[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]
IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
1990 | 0 | 0.08 | 0.12 | 0.01 | 43 | 43 | 171 | 5 | 5 | 99 | 263 | 3 | 0 | 0 | 0.04 | |||
1991 | 0 | 0.08 | 0.01 | 0 | 46 | 89 | 211 | 1 | 6 | 91 | 248 | 0 | 0 | 0.04 | ||||
1992 | 0.01 | 0.08 | 0.04 | 0 | 59 | 148 | 292 | 6 | 12 | 89 | 1 | 235 | 1 | 0 | 0 | 0.04 | ||
1993 | 0 | 0.1 | 0 | 0 | 60 | 208 | 201 | 1 | 13 | 105 | 247 | 0 | 0 | 0.05 | ||||
1994 | 0.02 | 0.11 | 0.05 | 0.01 | 56 | 264 | 176 | 12 | 25 | 119 | 2 | 256 | 2 | 0 | 0 | 0.05 | ||
1995 | 0.01 | 0.19 | 0.05 | 0 | 54 | 318 | 154 | 16 | 41 | 116 | 1 | 264 | 1 | 1 | 6.3 | 0 | 0.08 | |
1996 | 0.01 | 0.22 | 0.03 | 0.01 | 55 | 373 | 142 | 12 | 53 | 110 | 1 | 275 | 2 | 0 | 0 | 0.1 | ||
1997 | 0.06 | 0.22 | 0.14 | 0.07 | 48 | 421 | 165 | 58 | 111 | 109 | 6 | 284 | 21 | 0 | 1 | 0.02 | 0.09 | |
1998 | 0.13 | 0.26 | 0.24 | 0.11 | 54 | 475 | 263 | 113 | 224 | 103 | 13 | 273 | 31 | 28 | 24.8 | 2 | 0.04 | 0.12 |
1999 | 0.07 | 0.28 | 0.17 | 0.07 | 48 | 523 | 102 | 90 | 314 | 102 | 7 | 267 | 18 | 14 | 15.6 | 1 | 0.02 | 0.14 |
2000 | 0.1 | 0.33 | 0.2 | 0.07 | 41 | 564 | 120 | 113 | 427 | 102 | 10 | 259 | 19 | 22 | 19.5 | 0 | 0.15 | |
2001 | 0.09 | 0.36 | 0.24 | 0.11 | 49 | 613 | 120 | 149 | 576 | 89 | 8 | 246 | 28 | 58 | 38.9 | 1 | 0.02 | 0.15 |
2002 | 0.11 | 0.39 | 0.22 | 0.1 | 48 | 661 | 118 | 143 | 719 | 90 | 10 | 240 | 24 | 41 | 28.7 | 0 | 0.21 | |
2003 | 0.09 | 0.4 | 0.24 | 0.1 | 44 | 705 | 232 | 169 | 888 | 97 | 9 | 240 | 25 | 67 | 39.6 | 1 | 0.02 | 0.2 |
2004 | 0.08 | 0.45 | 0.28 | 0.1 | 53 | 758 | 184 | 211 | 1099 | 92 | 7 | 230 | 24 | 67 | 31.8 | 4 | 0.08 | 0.2 |
2005 | 0.09 | 0.46 | 0.25 | 0.11 | 54 | 812 | 176 | 200 | 1299 | 97 | 9 | 235 | 27 | 79 | 39.5 | 3 | 0.06 | 0.22 |
2006 | 0.09 | 0.46 | 0.2 | 0.09 | 50 | 862 | 195 | 172 | 1471 | 107 | 10 | 248 | 23 | 47 | 27.3 | 0 | 0.21 | |
2007 | 0.1 | 0.42 | 0.23 | 0.16 | 56 | 918 | 171 | 211 | 1682 | 104 | 10 | 249 | 41 | 66 | 31.3 | 2 | 0.04 | 0.18 |
2008 | 0.16 | 0.44 | 0.28 | 0.18 | 57 | 975 | 166 | 268 | 1952 | 106 | 17 | 257 | 47 | 76 | 28.4 | 5 | 0.09 | 0.21 |
2009 | 0.16 | 0.44 | 0.27 | 0.19 | 61 | 1036 | 144 | 277 | 2229 | 113 | 18 | 270 | 52 | 71 | 25.6 | 3 | 0.05 | 0.21 |
2010 | 0.19 | 0.43 | 0.3 | 0.2 | 47 | 1083 | 168 | 323 | 2552 | 118 | 22 | 278 | 56 | 64 | 19.8 | 3 | 0.06 | 0.18 |
2011 | 0.18 | 0.46 | 0.24 | 0.18 | 42 | 1125 | 95 | 269 | 2821 | 108 | 19 | 271 | 50 | 76 | 28.3 | 2 | 0.05 | 0.21 |
2012 | 0.15 | 0.47 | 0.25 | 0.16 | 37 | 1162 | 96 | 291 | 3113 | 89 | 13 | 263 | 41 | 49 | 16.8 | 8 | 0.22 | 0.19 |
2013 | 0.15 | 0.53 | 0.24 | 0.14 | 38 | 1200 | 124 | 291 | 3406 | 79 | 12 | 244 | 34 | 48 | 16.5 | 4 | 0.11 | 0.22 |
2014 | 0.13 | 0.55 | 0.31 | 0.25 | 63 | 1263 | 77 | 389 | 3798 | 75 | 10 | 225 | 56 | 94 | 24.2 | 9 | 0.14 | 0.22 |
2015 | 0.2 | 0.56 | 0.3 | 0.24 | 52 | 1315 | 73 | 392 | 4190 | 101 | 20 | 227 | 54 | 89 | 22.7 | 1 | 0.02 | 0.21 |
2016 | 0.3 | 0.58 | 0.42 | 0.34 | 77 | 1392 | 78 | 588 | 4778 | 115 | 35 | 232 | 79 | 122 | 20.7 | 9 | 0.12 | 0.2 |
2017 | 0.25 | 0.6 | 0.57 | 0.3 | 14 | 1406 | 3 | 802 | 5580 | 129 | 32 | 267 | 79 | 16 | 2 | 0 | 0.22 | |
2018 | 0.43 | 0.76 | 0.62 | 0.39 | 0 | 1406 | 0 | 867 | 6447 | 91 | 39 | 244 | 95 | 0 | 0 | 0.31 |
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 |
# | Year | Title | Cited |
---|---|---|---|
1 | 1981 | Optimal 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 | 462 |
2 | 1977 | Graphs 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 | 125 |
3 | 1998 | Robust 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 | 119 |
4 | 1992 | On 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 | 98 |
5 | 1979 | Mathematical 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 | 95 |
6 | 1991 | Scenarios 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 | 90 |
7 | 1982 | The 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 | 84 |
8 | 1985 | Distributional 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 | 60 |
9 | 2003 | Robust 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 | 59 |
10 | 1986 | Explicit Solution of a General Consumption/Investment Problem. (1986). Sethi, Suresh ; Shreve, Steven E ; Lehoczky, John P ; Karatzas, Ioannis. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:11:y:1986:i:2:p:261-294. Full description at Econpapers || Download paper | 55 |
11 | 1976 | The 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 | 54 |
12 | 1979 | Geometric 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 | 54 |
13 | 1990 | Portfolio 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 | 49 |
14 | 1980 | Strongly Regular Generalized Equations. (1980). Robinson, Stephen M. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:5:y:1980:i:1:p:43-62. Full description at Econpapers || Download paper | 49 |
15 | 1992 | Existence of Stationary Correlated Equilibria with Symmetric Information for Discounted Stochastic Games. (1992). Nowak, Andrzej. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:17:y:1992:i:3:p:519-526. Full description at Econpapers || Download paper | 47 |
16 | 2000 | Mathematical Programs with Complementarity Constraints: Stationarity, Optimality, and Sensitivity. (2000). Scheel, Holger ; Scholtes, Stefan . In: Mathematics of Operations Research. RePEc:inm:ormoor:v:25:y:2000:i:1:p:1-22. Full description at Econpapers || Download paper | 45 |
17 | 1986 | An Inventory Model with Limited Production Capacity and Uncertain Demands II. The Discounted-Cost Criterion. (1986). Federgruen, A ; Zipkin, P. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:11:y:1986:i:2:p:208-215. Full description at Econpapers || Download paper | 43 |
18 | 1986 | An Inventory Model with Limited Production Capacity and Uncertain Demands I. The Average-Cost Criterion. (1986). Federgruen, A ; Zipkin, P. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:11:y:1986:i:2:p:193-207. Full description at Econpapers || Download paper | 43 |
19 | 1993 | Convergence Analysis of Some Algorithms for Solving Nonsmooth Equations. (1993). Qi, Liqun. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:18:y:1993:i:1:p:227-244. Full description at Econpapers || Download paper | 42 |
20 | 1985 | Nonzero-Sum Two-Person Repeated Games with Incomplete Information. (1985). Hart, Sergiu. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:10:y:1985:i:1:p:117-153. Full description at Econpapers || Download paper | 39 |
21 | 2006 | Optimization 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 | 39 |
22 | 1997 | Self-Scaled Barriers and Interior-Point Methods for Convex Programming. (1997). Todd, Michael. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:22:y:1997:i:1:p:1-42. Full description at Econpapers || Download paper | 34 |
23 | 1991 | Stochastic Decomposition: An Algorithm for Two-Stage Linear Programs with Recourse. (1991). Higle, Julia L ; Sen, Suvrajeet . In: Mathematics of Operations Research. RePEc:inm:ormoor:v:16:y:1991:i:3:p:650-669. Full description at Econpapers || Download paper | 34 |
24 | 1988 | The 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 | 33 |
25 | 1995 | Optimal 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 | 31 |
26 | 1976 | Augmented Lagrangians and Applications of the Proximal Point Algorithm in Convex Programming. (1976). Rockafellar, R T. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:1:y:1976:i:2:p:97-116. Full description at Econpapers || Download paper | 31 |
27 | 2010 | Proximal Alternating Minimization and Projection Methods for Nonconvex Problems: An Approach Based on the Kurdyka-Åojasiewicz Inequality. (2010). Bolte, Jérôme ; Redont, Patrick ; Attouch, Hedy ; Soubeyran, Antoine. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:35:y:2010:i:2:p:438-457. Full description at Econpapers || Download paper | 31 |
28 | 1997 | Scheduling to Minimize Average Completion Time: Off-Line and On-Line Approximation Algorithms. (1997). Wein, Joel ; Hall, Leslie A ; Schulz, Andreas S ; Shmoys, David B. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:22:y:1997:i:3:p:513-544. Full description at Econpapers || Download paper | 30 |
29 | 1983 | Integer Programming with a Fixed Number of Variables. (1983). Lenstra, H W. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:8:y:1983:i:4:p:538-548. Full description at Econpapers || Download paper | 30 |
30 | 2004 | Coordinating 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 | 28 |
31 | 2005 | Robust 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 | 28 |
32 | 1988 | Cooling Schedules for Optimal Annealing. (1988). Hajek, Bruce . In: Mathematics of Operations Research. RePEc:inm:ormoor:v:13:y:1988:i:2:p:311-329. Full description at Econpapers || Download paper | 27 |
33 | 1979 | Tangent Cones, Generalized Gradients and Mathematical Programming in Banach Spaces. (1979). Hiriart-Urruty, J B. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:4:y:1979:i:1:p:79-97. Full description at Econpapers || Download paper | 27 |
34 | 1987 | On 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 | 26 |
35 | 1983 | Instantaneous Control of Brownian Motion. (1983). Taksar, Michael I ; Harrison, Michael J. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:8:y:1983:i:3:p:439-453. Full description at Econpapers || Download paper | 25 |
36 | 2003 | Preference Foundations for Nonexpected Utility: A Generalized and Simplified Technique. (2003). Wakker, Peter ; Kobberling, Veronika . In: Mathematics of Operations Research. RePEc:inm:ormoor:v:28:y:2003:i:3:p:395-423. Full description at Econpapers || Download paper | 25 |
37 | 2004 | On Constraint Sampling in the Linear Programming Approach to Approximate Dynamic Programming. (2004). van Roy, Benjamin ; de Farias, Daniela Pucci . In: Mathematics of Operations Research. RePEc:inm:ormoor:v:29:y:2004:i:3:p:462-478. Full description at Econpapers || Download paper | 24 |
38 | 1986 | Inefficiency of Nash Equilibria. (1986). Dubey, Pradeep. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:11:y:1986:i:1:p:1-8. Full description at Econpapers || Download paper | 24 |
39 | 1976 | The Asymptotic Theory of Stochastic Games. (1976). Kohlberg, Elon ; Bewley, Truman . In: Mathematics of Operations Research. RePEc:inm:ormoor:v:1:y:1976:i:3:p:197-208. Full description at Econpapers || Download paper | 23 |
40 | 2010 | Optimality of Affine Policies in Multistage Robust Optimization. (2010). Bertsimas, Dimitris ; Parrilo, Pablo A ; Iancu, Dan A. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:35:y:2010:i:2:p:363-394. Full description at Econpapers || Download paper | 23 |
41 | 1983 | Impulse 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. Full description at Econpapers || Download paper | 23 |
42 | 2004 | Selfish Routing in Capacitated Networks. (2004). Schulz, Andreas S ; Correa, Jose R ; Stier-Moses, Nicolas E. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:29:y:2004:i:4:p:961-976. Full description at Econpapers || Download paper | 23 |
43 | 1996 | Analysis of Sample-Path Optimization. (1996). Robinson, Stephen M. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:21:y:1996:i:3:p:513-528. Full description at Econpapers || Download paper | 21 |
44 | 2003 | A 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 | 21 |
45 | 1995 | Variance-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 | 20 |
46 | 1979 | Combinatorial Optimization with Rational Objective Functions. (1979). Megiddo, Nimrod . In: Mathematics of Operations Research. RePEc:inm:ormoor:v:4:y:1979:i:4:p:414-424. Full description at Econpapers || Download paper | 20 |
47 | 1981 | Value Theory Without Efficiency. (1981). Neyman, Abraham ; Dubey, Pradeep ; Weber, Robert James . In: Mathematics of Operations Research. RePEc:inm:ormoor:v:6:y:1981:i:1:p:122-128. Full description at Econpapers || Download paper | 20 |
48 | 1994 | On 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 | 20 |
49 | 2006 | Conditional Risk Mappings. (2006). Shapiro, Alexander ; Ruszczyski, Andrzej. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:31:y:2006:i:3:p:544-561. Full description at Econpapers || Download paper | 20 |
50 | 1979 | A 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 | 20 |
# | Year | Title | Cited |
---|---|---|---|
1 | 1981 | Optimal 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 | 188 |
2 | 1977 | Graphs 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 | 62 |
3 | 1998 | Robust 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 | 46 |
4 | 1982 | The 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 | 41 |
5 | 1990 | Portfolio 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 | 36 |
6 | 1991 | Scenarios 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 | 36 |
7 | 1979 | Mathematical 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 | 29 |
8 | 1985 | Distributional 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 | 27 |
9 | 1992 | On 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 | 25 |
10 | 1995 | Optimal 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 |
11 | 2006 | Optimization 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 | 21 |
12 | 2003 | Robust 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 | 21 |
13 | 1976 | The 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 | 21 |
14 | 1987 | On 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 | 20 |
15 | 2010 | Proximal Alternating Minimization and Projection Methods for Nonconvex Problems: An Approach Based on the Kurdyka-Åojasiewicz 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 | 17 |
16 | 1979 | Geometric Properties of the Kernel, Nucleolus, and Related Solution Concepts. (1979). Peleg, Bezalel ; Shapley, L S ; Maschler, M. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:4:y:1979:i:4:p:303-338. Full description at Econpapers || Download paper | 17 |
17 | 1988 | The 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 |
18 | 2013 | External 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 |
19 | 2013 | Risk 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 | 15 |
20 | 1981 | Value Theory Without Efficiency. (1981). Neyman, Abraham ; Dubey, Pradeep ; Weber, Robert James . In: Mathematics of Operations Research. RePEc:inm:ormoor:v:6:y:1981:i:1:p:122-128. Full description at Econpapers || Download paper | 14 |
21 | 2003 | A 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 | 14 |
22 | 2006 | Conditional Risk Mappings. (2006). Shapiro, Alexander ; Ruszczyski, Andrzej. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:31:y:2006:i:3:p:544-561. Full description at Econpapers || Download paper | 14 |
23 | 1976 | Augmented Lagrangians and Applications of the Proximal Point Algorithm in Convex Programming. (1976). Rockafellar, R T. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:1:y:1976:i:2:p:97-116. Full description at Econpapers || Download paper | 13 |
24 | 1994 | On 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 | 13 |
25 | 1995 | Variance-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 | 11 |
26 | 2003 | Preference Foundations for Nonexpected Utility: A Generalized and Simplified Technique. (2003). Wakker, Peter ; Kobberling, Veronika . In: Mathematics of Operations Research. RePEc:inm:ormoor:v:28:y:2003:i:3:p:395-423. Full description at Econpapers || Download paper | 11 |
27 | 1986 | Explicit Solution of a General Consumption/Investment Problem. (1986). Sethi, Suresh ; Shreve, Steven E ; Lehoczky, John P ; Karatzas, Ioannis. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:11:y:1986:i:2:p:261-294. Full description at Econpapers || Download paper | 11 |
28 | 2014 | Robust Portfolio Choice and Indifference Valuation. (2014). Laeven, Roger ; Stadje, Mitja. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:39:y:2014:i:4:p:1109-1141. Full description at Econpapers || Download paper | 11 |
29 | 1998 | The Cost of Achieving the Best Portfolio in Hindsight. (1998). Ordentlich, Erik ; Cover, Thomas M. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:23:y:1998:i:4:p:960-982. Full description at Econpapers || Download paper | 10 |
30 | 2013 | Opinion 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. Full description at Econpapers || Download paper | 10 |
31 | 2012 | A Colonel Blotto Gladiator Game. (2012). Scarsini, Marco ; Rinott, Yosef ; Yu, Yaming . In: Mathematics of Operations Research. RePEc:inm:ormoor:v:37:y:2012:i:4:p:574-590. Full description at Econpapers || Download paper | 10 |
32 | 1983 | The 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 | 10 |
33 | 1983 | Integer Programming with a Fixed Number of Variables. (1983). Lenstra, H W. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:8:y:1983:i:4:p:538-548. Full description at Econpapers || Download paper | 9 |
34 | 1980 | Strongly Regular Generalized Equations. (1980). Robinson, Stephen M. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:5:y:1980:i:1:p:43-62. Full description at Econpapers || Download paper | 9 |
35 | 2004 | Coordinating 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 | 9 |
36 | 1979 | Tangent Cones, Generalized Gradients and Mathematical Programming in Banach Spaces. (1979). Hiriart-Urruty, J B. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:4:y:1979:i:1:p:79-97. Full description at Econpapers || Download paper | 9 |
37 | 2013 | On 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. Full description at Econpapers || Download paper | 9 |
38 | 1997 | Survival and Growth with a Liability: Optimal Portfolio Strategies in Continuous Time. (1997). Browne, Sid. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:22:y:1997:i:2:p:468-493. Full description at Econpapers || Download paper | 8 |
39 | 2004 | Selfish Routing in Capacitated Networks. (2004). Schulz, Andreas S ; Correa, Jose R ; Stier-Moses, Nicolas E. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:29:y:2004:i:4:p:961-976. Full description at Econpapers || Download paper | 8 |
40 | 2013 | Robust Markov Decision Processes. (2013). Wiesemann, Wolfram ; Rustem, Ber ; Kuhn, Daniel. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:38:y:2013:i:1:p:153-183. Full description at Econpapers || Download paper | 8 |
41 | 2010 | Optimality of Affine Policies in Multistage Robust Optimization. (2010). Bertsimas, Dimitris ; Parrilo, Pablo A ; Iancu, Dan A. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:35:y:2010:i:2:p:363-394. Full description at Econpapers || Download paper | 8 |
42 | 1985 | Conflict and Coincidence of Interest in Job Matching: Some New Results and Open Questions. (1985). Roth, Alvin. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:10:y:1985:i:3:p:379-389. Full description at Econpapers || Download paper | 8 |
43 | 2008 | Truncation Strategies in Matching Markets. (2008). Ehlers, Lars. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:33:y:2008:i:2:p:327-335. Full description at Econpapers || Download paper | 8 |
44 | 2005 | Second-Order Lower Bounds on the Expectation of a Convex Function. (2005). Morton, David P ; Dokov, Steftcho P. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:30:y:2005:i:3:p:662-677. Full description at Econpapers || Download paper | 8 |
45 | 1988 | A Diffusion Model for Optimal Portfolio Selection in the Presence of Brokerage Fees. (1988). Taksar, Michael ; Assaf, David ; Klass, Michael J. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:13:y:1988:i:2:p:277-294. Full description at Econpapers || Download paper | 8 |
46 | 1999 | Algorithmic Aspects of the Core of Combinatorial Optimization Games. (1999). Deng, Xiaotie ; Ibaraki, Toshihide ; Nagamochi, Hiroshi . In: Mathematics of Operations Research. RePEc:inm:ormoor:v:24:y:1999:i:3:p:751-766. Full description at Econpapers || Download paper | 8 |
47 | 2012 | Queues with Many Servers and Impatient Customers. (2012). Mandelbaum, Avishai ; Momilovi, Petar. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:37:y:2012:i:1:p:41-65. Full description at Econpapers || Download paper | 8 |
48 | 2008 | Optimal Stopping of Linear Diffusions with Random Discounting. (2008). Dayanik, Savas . In: Mathematics of Operations Research. RePEc:inm:ormoor:v:33:y:2008:i:3:p:645-661. Full description at Econpapers || Download paper | 8 |
49 | 1981 | Cooperative Fuzzy Games. (1981). Aubin, Jean-Pierre. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:6:y:1981:i:1:p:1-13. Full description at Econpapers || Download paper | 8 |
50 | 1983 | Jointly Constrained Biconvex Programming. (1983). Al-Khayyal, Faiz A ; Falk, James E. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:8:y:1983:i:2:p:273-286. Full description at Econpapers || Download paper | 8 |
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2018 | The ForwardâBackward Algorithm and the Normal Problem. (2018). Moursi, Walaa M. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:176:y:2018:i:3:d:10.1007_s10957-017-1113-4. Full description at Econpapers || Download paper | |
2018 | A note on the DouglasâRachford splitting method for optimization problems involving hypoconvex functions. (2018). Guo, KE ; Han, Deren. In: Journal of Global Optimization. RePEc:spr:jglopt:v:72:y:2018:i:3:d:10.1007_s10898-018-0660-z. Full description at Econpapers || Download paper | |
2018 | Optimal investment with possibly non-concave utilities and no-arbitrage: a measure theoretical approach Miklós R ´ asonyi. (2018). Rasonyi, Miklos ; Carassus, Laurence ; Blanchard, Romain. In: Post-Print. RePEc:hal:journl:hal-01883419. Full description at Econpapers || Download paper | |
2018 | No-arbitrage and optimal investment with possibly non-concave utilities: a measure theoretical approach. (2018). Blanchard, Romain ; Rasonyi, Miklos ; Carassus, Laurence. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:88:y:2018:i:2:d:10.1007_s00186-018-0635-3. Full description at Econpapers || Download paper | |
2018 | A risk-neutral equilibrium leading to uncertain volatility pricing. (2018). Muhle-Karbe, Johannes ; Nutz, Marcel. In: Finance and Stochastics. RePEc:spr:finsto:v:22:y:2018:i:2:d:10.1007_s00780-018-0356-8. Full description at Econpapers || Download paper | |
2018 | A class of globally solvable Markovian quadratic BSDE systems and applications. (2018). Itkovi, Gordan ; Xing, Hao. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:73440. Full description at Econpapers || Download paper | |
2018 | Convex duality in optimal investment and contingent claim valuation in illiquid markets. (2018). Pennanen, Teemu ; Perkkio, Ari-Pekka. In: Finance and Stochastics. RePEc:spr:finsto:v:22:y:2018:i:4:d:10.1007_s00780-018-0372-8. Full description at Econpapers || Download paper | |
2018 | Designing matching mechanisms under constraints: An approach from discrete convex analysis. (2018). Kojima, Fuhito ; Yokoo, Makoto ; Tamura, Akihisa . In: Journal of Economic Theory. RePEc:eee:jetheo:v:176:y:2018:i:c:p:803-833. Full description at Econpapers || Download paper | |
2018 | Stable project allocation under distributional constraints. (2018). agoston, Kolos Csaba ; Szanto, Richard ; Biro, Peter. In: Operations Research Perspectives. RePEc:eee:oprepe:v:5:y:2018:i:c:p:59-68. Full description at Econpapers || Download paper | |
2018 | Distributionally robust chance constrained optimization for economic dispatch in renewable energy integrated systems. (2018). Tong, Xiaojiao ; Zheng, Quanguo ; Luo, Xiao ; Sun, Hailin. In: Journal of Global Optimization. RePEc:spr:jglopt:v:70:y:2018:i:1:d:10.1007_s10898-017-0572-3. Full description at Econpapers || Download paper | |
2018 | Quantitative Stability of Two-Stage Linear Second-Order Conic Stochastic Programs with Full Random Recourse. (2018). Duan, Qingsong ; Zhang, Liwei ; Guo, Shaoyan ; Xu, Mengwei . In: Asia-Pacific Journal of Operational Research (APJOR). RePEc:wsi:apjorx:v:35:y:2018:i:05:n:s0217595918500318. Full description at Econpapers || Download paper | |
2018 | Normal regularity for the feasible set of semi-infinite multiobjective optimization problems with applications. (2018). Chuong, Thai Doan ; Sang, DO. In: Annals of Operations Research. RePEc:spr:annopr:v:267:y:2018:i:1:d:10.1007_s10479-016-2337-7. Full description at Econpapers || Download paper | |
2018 | Complexity Theory, Game Theory, and Economics. (2018). Roughgarden, Tim. In: Papers. RePEc:arx:papers:1801.00734. Full description at Econpapers || Download paper | |
2018 | Risk measurement and risk-averse control of partially observable discrete-time Markov systems. (2018). Fan, Jingnan ; Ruszczyski, Andrzej. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:88:y:2018:i:2:d:10.1007_s00186-018-0633-5. Full description at Econpapers || Download paper | |
2018 | Risk management for forestry planning under uncertainty in demand and prices. (2018). Alonso-Ayuso, Antonio ; Weintraub, Andres ; Guignard, Monique ; Escudero, Laureano F. In: European Journal of Operational Research. RePEc:eee:ejores:v:267:y:2018:i:3:p:1051-1074. Full description at Econpapers || Download paper | |
2018 | A review of choice-based revenue management: Theory and methods. (2018). Strauss, Arne K ; Steinhardt, Claudius ; Klein, Robert. In: European Journal of Operational Research. RePEc:eee:ejores:v:271:y:2018:i:2:p:375-387. Full description at Econpapers || Download paper | |
2018 | Optimal liquidation under stochastic liquidity. (2018). Becherer, Dirk ; Frentrup, Peter ; Bilarev, Todor. In: Finance and Stochastics. RePEc:spr:finsto:v:22:y:2018:i:1:d:10.1007_s00780-017-0346-2. Full description at Econpapers || Download paper | |
2018 | The Multivariate Kyle model: More is different. (2018). Bouchaud, Jean-Philippe ; Benzaquen, Michael ; Mastromatteo, Iacopo ; Garc, Luis Carlos. In: Papers. RePEc:arx:papers:1806.07791. Full description at Econpapers || Download paper | |
2018 | ||
2018 | Robust martingale selection problem and its connections to the no-arbitrage theory. (2018). Sikic, Mario ; Burzoni, Matteo. In: Papers. RePEc:arx:papers:1801.03574. Full description at Econpapers || Download paper | |
2018 | Quantile Hedging in a semi-static market with model uncertainty. (2018). Bayraktar, Erhan ; Wang, GU. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:87:y:2018:i:2:d:10.1007_s00186-017-0616-y. Full description at Econpapers || Download paper | |
2018 | Perturbation analysis of sub/super hedging problems. (2018). Jacquier, Antoine ; Badikov, Sergey. In: Papers. RePEc:arx:papers:1806.03543. Full description at Econpapers || Download paper | |
2018 | A unified Framework for Robust Modelling of Financial Markets in discrete time. (2018). Wiesel, Johannes ; Obloj, Jan. In: Papers. RePEc:arx:papers:1808.06430. Full description at Econpapers || Download paper | |
2018 | Showing Off or Laying Low? The Economics of Psych-outs. (2018). Sisak, Dana ; Morgan, John ; Denter, Philipp . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180041. Full description at Econpapers || Download paper | |
2018 | Potential games, path independence and Poissons binomial distribution. (2018). Sen, Debapriya. In: MPRA Paper. RePEc:pra:mprapa:84409. Full description at Econpapers || Download paper | |
2018 | Potential games, path independence and Poissonâs binomial distribution. (2018). Sen, Debapriya. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:88:y:2018:i:1:d:10.1007_s00186-018-0631-7. Full description at Econpapers || Download paper | |
2018 | Riemannian game dynamics. (2018). Mertikopoulos, Panayotis ; Sandholm, William H. In: Journal of Economic Theory. RePEc:eee:jetheo:v:177:y:2018:i:c:p:315-364. Full description at Econpapers || Download paper | |
2018 | An investment model with switching costs and the option to abandon. (2018). Zervos, Mihail ; Duckworth, Kate ; Oliveira, Carlos. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:88:y:2018:i:3:d:10.1007_s00186-018-0641-5. Full description at Econpapers || Download paper | |
2018 | Tauberian Theorem for Value Functions. (2018). Khlopin, Dmitry. In: Dynamic Games and Applications. RePEc:spr:dyngam:v:8:y:2018:i:2:d:10.1007_s13235-017-0227-5. Full description at Econpapers || Download paper | |
2018 | Tauberian theorems for general iterations of operators: Applications to zero-sum stochastic games. (2018). Ziliotto, Bruno. In: Games and Economic Behavior. RePEc:eee:gamebe:v:108:y:2018:i:c:p:486-503. Full description at Econpapers || Download paper | |
2018 | Asymptotic value in frequency-dependent games with separable payoffs: a differential approach. (2018). Abdou, Joseph ; Pnevmatikos, Nikolaos. In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:16076rr. Full description at Econpapers || Download paper | |
2018 | Portfolio Choice with Market-Credit Risk Dependencies. (2018). Capponi, Agostino ; Bo, Lijun. In: Papers. RePEc:arx:papers:1806.07175. Full description at Econpapers || Download paper | |
2018 | Optimizing power generation in the presence of micro-grids. (2018). Van Ackooij, Wim ; Poss, Michael ; Pan, Stefania ; Detienne, Boris ; de Boeck, Jerome. In: European Journal of Operational Research. RePEc:eee:ejores:v:271:y:2018:i:2:p:450-461. Full description at Econpapers || Download paper | |
2018 | ||
2018 | A Two-Player Zero-sum Game Where Only One Player Observes a Brownian Motion. (2018). Gensbittel, Fabien ; Rainer, Catherine . In: Dynamic Games and Applications. RePEc:spr:dyngam:v:8:y:2018:i:2:d:10.1007_s13235-017-0219-5. Full description at Econpapers || Download paper | |
2018 | Local Convergence of the Heavy-Ball Method and iPiano for Non-convex Optimization. (2018). Ochs, Peter . In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:177:y:2018:i:1:d:10.1007_s10957-018-1272-y. Full description at Econpapers || Download paper | |
2018 | Single-transform formulas for pricing Asian options in a general approximation framework under Markov processes. (2018). Cui, Zhenyu ; Liu, Yanchu ; Lee, Chihoon. In: European Journal of Operational Research. RePEc:eee:ejores:v:266:y:2018:i:3:p:1134-1139. Full description at Econpapers || Download paper | |
2018 | Income uncertainty and the decision to invest in bulk shipping. (2018). Kyriakou, Ioannis ; Nomikos, Nikos K ; Papapostolou, Nikos C ; Pouliasis, Panos K. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:3:p:387-417. Full description at Econpapers || Download paper | |
2018 | A typology and literature review on stochastic multi-echelon inventory models. (2018). Minner, Stefan ; Schade, Konrad ; Rambau, Jorg ; Laumanns, Marco ; Grob, Christopher ; de Kok, Ton. In: European Journal of Operational Research. RePEc:eee:ejores:v:269:y:2018:i:3:p:955-983. Full description at Econpapers || Download paper |
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2016 | Recursive inspection games. (2016). von Stengel, Bernhard. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:68299. Full description at Econpapers || Download paper | |
2016 | Evolutionary Inspection and Corruption Games. (2016). Katsikas, Stamatios ; Yang, Wei ; Kolokoltsov, Vassili . In: Games. RePEc:gam:jgames:v:7:y:2016:i:4:p:31-:d:81269. Full description at Econpapers || Download paper | |
2016 | Optimality Gap of Constant-Order Policies Decays Exponentially in the Lead Time for Lost Sales Models. (2016). Xin, Linwei ; Goldberg, David A. In: Operations Research. RePEc:inm:oropre:v:64:y:2016:i:6:p:1556-1565. Full description at Econpapers || Download paper | |
2016 | Discrete convex analysis: A tool for economics and game theory. (2016). Murota, Kazuo . In: jMID articles. RePEc:jmi:articl:jmi-v1i1a5. Full description at Econpapers || Download paper | |
2016 | The Sparse Principal Component Analysis Problem: Optimality Conditions and Algorithms. (2016). Beck, Amir ; Vaisbourd, Yakov. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:170:y:2016:i:1:d:10.1007_s10957-016-0934-x. Full description at Econpapers || Download paper | |
2016 | Stochastic Perron for Stochastic Target Problems. (2016). Bayraktar, Erhan ; Li, Jiaqi. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:170:y:2016:i:3:d:10.1007_s10957-016-0958-2. Full description at Econpapers || Download paper | |
2016 | Stochastic bounds in ForkâJoin queueing systems under full and partial mapping. (2016). Rizk, Amr ; Ciucu, Florin ; Poloczek, Felix . In: Queueing Systems: Theory and Applications. RePEc:spr:queues:v:83:y:2016:i:3:d:10.1007_s11134-016-9486-x. Full description at Econpapers || Download paper | |
2016 | Jumps and stochastic volatility in crude oil prices and advances in average option pricing. (2016). Papapostolou, Nikos ; Pouliasis, Panos K ; Kyriakou, Ioannis. In: Quantitative Finance. RePEc:taf:quantf:v:16:y:2016:i:12:p:1859-1873. Full description at Econpapers || Download paper | |
2016 | Algorithms for Finding Copulas Minimizing Convex Functions of Sums. (2016). Bernard, Carole ; McLeish, Don. In: Asia-Pacific Journal of Operational Research (APJOR). RePEc:wsi:apjorx:v:33:y:2016:i:05:n:s0217595916500408. Full description at Econpapers || Download paper |
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2015 | The Value of Markov Chain Games with Incomplete Information on Both Sides. (2015). Gensbittel, Fabien ; Renault, Jerome. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:40:y:2015:i:4:p:820-841. Full description at Econpapers || Download paper |