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Citation Profile [Updated: 2019-12-04 10:36:47]
5 Years H
29
Impact Factor
0.43
5 Years IF
0.39
Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1990 0 0.08 0.12 0.01 43 43 171 5 5 99 263 3 0 0 0.04
1991 0 0.08 0.01 0 46 89 211 1 6 91 248 0 0 0.04
1992 0.01 0.08 0.04 0 59 148 292 6 12 89 1 235 1 0 0 0.04
1993 0 0.1 0 0 60 208 201 1 13 105 247 0 0 0.05
1994 0.02 0.11 0.05 0.01 56 264 176 12 25 119 2 256 2 0 0 0.05
1995 0.01 0.19 0.05 0 54 318 154 16 41 116 1 264 1 1 6.3 0 0.08
1996 0.01 0.22 0.03 0.01 55 373 142 12 53 110 1 275 2 0 0 0.1
1997 0.06 0.22 0.14 0.07 48 421 165 58 111 109 6 284 21 0 1 0.02 0.09
1998 0.13 0.26 0.24 0.11 54 475 263 113 224 103 13 273 31 28 24.8 2 0.04 0.12
1999 0.07 0.28 0.17 0.07 48 523 102 90 314 102 7 267 18 14 15.6 1 0.02 0.14
2000 0.1 0.33 0.2 0.07 41 564 120 113 427 102 10 259 19 22 19.5 0 0.15
2001 0.09 0.36 0.24 0.11 49 613 120 149 576 89 8 246 28 58 38.9 1 0.02 0.15
2002 0.11 0.39 0.22 0.1 48 661 118 143 719 90 10 240 24 41 28.7 0 0.21
2003 0.09 0.4 0.24 0.1 44 705 232 169 888 97 9 240 25 67 39.6 1 0.02 0.2
2004 0.08 0.45 0.28 0.1 53 758 184 211 1099 92 7 230 24 67 31.8 4 0.08 0.2
2005 0.09 0.46 0.25 0.11 54 812 176 200 1299 97 9 235 27 79 39.5 3 0.06 0.22
2006 0.09 0.46 0.2 0.09 50 862 195 172 1471 107 10 248 23 47 27.3 0 0.21
2007 0.1 0.42 0.23 0.16 56 918 171 211 1682 104 10 249 41 66 31.3 2 0.04 0.18
2008 0.16 0.44 0.28 0.18 57 975 166 268 1952 106 17 257 47 76 28.4 5 0.09 0.21
2009 0.16 0.44 0.27 0.19 61 1036 144 277 2229 113 18 270 52 71 25.6 3 0.05 0.21
2010 0.19 0.43 0.3 0.2 47 1083 168 323 2552 118 22 278 56 64 19.8 3 0.06 0.18
2011 0.18 0.46 0.24 0.18 42 1125 95 269 2821 108 19 271 50 76 28.3 2 0.05 0.21
2012 0.15 0.47 0.25 0.16 37 1162 96 291 3113 89 13 263 41 49 16.8 8 0.22 0.19
2013 0.15 0.53 0.24 0.14 38 1200 124 291 3406 79 12 244 34 48 16.5 4 0.11 0.22
2014 0.13 0.55 0.31 0.25 63 1263 77 389 3798 75 10 225 56 94 24.2 9 0.14 0.22
2015 0.2 0.56 0.3 0.24 52 1315 73 392 4190 101 20 227 54 89 22.7 1 0.02 0.21
2016 0.3 0.58 0.42 0.34 77 1392 78 588 4778 115 35 232 79 122 20.7 9 0.12 0.2
2017 0.25 0.6 0.57 0.3 14 1406 3 802 5580 129 32 267 79 16 2 0 0.22
2018 0.43 0.76 0.62 0.39 0 1406 0 867 6447 91 39 244 95 0 0 0.31
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
CIF: Cumulative impact factor
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until 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: selft citations in y to articles published in y-1 plus y-2
%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

462
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

125
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.

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119
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

98
51979Mathematical 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.

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95
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

90
71982The 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.

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84
81985Distributional 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

60
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

59
101986Explicit 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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55
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.

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54
121979Geometric 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

54
131990Portfolio 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

49
141980Strongly Regular Generalized Equations. (1980). Robinson, Stephen M. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:5:y:1980:i:1:p:43-62.

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49
151992Existence 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.

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47
162000Mathematical 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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45
171986An 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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43
181986An 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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43
191993Convergence 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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42
201985Nonzero-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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39
212006Optimization 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.

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39
221997Self-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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34
231991Stochastic 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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34
241988The 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.

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33
251995Optimal 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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31
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.

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31
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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31
281997Scheduling 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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30
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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30
302004Coordinating 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.

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28
312005Robust Dynamic Programming. (2005). Iyengar, Garud N. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:30:y:2005:i:2:p:257-280.

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28
321988Cooling 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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27
331979Tangent 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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27
341987On 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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26
351983Instantaneous 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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25
362003Preference 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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25
372004On 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
381986Inefficiency 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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24
391976The 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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23
402010Optimality 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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23
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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23
422004Selfish 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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23
431996Analysis 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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21
442003A 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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21
451995Variance-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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20
461979Combinatorial 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
471981Value 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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20
481994On 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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20
492006Conditional Risk Mappings. (2006). Shapiro, Alexander ; Ruszczyski, Andrzej. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:31:y:2006:i:3:p:544-561.

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20
501979A Greedy Heuristic for the Set-Covering Problem. (1979). Chvatal, V. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:4:y:1979:i:3:p:233-235.

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20
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

188
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

62
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

46
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

41
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

36
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

36
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

29
81985Distributional 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

27
91992On 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

25
101995Optimal 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

22
112006Optimization 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

21
122003Robust 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

21
131976The 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

21
141987On 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

20
152010Proximal 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
161979Geometric 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

17
171988The 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.

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15
182013External 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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15
192013Risk 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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15
201981Value 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

14
212003A 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

14
222006Conditional 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

14
231976Augmented 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

13
241994On 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.

Full description at Econpapers || Download paper

13
251995Variance-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.

Full description at Econpapers || Download paper

11
262003Preference 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

11
271986Explicit 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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11
282014Robust Portfolio Choice and Indifference Valuation. (2014). Laeven, Roger ; Stadje, Mitja. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:39:y:2014:i:4:p:1109-1141.

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11
291998The Cost of Achieving the Best Portfolio in Hindsight. (1998). Ordentlich, Erik ; Cover, Thomas M. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:23:y:1998:i:4:p:960-982.

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10
302013Opinion 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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10
312012A Colonel Blotto Gladiator Game. (2012). Scarsini, Marco ; Rinott, Yosef ; Yu, Yaming . In: Mathematics of Operations Research. RePEc:inm:ormoor:v:37:y:2012:i:4:p:574-590.

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10
321983The 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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331983Integer 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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341980Strongly Regular Generalized Equations. (1980). Robinson, Stephen M. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:5:y:1980:i:1:p:43-62.

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352004Coordinating 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.

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361979Tangent 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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372013On 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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381997Survival and Growth with a Liability: Optimal Portfolio Strategies in Continuous Time. (1997). Browne, Sid. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:22:y:1997:i:2:p:468-493.

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392004Selfish 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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402013Robust 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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8
412010Optimality 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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421985Conflict and Coincidence of Interest in Job Matching: Some New Results and Open Questions. (1985). Roth, Alvin. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:10:y:1985:i:3:p:379-389.

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432008Truncation 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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442005Second-Order Lower Bounds on the Expectation of a Convex Function. (2005). Morton, David P ; Dokov, Steftcho P. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:30:y:2005:i:3:p:662-677.

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451988A Diffusion Model for Optimal Portfolio Selection in the Presence of Brokerage Fees. (1988). Taksar, Michael ; Assaf, David ; Klass, Michael J. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:13:y:1988:i:2:p:277-294.

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461999Algorithmic Aspects of the Core of Combinatorial Optimization Games. (1999). Deng, Xiaotie ; Ibaraki, Toshihide ; Nagamochi, Hiroshi . In: Mathematics of Operations Research. RePEc:inm:ormoor:v:24:y:1999:i:3:p:751-766.

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472012Queues 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.

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482008Optimal Stopping of Linear Diffusions with Random Discounting. (2008). Dayanik, Savas . In: Mathematics of Operations Research. RePEc:inm:ormoor:v:33:y:2008:i:3:p:645-661.

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491981Cooperative 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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501983Jointly Constrained Biconvex Programming. (1983). Al-Khayyal, Faiz A ; Falk, James E. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:8:y:1983:i:2:p:273-286.

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Citing documents used to compute impact factor: 39
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2018The Forward–Backward Algorithm and the Normal Problem. (2018). Moursi, Walaa M. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:176:y:2018:i:3:d:10.1007_s10957-017-1113-4.

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2018A note on the Douglas–Rachford splitting method for optimization problems involving hypoconvex functions. (2018). Guo, KE ; Han, Deren. In: Journal of Global Optimization. RePEc:spr:jglopt:v:72:y:2018:i:3:d:10.1007_s10898-018-0660-z.

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2018Optimal investment with possibly non-concave utilities and no-arbitrage: a measure theoretical approach Miklós R ´ asonyi. (2018). Rasonyi, Miklos ; Carassus, Laurence ; Blanchard, Romain. In: Post-Print. RePEc:hal:journl:hal-01883419.

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2018No-arbitrage and optimal investment with possibly non-concave utilities: a measure theoretical approach. (2018). Blanchard, Romain ; Rasonyi, Miklos ; Carassus, Laurence. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:88:y:2018:i:2:d:10.1007_s00186-018-0635-3.

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2018A risk-neutral equilibrium leading to uncertain volatility pricing. (2018). Muhle-Karbe, Johannes ; Nutz, Marcel. In: Finance and Stochastics. RePEc:spr:finsto:v:22:y:2018:i:2:d:10.1007_s00780-018-0356-8.

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2018A class of globally solvable Markovian quadratic BSDE systems and applications. (2018). Itkovi, Gordan ; Xing, Hao. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:73440.

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2018Convex duality in optimal investment and contingent claim valuation in illiquid markets. (2018). Pennanen, Teemu ; Perkkio, Ari-Pekka. In: Finance and Stochastics. RePEc:spr:finsto:v:22:y:2018:i:4:d:10.1007_s00780-018-0372-8.

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2018Designing matching mechanisms under constraints: An approach from discrete convex analysis. (2018). Kojima, Fuhito ; Yokoo, Makoto ; Tamura, Akihisa . In: Journal of Economic Theory. RePEc:eee:jetheo:v:176:y:2018:i:c:p:803-833.

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2018Stable project allocation under distributional constraints. (2018). agoston, Kolos Csaba ; Szanto, Richard ; Biro, Peter. In: Operations Research Perspectives. RePEc:eee:oprepe:v:5:y:2018:i:c:p:59-68.

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2018Distributionally robust chance constrained optimization for economic dispatch in renewable energy integrated systems. (2018). Tong, Xiaojiao ; Zheng, Quanguo ; Luo, Xiao ; Sun, Hailin. In: Journal of Global Optimization. RePEc:spr:jglopt:v:70:y:2018:i:1:d:10.1007_s10898-017-0572-3.

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2018Quantitative Stability of Two-Stage Linear Second-Order Conic Stochastic Programs with Full Random Recourse. (2018). Duan, Qingsong ; Zhang, Liwei ; Guo, Shaoyan ; Xu, Mengwei . In: Asia-Pacific Journal of Operational Research (APJOR). RePEc:wsi:apjorx:v:35:y:2018:i:05:n:s0217595918500318.

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2018Normal regularity for the feasible set of semi-infinite multiobjective optimization problems with applications. (2018). Chuong, Thai Doan ; Sang, DO. In: Annals of Operations Research. RePEc:spr:annopr:v:267:y:2018:i:1:d:10.1007_s10479-016-2337-7.

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2018Complexity Theory, Game Theory, and Economics. (2018). Roughgarden, Tim. In: Papers. RePEc:arx:papers:1801.00734.

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2018Risk measurement and risk-averse control of partially observable discrete-time Markov systems. (2018). Fan, Jingnan ; Ruszczyski, Andrzej. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:88:y:2018:i:2:d:10.1007_s00186-018-0633-5.

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2018Risk management for forestry planning under uncertainty in demand and prices. (2018). Alonso-Ayuso, Antonio ; Weintraub, Andres ; Guignard, Monique ; Escudero, Laureano F. In: European Journal of Operational Research. RePEc:eee:ejores:v:267:y:2018:i:3:p:1051-1074.

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2018A review of choice-based revenue management: Theory and methods. (2018). Strauss, Arne K ; Steinhardt, Claudius ; Klein, Robert. In: European Journal of Operational Research. RePEc:eee:ejores:v:271:y:2018:i:2:p:375-387.

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2018Optimal liquidation under stochastic liquidity. (2018). Becherer, Dirk ; Frentrup, Peter ; Bilarev, Todor. In: Finance and Stochastics. RePEc:spr:finsto:v:22:y:2018:i:1:d:10.1007_s00780-017-0346-2.

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2018The Multivariate Kyle model: More is different. (2018). Bouchaud, Jean-Philippe ; Benzaquen, Michael ; Mastromatteo, Iacopo ; Garc, Luis Carlos. In: Papers. RePEc:arx:papers:1806.07791.

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2018Robust martingale selection problem and its connections to the no-arbitrage theory. (2018). Sikic, Mario ; Burzoni, Matteo. In: Papers. RePEc:arx:papers:1801.03574.

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2018Quantile Hedging in a semi-static market with model uncertainty. (2018). Bayraktar, Erhan ; Wang, GU. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:87:y:2018:i:2:d:10.1007_s00186-017-0616-y.

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2018Perturbation analysis of sub/super hedging problems. (2018). Jacquier, Antoine ; Badikov, Sergey. In: Papers. RePEc:arx:papers:1806.03543.

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2018A unified Framework for Robust Modelling of Financial Markets in discrete time. (2018). Wiesel, Johannes ; Obloj, Jan. In: Papers. RePEc:arx:papers:1808.06430.

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2018Showing Off or Laying Low? The Economics of Psych-outs. (2018). Sisak, Dana ; Morgan, John ; Denter, Philipp . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180041.

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2018Potential games, path independence and Poissons binomial distribution. (2018). Sen, Debapriya. In: MPRA Paper. RePEc:pra:mprapa:84409.

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2018Potential games, path independence and Poisson’s binomial distribution. (2018). Sen, Debapriya. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:88:y:2018:i:1:d:10.1007_s00186-018-0631-7.

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2018Riemannian game dynamics. (2018). Mertikopoulos, Panayotis ; Sandholm, William H. In: Journal of Economic Theory. RePEc:eee:jetheo:v:177:y:2018:i:c:p:315-364.

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2018An investment model with switching costs and the option to abandon. (2018). Zervos, Mihail ; Duckworth, Kate ; Oliveira, Carlos. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:88:y:2018:i:3:d:10.1007_s00186-018-0641-5.

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2018Tauberian Theorem for Value Functions. (2018). Khlopin, Dmitry. In: Dynamic Games and Applications. RePEc:spr:dyngam:v:8:y:2018:i:2:d:10.1007_s13235-017-0227-5.

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2018Tauberian theorems for general iterations of operators: Applications to zero-sum stochastic games. (2018). Ziliotto, Bruno. In: Games and Economic Behavior. RePEc:eee:gamebe:v:108:y:2018:i:c:p:486-503.

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2018Asymptotic value in frequency-dependent games with separable payoffs: a differential approach. (2018). Abdou, Joseph ; Pnevmatikos, Nikolaos. In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:16076rr.

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2018Portfolio Choice with Market-Credit Risk Dependencies. (2018). Capponi, Agostino ; Bo, Lijun. In: Papers. RePEc:arx:papers:1806.07175.

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2018Optimizing power generation in the presence of micro-grids. (2018). Van Ackooij, Wim ; Poss, Michael ; Pan, Stefania ; Detienne, Boris ; de Boeck, Jerome. In: European Journal of Operational Research. RePEc:eee:ejores:v:271:y:2018:i:2:p:450-461.

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2018
2018A Two-Player Zero-sum Game Where Only One Player Observes a Brownian Motion. (2018). Gensbittel, Fabien ; Rainer, Catherine . In: Dynamic Games and Applications. RePEc:spr:dyngam:v:8:y:2018:i:2:d:10.1007_s13235-017-0219-5.

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2018Local Convergence of the Heavy-Ball Method and iPiano for Non-convex Optimization. (2018). Ochs, Peter . In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:177:y:2018:i:1:d:10.1007_s10957-018-1272-y.

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2018Single-transform formulas for pricing Asian options in a general approximation framework under Markov processes. (2018). Cui, Zhenyu ; Liu, Yanchu ; Lee, Chihoon. In: European Journal of Operational Research. RePEc:eee:ejores:v:266:y:2018:i:3:p:1134-1139.

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2018Income uncertainty and the decision to invest in bulk shipping. (2018). Kyriakou, Ioannis ; Nomikos, Nikos K ; Papapostolou, Nikos C ; Pouliasis, Panos K. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:3:p:387-417.

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2018A typology and literature review on stochastic multi-echelon inventory models. (2018). Minner, Stefan ; Schade, Konrad ; Rambau, Jorg ; Laumanns, Marco ; Grob, Christopher ; de Kok, Ton. In: European Journal of Operational Research. RePEc:eee:ejores:v:269:y:2018:i:3:p:955-983.

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Recent citations
Recent citations received in 2017

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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
2015The Value of Markov Chain Games with Incomplete Information on Both Sides. (2015). Gensbittel, Fabien ; Renault, Jerome. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:40:y:2015:i:4:p:820-841.

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