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Citation Profile [Updated: 2023-11-03 08:28:08]
5 Years H Index
56
Impact Factor (IF)
0.8
5 Years IF
0.78
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
1976 0 35 35 0 0
1977 0 37 72 0 4 0 3
1978 0 31 103 0 5 0 1
1979 0 37 140 0 2 0
1980 0 52 192 0 2 0
1981 0 54 246 0 5 0 1
1982 0 50 296 0 6 0
1983 0 51 347 0 7 0
1984 0 51 398 0 12 0
1985 0 58 456 0 18 0 2
1986 0 59 515 0 11 0
1987 0 47 562 0 15 0
1988 0 51 613 0 21 0
1989 0 48 661 0 33 0 1
1990 0.02 0.11 0.04 0.05 43 704 698 27 27 99 2 263 12 0 0 0.05
1991 0.02 0.1 0.05 0.04 46 750 527 38 65 91 2 248 10 0 1 0.02 0.05
1992 0.04 0.11 0.04 0.03 59 809 631 35 100 89 4 235 8 0 0 0.05
1993 0.03 0.13 0.03 0.03 60 869 500 25 125 105 3 247 7 0 0 0.06
1994 0.07 0.14 0.08 0.05 56 925 479 71 196 119 8 256 14 0 1 0.02 0.07
1995 0.12 0.22 0.17 0.12 54 979 547 163 359 116 14 264 31 1 0.6 1 0.02 0.1
1996 0.05 0.25 0.15 0.07 55 1034 424 152 511 110 5 275 19 0 4 0.07 0.12
1997 0.18 0.24 0.21 0.17 48 1082 407 225 736 109 20 284 49 0 2 0.04 0.11
1998 0.24 0.28 0.26 0.21 54 1136 839 294 1030 103 25 273 56 32 10.9 3 0.06 0.13
1999 0.16 0.3 0.26 0.16 48 1184 304 306 1336 102 16 267 42 16 5.2 1 0.02 0.15
2000 0.22 0.36 0.27 0.23 41 1225 368 335 1672 102 22 259 60 28 8.4 1 0.02 0.16
2001 0.16 0.38 0.28 0.23 49 1274 397 360 2032 89 14 246 56 60 16.7 1 0.02 0.17
2002 0.26 0.41 0.3 0.24 48 1322 358 397 2432 90 23 240 57 43 10.8 3 0.06 0.21
2003 0.21 0.44 0.33 0.22 44 1366 787 448 2880 97 20 240 53 68 15.2 4 0.09 0.22
2004 0.27 0.49 0.38 0.26 53 1419 562 538 3421 92 25 230 59 70 13 4 0.08 0.22
2005 0.32 0.5 0.36 0.34 54 1473 474 536 3957 97 31 235 79 79 14.7 7 0.13 0.23
2006 0.21 0.5 0.35 0.28 50 1523 541 534 4492 107 22 248 69 52 9.7 3 0.06 0.22
2007 0.22 0.46 0.42 0.35 56 1579 449 667 5159 104 23 249 87 67 10 3 0.05 0.2
2008 0.28 0.49 0.44 0.38 57 1636 419 725 5886 106 30 257 97 79 10.9 14 0.25 0.23
2009 0.28 0.47 0.43 0.38 61 1697 399 732 6618 113 32 270 103 75 10.2 3 0.05 0.24
2010 0.39 0.48 0.47 0.43 47 1744 491 815 7433 118 46 278 119 65 8 5 0.11 0.21
2011 0.33 0.52 0.47 0.42 42 1786 312 847 8280 108 36 271 115 76 9 6 0.14 0.24
2012 0.27 0.52 0.51 0.36 37 1823 268 931 9213 89 24 263 95 49 5.3 8 0.22 0.22
2013 0.41 0.56 0.52 0.37 38 1861 402 961 10176 79 32 244 90 50 5.2 10 0.26 0.24
2014 0.45 0.55 0.56 0.51 63 1924 299 1084 11262 75 34 225 115 103 9.5 15 0.24 0.23
2015 0.47 0.55 0.56 0.5 52 1976 227 1105 12367 101 47 227 114 99 9 3 0.06 0.23
2016 0.55 0.53 0.64 0.66 77 2053 323 1314 13681 115 63 232 154 127 9.7 10 0.13 0.21
2017 0.4 0.54 0.61 0.5 59 2112 195 1289 14970 129 52 267 133 98 7.6 1 0.02 0.22
2018 0.46 0.56 0.57 0.51 61 2173 204 1246 16216 136 62 289 148 72 5.8 5 0.08 0.24
2019 0.47 0.58 0.61 0.46 49 2222 192 1350 17567 120 56 312 142 68 5 11 0.22 0.23
2020 0.69 0.7 0.7 0.57 65 2287 124 1604 19171 110 76 298 171 107 6.7 10 0.15 0.33
2021 0.65 0.87 0.66 0.61 32 2319 52 1536 20707 114 74 311 190 60 3.9 8 0.25 0.32
IF: Two years Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for all series in RePEc in year y
CIF: Cumulative impact factor
IF5: Five years 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.

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2043
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.

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709
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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454
41982The Economics of Matching: Stability and Incentives. (1982). Roth, Alvin. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:7:y:1982:i:4:p:617-628.

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416
51990Portfolio Selection with Transaction Costs. (1990). Norman, A R. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:15:y:1990:i:4:p:676-713.

Full description at Econpapers || Download paper

347
61985Distributional 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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259
71979Mathematical Properties of the Banzhaf Power Index. (1979). Dubey, Pradeep ; Shapley, Lloyd S. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:4:y:1979:i:2:p:99-131.

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252
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

227
91991Scenarios 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

226
101976The 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

199
111987On 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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185
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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173
131995Optimal 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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167
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.

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161
151986A 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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136
162006Optimization 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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132
171988The Lattice Structure of the Set of Stable Matchings with Multiple Partners. (1988). Blair, Charles. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:13:y:1988:i:4:p:619-628.

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122
181986An Inventory Model with Limited Production Capacity and Uncertain Demands I. The Average-Cost Criterion. (1986). Federgruen, A ; Zipkin, P. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:11:y:1986:i:2:p:193-207.

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116
192000Mathematical 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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113
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.

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109
211986An 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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109
222004Coordinating 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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100
231981Value Theory Without Efficiency. (1981). Neyman, Abraham ; Dubey, Pradeep ; Weber, Robert James . In: Mathematics of Operations Research. RePEc:inm:ormoor:v:6:y:1981:i:1:p:122-128.

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97
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.

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94
251995Variance-Optimal Hedging in Discrete Time. (1995). Schweizer, Martin. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:20:y:1995:i:1:p:1-32.

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91
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.

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91
271993Convergence 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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86
281988Cooling 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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85
291985Nonzero-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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84
302004Selfish 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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82
311980Strongly 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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82
321983Instantaneous 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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80
332013Opinion Fluctuations and Disagreement in Social Networks. (2013). Acemoglu, Daron ; Acemolu, Daron ; Fagnani, Fabio ; Como, Giacomo ; Ozdaglar, Asuman. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:38:y:2013:i:1:p:1-27.

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80
342001Risk, Ambiguity, and the Separation of Utility and Beliefs. (2001). Marinacci, Massimo ; Ghirardato, Paolo. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:26:y:2001:i:4:p:864-890.

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80
352010Proximal 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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79
361976Augmented 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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77
371979A 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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75
381986Explicit 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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75
391988Generalized 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.

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75
401991Stochastic 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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74
412005Robust 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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72
421983Integer 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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72
431981Cooperative Fuzzy Games. (1981). Aubin, Jean-Pierre. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:6:y:1981:i:1:p:1-13.

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72
441989Stable Equilibria---A Reformulation. (1989). Mertens, Jean-Franois . In: Mathematics of Operations Research. RePEc:inm:ormoor:v:14:y:1989:i:4:p:575-625.

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70
451983Impulse Control of Brownian Motion. (1983). Harrison, Michael J ; Taylor, Allison J ; Sellke, Thomas M. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:8:y:1983:i:3:p:454-466.

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69
461983Jointly 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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66
471982Allocation of Shared Costs: A Set of Axioms Yielding A Unique Procedure. (1982). Billera, Louis J ; Heath, David C. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:7:y:1982:i:1:p:32-39.

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63
482010Optimality 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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63
491990Existence and Uniqueness of Multi-Agent Equilibrium in a Stochastic, Dynamic Consumption/Investment Model. (1990). Karatzas, Ioannis ; Shreve, Steven E ; Lehoczky, John P. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:15:y:1990:i:1:p:80-128.

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63
501982Totally Balanced Games and Games of Flow. (1982). Kalai, Ehud ; Zemel, Eitan . In: Mathematics of Operations Research. RePEc:inm:ormoor:v:7:y:1982:i:3:p:476-478.

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62
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

314
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

91
31982The 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

86
41977Graphs 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
51990Portfolio Selection with Transaction Costs. (1990). Norman, A R. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:15:y:1990:i:4:p:676-713.

Full description at Econpapers || Download paper

50
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
71991Scenarios 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

45
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

40
92010Proximal 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

39
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

38
111994On 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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34
122019Quantifying 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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31
131995Optimal 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

30
141976The 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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30
151987On 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

28
161988The 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

27
171992On 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

26
182013Opinion Fluctuations and Disagreement in Social Networks. (2013). Acemoglu, Daron ; Acemolu, Daron ; Fagnani, Fabio ; Como, Giacomo ; Ozdaglar, Asuman. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:38:y:2013:i:1:p:1-27.

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24
192020Characterization, Robustness, and Aggregation of Signed Choquet Integrals. (2020). Willmot, Gordon E ; Wei, Yunran ; Wang, Ruodu. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:45:y:2020:i:3:p:993-1015.

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24
201986A 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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23
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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23
222017A 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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22
231990Minimizing 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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20
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.

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20
252004Coordinating 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

20
261979Geometric 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

19
271979Mathematical 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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19
282018Optimal 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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291979A 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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302014Learning 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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311988Generalized 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.

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322014More Risk-Sensitive Markov Decision Processes. (2014). Bauerle, Nicole ; Rieder, Ulrich . In: Mathematics of Operations Research. RePEc:inm:ormoor:v:39:y:2014:i:1:p:105-120.

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331983Integer Programming with a Fixed Number of Variables. (1983). Lenstra, H W. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:8:y:1983:i:4:p:538-548.

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341991Stochastic 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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352005Robust 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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362005Investment 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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372009A 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.

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381995Variance-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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392010Optimality of Affine Policies in Multistage Robust Optimization. (2010). Bertsimas, Dimitris ; Parrilo, Pablo A ; Iancu, Dan A. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:35:y:2010:i:2:p:363-394.

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402001Risk, Ambiguity, and the Separation of Utility and Beliefs. (2001). Marinacci, Massimo ; Ghirardato, Paolo. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:26:y:2001:i:4:p:864-890.

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412010Models for Minimax Stochastic Linear Optimization Problems with Risk Aversion. (2010). Bertsimas, Dimitris ; Teo, Chung-Piaw ; Natarajan, Karthik ; Doan, Xuan Vinh . In: Mathematics of Operations Research. RePEc:inm:ormoor:v:35:y:2010:i:3:p:580-602.

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422004Selfish Routing in Capacitated Networks. (2004). Schulz, Andreas S ; Correa, Jose R ; Stier-Moses, Nicolas E. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:29:y:2004:i:4:p:961-976.

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431988Extreme Points of Moment Sets. (1988). Winkler, Gerhard. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:13:y:1988:i:4:p:581-587.

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442019A Tale of a Principal and Many, Many Agents. (2019). Possamai, Dylan ; Mastrolia, Thibaut ; Elie, Romuald. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:44:y:2019:i:2:p:440-467.

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452017Optimal Approximation for Submodular and Supermodular Optimization with Bounded Curvature. (2017). Ward, Justin ; Vondrak, Jan ; Sviridenko, Maxim. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:42:y:2017:i:4:p:1197-1218.

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462007Provably 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.

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472018On the Existence of Nash Equilibrium in Bayesian Games. (2018). Carbonell-Nicolau, Oriol ; McLean, Richard P. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:43:y:2018:i:1:p:100-129.

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482012A 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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491976Augmented 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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502010Linearly Parameterized Bandits. (2010). Rusmevichientong, Paat ; Tsitsiklis, John N. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:35:y:2010:i:2:p:395-411.

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2022Two-stage stochastic standard quadratic optimization. (2022). Ch, Georg ; Maggioni, Francesca ; Gabl, Markus ; Bomze, Immanuel M. In: European Journal of Operational Research. RePEc:eee:ejores:v:299:y:2022:i:1:p:21-34.

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2022On Maximum Weighted Nash Welfare for Binary Valuations. (2022). Teh, Nicholas ; Suksompong, Warut. In: Papers. RePEc:arx:papers:2204.03803.

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2022Inertial proximal incremental aggregated gradient method with linear convergence guarantees. (2022). Zhang, Xiaoya ; Peng, Wei. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:96:y:2022:i:2:d:10.1007_s00186-022-00790-0.

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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). Suksompong, Warut ; Segal-Halevi, Erel ; Chakraborty, Mithun. 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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2021Marrying Stochastic Gradient Descent with Bandits: Learning Algorithms for Inventory Systems with Fixed Costs. (2021). Shi, Cong ; Luo, QI ; Yuan, Hao. In: Management Science. RePEc:inm:ormnsc:v:67:y:2021:i:10:p:6089-6115.

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2021Multimodal Dynamic Pricing. (2021). Simchi-Levi, David ; Chen, Boxiao ; Wang, Yining. In: Management Science. RePEc:inm:ormnsc:v:67:y:2021:i:10:p:6136-6152.

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2021Proximal-like incremental aggregated gradient method with Bregman distance in weakly convex optimization problems. (2021). Cai, Xingju ; Huang, Jieru ; Jia, Zehui. 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). Palmowski, Zbigniew ; Mandjes, Michel ; Lopker, Andreas ; Boxma, Onno. 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
2020An Impulse-Regime Switching Game Model of Vertical Competition. (2020). Ludkovski, Mike ; Li, Liangchen ; Campi, Luciano ; Ren'e A"id, . In: Papers. RePEc:arx:papers:2006.04382.

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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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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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2020A Bank Salvage Model by Impulse Stochastic Controls. (2020). Jiang, Yilun ; di Persio, Luca ; Cordoni, Francesco Giuseppe. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:2:p:60-:d:367204.

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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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2020Asynchronous Schemes for Stochastic and Misspecified Potential Games and Nonconvex Optimization. (2020). Shanbhag, Uday V ; Lei, Jinlong. In: Operations Research. RePEc:inm:oropre:v:68:y:2020:i:6:p:1742-1766.

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2020Quantitative analysis for a class of two-stage stochastic linear variational inequality problems. (2020). Chen, Zhiping ; Jiang, Jie. In: Computational Optimization and Applications. RePEc:spr:coopap:v:76:y:2020:i:2:d:10.1007_s10589-020-00185-z.

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Recent citations received in 2019

YearCiting document
2019Distributionally Robust XVA via Wasserstein Distance Part 2: Wrong Way Funding Risk. (2019). Zhang, Shuzhong ; Singh, Derek. In: Papers. RePEc:arx:papers:1910.03993.

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2019Representing All Stable Matchings by Walking a Maximal Chain. (2019). Thomas, Clayton ; Cai, Linda. In: Papers. RePEc:arx:papers:1910.04401.

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2019An FBSDE approach to market impact games with stochastic parameters. (2019). Xiong, Dewen ; Schied, Alexander ; Luo, Peng ; Drapeau, Samuel . In: Papers. RePEc:arx:papers:2001.00622.

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2019A Model for the Optimal Management of Inflation. (2019). Schuhmann, Patrick ; Ferrari, Giorgio ; Federico, Salvatore. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:624.

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2019Controlling risk and demand ambiguity in newsvendor models. (2019). Homem-De, Tito ; Bayraksan, Guzin ; Rahimian, Hamed. In: European Journal of Operational Research. RePEc:eee:ejores:v:279:y:2019:i:3:p:854-868.

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2019Model-free bounds on Value-at-Risk using extreme value information and statistical distances. (2019). Papapantoleon, Antonis ; Lux, Thibaut. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:86:y:2019:i:c:p:73-83.

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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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2019Duality for pathwise superhedging in continuous time. (2019). Tangpi, Ludovic ; Promel, David J ; Kupper, Michael ; Bartl, Daniel. In: Finance and Stochastics. RePEc:spr:finsto:v:23:y:2019:i:3:d:10.1007_s00780-019-00395-2.

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2019A Model for the Optimal Management of Inflation. (2019). Ferrari, Giorgio ; Schuhmann, Patrick ; Federico, Salvatore. In: Department of Economics University of Siena. RePEc:usi:wpaper:812.

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