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Citation Profile [Updated: 2022-01-10 21:26:02]
5 Years H
39
Impact Factor
0.54
5 Years IF
0.49
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 0.42 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 0.2
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 0.53 0.73 0.42 61 1512 67 1109 7893 136 52 289 122 62 5.6 1 0.02 0.21
2019 0.17 0.57 0.76 0.33 49 1561 57 1180 9074 120 20 312 104 64 5.4 3 0.06 0.21
2020 0.38 0.73 0.85 0.44 65 1626 35 1374 10448 110 42 298 131 96 7 7 0.11 0.29
2021 0.54 0.72 0.49 17 1643 5 1176 11624 114 62 311 152 25 2.1 6 0.35
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.

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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.

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

Full description at Econpapers || Download paper

138
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

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.

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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.

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96
101990Portfolio 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
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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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57
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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56
202010Proximal 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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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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45
311997Self-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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44
321994On 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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44
331985Nonzero-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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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.

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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.

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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.

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41
371986A 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.

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40
381983Instantaneous 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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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.

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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.

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37
411990Minimizing 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.

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36
421979Tangent 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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36
431995Variance-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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35
442004On 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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35
452013Risk 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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34
461976The 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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34
471983The 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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33
481992Approximation 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.

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33
492013External 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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33
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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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

200
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

62
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

53
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

41
52003Robust 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

38
61982The Economics of Matching: Stability and Incentives. (1982). Roth, Alvin. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:7:y:1982:i:4:p:617-628.

Full description at Econpapers || Download paper

36
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

27
82003A 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

26
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

23
102010Proximal 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

22
111995Optimal 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
121994On 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

19
131985Distributional Strategies for Games with Incomplete Information. (1985). Milgrom, Paul ; Weber, Robert J. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:10:y:1985:i:4:p:619-632.

Full description at Econpapers || Download paper

18
141992On 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

18
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

17
161986A 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

15
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.

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15
181979Mathematical 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

15
191988The 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

15
202013External Risk Measures and Basel Accords. (2013). Heyde, Chris C ; Peng, Xianhua ; Kou, Steven. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:38:y:2013:i:3:p:393-417.

Full description at Econpapers || Download paper

15
211995Variance-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

14
222013Risk 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

14
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

14
241983The 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

12
252016General 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.

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12
262018Optimal Consumption and Portfolio Selection with Early Retirement Option. (2018). Koo, Hyeng Keun ; Yang, Zhou. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:43:y:2018:i:4:p:1378-1404.

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11
272019Quantifying 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.

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11
281979A 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
291990Minimizing 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

11
302009Maximum Entropy Principle with General Deviation Measures. (2009). Zabarankin, Michael ; Grechuk, Bogdan ; Molyboha, Anton. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:34:y:2009:i:2:p:445-467.

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11
311983Jointly 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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321999Algorithmic 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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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.

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341979Geometric 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.

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352005Investment 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.

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362003A Note on Kelso and Crawfords Gross Substitutes Condition. (2003). Fujishige, Satoru ; Yang, Zaifu. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:28:y:2003:i:3:p:463-469.

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371987On 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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382014Learning 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.

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392006Conditional 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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402016Robust 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.

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412004Selfish 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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422000Mathematical 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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432013Entropy Coherent and Entropy Convex Measures of Risk. (2013). Laeven, Roger ; Stadje, Mitja. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:38:y:2013:i:2:p:265-293.

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442013On 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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452011Appointment 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.

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462012A 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.

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472015On the Convergence of Decomposition Methods for Multistage Stochastic Convex Programs. (2015). Girardeau, P ; Philpott, A B ; Leclere, V. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:40:y:2015:i:1:p:130-145.

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481991Stochastic 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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492010Optimality 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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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.

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Citing documents used to compute impact factor: 62
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2021Multi-block Bregman proximal alternating linearized minimization and its application to orthogonal nonnegative matrix factorization. (2021). Patrinos, Panagiotis ; Gillis, Nicolas ; Khanh, Le Thi ; Ahookhosh, Masoud. In: Computational Optimization and Applications. RePEc:spr:coopap:v:79:y:2021:i:3:d:10.1007_s10589-021-00286-3.

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2021A Block Inertial Bregman Proximal Algorithm for Nonsmooth Nonconvex Problems with Application to Symmetric Nonnegative Matrix Tri-Factorization. (2021). Patrinos, Panagiotis ; Gillis, Nicolas ; Khanh, Le Thi ; Ahookhosh, Masoud. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:190:y:2021:i:1:d:10.1007_s10957-021-01880-5.

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2021The alternating direction method of multipliers for finding the distance between ellipsoids. (2021). Dolgopolik, Maksim V. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:409:y:2021:i:c:s0096300321004768.

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2021Sunspot equilibrium in positive recursive general quitting games. (2021). Solan, Eilon. In: International Journal of Game Theory. RePEc:spr:jogath:v:50:y:2021:i:4:d:10.1007_s00182-021-00773-1.

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2021Perspective Reformulations of Semicontinuous Quadratically Constrained Quadratic Programs. (2021). Pan, Yutong ; Zheng, Xiaojin ; Hu, Zhaolin. In: INFORMS Journal on Computing. RePEc:inm:orijoc:v:33:y:2021:i:1:p:163-179.

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2021Balanced House Allocation. (2021). Velez, Rodrigo A ; Long, Xinghua. In: Papers. RePEc:arx:papers:2109.01992.

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2021On representation of energy storage in electricity planning models. (2021). Bistline, John ; Blanford, Geoffrey J ; Merrick, James H. In: Papers. RePEc:arx:papers:2105.03707.

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2021Nash equilibria in nonzero-sum differential games with impulse control. (2021). Zaccour, Georges ; Reddy, Puduru Viswanadha ; Sadana, Utsav. In: European Journal of Operational Research. RePEc:eee:ejores:v:295:y:2021:i:2:p:792-805.

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2021Sampled-Data Nash Equilibria in Differential Games with Impulse Controls. (2021). Zaccour, Georges ; Baar, Tamer ; Reddy, Puduru Viswanadha ; Sadana, Utsav. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:190:y:2021:i:3:d:10.1007_s10957-021-01920-0.

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2021An Impulse-Regime Switching Game Model of Vertical Competition. (2021). Aid, Rene ; Ludkovski, Mike ; Li, Liangchen ; Campi, Luciano. In: Dynamic Games and Applications. RePEc:spr:dyngam:v:11:y:2021:i:4:d:10.1007_s13235-021-00381-4.

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2021Variance-Based Single-Call Proximal Extragradient Algorithms for Stochastic Mixed Variational Inequalities. (2021). Lin, Gui-Hua ; Yang, Zhen-Ping. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:190:y:2021:i:2:d:10.1007_s10957-021-01882-3.

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2021Robust pricing-hedging duality for multi-action options. (2021). Guo, Ivan ; Aksamit, Anna ; Zhou, Zhou ; Liu, Shidan. In: Papers. RePEc:arx:papers:2111.14502.

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2021Two-sided Singular Control of an Inventory with Unknown Demand Trend. (2021). Rodosthenous, Neofytos ; Ferrari, Giorgio ; Federico, Salvatore. In: Papers. RePEc:arx:papers:2102.11555.

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2021Two-Sided Singular Control of an Inventory with Unknown Demand Trend. (2021). Rodosthenous, Neofytos ; Ferrari, Giorgio ; Federico, Salvatore. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:643.

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2021On 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.

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2021Technical Note—Joint Learning and Optimization of Multi-Product Pricing with Finite Resource Capacity and Unknown Demand Parameters. (2021). Duenyas, Izak ; Jasin, Stefanus ; Chen, QI. In: Operations Research. RePEc:inm:oropre:v:69:y:2021:i:2:p:560-573.

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2021Policy Optimization Using Semiparametric Models for Dynamic Pricing. (2021). Yu, Mengxin ; Guo, Yongyi ; Fan, Jianqing. In: Papers. RePEc:arx:papers:2109.06368.

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2021Broadcasting revenue sharing after cancelling sports competitions. (2021). Moreno-Ternero, Juan ; Bergantios, Gustavo. In: MPRA Paper. RePEc:pra:mprapa:109736.

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2021Managing mobile production-inventory systems influenced by a modulation process. (2021). Erera, Alan L ; Malladi, Satya S ; White, Chelsea C. In: Annals of Operations Research. RePEc:spr:annopr:v:304:y:2021:i:1:d:10.1007_s10479-021-04193-y.

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2021Ordering and Inequalities for Mixtures on Risk Aggregation. (2020). Wang, Ruodu ; Liu, Yang ; Chen, Yuyu. In: Papers. RePEc:arx:papers:2007.12338.

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2021Parametric measures of variability induced by risk measures. (2020). Fadina, Tolulope ; Bellini, Fabio ; Wei, Yunran ; Wang, Ruodu. In: Papers. RePEc:arx:papers:2012.05219.

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2021Optimal Insurance to Maximize RDEU Under a Distortion-Deviation Premium Principle. (2021). Young, Virginia ; Wang, Ruodu ; Liang, Xiaoqing. In: Papers. RePEc:arx:papers:2107.02656.

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2021Risk measures induced by efficient insurance contracts. (2021). Zitikis, Ricardas ; Wang, Ruodu. In: Papers. RePEc:arx:papers:2109.00314.

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2021A Framework for Measures of Risk under Uncertainty. (2021). Wang, Ruodu ; Liu, Yang ; Fadina, Tolulope. In: Papers. RePEc:arx:papers:2110.10792.

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2021Spatial competition on 2-dimensional markets and networks when consumers don’t always go to the closest firm. (2021). Cahan, Dodge ; Slinko, Arkadii ; Christie, Louis ; Chen, Hongjia H. In: International Journal of Game Theory. RePEc:spr:jogath:v:50:y:2021:i:4:d:10.1007_s00182-021-00776-y.

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2021A survey of queueing systems with strategic timing of arrivals. (2021). Haviv, Moshe ; Ravner, Liron. In: Queueing Systems: Theory and Applications. RePEc:spr:queues:v:99:y:2021:i:1:d:10.1007_s11134-021-09717-8.

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2021Heavy Traffic Limits for Join-the-Shortest-Estimated-Queue Policy Using Delayed Information. (2021). Lipshutz, David ; Atar, Rami. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:46:y:2021:i:1:p:268-300.

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2021Asymptotic optimality of the generalized c? rule under model uncertainty. (2021). Saha, Subhamay ; Cohen, Asaf. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:136:y:2021:i:c:p:206-236.

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2021Regularity of dynamic opinion games. (2021). Venel, Xavier. In: Games and Economic Behavior. RePEc:eee:gamebe:v:126:y:2021:i:c:p:305-334.

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2021Alternating conditional gradient method for convex feasibility problems. (2021). Ferreira, O P ; Millan, Diaz R ; Prudente, L F. In: Computational Optimization and Applications. RePEc:spr:coopap:v:80:y:2021:i:1:d:10.1007_s10589-021-00293-4.

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2021Robustifying Conditional Portfolio Decisions via Optimal Transport. (2021). Ye, Yinyu ; Delage, Erick ; Blanchet, Jose ; Zhang, Fan ; Nguyen, Viet Anh. In: Papers. RePEc:arx:papers:2103.16451.

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2021Portfolio Optimisation within a Wasserstein Ball. (2020). Jaimungal, Sebastian ; Pesenti, Silvana. In: Papers. RePEc:arx:papers:2012.04500.

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2021Wasserstein Perturbations of Markovian Transition Semigroups. (2021). Nendel, Max ; Kupper, Michael ; Fuhrmann, Sven. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:649.

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2021Reverse Sensitivity Analysis for Risk Modelling. (2021). Pesenti, Silvana M. In: Papers. RePEc:arx:papers:2107.01065.

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2021Robust Arbitrage Conditions for Financial Markets. (2021). Zhang, Shuzong ; Singh, Derek. In: SN Operations Research Forum. RePEc:spr:snopef:v:2:y:2021:i:3:d:10.1007_s43069-021-00073-0.

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2021Trading with the Crowd. (2021). Voss, Moritz ; Neuman, Eyal. In: Papers. RePEc:arx:papers:2106.09267.

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2021Utility Indifference Pricing with High Risk Aversion and Small Linear Price Impact. (2021). Moshe, Shir ; Dolinsky, Yan. In: Papers. RePEc:arx:papers:2111.00451.

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2021Mean Field Contest with Singularity. (2021). Zhang, Yuchong ; Nutz, Marcel. In: Papers. RePEc:arx:papers:2103.04219.

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2021Deep Learning for Principal-Agent Mean Field Games. (2021). Chen, Yichao ; Shrivats, Arvind ; Campbell, Steven ; Jaimungal, Sebastian. In: Papers. RePEc:arx:papers:2110.01127.

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2021Optimal incentives in a limit order book: a SPDE control approach. (2021). Bergault, Philippe ; Baldacci, Bastien. In: Papers. RePEc:arx:papers:2112.00375.

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2021The Role of Contextual Information in Best Arm Identification. (2021). Ariu, Kaito ; Kato, Masahiro. In: Papers. RePEc:arx:papers:2106.14077.

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2021Set-weighted games and their application to the cover problem. (2021). Gusev, Vasily V. In: HSE Working papers. RePEc:hig:wpaper:247/ec/2021.

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2021The Value of Excess Supply in Spatial Matching Markets. (2021). Saberi, Amin ; Li, Shengwu ; Alimohammadi, Yeganeh ; Akbarpour, Mohammad. In: Papers. RePEc:arx:papers:2104.03219.

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2021Tiered Random Matching Markets: Rank is Proportional to Popularity. (2020). Zhao, Geng ; Thomas, Clayton ; Braverman, Mark ; Ashlagi, Itai. In: Papers. RePEc:arx:papers:2009.05124.

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2021Decomposition and discrete approximation methods for solving two-stage distributionally robust optimization problems. (2021). Xu, Huifu ; Sun, Hailin ; Chen, Yannan. In: Computational Optimization and Applications. RePEc:spr:coopap:v:78:y:2021:i:1:d:10.1007_s10589-020-00234-7.

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2021Distributionally robust portfolio maximisation and marginal utility pricing in discrete time. (2021). Obloj, Jan ; Wiesel, Johannes. In: Papers. RePEc:arx:papers:2105.00935.

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2021Model-Free Finance and Non-Lattice Integration. (2021). Gonzalez, Alfredo ; Ferrando, Sebastian ; Bender, Christian. In: Papers. RePEc:arx:papers:2105.10623.

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2021A unified framework for robust modelling of financial markets in discrete time. (2021). Wiesel, Johannes ; Oboj, Jan. In: Finance and Stochastics. RePEc:spr:finsto:v:25:y:2021:i:3:d:10.1007_s00780-021-00454-7.

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2021.

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2021Reduced-Form Allocations for Multiple Indivisible Objects under Constraints. (2021). Yang, Zaifu ; Lang, XU. In: Discussion Papers. RePEc:yor:yorken:21/04.

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2021Reduced-Form Allocations for Multiple Indivisible Objects under Constraints: A Revision. (2021). Yang, Zaifu ; Lang, XU. In: Discussion Papers. RePEc:yor:yorken:21/05.

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2021Centralized systemic risk control in the interbank system: Relaxed control and Gamma-convergence. (2021). Yu, Xiang ; Li, Tongqing ; Bo, Lijun. In: Papers. RePEc:arx:papers:2106.09978.

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2021Multidimensional Singular Control and Related Skorokhod Problem: Suficient Conditions for the Characterization of Optimal Controls. (2021). Ferrari, Giorgio ; Dianetti, Jodi. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:645.

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2021Equilibrium analysis of observable express service with customer choice. (2021). Zhou, Jiaqi ; Ryzhov, Ilya O. In: Queueing Systems: Theory and Applications. RePEc:spr:queues:v:99:y:2021:i:3:d:10.1007_s11134-021-09720-z.

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2021Precautionary saving in mean-variance models and different sources of risk. (2021). Bonilla, Claudio ; Vergara, Marcos. In: Economic Modelling. RePEc:eee:ecmode:v:98:y:2021:i:c:p:280-289.

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2021.

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2021Structure and oddness theorems for pairwise stable networks. (2021). Fixary, Julien ; Bich, Philippe. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-03287524.

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2021Structure and oddness theorems for pairwise stable networks. (2021). Fixary, Julien ; Bich, Philippe. In: Post-Print. RePEc:hal:journl:halshs-03287524.

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2021.

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2021Market-consistent pricing with acceptable risk. (2020). Munari, Cosimo ; Arduca, Maria. In: Papers. RePEc:arx:papers:2012.08351.

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2021Law-invariant functionals that collapse to the mean: Beyond convexity. (2021). Munari, Cosimo ; Liebrich, Felix-Benedikt. In: Papers. RePEc:arx:papers:2106.01281.

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Recent citations
Recent citations received in 2021

YearCiting document
2021Semimartingale and continuous-time Markov chain approximation for rough stochastic local volatility models. (2021). Cui, Zhenyu ; Yang, Wensheng ; Ma, Jingtang. In: Papers. RePEc:arx:papers:2110.08320.

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2021Weighted Fairness Notions for Indivisible Items Revisited. (2021). Segal-Halevi, Erel ; Chakraborty, Mithun ; Suksompong, Warut. In: Papers. RePEc:arx:papers:2112.04166.

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2021Foundations of pseudomarkets: Walrasian equilibria for discrete resources. (2021). Pycia, Marek ; Miralles, Antonio. In: Journal of Economic Theory. RePEc:eee:jetheo:v:196:y:2021:i:c:s0022053121001204.

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2021.

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2021Proximal-like incremental aggregated gradient method with Bregman distance in weakly convex optimization problems. (2021). Huang, Jieru ; Jia, Zehui ; Cai, Xingju. In: Journal of Global Optimization. RePEc:spr:jglopt:v:80:y:2021:i:4:d:10.1007_s10898-021-01044-9.

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2021A multiplicative version of the Lindley recursion. (2021). Lopker, Andreas ; Boxma, Onno ; Palmowski, Zbigniew ; Mandjes, Michel. In: Queueing Systems: Theory and Applications. RePEc:spr:queues:v:98:y:2021:i:3:d:10.1007_s11134-021-09698-8.

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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.

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

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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