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: 2021-03-03 18:38:23]
5 Years H
36
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 43 254 17 17 99 1 263 9 0 0 0.04
1991 0.01 0.08 0.19 0.01 46 89 292 17 34 91 1 248 3 0 0 0.04
1992 0.02 0.09 0.11 0.02 59 148 407 17 51 89 2 235 4 0 0 0.04
1993 0.03 0.11 0.05 0.02 60 208 268 11 62 105 3 247 5 0 0 0.05
1994 0.04 0.12 0.11 0.02 56 264 236 28 90 119 5 256 6 0 0 0.06
1995 0.02 0.19 0.12 0.02 54 318 216 38 128 116 2 264 5 1 2.6 0 0.08
1996 0.01 0.22 0.13 0.02 55 373 206 49 177 110 1 275 6 0 1 0.02 0.1
1997 0.09 0.22 0.18 0.09 48 421 216 75 252 109 10 284 26 0 1 0.02 0.1
1998 0.14 0.26 0.29 0.12 54 475 360 136 388 103 14 273 33 29 21.3 2 0.04 0.12
1999 0.07 0.27 0.23 0.07 48 523 148 120 508 102 7 267 20 14 11.7 1 0.02 0.13
2000 0.1 0.32 0.26 0.09 41 564 171 145 653 102 10 259 23 22 15.2 0 0.14
2001 0.09 0.35 0.28 0.13 49 613 159 172 825 89 8 246 32 58 33.7 1 0.02 0.15
2002 0.12 0.38 0.27 0.13 48 661 162 177 1003 90 11 240 30 41 23.2 0 0.19
2003 0.1 0.4 0.28 0.12 44 705 344 199 1202 97 10 240 28 67 33.7 1 0.02 0.19
2004 0.08 0.44 0.33 0.11 53 758 277 245 1449 92 7 230 26 67 27.3 4 0.08 0.2
2005 0.13 0.46 0.3 0.16 54 812 260 244 1693 97 13 235 37 79 32.4 3 0.06 0.21
2006 0.09 0.46 0.24 0.1 50 862 280 203 1896 107 10 248 25 47 23.2 0 0.21
2007 0.11 0.42 0.28 0.19 56 918 233 255 2151 104 11 249 48 66 25.9 2 0.04 0.18
2008 0.17 0.44 0.31 0.2 57 975 248 303 2456 106 18 257 51 76 25.1 7 0.12 0.2
2009 0.16 0.43 0.3 0.2 61 1036 237 310 2766 113 18 270 54 71 22.9 3 0.05 0.21
2010 0.19 0.43 0.33 0.22 47 1083 279 355 3121 118 22 278 61 64 18 3 0.06 0.18
2011 0.19 0.45 0.28 0.2 42 1125 162 312 3433 108 21 271 55 76 24.4 2 0.05 0.2
2012 0.16 0.45 0.3 0.18 37 1162 159 342 3777 89 14 263 48 49 14.3 8 0.22 0.19
2013 0.16 0.51 0.27 0.16 38 1200 205 327 4106 79 13 244 39 48 14.7 4 0.11 0.21
2014 0.15 0.53 0.34 0.26 63 1263 155 424 4532 75 11 225 58 94 22.2 10 0.16 0.2
2015 0.22 0.53 0.34 0.25 52 1315 127 441 4973 101 22 227 57 89 20.2 1 0.02 0.2
2016 0.34 0.52 0.48 0.38 77 1392 180 667 5640 115 39 232 88 122 18.3 9 0.12 0.19
2017 0.33 0.53 0.7 0.4 59 1451 43 1015 6655 129 42 267 106 87 8.6 0 0.19
2018 0.36 0.59 0.72 0.4 61 1512 34 1089 7744 136 49 289 117 62 5.7 0 0.23
2019 0.14 0.67 0.74 0.31 49 1561 24 1157 8901 120 17 312 98 64 5.5 3 0.06 0.25
2020 0.38 1.01 0.84 0.44 65 1626 11 1372 10273 110 42 298 132 96 7 10 0.15 0.4
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

687
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

231
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

177
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

138
51992On 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

134
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

130
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

118
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

96
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

86
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

79
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

77
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

70
131986An 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

67
141986An 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

67
151986Explicit 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

66
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.

Full description at Econpapers || Download paper

58
171980Strongly 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

56
181993Convergence 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

52
192004Coordinating 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

51
201992Existence 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

50
211995Optimal 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

49
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

47
232006Optimization 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

47
241997Scheduling 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
251985Nonzero-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

46
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

46
271987On 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

43
282010Optimality 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

43
292010Proximal 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

43
301979A 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

42
311976Augmented 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

42
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

41
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

41
342004Selfish 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

40
351983Integer 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

37
361986A 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

36
372003A 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

35
381979Tangent 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

33
392004On 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

33
401976The 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

33
411992Approximation 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

32
421994On 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

32
432013External 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

32
441983Instantaneous 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

32
451981Value 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

31
461990Minimizing 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

31
471988Cooling 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

31
481995Variance-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

30
491983The 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

30
501996Analysis 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.

Full description at Econpapers || Download paper

30
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

224
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

59
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

55
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

46
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

39
61990Portfolio 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

34
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

32
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

28
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

26
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

23
111985Distributional 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

20
121979Mathematical 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

20
132004Selfish 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

19
142010Proximal 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

18
152013External 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

18
162010Optimality 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

17
172011Appointment 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

17
181986A 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

16
192005Robust 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

16
202003A 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

16
212004Coordinating 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

15
221983The 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

14
232014Robust 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

14
242016Robust 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

13
251979Geometric 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

13
261994On 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

12
272006Conditional 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

12
281987On 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

12
291995Variance-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

12
301986Explicit 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

11
312016General 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

11
322009Maximum 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

11
332017A 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

11
341979A 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

11
351988The 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
361999Algorithmic 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

11
371997Scheduling 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

11
381976Augmented 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

11
392000Mathematical 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

11
402012A Re-Solving Heuristic with Bounded Revenue Loss for Network Revenue Management with Customer Choice. (2012). Kumar, Sunil ; Jasin, Stefanus . In: Mathematics of Operations Research. RePEc:inm:ormoor:v:37:y:2012:i:2:p:313-345.

Full description at Econpapers || Download paper

10
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

10
422014Learning 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

10
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

10
442007Provably Near-Optimal Sampling-Based Policies for Stochastic Inventory Control Models. (2007). Levi, Retsef ; Shmoys, David B ; Roundy, Robin O. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:32:y:2007:i:4:p:821-839.

Full description at Econpapers || Download paper

10
452005Investment 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

10
462006Optimization 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

10
472009A Nonparametric Asymptotic Analysis of Inventory Planning with Censored Demand. (2009). Huh, Woonghee Tim ; Rusmevichientong, Paat . In: Mathematics of Operations Research. RePEc:inm:ormoor:v:34:y:2009:i:1:p:103-123.

Full description at Econpapers || Download paper

9
482011Flows and Decompositions of Games: Harmonic and Potential Games. (2011). Parrilo, Pablo A ; Candogan, Ozan ; Menache, Ishai ; Ozdaglar, Asuman. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:36:y:2011:i:3:p:474-503.

Full description at Econpapers || Download paper

9
492003A 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.

Full description at Econpapers || Download paper

9
502008Optimal Multiple Stopping of Linear Diffusions. (2008). Dayanik, Savas ; Carmona, Rene. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:33:y:2008:i:2:p:446-460.

Full description at Econpapers || Download paper

9
Citing documents used to compute impact factor: 42
YearTitle
2020On the value of non-Markovian Dynkin games with partial and asymmetric information. (2020). Palczewski, Jan ; Merkulov, Nikita ; de Angelis, Tiziano. In: Papers. RePEc:arx:papers:2007.10643.

Full description at Econpapers || Download paper

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

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 Optimisation within a Wasserstein Ball. (2020). Jaimungal, Sebastian ; Pesenti, Silvana. In: Papers. RePEc:arx:papers:2012.04500.

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

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

2020A Perturbation Approach to Optimal Investment, Liability Ratio, and Dividend Strategies. (2020). Xu, Zuoquan ; Jin, Zhuo ; Zou, Bin. In: Papers. RePEc:arx:papers:2012.06703.

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

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
2020Ordering and Inequalities for Mixtures on Risk Aggregation. (2020). Wang, Ruodu ; Liu, Yang ; Chen, Yuyu. In: Papers. RePEc:arx:papers:2007.12338.

Full description at Econpapers || Download paper

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

2020Parametric measures of variability induced by risk measures. (2020). Fadina, Tolulope ; Bellini, Fabio ; Wei, Yunran ; Wang, Ruodu. In: Papers. RePEc:arx:papers:2012.05219.

Full description at Econpapers || Download paper

2020Market-consistent pricing with acceptable risk. (2020). Munari, Cosimo ; Arduca, Maria. In: Papers. RePEc:arx:papers:2012.08351.

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

Recent citations received in 2017

YearCiting document