0.18
Impact Factor
0.23
5-Years IF
10
5-Years H index
0.18
Impact Factor
0.23
5-Years IF
10
5-Years H index
IF | AIF | IF5 | DOC | CDO | CCU | CIF | CIT | D2Y | C2Y | D5Y | C5Y | %SC | CiY | II | AII | |
1990 | 0.1 | 0 | 0 | 0 | (%) | 0.04 | ||||||||||
1991 | 0.09 | 0 | 0 | 0 | (%) | 0.04 | ||||||||||
1992 | 0.1 | 0 | 0 | 0 | (%) | 0.04 | ||||||||||
1993 | 0.11 | 0 | 0 | 0 | (%) | 0.05 | ||||||||||
1994 | 0.12 | 0 | 0 | 0 | (%) | 0.05 | ||||||||||
1995 | 0.19 | 0 | 0 | 0 | (%) | 0.07 | ||||||||||
1996 | 0.22 | 0 | 0 | 0 | (%) | 0.09 | ||||||||||
1997 | 0.27 | 55 | 55 | 1 | 0.02 | 28 | 0 | 0 | 5 (17.9%) | 1 | 0.02 | 0.09 | ||||
1998 | 0.05 | 0.27 | 0.05 | 55 | 110 | 3 | 0.03 | 34 | 55 | 3 | 55 | 3 | 7 (20.6%) | 0.1 | ||
1999 | 0.31 | 59 | 169 | 2 | 0.01 | 67 | 110 | 110 | 17 (25.4%) | 2 | 0.03 | 0.13 | ||||
2000 | 0.04 | 0.4 | 0.04 | 55 | 224 | 8 | 0.04 | 113 | 114 | 5 | 169 | 6 | 10 (8.8%) | 2 | 0.04 | 0.15 |
2001 | 0.04 | 0.4 | 0.03 | 60 | 284 | 9 | 0.03 | 63 | 114 | 4 | 224 | 7 | 10 (15.9%) | 2 | 0.03 | 0.15 |
2002 | 0.03 | 0.42 | 0.02 | 48 | 332 | 5 | 0.02 | 24 | 115 | 3 | 284 | 5 | 3 (12.5%) | 0.18 | ||
2003 | 0.01 | 0.44 | 0.02 | 82 | 414 | 9 | 0.02 | 73 | 108 | 1 | 277 | 6 | 16 (21.9%) | 1 | 0.01 | 0.18 |
2004 | 0.03 | 0.49 | 0.03 | 67 | 481 | 9 | 0.02 | 101 | 130 | 4 | 304 | 8 | 12 (11.9%) | 0.2 | ||
2005 | 0.03 | 0.53 | 0.04 | 65 | 546 | 19 | 0.03 | 79 | 149 | 5 | 312 | 11 | 16 (20.3%) | 1 | 0.02 | 0.21 |
2006 | 0.05 | 0.51 | 0.08 | 69 | 615 | 43 | 0.07 | 62 | 132 | 7 | 322 | 25 | 10 (16.1%) | 0.2 | ||
2007 | 0.06 | 0.44 | 0.08 | 70 | 685 | 52 | 0.08 | 72 | 134 | 8 | 331 | 25 | 14 (19.4%) | 1 | 0.01 | 0.18 |
2008 | 0.04 | 0.47 | 0.08 | 54 | 739 | 54 | 0.07 | 61 | 139 | 6 | 353 | 28 | 13 (21.3%) | 3 | 0.06 | 0.2 |
2009 | 0.07 | 0.47 | 0.1 | 62 | 801 | 66 | 0.08 | 54 | 124 | 9 | 325 | 32 | 5 (9.3%) | 3 | 0.05 | 0.19 |
2010 | 0.05 | 0.44 | 0.11 | 44 | 845 | 74 | 0.09 | 41 | 116 | 6 | 320 | 34 | 8 (19.5%) | 3 | 0.07 | 0.16 |
2011 | 0.12 | 0.51 | 0.1 | 42 | 887 | 71 | 0.08 | 39 | 106 | 13 | 299 | 29 | 2 (5.1%) | 0.2 | ||
2012 | 0.05 | 0.56 | 0.06 | 34 | 921 | 60 | 0.07 | 22 | 86 | 4 | 272 | 15 | 2 (9.1%) | 0.21 | ||
2013 | 0.08 | 0.66 | 0.09 | 46 | 967 | 84 | 0.09 | 32 | 76 | 6 | 236 | 22 | 1 (3.1%) | 3 | 0.07 | 0.23 |
2014 | 0.13 | 0.67 | 0.14 | 38 | 1005 | 98 | 0.1 | 19 | 80 | 10 | 228 | 32 | (%) | 2 | 0.05 | 0.22 |
2015 | 0.18 | 0.82 | 0.23 | 26 | 1031 | 165 | 0.16 | 4 | 84 | 15 | 204 | 46 | 1 (25%) | 1 | 0.04 | 0.27 |
IF: | Impact Factor: C2Y / D2Y |
AIF: | Average Impact Factor for series in RePEc in year y |
IF5: | Impact Factor: C5Y / D5Y |
DOC: | Number of documents published in year y |
CDO: | Cumulative number of documents published until year y |
CCU: | Cumulative number of citations to papers published until year y |
CIF: | Cumulative impact factor |
CIT: | Number of citations to papers published in 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: | 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 |
 
# | Year | Title | Cited |
---|---|---|---|
1 | 2001 | The Myerson value for union stable structures. (2001). Borm, Peter ; Algaba, E. ; Bilbao, J. M. ; Lopez, J. J.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:54:y:2001:i:3:p:359-371. Full description at Econpapers || Download paper | 20 |
2 | 2000 | The position value for union stable systems. (2000). Borm, Peter ; Algaba, E. ; Bilbao, J. M. ; Lopez, J. J.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:52:y:2000:i:2:p:221-236. Full description at Econpapers || Download paper | 19 |
3 | 2004 | Do we detect and exploit mixed strategy play by opponents?. (2004). Swarthout, J. ; Shachat, Jason. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:59:y:2004:i:3:p:359-373. Full description at Econpapers || Download paper | 19 |
4 | 2008 | Optimizing venture capital investments in a jump diffusion model. (2008). Bayraktar, Erhan. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:67:y:2008:i:1:p:21-42. Full description at Econpapers || Download paper | 17 |
5 | 2005 | Managing the reputation of an award to motivate performance. (2005). Gavrila, C. ; Hartl, R. F. ; Caulkins, J. P. ; Tragler, G. ; Feichtinger, G.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:61:y:2005:i:1:p:1-22. Full description at Econpapers || Download paper | 16 |
6 | 2009 | Heavy-tails and regime-switching in electricity prices. (2009). Weron, RafaÅ. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:69:y:2009:i:3:p:457-473. Full description at Econpapers || Download paper | 13 |
7 | 2007 | On stochastic games in economics. (2007). Nowak, Andrzej. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:66:y:2007:i:3:p:513-530. Full description at Econpapers || Download paper | 13 |
8 | 2003 | Well-posedness and convexity in vector optimization. (2003). Miglierina, E. ; Molho, E.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:58:y:2003:i:3:p:375-385. Full description at Econpapers || Download paper | 12 |
9 | 2007 | Games on lattices, multichoice games and the shapley value: a new approach. (2007). Grabisch, Michel ; Lange, Fabien . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:65:y:2007:i:1:p:153-167. Full description at Econpapers || Download paper | 11 |
10 | 2009 | Cooperation under interval uncertainty. (2009). Alparslan-Gok, S. ; Tijs, Stef ; Miquel, Silvia . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:69:y:2009:i:1:p:99-109. Full description at Econpapers || Download paper | 10 |
11 | 1997 | A review of multi-component maintenance models with economic dependence. (1997). Dekker, Rommert ; Schouten, Frank Duyn ; Wildeman, Ralph . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:45:y:1997:i:3:p:411-435. Full description at Econpapers || Download paper | 10 |
12 | 2008 | Dynamic mean-variance problem with constrained risk control for the insurers. (2008). Zhang, Huayue ; Bai, Lihua . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:68:y:2008:i:1:p:181-205. Full description at Econpapers || Download paper | 9 |
13 | 2004 | A non-cooperative approach to the cost spanning tree problem. (2004). Bergantiños, Gustavo ; Bergantios, Gustavo ; Lorenzo, Leticia . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:59:y:2004:i:3:p:393-403. Full description at Econpapers || Download paper | 9 |
14 | 2007 | Scalarization for pointwise well-posed vectorial problems. (2007). Durea, M.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:66:y:2007:i:3:p:409-418. Full description at Econpapers || Download paper | 9 |
15 | 1999 | Some applications of impulse control in mathematical finance. (1999). Korn, Ralf . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:50:y:1999:i:3:p:493-518. Full description at Econpapers || Download paper | 8 |
16 | 1999 | Vector network equilibrium problems and nonlinear scalarization methods. (1999). Goh, C. J. ; Yang, X. Q. ; Chen, G. Y.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:49:y:1999:i:2:p:239-253. Full description at Econpapers || Download paper | 8 |
17 | 2005 | Book Review. (2005). Henrion, R.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:61:y:2005:i:2:p:345-346. Full description at Econpapers || Download paper | 8 |
18 | 2004 | Nash equilibria in electricity markets with discrete prices. (2004). Anderson, E. J. ; Xu, H.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:60:y:2004:i:2:p:215-238. Full description at Econpapers || Download paper | 8 |
19 | 2000 | Optimal risk and dividend distribution control models for an insurance company. (2000). Taksar, Michael I.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:51:y:2000:i:1:p:1-42. Full description at Econpapers || Download paper | 8 |
20 | 2000 | The proportional value for positive cooperative games. (2000). Ortmann, Michael K.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:51:y:2000:i:2:p:235-248. Full description at Econpapers || Download paper | 8 |
21 | 2000 | A branch-and-bound algorithm for the resource-constrained project scheduling problem. (2000). Pesch, E. ; Dorndorf, U. ; Phan-Huy, T.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:52:y:2000:i:3:p:413-439. Full description at Econpapers || Download paper | 7 |
22 | 2010 | Optimal investment for a pension fund under inflation risk. (2010). Ewald, Christian-Oliver ; Zhang, Aihua . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:71:y:2010:i:2:p:353-369. Full description at Econpapers || Download paper | 7 |
23 | 2011 | Covering models and optimization techniques for emergency response facility location and planning: a review. (2011). Wyatt, Tami ; Zhao, Zhaoxia ; Li, Xueping ; Zhu, Xiaoyan . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:74:y:2011:i:3:p:281-310. Full description at Econpapers || Download paper | 7 |
24 | 2005 | Staffing decisions for heterogeneous workers with turnover. (2005). Shanthikumar, Jevaveerasingam ; Ahn, Hyun-Soo ; Righter, Rhonda . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:62:y:2005:i:3:p:499-514. Full description at Econpapers || Download paper | 7 |
25 | 1999 | Balanced games arising from infinite linear models. (1999). Fragnelli, Vito ; Sideri, Enrico ; Tijs, Stef ; Patrone, Fioravante . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:50:y:1999:i:3:p:385-397. Full description at Econpapers || Download paper | 7 |
26 | 2000 | A flexible approach to location problems. (2000). Rodriguez-Chia, Antonio M. ; Nickel, Stefan ; Puerto, Justo ; Fernandez, Francisco R.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:51:y:2000:i:1:p:69-89. Full description at Econpapers || Download paper | 7 |
27 | 2014 | Pricing electricity derivatives within a Markov regime-switching model: a risk premium approach. (2014). Janczura, Joanna. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:79:y:2014:i:1:p:1-30. Full description at Econpapers || Download paper | 7 |
28 | 2000 | On shortest path games. (2000). Fragnelli, Vito ; Garcia-Jurado, Ignacio ; Mendez-Naya, Luciano . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:52:y:2000:i:2:p:251-264. Full description at Econpapers || Download paper | 7 |
29 | 2006 | Time Consistent Dynamic Risk Measures. (2006). Filar, Jerzy ; Boda, Kang . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:63:y:2006:i:1:p:169-186. Full description at Econpapers || Download paper | 7 |
30 | 2003 | Axiomatizations of the Shapley value for cooperative games on antimatroids. (2003). van den Brink, Rene ; Jimenez-Losada, A. ; Bilbao, J. M. ; Algaba, E.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:57:y:2003:i:1:p:49-65. Full description at Econpapers || Download paper | 7 |
31 | 2010 | Optimal investment under partial information. (2010). Landen, Camilla ; Bjork, Tomas ; Davis, Mark . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:71:y:2010:i:2:p:371-399. Full description at Econpapers || Download paper | 7 |
32 | 2005 | Generalized vector quasi-equilibrium problems. (2005). Teo, K. ; Yang, X. ; Li, S.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:61:y:2005:i:3:p:385-397. Full description at Econpapers || Download paper | 6 |
33 | 2000 | The efficient frontier for bounded assets. (2000). Hlouskova, Jaroslava ; Best, Michael J.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:52:y:2000:i:2:p:195-212. Full description at Econpapers || Download paper | 6 |
34 | 2004 | A General Framework for Bounds for Higher-Dimensional Orthogonal Packing Problems. (2004). Schepers, Jorg ; Fekete, Sandor P.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:60:y:2004:i:2:p:311-329. Full description at Econpapers || Download paper | 6 |
35 | 2004 | Construction of Nash equilibria in symmetric stochastic games of capital accumulation. (2004). Nowak, Andrzej ; Balbus, Åukasz. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:60:y:2004:i:2:p:267-277. Full description at Econpapers || Download paper | 6 |
36 | 2009 | Panjer recursion versus FFT for compound distributions. (2009). Frei, Marco ; Embrechts, Paul . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:69:y:2009:i:3:p:497-508. Full description at Econpapers || Download paper | 6 |
37 | 2003 | On the balancedness of relaxed sequencing games. (2003). van Velzen, Bas ; Hamers, Herbert . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:57:y:2003:i:2:p:287-297. Full description at Econpapers || Download paper | 6 |
38 | 2006 | Portfolio optimization in stochastic markets. (2006). ozekici, S. ; akmak, U.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:63:y:2006:i:1:p:151-168. Full description at Econpapers || Download paper | 6 |
39 | 2001 | Information collecting situations and bi-monotonic allocation schemes. (2001). Timmer, Judith ; Tijs, Stef ; Branzei, Rodica . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:54:y:2001:i:2:p:303-313. Full description at Econpapers || Download paper | 6 |
40 | 2006 | Characterizations of the Random Order Values by Harsanyi Payoff Vectors. (2006). Laan, Gerard ; Vasilev, Valery ; Derks, Jean . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:64:y:2006:i:1:p:155-163. Full description at Econpapers || Download paper | 5 |
41 | 2000 | Linear preselective policies for stochastic project scheduling. (2000). Stork, Frederik ; Mohring, Rolf H.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:52:y:2000:i:3:p:501-515. Full description at Econpapers || Download paper | 5 |
42 | 2014 | The multi-player nonzero-sum Dynkin game in discrete time. (2014). Hassani, Mohammed ; Hamadene, Said . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:79:y:2014:i:2:p:179-194. Full description at Econpapers || Download paper | 5 |
43 | 2004 | A cost allocation problem in urban solid wastes collection and disposal. (2004). Fragnelli, Vito ; Iandolino, Anna . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:59:y:2004:i:3:p:447-463. Full description at Econpapers || Download paper | 5 |
44 | 2007 | Mean-variance portfolio selection for a non-life insurance company. (2007). Gerrard, Russell ; Delong, Ukasz . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:66:y:2007:i:2:p:339-367. Full description at Econpapers || Download paper | 5 |
45 | 2003 | Submodularity of some classes of the combinatorial optimization games. (2003). Okamoto, Yoshio . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:58:y:2003:i:1:p:131-139. Full description at Econpapers || Download paper | 5 |
46 | 1999 | Optimal investment and consumption models with non-linear stock dynamics. (1999). Zariphopoulou, Thaleia . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:50:y:1999:i:2:p:271-296. Full description at Econpapers || Download paper | 5 |
47 | 2000 | Batching identical jobs. (2000). Baptiste, Philippe . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:52:y:2000:i:3:p:355-367. Full description at Econpapers || Download paper | 5 |
48 | 2013 | Optimal advertising strategies with age-structured goodwill. (2013). Faggian, Silvia ; Grosset, Luca . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:78:y:2013:i:2:p:259-284. Full description at Econpapers || Download paper | 5 |
49 | 2000 | Optimal portfolios for exponential Lévy processes. (2000). Kallsen, Jan . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:51:y:2000:i:3:p:357-374. Full description at Econpapers || Download paper | 5 |
50 | 2011 | Existence of shadow prices in finite probability spaces. (2011). Kallsen, Jan ; Muhle-Karbe, Johannes . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:73:y:2011:i:2:p:251-262. Full description at Econpapers || Download paper | 5 |
# | Year | Title | Cited |
---|---|---|---|
1 | 2000 | The position value for union stable systems. (2000). Borm, Peter ; Algaba, E. ; Bilbao, J. M. ; Lopez, J. J.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:52:y:2000:i:2:p:221-236. Full description at Econpapers || Download paper | 12 |
2 | 2009 | Heavy-tails and regime-switching in electricity prices. (2009). Weron, RafaÅ. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:69:y:2009:i:3:p:457-473. Full description at Econpapers || Download paper | 10 |
3 | 2008 | Dynamic mean-variance problem with constrained risk control for the insurers. (2008). Zhang, Huayue ; Bai, Lihua . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:68:y:2008:i:1:p:181-205. Full description at Econpapers || Download paper | 9 |
4 | 2008 | Optimizing venture capital investments in a jump diffusion model. (2008). Bayraktar, Erhan. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:67:y:2008:i:1:p:21-42. Full description at Econpapers || Download paper | 8 |
5 | 2011 | Covering models and optimization techniques for emergency response facility location and planning: a review. (2011). Wyatt, Tami ; Zhao, Zhaoxia ; Li, Xueping ; Zhu, Xiaoyan . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:74:y:2011:i:3:p:281-310. Full description at Econpapers || Download paper | 7 |
6 | 2009 | Panjer recursion versus FFT for compound distributions. (2009). Frei, Marco ; Embrechts, Paul . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:69:y:2009:i:3:p:497-508. Full description at Econpapers || Download paper | 6 |
7 | 2014 | Pricing electricity derivatives within a Markov regime-switching model: a risk premium approach. (2014). Janczura, Joanna. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:79:y:2014:i:1:p:1-30. Full description at Econpapers || Download paper | 6 |
8 | 2010 | Optimal investment under partial information. (2010). Landen, Camilla ; Bjork, Tomas ; Davis, Mark . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:71:y:2010:i:2:p:371-399. Full description at Econpapers || Download paper | 6 |
9 | 2001 | The Myerson value for union stable structures. (2001). Borm, Peter ; Algaba, E. ; Bilbao, J. M. ; Lopez, J. J.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:54:y:2001:i:3:p:359-371. Full description at Econpapers || Download paper | 5 |
10 | 2000 | Optimal risk and dividend distribution control models for an insurance company. (2000). Taksar, Michael I.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:51:y:2000:i:1:p:1-42. Full description at Econpapers || Download paper | 5 |
11 | 2014 | The multi-player nonzero-sum Dynkin game in discrete time. (2014). Hassani, Mohammed ; Hamadene, Said . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:79:y:2014:i:2:p:179-194. Full description at Econpapers || Download paper | 5 |
12 | 2013 | A note on generalized inverses. (2013). Hofert, Marius ; Embrechts, Paul . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:77:y:2013:i:3:p:423-432. Full description at Econpapers || Download paper | 5 |
13 | 2011 | Existence of shadow prices in finite probability spaces. (2011). Kallsen, Jan ; Muhle-Karbe, Johannes . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:73:y:2011:i:2:p:251-262. Full description at Econpapers || Download paper | 5 |
14 | 1999 | Some applications of impulse control in mathematical finance. (1999). Korn, Ralf . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:50:y:1999:i:3:p:493-518. Full description at Econpapers || Download paper | 5 |
15 | 2004 | A non-cooperative approach to the cost spanning tree problem. (2004). Bergantiños, Gustavo ; Bergantios, Gustavo ; Lorenzo, Leticia . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:59:y:2004:i:3:p:393-403. Full description at Econpapers || Download paper | 5 |
16 | 2007 | Mean-variance portfolio selection for a non-life insurance company. (2007). Gerrard, Russell ; Delong, Ukasz . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:66:y:2007:i:2:p:339-367. Full description at Econpapers || Download paper | 5 |
17 | 2000 | Optimal portfolios for exponential Lévy processes. (2000). Kallsen, Jan . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:51:y:2000:i:3:p:357-374. Full description at Econpapers || Download paper | 4 |
18 | 2013 | Minimizing the ruin probability allowing investments in two assets: a two-dimensional problem. (2013). Muler, Nora ; Azcue, Pablo . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:77:y:2013:i:2:p:177-206. Full description at Econpapers || Download paper | 4 |
19 | 2012 | Efficient solution of interval optimization problem. (2012). Bhurjee, A. ; Panda, G.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:76:y:2012:i:3:p:273-288. Full description at Econpapers || Download paper | 4 |
20 | 2000 | Linear preselective policies for stochastic project scheduling. (2000). Stork, Frederik ; Mohring, Rolf H.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:52:y:2000:i:3:p:501-515. Full description at Econpapers || Download paper | 4 |
21 | 2004 | Do we detect and exploit mixed strategy play by opponents?. (2004). Swarthout, J. ; Shachat, Jason. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:59:y:2004:i:3:p:359-373. Full description at Econpapers || Download paper | 4 |
22 | 1999 | Optimal investment and consumption models with non-linear stock dynamics. (1999). Zariphopoulou, Thaleia . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:50:y:1999:i:2:p:271-296. Full description at Econpapers || Download paper | 4 |
23 | 2006 | Time Consistent Dynamic Risk Measures. (2006). Filar, Jerzy ; Boda, Kang . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:63:y:2006:i:1:p:169-186. Full description at Econpapers || Download paper | 4 |
24 | 2000 | On quadratic hedging in continuous time. (2000). Pham, Huyen . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:51:y:2000:i:2:p:315-339. Full description at Econpapers || Download paper | 4 |
25 | 2000 | The proportional value for positive cooperative games. (2000). Ortmann, Michael K.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:51:y:2000:i:2:p:235-248. Full description at Econpapers || Download paper | 4 |
26 | 2013 | Optimal advertising strategies with age-structured goodwill. (2013). Faggian, Silvia ; Grosset, Luca . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:78:y:2013:i:2:p:259-284. Full description at Econpapers || Download paper | 3 |
27 | 2007 | On stochastic games in economics. (2007). Nowak, Andrzej. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:66:y:2007:i:3:p:513-530. Full description at Econpapers || Download paper | 3 |
28 | 2004 | A non-zero-sum no-information best-choice game. (2004). Sakaguchi, Minoru ; MAZALOV, VLADIMIR V.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:60:y:2004:i:3:p:437-451. Full description at Econpapers || Download paper | 3 |
29 | 2000 | Steepest descent methods for multicriteria optimization. (2000). Svaiter, Benar Fux ; Fliege, Jorg . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:51:y:2000:i:3:p:479-494. Full description at Econpapers || Download paper | 3 |
30 | 2010 | Optimal investment for a pension fund under inflation risk. (2010). Ewald, Christian-Oliver ; Zhang, Aihua . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:71:y:2010:i:2:p:353-369. Full description at Econpapers || Download paper | 3 |
31 | 1997 | A review of multi-component maintenance models with economic dependence. (1997). Dekker, Rommert ; Schouten, Frank Duyn ; Wildeman, Ralph . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:45:y:1997:i:3:p:411-435. Full description at Econpapers || Download paper | 3 |
32 | 2012 | Stochastic differential portfolio games for an insurer in a jump-diffusion risk process. (2012). Zhang, Chunhong ; Lin, Xiang ; Siu, Tak . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:75:y:2012:i:1:p:83-100. Full description at Econpapers || Download paper | 3 |
33 | 2013 | Shape-preserving dynamic programming. (2013). Judd, Kenneth ; Cai, Yongyang. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:77:y:2013:i:3:p:407-421. Full description at Econpapers || Download paper | 3 |
34 | 2001 | A steepest ascent approach to maximizing the net present value of projects. (2001). Schwindt, Christoph ; Zimmermann, Jurgen . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:53:y:2001:i:3:p:435-450. Full description at Econpapers || Download paper | 3 |
35 | 2011 | New characterizations of the constrained equal awards rule in multi-issue allocation situations. (2011). Bergantiños, Gustavo ; Bergantios, Gustavo ; Lorenzo-Freire, Silvia . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:74:y:2011:i:3:p:311-325. Full description at Econpapers || Download paper | 3 |
36 | 1997 | Contingent epiderivatives and set-valued optimization. (1997). Jahn, Johannes ; Rauh, Rudiger . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:46:y:1997:i:2:p:193-211. Full description at Econpapers || Download paper | 3 |
37 | 2004 | Perishable inventory systems with variable input and demand rates. (2004). Perry, David ; Stadje, Wolfgang ; Nahmias, Steven . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:60:y:2004:i:1:p:155-162. Full description at Econpapers || Download paper | 3 |
38 | 2003 | Axiomatizations of the Shapley value for cooperative games on antimatroids. (2003). van den Brink, Rene ; Jimenez-Losada, A. ; Bilbao, J. M. ; Algaba, E.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:57:y:2003:i:1:p:49-65. Full description at Econpapers || Download paper | 3 |
39 | 2003 | Inference of statistical bounds for multistage stochastic programming problems. (2003). Shapiro, Alexander . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:58:y:2003:i:1:p:57-68. Full description at Econpapers || Download paper | 3 |
40 | 2012 | A bankruptcy approach to the core cover. (2012). Estévez Fernández, Arantza ; Estevez-Fernandez, A. ; Mosquera, M. ; Fiestras-Janeiro, M. ; Sanchez-Rodriguez, E.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:76:y:2012:i:3:p:343-359. Full description at Econpapers || Download paper | 3 |
41 | 2011 | Optimal spot market inventory strategies in the presence of cost and price risk. (2011). Yuen, M. ; Guo, X. ; Tomecek, P. ; Kaminsky, P.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:73:y:2011:i:1:p:109-137. Full description at Econpapers || Download paper | 3 |
42 | 1999 | Risk sensitive portfolio optimization. (1999). Stettner, Lukasz . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:50:y:1999:i:3:p:463-474. Full description at Econpapers || Download paper | 2 |
43 | 2009 | Dynamic mean-risk optimization in a binomial model. (2009). Mundt, Andre ; Bauerle, Nicole . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:70:y:2009:i:2:p:219-239. Full description at Econpapers || Download paper | 2 |
44 | 2011 | Inverse p-median problems with variable edge lengths. (2011). Gassner, Elisabeth ; Burkard, Rainer ; Bonab, Fahimeh Baroughi . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:73:y:2011:i:2:p:263-280. Full description at Econpapers || Download paper | 2 |
45 | 2004 | A cost allocation problem in urban solid wastes collection and disposal. (2004). Fragnelli, Vito ; Iandolino, Anna . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:59:y:2004:i:3:p:447-463. Full description at Econpapers || Download paper | 2 |
46 | 2011 | A continuous framework for open pit mine planning. (2011). Griewank, Andreas ; Strogies, Nikolai ; Amaya, Jorge ; Alvarez, Felipe . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:73:y:2011:i:1:p:29-54. Full description at Econpapers || Download paper | 2 |
47 | 2003 | On the balancedness of relaxed sequencing games. (2003). van Velzen, Bas ; Hamers, Herbert . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:57:y:2003:i:2:p:287-297. Full description at Econpapers || Download paper | 2 |
48 | 2010 | Two-phase pricing and inventory management for deteriorating and fashion goods under trade credit. (2010). Tsao, Yu-Chung . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:72:y:2010:i:1:p:107-127. Full description at Econpapers || Download paper | 2 |
49 | 2002 | Tree-connected peer group situations and peer group games. (2002). Branzei, Rodica ; Tijs, Stef ; Fragnelli, Vito . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:55:y:2002:i:1:p:93-106. Full description at Econpapers || Download paper | 2 |
50 | 2004 | Nash equilibria in electricity markets with discrete prices. (2004). Anderson, E. J. ; Xu, H.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:60:y:2004:i:2:p:215-238. Full description at Econpapers || Download paper | 2 |
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2015 | On the (in)compatibility of rationality, monotonicity and consistency for cooperative games. (2015). Calleja, Pere ; Garres, Francesc Llerena . In: Working Papers. RePEc:urv:wpaper:2072/247807. Full description at Econpapers || Download paper | |
2015 | A note on using the HodrickâPrescott filter in electricity markets. (2015). Zator, MichaÅ ; Weron, RafaÅ. In: Energy Economics. RePEc:eee:eneeco:v:48:y:2015:i:c:p:1-6. Full description at Econpapers || Download paper | |
2015 | Step outâStep in sequencing games. (2015). Quant, Marieke ; Borm, Peter ; Musegaas, M. In: European Journal of Operational Research. RePEc:eee:ejores:v:246:y:2015:i:3:p:894-906. Full description at Econpapers || Download paper | |
2015 | Symmetric Equilibria in Stochastic Timing Games. (2015). Steg, Jan-Henrik. In: Papers. RePEc:arx:papers:1507.04797. Full description at Econpapers || Download paper | |
2015 | Symmetric equilibria in stochastic timing games. (2015). Steg, Jan-Henrik. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:543. Full description at Econpapers || Download paper | |
2015 | A bivariate risk model with mutual deficit coverage. (2015). Ivanovs, Jevgenijs ; Boxma, Onno . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:64:y:2015:i:c:p:126-134. Full description at Econpapers || Download paper | |
2015 | Dynamic portfolio optimization with transaction costs and state-dependent drift. (2015). Schenk-Hoppé, Klaus ; Wang, Huamao ; Poulsen, Rolf ; Schenk-Hoppe, Klaus Reiner ; Palczewski, Jan . In: European Journal of Operational Research. RePEc:eee:ejores:v:243:y:2015:i:3:p:921-931. Full description at Econpapers || Download paper | |
2015 | Solving Dynamic Programming Problems on a Computational Grid. (2015). Judd, Kenneth ; Cai, Yongyang ; Thain, Greg ; Wright, Stephen . In: Computational Economics. RePEc:kap:compec:v:45:y:2015:i:2:p:261-284. Full description at Econpapers || Download paper | |
2015 | Dynamic programming with Hermite approximation. (2015). Judd, Kenneth ; Cai, Yongyang. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:81:y:2015:i:3:p:245-267. Full description at Econpapers || Download paper | |
2015 | A Nonlinear Certainty Equivalent Approximation Method for Dynamic Stochastic Problems. (2015). Steinbuks, Jevgenijs ; Judd, Kenneth ; Cai, Yongyang. In: NBER Working Papers. RePEc:nbr:nberwo:21590. Full description at Econpapers || Download paper | |
2015 | Optimal Dividend Strategies for Two Collaborating Insurance Companies. (2015). Albrecher, Hansjoerg ; Muler, Nora ; Azcue, Pablo . In: Papers. RePEc:arx:papers:1505.03980. Full description at Econpapers || Download paper | |
2015 | Optimal investmentâreinsurance strategy for meanâvariance insurers with square-root factor process. (2015). Zeng, Yan . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:62:y:2015:i:c:p:118-137. Full description at Econpapers || Download paper | |
2015 | The semismooth Newton method for the solution of quasi-variational inequalities. (2015). Facchinei, Francisco ; Sagratella, Simone ; Karl, Sebastian ; Kanzow, Christian . In: Computational Optimization and Applications. RePEc:spr:coopap:v:62:y:2015:i:1:p:85-109. Full description at Econpapers || Download paper | |
2015 | When are Static and Adjustable Robust Optimization with Constraint-Wise Uncertainty Equivalent?. (2015). Den Hertog, Dick ; Marandi, Ahmadreza . In: Discussion Paper. RePEc:tiu:tiucen:c901a041-6c9b-4233-9052-cd93ddcb42a8. Full description at Econpapers || Download paper | |
2015 | Subadditivity of Value-at-Risk for Bernoulli random variables. (2015). McNeil, Alexander J. ; Hofert, Marius . In: Statistics & Probability Letters. RePEc:eee:stapro:v:98:y:2015:i:c:p:79-88. Full description at Econpapers || Download paper |
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2015 | A Nonlinear Certainty Equivalent Approximation Method for Dynamic Stochastic Problems. (2015). Steinbuks, Jevgenijs ; Judd, Kenneth ; Cai, Yongyang. In: NBER Working Papers. RePEc:nbr:nberwo:21590. Full description at Econpapers || Download paper |
Year | Citing document | |
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2014 | Subgame-Perfect Equilibria in Stochastic Timing Games. (2014). Steg, Jan-Henrik ; Riedel, Frank. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:524. Full description at Econpapers || Download paper | |
2014 | Electricity price forecasting: A review of the state-of-the-art with a look into the future. (2014). Weron, RafaÅ. In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:4:p:1030-1081. Full description at Econpapers || Download paper |
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2013 | Introduction into the literature of cooperative game theory with special emphasis on dynamic games and the core. (2013). Szikora, Peter . In: Proceedings- 11th International Conference on Mangement, Enterprise and Benchmarking (MEB 2013). RePEc:pkk:meb013:273-280. Full description at Econpapers || Download paper | |
2013 | Resource Allocation Problems with Concave Reward Functions. (2013). Borm, Peter ; Borm, P. E. M., ; Grundel, S. ; Hamers, H. J. M., ; Hamers,H. J. M., . In: Discussion Paper. RePEc:tiu:tiucen:b72ed3dc-ecc8-49d4-86af-d4598cb9ddfd. Full description at Econpapers || Download paper | |
2013 | . Full description at Econpapers || Download paper |
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