc:inm:ormoor:v:31:y:2006:i:2:p:285-304.

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7
391990Convex Resource Allocation Problems on Directed Acyclic Graphs: Duality, Complexity, Special Cases, and Extensions. (1990). Todd, Michael ; Schrijver, Alexander ; Monma, Clyde L ; Wei, Victor K. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:15:y:1990:i:4:p:736-748.

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7
401986An Inventory Model with Limited Production Capacity and Uncertain Demands I. The Average-Cost Criterion. (1986). Federgruen, A ; Zipkin, P. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:11:y:1986:i:2:p:193-207.

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7
412003A Note on Kelso and Crawfords Gross Substitutes Condition. (2003). Fujishige, Satoru ; Yang, Zaifu. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:28:y:2003:i:3:p:463-469.

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7
421981Cooperative Fuzzy Games. (1981). Aubin, Jean-Pierre. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:6:y:1981:i:1:p:1-13.

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7
431983The Fair Division of a Fixed Supply Among a Growing Population. (1983). Thomson, William. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:8:y:1983:i:3:p:319-326.

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7
441979Combinatorial Optimization with Rational Objective Functions. (1979). Megiddo, Nimrod . In: Mathematics of Operations Research. RePEc:inm:ormoor:v:4:y:1979:i:4:p:414-424.

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452009Maximum Entropy Principle with General Deviation Measures. (2009). Zabarankin, Michael ; Grechuk, Bogdan ; Molyboha, Anton. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:34:y:2009:i:2:p:445-467.

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461994On the Complexity of Cooperative Solution Concepts. (1994). Papadimitriou, Christos H ; Deng, Xiaotie . In: Mathematics of Operations Research. RePEc:inm:ormoor:v:19:y:1994:i:2:p:257-266.

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472010On the Power of Robust Solutions in Two-Stage Stochastic and Adaptive Optimization Problems. (2010). Bertsimas, Dimitris ; Goyal, Vineet . In: Mathematics of Operations Research. RePEc:inm:ormoor:v:35:y:2010:i:2:p:284-305.

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7
481976The Asymptotic Theory of Stochastic Games. (1976). Kohlberg, Elon ; Bewley, Truman . In: Mathematics of Operations Research. RePEc:inm:ormoor:v:1:y:1976:i:3:p:197-208.

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491979Tangent Cones, Generalized Gradients and Mathematical Programming in Banach Spaces. (1979). Hiriart-Urruty, J B. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:4:y:1979:i:1:p:79-97.

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7
502016Fundamental Theorem of Asset Pricing Under Transaction Costs and Model Uncertainty. (2016). Bayraktar, Erhan ; Zhang, Yuchong . In: Mathematics of Operations Research. RePEc:inm:ormoor:v:41:y:2016:i:3:p:1039-1054.

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6

Citing documents used to compute impact factor 33:


YearTitle
2017Zero-sum stopping games with asymmetric information. (2017). Gensbittel, Fabien ; Grun, Christine. In: TSE Working Papers. RePEc:tse:wpaper:32183.

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2017Zero-sum games with charges. (2017). Vermeulen, Dries ; Zseleva, Anna ; Flesch, Janos. In: Games and Economic Behavior. RePEc:eee:gamebe:v:102:y:2017:i:c:p:666-686.

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2017Stochastic Evolution of Distributions - Applications to CDS indices. (2017). Bernis, Guillaume ; Scotti, Simone ; Kornprobst, Antoine ; Brunel, Nicolas . In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-01467736.

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2017Stochastic impulse control with regime-switching dynamics. (2017). Korn, Ralf ; Seifried, Frank Thomas ; Melnyk, Yaroslav . In: European Journal of Operational Research. RePEc:eee:ejores:v:260:y:2017:i:3:p:1024-1042.

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2017Restricted Robinson Constraint Qualification and Optimality for Cardinality-Constrained Cone Programming. (2017). Pan, Lili ; Xiu, Naihua ; Luo, Ziyan. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:175:y:2017:i:1:d:10.1007_s10957-017-1166-4.

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2017Extending the boundaries between scheduling and dispatching: hedging and rescheduling techniques. (2017). Pfund, Michele E ; Fowler, John W. In: International Journal of Production Research. RePEc:taf:tprsxx:v:55:y:2017:i:11:p:3294-3307.

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2017Optimality of the generalized $$\varvec{c\mu }$$ c μ rule in the moderate deviation regime. (2017). Atar, Rami ; Saha, Subhamay. In: Queueing Systems: Theory and Applications. RePEc:spr:queues:v:87:y:2017:i:1:d:10.1007_s11134-017-9523-4.

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2017Decomposing aggregate risk into marginal risks under partial information: A top-down method. (2017). Shao, Hui. In: Statistics & Probability Letters. RePEc:eee:stapro:v:124:y:2017:i:c:p:97-100.

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2017Computation of Cournot-Nash equilibria by entropic regularization. (2017). Blanchet, Adrien ; Nenna, Luca ; Carlier, Guillaume. In: IAST Working Papers. RePEc:tse:iastwp:31595.

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2017Computation of Cournot-Nash equilibria by entropic regularization. (2017). Blanchet, Adrien ; Nenna, Luca ; Carlier, Guillaume. In: TSE Working Papers. RePEc:tse:wpaper:31576.

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2017On the robustness of learning in games with stochastically perturbed payoff observations. (2017). Bravo, Mario ; Mertikopoulos, Panayotis. In: Games and Economic Behavior. RePEc:eee:gamebe:v:103:y:2017:i:c:p:41-66.

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2017Consensus Measure with Multi-stage Fluctuation Utility Based on China’s Urban Demolition Negotiation. (2017). Gong, Zaiwu ; Xu, Xiaoxia ; Chiclana, Francisco. In: Group Decision and Negotiation. RePEc:spr:grdene:v:26:y:2017:i:2:d:10.1007_s10726-016-9486-6.

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2017Pricing Average and Spread Options under Local-Stochastic Volatility Jump-Diffusion Models (Revised version of CARF-F-365 : Subsequently published in Mathematics of Operations Research). (2017). Shiraya, Kenichiro ; Takahashi, Akihiko. In: CARF F-Series. RePEc:cfi:fseres:cf426.

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2017Calibration of Distributionally Robust Empirical Optimization Models. (2017). Gotoh, Jun-Ya ; Kim, Michael Jong. In: Papers. RePEc:arx:papers:1711.06565.

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2017A Generalized Polymatroid Approach to Stable Matchings with Lower Quotas. (2017). Yokoi, YU. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:42:y:2017:i:1:p:238-255.

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2017A quantitative comparison of risk measures. (2017). Pichler, Alois. In: Annals of Operations Research. RePEc:spr:annopr:v:254:y:2017:i:1:d:10.1007_s10479-017-2397-3.

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2017A Note on a Two-Sided Discrete-Concave Market with Possibly Bounded Salaries. (2017). Farooq, Rashid ; Mahmood, Ayesha. In: International Game Theory Review (IGTR). RePEc:wsi:igtrxx:v:19:y:2017:i:03:n:s0219198917500177.

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2017Strong Duality and Dual Pricing Properties in Semi-Infinite Linear Programming: A non-Fourier–Motzkin Elimination Approach. (2017). Zhang, Qinghong. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:175:y:2017:i:3:d:10.1007_s10957-017-1184-2.

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2017Research and Development Cooperatives and Market Collusion: A Global Dynamic Approach. (2017). Wagener, Florian ; Smrkolj, Grega ; Hinloopen, Jeroen. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:174:y:2017:i:2:d:10.1007_s10957-017-1133-0.

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2017Stochastic inventory system with lead time flexibility: offered by a manufacturer/transporter. (2017). Akanyildirim, Metin ; Luo, Sirong. In: Journal of the Operational Research Society. RePEc:pal:jorsoc:v:68:y:2017:i:12:d:10.1057_s41274-016-0172-5.

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2017Dynamic mean–VaR portfolio selection in continuous time. (2017). Zhou, KE ; Cui, Xiangyu ; Li, Duan ; Gao, Jiangjun. In: Quantitative Finance. RePEc:taf:quantf:v:17:y:2017:i:10:p:1631-1643.

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2017Acyclic Gambling Games. (2017). Laraki, Rida ; Renault, Jerome . In: TSE Working Papers. RePEc:tse:wpaper:31512.

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2017Zero-sum stopping games with asymmetric information. (2017). Gensbittel, Fabien ; Grun, Christine. In: TSE Working Papers. RePEc:tse:wpaper:32183.

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2017The structure of Nash equilibria in Poisson games. (2017). Meroni, Claudia ; Pimienta, Carlos. In: Journal of Economic Theory. RePEc:eee:jetheo:v:169:y:2017:i:c:p:128-144.

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2017Dynamic competition over social networks Dynamic competition over social networks. (2017). Venel, Xavier ; Mandel, Antoine. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-01524453.

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2017Dynamic competition over social networks. (2017). Venel, Xavier ; Mandel, Antoine. In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:17021.

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2017A quantitative comparison of risk measures. (2017). Pichler, Alois. In: Annals of Operations Research. RePEc:spr:annopr:v:254:y:2017:i:1:d:10.1007_s10479-017-2397-3.

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2017The exact Taylor formula of the implied volatility. (2017). Pascucci, Andrea ; Pagliarani, Stefano. In: Finance and Stochastics. RePEc:spr:finsto:v:21:y:2017:i:3:d:10.1007_s00780-017-0330-x.

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2017A weak approximation with Malliavin weights for local stochastic volatility model. (2017). Yamada, Toshihiro. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:01:n:s2424786317500025.

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2017Pricing Average and Spread Options under Local-Stochastic Volatility Jump-Diffusion Models (Revised version of CARF-F-365 : Subsequently published in Mathematics of Operations Research). (2017). Shiraya, Kenichiro ; Takahashi, Akihiko. In: CARF F-Series. RePEc:cfi:fseres:cf426.

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2017Portfolio Optimization with Entropic Value-at-Risk. (2017). Ahmadi-Javid, Amir ; Fallah-Tafti, Malihe . In: Papers. RePEc:arx:papers:1708.05713.

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2017Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals. (2017). Kallblad, Sigrid . In: Finance and Stochastics. RePEc:spr:finsto:v:21:y:2017:i:2:d:10.1007_s00780-016-0318-y.

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2017Transform Analysis for Hawkes Processes with Applications in Dark Pool Trading. (2017). Gao, Xuefeng ; Zhu, Lingjiong ; Zhou, Xiang. In: Papers. RePEc:arx:papers:1710.01452.

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Recent citations (cites in year: CiY)


Recent citations received in 2017

YearCiting document

Recent citations received in 2016

YearCiting document
2016Recursive inspection games. (2016). von Stengel, Bernhard. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:68299.

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2016Evolutionary Inspection and Corruption Games. (2016). Katsikas, Stamatios ; Yang, Wei ; Kolokoltsov, Vassili . In: Games. RePEc:gam:jgames:v:7:y:2016:i:4:p:31-:d:81269.

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2016Optimality Gap of Constant-Order Policies Decays Exponentially in the Lead Time for Lost Sales Models. (2016). Xin, Linwei ; Goldberg, David A. In: Operations Research. RePEc:inm:oropre:v:64:y:2016:i:6:p:1556-1565.

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2016Discrete convex analysis: A tool for economics and game theory. (2016). Murota, Kazuo . In: jMID articles. RePEc:jmi:articl:jmi-v1i1a5.

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2016The Sparse Principal Component Analysis Problem: Optimality Conditions and Algorithms. (2016). Beck, Amir ; Vaisbourd, Yakov. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:170:y:2016:i:1:d:10.1007_s10957-016-0934-x.

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2016Stochastic Perron for Stochastic Target Problems. (2016). Bayraktar, Erhan ; Li, Jiaqi. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:170:y:2016:i:3:d:10.1007_s10957-016-0958-2.

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2016Stochastic bounds in Fork–Join queueing systems under full and partial mapping. (2016). Rizk, Amr ; Ciucu, Florin ; Poloczek, Felix . In: Queueing Systems: Theory and Applications. RePEc:spr:queues:v:83:y:2016:i:3:d:10.1007_s11134-016-9486-x.

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2016Jumps and stochastic volatility in crude oil prices and advances in average option pricing. (2016). Papapostolou, Nikos ; Pouliasis, Panos K ; Kyriakou, Ioannis. In: Quantitative Finance. RePEc:taf:quantf:v:16:y:2016:i:12:p:1859-1873.

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2016Algorithms for Finding Copulas Minimizing Convex Functions of Sums. (2016). Bernard, Carole ; McLeish, Don. In: Asia-Pacific Journal of Operational Research (APJOR). RePEc:wsi:apjorx:v:33:y:2016:i:05:n:s0217595916500408.

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Recent citations received in 2015

YearCiting document

Recent citations received in 2014

YearCiting document
2014Fluid Limits for Bandwidth-Sharing Networks with Rate Constraints. (2014). Reed, Josh ; Remerova, Maria ; Zwart, Bert. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:39:y:2014:i:3:p:746-774.

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2014Hardness and Approximation Results for L p -Ball Constrained Homogeneous Polynomial Optimization Problems. (2014). Hou, KE ; So, Anthony Man-Cho . In: Mathematics of Operations Research. RePEc:inm:ormoor:v:39:y:2014:i:4:p:1084-1108.

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2014A Dynamic Near-Optimal Algorithm for Online Linear Programming. (2014). Agrawal, Shipra ; Ye, Yinyu ; Wang, Zizhuo . In: Operations Research. RePEc:inm:oropre:v:62:y:2014:i:4:p:876-890.

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2014A Dynamic Traveling Salesman Problem with Stochastic Arc Costs. (2014). Poremba, Michael ; Haskell, William B ; Toriello, Alejandro. In: Operations Research. RePEc:inm:oropre:v:62:y:2014:i:5:p:1107-1125.

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2014Reoptimization and Self-Adjusting Price Control for Network Revenue Management. (2014). Jasin, Stefanus . In: Operations Research. RePEc:inm:oropre:v:62:y:2014:i:5:p:1168-1178.

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2014Double-Sided Batch Queues with Abandonment: Modeling Crossing Networks. (2014). Afeche, Philipp ; Diamant, Adam ; Milner, Joseph . In: Operations Research. RePEc:inm:oropre:v:62:y:2014:i:5:p:1179-1201.

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2014Limit Theorems for Markovian Bandwidth-Sharing Networks with Rate Constraints. (2014). Reed, Josh ; Zwart, Bert. In: Operations Research. RePEc:inm:oropre:v:62:y:2014:i:6:p:1453-1466.

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2014A Unified Approach to Revealed Preference Theory: The Case of Rational Choice. (2014). Quah, John ; Ok, Efe ; John K.-H. Quah, ; Nishimura, Hiroki . In: Working Papers. RePEc:ucr:wpaper:201418.

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Source data used to compute the impact factor of RePEc series.

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 2th 2018. Contact: CitEc Team