Is this page useful for you? Then, help us to keep the service working. Please have a look to our donations page ... Thanks for your help!!

Citation Profile [Updated: 2022-01-09 21:43:50]
5 Years H
39
Impact Factor
0.38
5 Years IF
0.44
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 0.01 0.09 0.4 0.03 43 43 280 17 17 99 1 263 9 0 0 0.04
1991 0.01 0.08 0.19 0.01 46 89 320 17 34 91 1 248 3 0 0 0.04
1992 0.02 0.09 0.11 0.02 59 148 415 17 51 89 2 235 4 0 0 0.04
1993 0.03 0.11 0.05 0.02 60 208 288 11 62 105 3 247 5 0 0 0.05
1994 0.04 0.12 0.11 0.02 56 264 259 29 91 119 5 256 6 0 0 0.06
1995 0.02 0.19 0.12 0.02 54 318 241 38 129 116 2 264 5 1 2.6 0 0.08
1996 0.01 0.22 0.13 0.02 55 373 222 49 178 110 1 275 6 0 1 0.02 0.1
1997 0.09 0.22 0.18 0.09 48 421 235 77 255 109 10 284 26 0 1 0.02 0.09
1998 0.13 0.26 0.29 0.12 54 475 407 137 392 103 13 273 32 29 21.2 2 0.04 0.12
1999 0.07 0.27 0.23 0.07 48 523 163 120 512 102 7 267 20 14 11.7 1 0.02 0.13
2000 0.11 0.32 0.26 0.1 41 564 185 149 661 102 11 259 25 22 14.8 0 0.14
2001 0.1 0.35 0.28 0.13 49 613 183 174 835 89 9 246 33 58 33.3 1 0.02 0.15
2002 0.12 0.37 0.27 0.13 48 661 176 175 1011 90 11 240 30 41 23.4 0 0.19
2003 0.1 0.4 0.28 0.12 44 705 397 200 1211 97 10 240 28 67 33.5 1 0.02 0.19
2004 0.09 0.44 0.34 0.12 53 758 304 253 1466 92 8 230 27 67 26.5 4 0.08 0.2
2005 0.13 0.45 0.3 0.16 54 812 289 247 1713 97 13 235 37 79 32 3 0.06 0.21
2006 0.09 0.46 0.24 0.1 50 862 300 211 1924 107 10 248 26 48 22.7 1 0.02 0.2
2007 0.11 0.42 0.29 0.21 56 918 246 269 2193 104 11 249 53 66 24.5 2 0.04 0.18
2008 0.18 0.44 0.32 0.21 57 975 265 312 2507 106 19 257 53 76 24.4 7 0.12 0.2
2009 0.16 0.43 0.31 0.2 61 1036 246 319 2826 113 18 270 55 71 22.3 3 0.05 0.21
2010 0.19 0.43 0.33 0.22 47 1083 313 361 3187 118 22 278 62 64 17.7 3 0.06 0.18
2011 0.19 0.45 0.29 0.21 42 1125 184 323 3510 108 21 271 56 76 23.5 2 0.05 0.2
2012 0.16 0.45 0.31 0.19 37 1162 171 353 3865 89 14 263 49 49 13.9 8 0.22 0.19
2013 0.16 0.5 0.28 0.16 38 1200 236 335 4202 79 13 244 40 48 14.3 4 0.11 0.21
2014 0.15 0.51 0.34 0.26 63 1263 172 427 4631 75 11 225 59 94 22 10 0.16 0.2
2015 0.22 0.5 0.34 0.26 52 1315 152 446 5077 101 22 227 60 89 20 1 0.02 0.19
2016 0.35 0.5 0.49 0.38 77 1392 215 677 5754 115 40 232 89 122 18 10 0.13 0.18
2017 0.33 0.5 0.71 0.4 59 1451 70 1030 6784 129 43 267 107 87 8.4 0 0.18
2018 0.38 0.54 0.73 0.42 61 1512 67 1109 7893 136 52 289 122 62 5.6 1 0.02 0.21
2019 0.17 0.58 0.76 0.33 49 1561 57 1180 9074 120 20 312 104 64 5.4 3 0.06 0.21
2020 0.38 0.75 0.85 0.44 65 1626 35 1374 10448 110 42 298 131 96 7 7 0.11 0.29
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

781
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

259
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

206
41979Mathematical 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

144
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

144
61992On 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

138
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.

Full description at Econpapers || Download paper

138
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

118
91976The 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

96
101985Distributional 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

88
111990Portfolio 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

88
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

75
131986Explicit 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

71
141986An 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.

Full description at Econpapers || Download paper

70
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.

Full description at Econpapers || Download paper

70
161995Optimal 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

64
172000Mathematical 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.

Full description at Econpapers || Download paper

62
181980Strongly 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

57
192010Proximal 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

56
201993Convergence 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.

Full description at Econpapers || Download paper

56
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.

Full description at Econpapers || Download paper

55
222005Robust 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

54
232004Coordinating 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

53
241987On 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

53
251988The 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

50
261991Stochastic 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.

Full description at Econpapers || Download paper

49
271979A 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.

Full description at Econpapers || Download paper

47
282003A 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

47
291997Scheduling 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.

Full description at Econpapers || Download paper

46
302010Optimality 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

45
311985Nonzero-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.

Full description at Econpapers || Download paper

44
321997Self-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.

Full description at Econpapers || Download paper

44
331994On 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

44
341976Augmented 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

43
351992Existence 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

42
362004Selfish 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.

Full description at Econpapers || Download paper

41
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.

Full description at Econpapers || Download paper

40
381986A Stochastic Calculus Model of Continuous Trading: Optimal Portfolios. (1986). Pliska, Stanley R. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:11:y:1986:i:2:p:371-382.

Full description at Econpapers || Download paper

40
391983Integer 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.

Full description at Econpapers || Download paper

39
401988Cooling Schedules for Optimal Annealing. (1988). Hajek, Bruce . In: Mathematics of Operations Research. RePEc:inm:ormoor:v:13:y:1988:i:2:p:311-329.

Full description at Econpapers || Download paper

37
411979Tangent 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.

Full description at Econpapers || Download paper

36
421990Minimizing Total Tardiness on One Machine is NP-Hard. (1990). Du, Jianzhong . In: Mathematics of Operations Research. RePEc:inm:ormoor:v:15:y:1990:i:3:p:483-495.

Full description at Econpapers || Download paper

36
432004On 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.

Full description at Econpapers || Download paper

35
441995Variance-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

35
451976The 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.

Full description at Econpapers || Download paper

34
462013Risk 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.

Full description at Econpapers || Download paper

34
472013External 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.

Full description at Econpapers || Download paper

33
481983Jointly 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.

Full description at Econpapers || Download paper

33
491992Approximation Schemes for the Restricted Shortest Path Problem. (1992). Hassin, Refael. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:17:y:1992:i:1:p:36-42.

Full description at Econpapers || Download paper

33
501983The 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.

Full description at Econpapers || Download paper

33
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

296
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

86
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

79
41991Scenarios 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

58
51982The 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

54
62003Robust 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

46
71990Portfolio 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

44
81976The 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

36
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

36
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

35
112010Proximal 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

31
121985Distributional 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

29
132003A 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

28
141979Mathematical 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

25
152005Robust 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

23
161994On 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

23
172017A Descent Lemma Beyond Lipschitz Gradient Continuity: First-Order Methods Revisited and Applications. (2017). Bolte, Jérôme ; Teboulle, Marc ; Bauschke, Heinz H. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:42:y:2017:i:2:p:330-348.

Full description at Econpapers || Download paper

21
181988The 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

20
191986A Stochastic Calculus Model of Continuous Trading: Optimal Portfolios. (1986). Pliska, Stanley R. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:11:y:1986:i:2:p:371-382.

Full description at Econpapers || Download paper

20
202004Selfish 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.

Full description at Econpapers || Download paper

20
212011Appointment Scheduling with Discrete Random Durations. (2011). Begen, Mehmet A ; Queyranne, Maurice. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:36:y:2011:i:2:p:240-257.

Full description at Econpapers || Download paper

19
222010Optimality 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

19
232013External 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.

Full description at Econpapers || Download paper

19
242013Risk 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.

Full description at Econpapers || Download paper

17
251983The 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.

Full description at Econpapers || Download paper

17
261995Variance-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

17
271979Geometric 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
282006Optimization 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
292004Coordinating 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

17
302016Robust Sensitivity Analysis for Stochastic Systems. (2016). Lam, Henry . In: Mathematics of Operations Research. RePEc:inm:ormoor:v:41:y:2016:i:4:p:1248-1275.

Full description at Econpapers || Download paper

17
311987On 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

17
321979A 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.

Full description at Econpapers || Download paper

16
332014Robust 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.

Full description at Econpapers || Download paper

15
341999Algorithmic 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.

Full description at Econpapers || Download paper

15
352014Learning to Optimize via Posterior Sampling. (2014). van Roy, Benjamin ; Russo, Daniel . In: Mathematics of Operations Research. RePEc:inm:ormoor:v:39:y:2014:i:4:p:1221-1243.

Full description at Econpapers || Download paper

14
362016General Optimized Lower and Upper Bounds for Discrete and Continuous Arithmetic Asian Options. (2016). Fusai, Gianluca ; Kyriakou, Ioannis. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:41:y:2016:i:2:p:531-559.

Full description at Econpapers || Download paper

14
372006Conditional 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
381983Jointly 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.

Full description at Econpapers || Download paper

14
392005Investment Timing Under Incomplete Information. (2005). Villeneuve, Stephane ; Mariotti, Thomas ; Decamps, Jean-Paul. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:30:y:2005:i:2:p:472-500.

Full description at Econpapers || Download paper

14
402000Mathematical 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.

Full description at Econpapers || Download paper

14
412016Fundamental 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.

Full description at Econpapers || Download paper

14
422019Quantifying Distributional Model Risk via Optimal Transport. (2019). Murthy, Karthyek ; Blanchet, Jose. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:44:y:2019:i:2:p:565-600.

Full description at Econpapers || Download paper

13
431991Stochastic 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.

Full description at Econpapers || Download paper

13
441990Minimizing Total Tardiness on One Machine is NP-Hard. (1990). Du, Jianzhong . In: Mathematics of Operations Research. RePEc:inm:ormoor:v:15:y:1990:i:3:p:483-495.

Full description at Econpapers || Download paper

13
451976Augmented 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

12
461986Explicit 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

12
472009Maximum 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.

Full description at Econpapers || Download paper

12
481983Instantaneous 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.

Full description at Econpapers || Download paper

12
491988Generalized Equilibrium Results for Games with Incomplete Information. (1988). Balder, Erik J. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:13:y:1988:i:2:p:265-276.

Full description at Econpapers || Download paper

12
501993Convergence 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.

Full description at Econpapers || Download paper

12
Citing documents used to compute impact factor: 42
YearTitle
2020Solving two-state Markov games with incomplete information on one side. (2020). Solan, Eilon ; Rainer, Catherine ; Ashkenazi-Golan, Galit. In: Games and Economic Behavior. RePEc:eee:gamebe:v:122:y:2020:i:c:p:83-104.

Full description at Econpapers || Download paper

2020Dynamic Assortment Optimization for Reusable Products with Random Usage Durations. (2020). Topaloglu, Huseyin ; Sumida, Mika ; Rusmevichientong, Paat. In: Management Science. RePEc:inm:ormnsc:v:66:y:2020:i:7:p:2820-2844.

Full description at Econpapers || Download paper

2020Provably Near-Optimal Approximation Schemes for Implicit Stochastic and Sample-Based Dynamic Programs. (2020). Halman, Nir. In: INFORMS Journal on Computing. RePEc:inm:orijoc:v:32:y:4:i:2020:p:1157-1181.

Full description at Econpapers || Download paper

2020.

Full description at Econpapers || Download paper

2020Second order probabilistic parametrix method for unbiased simulation of stochastic differential equations. (2020). Yuasa, Tomooki ; Kohatsu-Higa, Arturo ; Andersson, Patrik. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:130:y:2020:i:9:p:5543-5574.

Full description at Econpapers || Download paper

2020Approximate Markov-Nash Equilibria for Discrete-Time Risk-Sensitive Mean-Field Games. (2020). Raginsky, Maxim ; Ar, Tamer Bas ; Basar, Tamer ; Saldi, Naci. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:45:y:2020:i:4:p:1596-1620.

Full description at Econpapers || Download paper

2020Probabilistic bisection with spatial metamodels. (2020). Ludkovski, Michael ; Rodriguez, Sergio. In: European Journal of Operational Research. RePEc:eee:ejores:v:286:y:2020:i:2:p:588-603.

Full description at Econpapers || Download paper

2020Simulation Methods for Robust Risk Assessment and the Distorted Mix Approach. (2020). Weber, Stefan ; Kim, Sojung. In: Papers. RePEc:arx:papers:2009.03653.

Full description at Econpapers || Download paper

2020Distributionally Robust Newsvendor with Moment Constraints. (2020). Zhang, Shuzhong ; Singh, Derek. In: Papers. RePEc:arx:papers:2010.16369.

Full description at Econpapers || Download paper

2020Optimizing distortion riskmetrics with distributional uncertainty. (2020). Wang, Qiuqi ; Pesenti, Silvana. In: Papers. RePEc:arx:papers:2011.04889.

Full description at Econpapers || Download paper

2020Two-Stage Stochastic and Robust Optimization for Non-Adaptive Group Testing. (2020). Ho-Nguyen, Nam. In: Working Papers. RePEc:syb:wpbsba:2123/23695.

Full description at Econpapers || Download paper

2020Distributionally Robust XVA via Wasserstein Distance: Wrong Way Counterparty Credit and Funding Risk. (2020). Zhang, Shuzhong ; Singh, Derek. In: Applied Economics and Finance. RePEc:rfa:aefjnl:v:7:y:2020:i:6:p:70-100.

Full description at Econpapers || Download paper

2020Robust risk aggregation with neural networks. (2020). Pohl, Mathias ; Kupper, Michael ; Eckstein, Stephan. In: Mathematical Finance. RePEc:bla:mathfi:v:30:y:2020:i:4:p:1229-1272.

Full description at Econpapers || Download paper

2020Portfolio Liquidation Games with Self-Exciting Order Flow. (2020). Horst, Ulrich ; Fu, Guanxing ; Xia, Xiaonyu. In: Papers. RePEc:arx:papers:2011.05589.

Full description at Econpapers || Download paper

2020Incentives, lockdown, and testing: from Thucydidess analysis to the COVID-19 pandemic. (2020). Warin, Xavier ; Possamai, Dylan ; Mastrolia, Thibaut ; Hubert, Emma. In: Papers. RePEc:arx:papers:2009.00484.

Full description at Econpapers || Download paper

2020Applications of Mean Field Games in Financial Engineering and Economic Theory. (2020). Carmona, Rene. In: Papers. RePEc:arx:papers:2012.05237.

Full description at Econpapers || Download paper

2020What matters in school choice tie-breaking? How competition guides design. (2020). Nikzad, Afshin ; Ashlagi, Itai. In: Journal of Economic Theory. RePEc:eee:jetheo:v:190:y:2020:i:c:s0022053120301137.

Full description at Econpapers || Download paper

2020Utility Maximization with Proportional Transaction Costs Under Model Uncertainty. (2020). Yu, Xiang ; Tan, Xiaolu ; Deng, Shuoqing. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:45:y:2020:i:4:p:1210-1236.

Full description at Econpapers || Download paper

2020Information sharing or not across the supply chain: The role of carbon emission reduction. (2020). Shi, YE ; Zhou, Sijie ; Yu, Yugang. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:137:y:2020:i:c:s1366554519313559.

Full description at Econpapers || Download paper

2020.

Full description at Econpapers || Download paper

2020Equilibrium existence in games with a concave Bayesian potential. (2020). Haimanko, Ori ; Einy, Ezra. In: Games and Economic Behavior. RePEc:eee:gamebe:v:123:y:2020:i:c:p:288-294.

Full description at Econpapers || Download paper

2020Trimmed Statistical Estimation via Variance Reduction. (2020). Davis, Damek ; Aravkin, Aleksandr. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:45:y:2020:i:1:p:292-322.

Full description at Econpapers || Download paper

2020Strong Metric (Sub)regularity of Karush–Kuhn–Tucker Mappings for Piecewise Linear-Quadratic Convex-Composite Optimization and the Quadratic Convergence of Newton’s Method. (2020). Engle, Abraham ; Burke, James V. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:45:y:2020:i:3:p:1164-1192.

Full description at Econpapers || Download paper

2020Pricing and Matching with Forward-Looking Buyers and Sellers. (2020). Hu, Ming ; Chen, Yiwei. In: Manufacturing & Service Operations Management. RePEc:inm:ormsom:v:22:y:2020:i:4:p:717-734.

Full description at Econpapers || Download paper

2020Technical Note—Dynamic Pricing with Heterogeneous Patience Levels. (2020). Lobel, Ilan. In: Operations Research. RePEc:inm:oropre:v:68:y:2020:i:4:p:1038-1046.

Full description at Econpapers || Download paper

2020Ergodic control of diffusions with compound Poisson jumps under a general structural hypothesis. (2020). Pang, Guodong ; Arapostathis, Ari ; Zheng, YI. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:130:y:2020:i:11:p:6733-6756.

Full description at Econpapers || Download paper

2020Counterfactual and Welfare Analysis with an Approximate Model. (2020). Rehbeck, John ; Allen, Roy. In: Papers. RePEc:arx:papers:2009.03379.

Full description at Econpapers || Download paper

2020Convergence rates for an inexact ADMM applied to separable convex optimization. (2020). Zhang, Hongchao ; Hager, William W. In: Computational Optimization and Applications. RePEc:spr:coopap:v:77:y:2020:i:3:d:10.1007_s10589-020-00221-y.

Full description at Econpapers || Download paper

2020Markov Decision Processes with Recursive Risk Measures. (2020). Glauner, Alexander ; Bauerle, Nicole. In: Papers. RePEc:arx:papers:2010.07220.

Full description at Econpapers || Download paper

2020Constraint Qualifications for Karush–Kuhn–Tucker Conditions in Multiobjective Optimization. (2020). Ramos, Alberto ; Haeser, Gabriel. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:187:y:2020:i:2:d:10.1007_s10957-020-01749-z.

Full description at Econpapers || Download paper

2020The Proximal Alternating Direction Method of Multipliers in the Nonconvex Setting: Convergence Analysis and Rates. (2020). Nguyen, Dang-Khoa ; Bot, Radu Ioan. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:45:y:2020:i:2:p:682-712.

Full description at Econpapers || Download paper

2020Optimization-Driven Scenario Grouping. (2020). Rajan, Deepak ; Dey, Santanu S ; Ahmed, Shabbir ; Ryan, Kevin ; Watson, Jean-Paul ; Musselman, Amelia. In: INFORMS Journal on Computing. RePEc:inm:orijoc:v:32:y:3:i:2020:p:805-821.

Full description at Econpapers || Download paper

2020Product forms for FCFS queueing models with arbitrary server-job compatibilities: an overview. (2020). Righter, Rhonda ; Gardner, Kristen. In: Queueing Systems: Theory and Applications. RePEc:spr:queues:v:96:y:2020:i:1:d:10.1007_s11134-020-09668-6.

Full description at Econpapers || Download paper

2020Steady-State Analysis of the Join-the-Shortest-Queue Model in the Halfin–Whitt Regime. (2020). Braverman, Anton. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:45:y:2020:i:3:p:1069-1103.

Full description at Econpapers || Download paper

2020Asymptotic Optimality of Power-of- d Load Balancing in Large-Scale Systems. (2020). Whiting, Philip A ; Borst, Sem C ; Mukherjee, Debankur. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:45:y:2020:i:4:p:1535-1571.

Full description at Econpapers || Download paper

2020A Discounted Approach in Communicating Average Markov Decision Chains Under Risk-Aversion. (2020). Cruz-Suarez, Hugo ; Cavazos-Cadena, Rolando ; Saucedo-Zul, Julio. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:187:y:2020:i:2:d:10.1007_s10957-020-01758-y.

Full description at Econpapers || Download paper

2020Dynamic asset allocation with consumption ratcheting post retirement. (2020). Park, Kyunghyun ; Jeon, Junkee. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:385:y:2020:i:c:s0096300320303799.

Full description at Econpapers || Download paper

2020Social insurance for the elderly. (2020). Park, Kyunghyun ; Koo, Hyeng Keun ; Jeon, Junkee ; Bae, Se Yung. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:274-299.

Full description at Econpapers || Download paper

2020Retirement decision and optimal consumption-investment under addictive habit persistence. (2020). Yuan, Fengyi ; Liang, Zongxia ; Guan, Guohui. In: Papers. RePEc:arx:papers:2011.10166.

Full description at Econpapers || Download paper

2020Optimal ratcheting of dividends in a Brownian risk model. (2020). Azcue, Pablo ; Albrecher, Hansjoerg ; Muler, Nora. In: Papers. RePEc:arx:papers:2012.10632.

Full description at Econpapers || Download paper

2020Worst-Case Examples for Lasserre’s Measure–Based Hierarchy for Polynomial Optimization on the Hypercube. (2020). Laurent, Monique ; de Klerk, Etienne. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:45:y:2020:i:1:p:86-98.

Full description at Econpapers || Download paper

2020An integrated algorithm for solving multi-customer joint replenishment problem with districting consideration. (2020). Lin, Jen-Yen ; Yao, Ming-Jong ; Fang, Shu-Cherng. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:138:y:2020:i:c:s1366554519301462.

Full description at Econpapers || Download paper

Recent citations
Recent citations received in 2020

YearCiting document
2020AHEAD : Ad-Hoc Electronic Auction Design. (2020). Rosenbaum, Mathieu ; Mastrolia, Thibaut ; Guillot, Philippe ; Derchu, Joffrey. In: Papers. RePEc:arx:papers:2010.02827.

Full description at Econpapers || Download paper

2020Optimizing distortion riskmetrics with distributional uncertainty. (2020). Wang, Qiuqi ; Pesenti, Silvana. In: Papers. RePEc:arx:papers:2011.04889.

Full description at Econpapers || Download paper

2020Risk functionals with convex level sets. (2020). Wei, Yunran ; Wang, Ruodu. In: Mathematical Finance. RePEc:bla:mathfi:v:30:y:2020:i:4:p:1337-1367.

Full description at Econpapers || Download paper

2020Hidden stochastic games and limit equilibrium payoffs. (2020). Ziliotto, Bruno ; Renault, Jerome. In: Games and Economic Behavior. RePEc:eee:gamebe:v:124:y:2020:i:c:p:122-139.

Full description at Econpapers || Download paper

2020Stability properties of Haezendonck–Goovaerts premium principles. (2020). Xanthos, Foivos ; Munari, Cosimo ; Gao, Niushan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:94:y:2020:i:c:p:94-99.

Full description at Econpapers || Download paper

2020Swap-flexibility in the assignment of houses. (2020). Raghavan, Madhav. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:91:y:2020:i:c:p:1-10.

Full description at Econpapers || Download paper

2020Information and Memory in Dynamic Resource Allocation. (2020). Zhong, Yuan ; Xu, Kuang. In: Operations Research. RePEc:inm:oropre:v:68:y:2020:i:6:p:1698-1715.

Full description at Econpapers || Download paper

Recent citations received in 2019

YearCiting document
2019Submodular Maximization Through the Lens of Linear Programming. (2019). Zenklusen, Rico ; Bruggmann, Simon. In: Management Science. RePEc:inm:ormnsc:v:44:y:2019:i:4:p:1221-1244.

Full description at Econpapers || Download paper

2019Recovering Best Statistical Guarantees via the Empirical Divergence-Based Distributionally Robust Optimization. (2019). Lam, Henry. In: Operations Research. RePEc:inm:oropre:v:67:y:2019:i:4:p:1090-1105.

Full description at Econpapers || Download paper

2019Optimization-Based Calibration of Simulation Input Models. (2019). Zhang, BO ; Qian, Huajie ; Lam, Henry ; Goeva, Aleksandrina. In: Operations Research. RePEc:inm:oropre:v:67:y:2019:i:5:p:1362-1382.

Full description at Econpapers || Download paper

Recent citations received in 2018

YearCiting document
2018Law invariant risk measures and information divergences. (2018). Daniel, Lacker. In: Dependence Modeling. RePEc:vrs:demode:v:6:y:2018:i:1:p:228-258:n:14.

Full description at Econpapers || Download paper

Recent citations received in 2017

YearCiting document