[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 | |
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 | 10 | 0 | ||||||||||||
1987 | 0 | 47 | 562 | 0 | 15 | 0 | ||||||||||||
1988 | 0 | 51 | 613 | 0 | 21 | 0 | ||||||||||||
1989 | 0 | 48 | 661 | 0 | 32 | 0 | 1 | |||||||||||
1990 | 0.02 | 0.1 | 0.04 | 0.05 | 43 | 704 | 665 | 27 | 27 | 99 | 2 | 263 | 12 | 0 | 0 | 0.05 | ||
1991 | 0.02 | 0.1 | 0.05 | 0.04 | 46 | 750 | 492 | 36 | 63 | 91 | 2 | 248 | 10 | 0 | 1 | 0.02 | 0.05 | |
1992 | 0.04 | 0.11 | 0.04 | 0.03 | 59 | 809 | 601 | 35 | 98 | 89 | 4 | 235 | 8 | 0 | 0 | 0.05 | ||
1993 | 0.03 | 0.13 | 0.03 | 0.03 | 60 | 869 | 482 | 25 | 123 | 105 | 3 | 247 | 7 | 0 | 0 | 0.06 | ||
1994 | 0.07 | 0.14 | 0.08 | 0.05 | 56 | 925 | 454 | 70 | 193 | 119 | 8 | 256 | 14 | 0 | 1 | 0.02 | 0.06 | |
1995 | 0.12 | 0.22 | 0.17 | 0.12 | 54 | 979 | 523 | 162 | 355 | 116 | 14 | 264 | 31 | 1 | 0.6 | 1 | 0.02 | 0.1 |
1996 | 0.05 | 0.25 | 0.15 | 0.07 | 55 | 1034 | 412 | 152 | 507 | 110 | 5 | 275 | 19 | 0 | 4 | 0.07 | 0.12 | |
1997 | 0.18 | 0.24 | 0.21 | 0.17 | 48 | 1082 | 389 | 224 | 731 | 109 | 20 | 284 | 49 | 0 | 1 | 0.02 | 0.11 | |
1998 | 0.24 | 0.28 | 0.26 | 0.21 | 54 | 1136 | 787 | 293 | 1024 | 103 | 25 | 273 | 56 | 32 | 10.9 | 3 | 0.06 | 0.13 |
1999 | 0.16 | 0.3 | 0.26 | 0.16 | 48 | 1184 | 292 | 302 | 1326 | 102 | 16 | 267 | 42 | 15 | 5 | 1 | 0.02 | 0.15 |
2000 | 0.22 | 0.35 | 0.27 | 0.23 | 41 | 1225 | 355 | 331 | 1658 | 102 | 22 | 259 | 60 | 28 | 8.5 | 1 | 0.02 | 0.16 |
2001 | 0.16 | 0.38 | 0.28 | 0.22 | 49 | 1274 | 380 | 356 | 2014 | 89 | 14 | 246 | 54 | 60 | 16.9 | 1 | 0.02 | 0.17 |
2002 | 0.26 | 0.41 | 0.3 | 0.23 | 48 | 1322 | 337 | 391 | 2407 | 90 | 23 | 240 | 54 | 42 | 10.7 | 3 | 0.06 | 0.21 |
2003 | 0.21 | 0.44 | 0.33 | 0.22 | 44 | 1366 | 732 | 447 | 2854 | 97 | 20 | 240 | 53 | 68 | 15.2 | 4 | 0.09 | 0.22 |
2004 | 0.27 | 0.49 | 0.38 | 0.26 | 53 | 1419 | 526 | 539 | 3396 | 92 | 25 | 230 | 59 | 70 | 13 | 4 | 0.08 | 0.22 |
2005 | 0.32 | 0.5 | 0.36 | 0.34 | 54 | 1473 | 443 | 534 | 3930 | 97 | 31 | 235 | 79 | 79 | 14.8 | 7 | 0.13 | 0.23 |
2006 | 0.21 | 0.5 | 0.35 | 0.28 | 50 | 1523 | 514 | 532 | 4463 | 107 | 22 | 248 | 69 | 52 | 9.8 | 3 | 0.06 | 0.23 |
2007 | 0.22 | 0.46 | 0.42 | 0.35 | 56 | 1579 | 423 | 666 | 5129 | 104 | 23 | 249 | 87 | 67 | 10.1 | 3 | 0.05 | 0.2 |
2008 | 0.28 | 0.49 | 0.45 | 0.38 | 57 | 1636 | 400 | 729 | 5860 | 106 | 30 | 257 | 97 | 79 | 10.8 | 14 | 0.25 | 0.23 |
2009 | 0.28 | 0.47 | 0.43 | 0.38 | 61 | 1697 | 359 | 729 | 6589 | 113 | 32 | 270 | 103 | 75 | 10.3 | 3 | 0.05 | 0.23 |
2010 | 0.38 | 0.48 | 0.46 | 0.42 | 47 | 1744 | 434 | 809 | 7398 | 118 | 45 | 278 | 117 | 65 | 8 | 5 | 0.11 | 0.21 |
2011 | 0.33 | 0.52 | 0.47 | 0.42 | 42 | 1786 | 289 | 845 | 8243 | 108 | 36 | 271 | 115 | 76 | 9 | 6 | 0.14 | 0.24 |
2012 | 0.28 | 0.51 | 0.51 | 0.37 | 37 | 1823 | 243 | 924 | 9169 | 89 | 25 | 263 | 96 | 49 | 5.3 | 8 | 0.22 | 0.22 |
2013 | 0.41 | 0.56 | 0.52 | 0.36 | 38 | 1861 | 365 | 960 | 10131 | 79 | 32 | 244 | 89 | 50 | 5.2 | 10 | 0.26 | 0.24 |
2014 | 0.45 | 0.55 | 0.56 | 0.51 | 63 | 1924 | 245 | 1076 | 11209 | 75 | 34 | 225 | 115 | 103 | 9.6 | 15 | 0.24 | 0.23 |
2015 | 0.47 | 0.55 | 0.56 | 0.5 | 52 | 1976 | 197 | 1100 | 12309 | 101 | 47 | 227 | 114 | 98 | 8.9 | 3 | 0.06 | 0.23 |
2016 | 0.56 | 0.53 | 0.64 | 0.68 | 77 | 2053 | 280 | 1323 | 13632 | 115 | 64 | 232 | 158 | 127 | 9.6 | 10 | 0.13 | 0.21 |
2017 | 0.4 | 0.55 | 0.61 | 0.49 | 59 | 2112 | 146 | 1281 | 14913 | 129 | 51 | 267 | 132 | 97 | 7.6 | 0 | 0.21 | |
2018 | 0.45 | 0.57 | 0.57 | 0.51 | 61 | 2173 | 169 | 1233 | 16146 | 136 | 61 | 289 | 146 | 72 | 5.8 | 5 | 0.08 | 0.24 |
2019 | 0.47 | 0.6 | 0.61 | 0.46 | 49 | 2222 | 143 | 1347 | 17494 | 120 | 56 | 312 | 142 | 68 | 5 | 11 | 0.22 | 0.24 |
2020 | 0.69 | 0.73 | 0.7 | 0.57 | 65 | 2287 | 91 | 1599 | 19093 | 110 | 76 | 298 | 171 | 107 | 6.7 | 10 | 0.15 | 0.34 |
2021 | 0.6 | 1.02 | 0.61 | 0.55 | 17 | 2304 | 15 | 1406 | 20499 | 114 | 68 | 311 | 172 | 27 | 1.9 | 6 | 0.35 | 0.38 |
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 |
# | 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 | 1939 |
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 | 680 |
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 | 425 |
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 | 377 |
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 | 329 |
6 | 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 | 249 |
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 | 247 |
8 | 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 | 213 |
9 | 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 | 211 |
10 | 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 | 189 |
11 | 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 | 173 |
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 | 169 |
13 | 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 | 159 |
14 | 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 | 148 |
15 | 1986 | A Stochastic Calculus Model of Continuous Trading: Optimal Portfolios. (1986). Pliska, Stanley R. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:11:y:1986:i:2:p:371-382. Full description at Econpapers || Download paper | 128 |
16 | 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 | 127 |
17 | 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 | 114 |
18 | 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 | 114 |
19 | 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 | 110 |
20 | 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 | 107 |
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 | 97 |
22 | 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 | 96 |
23 | 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 | 92 |
24 | 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 | 90 |
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 | 88 |
26 | 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 | 86 |
27 | 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 | 84 |
28 | 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 | 82 |
29 | 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 | 80 |
30 | 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 | 80 |
31 | 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 | 78 |
32 | 2001 | Risk, 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. Full description at Econpapers || Download paper | 77 |
33 | 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 | 76 |
34 | 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 | 73 |
35 | 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 | 73 |
36 | 1988 | Generalized 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. Full description at Econpapers || Download paper | 72 |
37 | 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 | 71 |
38 | 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 | 70 |
39 | 1989 | Stable Equilibria---A Reformulation. (1989). Mertens, Jean-Franois . In: Mathematics of Operations Research. RePEc:inm:ormoor:v:14:y:1989:i:4:p:575-625. Full description at Econpapers || Download paper | 69 |
40 | 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 | 69 |
41 | 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 | 69 |
42 | 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 | 68 |
43 | 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 | 67 |
44 | 2010 | Proximal Alternating Minimization and Projection Methods for Nonconvex Problems: An Approach Based on the Kurdyka-Ã
Âojasiewicz Inequality. (2010). Bolte, JÃÆérÃÆôme ; 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 | 64 |
45 | 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 | 64 |
46 | 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 | 63 |
47 | 1982 | Allocation 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. Full description at Econpapers || Download paper | 61 |
48 | 1990 | Existence 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. Full description at Econpapers || Download paper | 60 |
49 | 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 | 58 |
50 | 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 | 57 |
# | 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 | 356 |
2 | 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 | 101 |
3 | 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 | 85 |
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 | 74 |
5 | 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 | 58 |
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 | 54 |
7 | 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 | 51 |
8 | 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 | 46 |
9 | 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 | 42 |
10 | 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 | 34 |
11 | 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 | 34 |
12 | 2010 | Proximal Alternating Minimization and Projection Methods for Nonconvex Problems: An Approach Based on the Kurdyka-Ã
Âojasiewicz Inequality. (2010). Bolte, JÃÆérÃÆôme ; 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 | 30 |
13 | 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 | 30 |
14 | 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 | 30 |
15 | 2019 | Quantifying 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. Full description at Econpapers || Download paper | 29 |
16 | 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 | 27 |
17 | 1986 | A Stochastic Calculus Model of Continuous Trading: Optimal Portfolios. (1986). Pliska, Stanley R. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:11:y:1986:i:2:p:371-382. Full description at Econpapers || Download paper | 26 |
18 | 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 | 24 |
19 | 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 | 23 |
20 | 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 | 23 |
21 | 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 | 22 |
22 | 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 | 21 |
23 | 2017 | A Descent Lemma Beyond Lipschitz Gradient Continuity: First-Order Methods Revisited and Applications. (2017). Bolte, J̮̩r̮̫me ; Teboulle, Marc ; Bauschke, Heinz H. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:42:y:2017:i:2:p:330-348. Full description at Econpapers || Download paper | 21 |
24 | 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 | 21 |
25 | 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 | 20 |
26 | 2020 | Characterization, 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. Full description at Econpapers || Download paper | 20 |
27 | 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 | 19 |
28 | 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 | 19 |
29 | 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 | 19 |
30 | 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 | 19 |
31 | 1990 | Minimizing Total Tardiness on One Machine is NP-Hard. (1990). Du, Jianzhong . In: Mathematics of Operations Research. RePEc:inm:ormoor:v:15:y:1990:i:3:p:483-495. Full description at Econpapers || Download paper | 19 |
32 | 2019 | Pointwise Arbitrage Pricing Theory in Discrete Time. (2019). Maggis, Marco ; Hou, Zhaoxu ; Frittelli, Marco ; Burzoni, Matteo ; Oboj, Jan. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:44:y:2019:i:3:p:1034-1057. Full description at Econpapers || Download paper | 18 |
33 | 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 | 17 |
34 | 2018 | Optimal 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. Full description at Econpapers || Download paper | 17 |
35 | 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 | 17 |
36 | 2001 | Risk, 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. Full description at Econpapers || Download paper | 17 |
37 | 1988 | Generalized 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. Full description at Econpapers || Download paper | 17 |
38 | 2009 | Maximum Entropy Principle with General Deviation Measures. (2009). Zabarankin, Michael ; Grechuk, Bogdan ; Molyboha, Anton. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:34:y:2009:i:2:p:445-467. Full description at Econpapers || Download paper | 16 |
39 | 2004 | Quadratic Hedging and Mean-Variance Portfolio Selection with Random Parameters in an Incomplete Market. (2004). , Andrew. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:29:y:2004:i:1:p:132-161. Full description at Econpapers || Download paper | 16 |
40 | 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 | 16 |
41 | 1993 | Stable Matchings, Optimal Assignments, and Linear Programming. (1993). Roth, Alvin ; Vande, John H ; Rothblum, Uriel G. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:18:y:1993:i:4:p:803-828. Full description at Econpapers || Download paper | 16 |
42 | 2016 | Robust Sensitivity Analysis for Stochastic Systems. (2016). Lam, Henry . In: Mathematics of Operations Research. RePEc:inm:ormoor:v:41:y:2016:i:4:p:1248-1275. Full description at Econpapers || Download paper | 15 |
43 | 2003 | A Note on Kelso and Crawfords Gross Substitutes Condition. (2003). Fujishige, Satoru ; Yang, Zaifu. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:28:y:2003:i:3:p:463-469. Full description at Econpapers || Download paper | 15 |
44 | 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 | 15 |
45 | 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 | 15 |
46 | 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 | 14 |
47 | 1988 | Extreme Points of Moment Sets. (1988). Winkler, Gerhard. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:13:y:1988:i:4:p:581-587. Full description at Econpapers || Download paper | 14 |
48 | 2011 | Flows and Decompositions of Games: Harmonic and Potential Games. (2011). Parrilo, Pablo A ; Candogan, Ozan ; Menache, Ishai ; Ozdaglar, Asuman. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:36:y:2011:i:3:p:474-503. Full description at Econpapers || Download paper | 14 |
49 | 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 | 14 |
50 | 2014 | More 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. Full description at Econpapers || Download paper | 14 |
Year | Title | |
---|---|---|
2021 | An automated system of emissions permit trading for transportation firms. (2021). Shen, Bin ; Hua, Zhongsheng ; Yuan, Quan. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:152:y:2021:i:c:s1366554521001526. Full description at Econpapers || Download paper | |
2021 | Multi-block Bregman proximal alternating linearized minimization and its application to orthogonal nonnegative matrix factorization. (2021). Patrinos, Panagiotis ; Gillis, Nicolas ; Khanh, Le Thi ; Ahookhosh, Masoud. In: Computational Optimization and Applications. RePEc:spr:coopap:v:79:y:2021:i:3:d:10.1007_s10589-021-00286-3. Full description at Econpapers || Download paper | |
2021 | A Block Inertial Bregman Proximal Algorithm for Nonsmooth Nonconvex Problems with Application to Symmetric Nonnegative Matrix Tri-Factorization. (2021). Patrinos, Panagiotis ; Gillis, Nicolas ; Khanh, Le Thi ; Ahookhosh, Masoud. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:190:y:2021:i:1:d:10.1007_s10957-021-01880-5. Full description at Econpapers || Download paper | |
2021 | The alternating direction method of multipliers for finding the distance between ellipsoids. (2021). Dolgopolik, Maksim V. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:409:y:2021:i:c:s0096300321004768. Full description at Econpapers || Download paper | |
2021 | Sunspot equilibrium in positive recursive general quitting games. (2021). Solan, Omri N. In: International Journal of Game Theory. RePEc:spr:jogath:v:50:y:2021:i:4:d:10.1007_s00182-021-00773-1. Full description at Econpapers || Download paper | |
2021 | Perspective Reformulations of Semicontinuous Quadratically Constrained Quadratic Programs. (2021). Pan, Yutong ; Zheng, Xiaojin ; Hu, Zhaolin. In: INFORMS Journal on Computing. RePEc:inm:orijoc:v:33:y:2021:i:1:p:163-179. Full description at Econpapers || Download paper | |
2021 | Balanced House Allocation. (2021). Velez, Rodrigo A ; Long, Xinghua. In: Papers. RePEc:arx:papers:2109.01992. Full description at Econpapers || Download paper | |
2021 | On representation of energy storage in electricity planning models. (2021). Bistline, John ; Blanford, Geoffrey J ; Merrick, James H. In: Papers. RePEc:arx:papers:2105.03707. Full description at Econpapers || Download paper | |
2021 | Nash equilibria in nonzero-sum differential games with impulse control. (2021). Zaccour, Georges ; Reddy, Puduru Viswanadha ; Sadana, Utsav. In: European Journal of Operational Research. RePEc:eee:ejores:v:295:y:2021:i:2:p:792-805. Full description at Econpapers || Download paper | |
2021 | Sampled-Data Nash Equilibria in Differential Games with Impulse Controls. (2021). Sadana, Utsav ; Baar, Tamer ; Reddy, Puduru Viswanadha ; Zaccour, Georges. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:190:y:2021:i:3:d:10.1007_s10957-021-01920-0. Full description at Econpapers || Download paper | |
2021 | An Impulse-Regime Switching Game Model of Vertical Competition. (2021). Ludkovski, Mike ; Li, Liangchen ; Campi, Luciano ; Aid, Rene. In: Dynamic Games and Applications. RePEc:spr:dyngam:v:11:y:2021:i:4:d:10.1007_s13235-021-00381-4. Full description at Econpapers || Download paper | |
2021 | Variance-Based Single-Call Proximal Extragradient Algorithms for Stochastic Mixed Variational Inequalities. (2021). Lin, Gui-Hua ; Yang, Zhen-Ping. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:190:y:2021:i:2:d:10.1007_s10957-021-01882-3. Full description at Econpapers || Download paper | |
2021 | Robust pricing-hedging duality for multi-action options. (2021). Zhou, Zhou ; Liu, Shidan ; Guo, Ivan ; Aksamit, Anna. In: Papers. RePEc:arx:papers:2111.14502. Full description at Econpapers || Download paper | |
2021 | Two-Sided Singular Control of an Inventory with Unknown Demand Trend. (2021). Rodosthenous, Neofytos ; Ferrari, Giorgio ; Federico, Salvatore. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:643. Full description at Econpapers || Download paper | |
2021 | On the value of non-Markovian Dynkin games with partial and asymmetric information. (2020). Palczewski, Jan ; Merkulov, Nikita ; de Angelis, Tiziano. In: Papers. RePEc:arx:papers:2007.10643. Full description at Econpapers || Download paper | |
2021 | Do exit options increase the value for money of publicâprivate partnerships?. (2021). moretto, michele ; Dosi, Cesare ; Buso, Marco. In: Journal of Economics & Management Strategy. RePEc:bla:jemstr:v:30:y:2021:i:4:p:721-742. Full description at Econpapers || Download paper | |
2021 | Closed form optimal exercise boundary of the American put option. (2019). Kitapbayev, Yerkin. In: Papers. RePEc:arx:papers:1912.05438. Full description at Econpapers || Download paper | |
2021 | Technical NoteâJoint Learning and Optimization of Multi-Product Pricing with Finite Resource Capacity and Unknown Demand Parameters. (2021). Duenyas, Izak ; Jasin, Stefanus ; Chen, QI. In: Operations Research. RePEc:inm:oropre:v:69:y:2021:i:2:p:560-573. Full description at Econpapers || Download paper | |
2021 | Uncertainty Quantification for Demand Prediction in Contextual Dynamic Pricing. (2021). Chang, Xiangyu ; Chen, XI ; Wang, Yining ; Ge, Dongdong. In: Production and Operations Management. RePEc:bla:popmgt:v:30:y:2021:i:6:p:1703-1717. Full description at Econpapers || Download paper | |
2021 | Broadcasting revenue sharing after cancelling sports competitions. (2021). Moreno-Ternero, Juan ; Bergantios, Gustavo. In: MPRA Paper. RePEc:pra:mprapa:109736. Full description at Econpapers || Download paper | |
2021 | Assortment Optimization under a Single Transition Choice Model. (2021). Wang, Zizhuo ; Nip, Kameng. In: Production and Operations Management. RePEc:bla:popmgt:v:30:y:2021:i:7:p:2122-2142. Full description at Econpapers || Download paper | |
2021 | Managing mobile production-inventory systems influenced by a modulation process. (2021). White, Chelsea C ; Erera, Alan L ; Malladi, Satya S. In: Annals of Operations Research. RePEc:spr:annopr:v:304:y:2021:i:1:d:10.1007_s10479-021-04193-y. Full description at Econpapers || Download paper | |
2021 | Ordering and Inequalities for Mixtures on Risk Aggregation. (2020). Wang, Ruodu ; Liu, Yang ; Chen, Yuyu. In: Papers. RePEc:arx:papers:2007.12338. Full description at Econpapers || Download paper | |
2021 | Risk measures induced by efficient insurance contracts. (2021). Zitikis, Ricardas ; Wang, Ruodu. In: Papers. RePEc:arx:papers:2109.00314. Full description at Econpapers || Download paper | |
2021 | A Framework for Measures of Risk under Uncertainty. (2021). Wang, Ruodu ; Liu, Yang ; Fadina, Tolulope. In: Papers. RePEc:arx:papers:2110.10792. Full description at Econpapers || Download paper | |
2021 | Bayes risk, elicitability, and the Expected Shortfall. (2021). Wang, Qiuqi ; Mao, Tiantian ; Embrechts, Paul. In: Mathematical Finance. RePEc:bla:mathfi:v:31:y:2021:i:4:p:1190-1217. Full description at Econpapers || Download paper | |
2021 | Spatial competition on 2-dimensional markets and networks when consumers donât always go to the closest firm. (2021). Slinko, Arkadii ; Christie, Louis ; Chen, Hongjia H ; Cahan, Dodge. In: International Journal of Game Theory. RePEc:spr:jogath:v:50:y:2021:i:4:d:10.1007_s00182-021-00776-y. Full description at Econpapers || Download paper | |
2021 | Constraint Reduction Reformulations for Projection Algorithms with Applications to Wavelet Construction. (2021). Tam, Matthew K ; Hogan, Jeffrey A ; Dizon, Neil D ; Dao, Minh N. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:190:y:2021:i:1:d:10.1007_s10957-021-01878-z. Full description at Econpapers || Download paper | |
2021 | A survey of queueing systems with strategic timing of arrivals. (2021). Ravner, Liron ; Haviv, Moshe. In: Queueing Systems: Theory and Applications. RePEc:spr:queues:v:99:y:2021:i:1:d:10.1007_s11134-021-09717-8. Full description at Econpapers || Download paper | |
2021 | Heavy Traffic Limits for Join-the-Shortest-Estimated-Queue Policy Using Delayed Information. (2021). Lipshutz, David ; Atar, Rami. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:46:y:2021:i:1:p:268-300. Full description at Econpapers || Download paper | |
2021 | Asymptotic optimality of the generalized c? rule under model uncertainty. (2021). Saha, Subhamay ; Cohen, Asaf. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:136:y:2021:i:c:p:206-236. Full description at Econpapers || Download paper | |
2021 | Regularity of dynamic opinion games. (2021). Venel, Xavier. In: Games and Economic Behavior. RePEc:eee:gamebe:v:126:y:2021:i:c:p:305-334. Full description at Econpapers || Download paper | |
2021 | Alternating conditional gradient method for convex feasibility problems. (2021). Prudente, L F ; Ferreira, O P ; Millan, Diaz R. In: Computational Optimization and Applications. RePEc:spr:coopap:v:80:y:2021:i:1:d:10.1007_s10589-021-00293-4. Full description at Econpapers || Download paper | |
2021 | Wasserstein Perturbations of Markovian Transition Semigroups. (2021). Nendel, Max ; Kupper, Michael ; Fuhrmann, Sven. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:649. Full description at Econpapers || Download paper | |
2021 | Robust Arbitrage Conditions for Financial Markets. (2021). Zhang, Shuzong ; Singh, Derek. In: SN Operations Research Forum. RePEc:spr:snopef:v:2:y:2021:i:3:d:10.1007_s43069-021-00073-0. Full description at Econpapers || Download paper | |
2021 | Implementable coupling of Lévy process and Brownian motion. (2021). Ivanovs, Jevgenijs ; Cazares, Jorge Gonzalez ; Fomichov, Vladimir. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:142:y:2021:i:c:p:407-431. Full description at Econpapers || Download paper | |
2021 | Sharing the value?at?risk under distributional ambiguity. (2021). Xie, Weijun ; Chen, Zhi. In: Mathematical Finance. RePEc:bla:mathfi:v:31:y:2021:i:1:p:531-559. Full description at Econpapers || Download paper | |
2021 | Regret in the Newsvendor Model with Demand and Yield Randomness. (2021). Xie, Weijun ; Chen, Zhi. In: Production and Operations Management. RePEc:bla:popmgt:v:30:y:2021:i:11:p:4176-4197. Full description at Econpapers || Download paper | |
2021 | Limits of random walks with distributionally robust transition probabilities. (2020). Eckstein, Stephan ; Bartl, Daniel ; Kupper, Michael. In: Papers. RePEc:arx:papers:2007.08815. Full description at Econpapers || Download paper | |
2021 | Mean Field Contest with Singularity. (2021). Zhang, Yuchong ; Nutz, Marcel. In: Papers. RePEc:arx:papers:2103.04219. Full description at Econpapers || Download paper | |
2021 | Deep Learning for Principal-Agent Mean Field Games. (2021). Chen, Yichao ; Shrivats, Arvind ; Campbell, Steven ; Jaimungal, Sebastian. In: Papers. RePEc:arx:papers:2110.01127. Full description at Econpapers || Download paper | |
2021 | Teamwise Mean Field Competitions. (2020). Zhang, Yuchong ; Yu, Xiang ; Zhou, Zhou. In: Papers. RePEc:arx:papers:2006.14472. Full description at Econpapers || Download paper | |
2021 | The Role of Contextual Information in Best Arm Identification. (2021). Ariu, Kaito ; Kato, Masahiro. In: Papers. RePEc:arx:papers:2106.14077. Full description at Econpapers || Download paper | |
2021 | Set-weighted games and their application to the cover problem. (2021). Gusev, Vasily V. In: HSE Working papers. RePEc:hig:wpaper:247/ec/2021. Full description at Econpapers || Download paper | |
2021 | The Value of Excess Supply in Spatial Matching Markets. (2021). Saberi, Amin ; Li, Shengwu ; Alimohammadi, Yeganeh ; Akbarpour, Mohammad. In: Papers. RePEc:arx:papers:2104.03219. Full description at Econpapers || Download paper | |
2021 | Tiered Random Matching Markets: Rank is Proportional to Popularity. (2020). Zhao, Geng ; Thomas, Clayton ; Braverman, Mark ; Ashlagi, Itai. In: Papers. RePEc:arx:papers:2009.05124. Full description at Econpapers || Download paper | |
2021 | Decomposition and discrete approximation methods for solving two-stage distributionally robust optimization problems. (2021). Xu, Huifu ; Sun, Hailin ; Chen, Yannan. In: Computational Optimization and Applications. RePEc:spr:coopap:v:78:y:2021:i:1:d:10.1007_s10589-020-00234-7. Full description at Econpapers || Download paper | |
2021 | Distributionally robust portfolio maximisation and marginal utility pricing in discrete time. (2021). Obloj, Jan ; Wiesel, Johannes. In: Papers. RePEc:arx:papers:2105.00935. Full description at Econpapers || Download paper | |
2021 | Model-Free Finance and Non-Lattice Integration. (2021). Gonzalez, Alfredo ; Ferrando, Sebastian ; Bender, Christian. In: Papers. RePEc:arx:papers:2105.10623. Full description at Econpapers || Download paper | |
2021 | A unified framework for robust modelling of financial markets in discrete time. (2021). Wiesel, Johannes ; Oboj, Jan. In: Finance and Stochastics. RePEc:spr:finsto:v:25:y:2021:i:3:d:10.1007_s00780-021-00454-7. Full description at Econpapers || Download paper | |
2021 | . Full description at Econpapers || Download paper | |
2021 | On utility maximization under model uncertainty in discrete?time markets. (2021). Meirelesrodrigues, Andrea ; Rasonyi, Miklos. In: Mathematical Finance. RePEc:bla:mathfi:v:31:y:2021:i:1:p:149-175. Full description at Econpapers || Download paper | |
2021 | Distributionally robust portfolio maximization and marginal utility pricing in one period financial markets. (2021). Wiesel, Johannes ; Oboj, Jan. In: Mathematical Finance. RePEc:bla:mathfi:v:31:y:2021:i:4:p:1454-1493. Full description at Econpapers || Download paper | |
2021 | Robust fundamental theorems of asset pricing in discrete time. (2020). Chau, Huy N. In: Papers. RePEc:arx:papers:2007.02553. Full description at Econpapers || Download paper | |
2021 | Entropy Martingale Optimal Transport and Nonlinear Pricing-Hedging Duality. (2020). Frittelli, Marco ; Doldi, Alessandro. In: Papers. RePEc:arx:papers:2005.12572. Full description at Econpapers || Download paper | |
2021 | Pricing Interest Rate Derivatives under Volatility Uncertainty. (2020). Holzermann, Julian. In: Papers. RePEc:arx:papers:2003.04606. Full description at Econpapers || Download paper | |
2021 | Reduced-Form Allocations for Multiple Indivisible Objects under Constraints. (2021). Yang, Zaifu ; Lang, XU. In: Discussion Papers. RePEc:yor:yorken:21/04. Full description at Econpapers || Download paper | |
2021 | Reduced-Form Allocations for Multiple Indivisible Objects under Constraints: A Revision. (2021). Yang, Zaifu ; Lang, XU. In: Discussion Papers. RePEc:yor:yorken:21/05. Full description at Econpapers || Download paper | |
2021 | Multidimensional Singular Control and Related Skorokhod Problem: Suficient Conditions for the Characterization of Optimal Controls. (2021). Ferrari, Giorgio ; Dianetti, Jodi. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:645. Full description at Econpapers || Download paper | |
2021 | Equilibrium analysis of observable express service with customer choice. (2021). Ryzhov, Ilya O ; Zhou, Jiaqi. In: Queueing Systems: Theory and Applications. RePEc:spr:queues:v:99:y:2021:i:3:d:10.1007_s11134-021-09720-z. Full description at Econpapers || Download paper | |
2021 | Finance Without Brownian Motions: An Introduction To Simplified Stochastic Calculus. (2019). Ruf, Johannes ; Vcern, Alevs . In: Papers. RePEc:arx:papers:1912.03651. Full description at Econpapers || Download paper | |
2021 | Precautionary saving in mean-variance models and different sources of risk. (2021). Bonilla, Claudio ; Vergara, Marcos. In: Economic Modelling. RePEc:eee:ecmode:v:98:y:2021:i:c:p:280-289. Full description at Econpapers || Download paper | |
2021 | . Full description at Econpapers || Download paper | |
2021 | Structure and oddness theorems for pairwise stable networks. (2021). Fixary, Julien ; Bich, Philippe. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-03287524. Full description at Econpapers || Download paper | |
2021 | Structure and oddness theorems for pairwise stable networks. (2021). Fixary, Julien ; Bich, Philippe. In: Post-Print. RePEc:hal:journl:halshs-03287524. Full description at Econpapers || Download paper | |
2021 | The computation of pairwise stable networks. (2021). Herings, P. Jean-Jacques ; Zhan, Yang. In: Research Memorandum. RePEc:unm:umagsb:2021004. Full description at Econpapers || Download paper | |
2021 | . Full description at Econpapers || Download paper | |
2021 | Law-invariant functionals that collapse to the mean: Beyond convexity. (2021). Munari, Cosimo ; Liebrich, Felix-Benedikt. In: Papers. RePEc:arx:papers:2106.01281. Full description at Econpapers || Download paper |
Year | Citing document | |
---|---|---|
2021 | Semimartingale 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. Full description at Econpapers || Download paper | |
2021 | Weighted Fairness Notions for Indivisible Items Revisited. (2021). Suksompong, Warut ; Segal-Halevi, Erel ; Chakraborty, Mithun. In: Papers. RePEc:arx:papers:2112.04166. Full description at Econpapers || Download paper | |
2021 | Foundations 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. Full description at Econpapers || Download paper | |
2021 | . Full description at Econpapers || Download paper | |
2021 | Proximal-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. Full description at Econpapers || Download paper | |
2021 | A 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. Full description at Econpapers || Download paper |
Year | Citing document | |
---|---|---|
2020 | An 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. Full description at Econpapers || Download paper | |
2020 | AHEAD : Ad-Hoc Electronic Auction Design. (2020). Rosenbaum, Mathieu ; Mastrolia, Thibaut ; Guillot, Philippe ; Derchu, Joffrey. In: Papers. RePEc:arx:papers:2010.02827. Full description at Econpapers || Download paper | |
2020 | Risk functionals with convex level sets. (2020). Wei, Yunran ; Wang, Ruodu. In: Mathematical Finance. RePEc:bla:mathfi:v:30:y:2020:i:4:p:1337-1367. Full description at Econpapers || Download paper | |
2020 | Hidden stochastic games and limit equilibrium payoffs. (2020). Ziliotto, Bruno ; Renault, Jerome. In: Games and Economic Behavior. RePEc:eee:gamebe:v:124:y:2020:i:c:p:122-139. Full description at Econpapers || Download paper | |
2020 | Stability properties of HaezendonckâGoovaerts premium principles. (2020). Xanthos, Foivos ; Munari, Cosimo ; Gao, Niushan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:94:y:2020:i:c:p:94-99. Full description at Econpapers || Download paper | |
2020 | Swap-flexibility in the assignment of houses. (2020). Raghavan, Madhav. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:91:y:2020:i:c:p:1-10. Full description at Econpapers || Download paper | |
2020 | A 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. Full description at Econpapers || Download paper | |
2020 | Information and Memory in Dynamic Resource Allocation. (2020). Zhong, Yuan ; Xu, Kuang. In: Operations Research. RePEc:inm:oropre:v:68:y:2020:i:6:p:1698-1715. Full description at Econpapers || Download paper | |
2020 | Asynchronous 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. Full description at Econpapers || Download paper | |
2020 | Quantitative 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. Full description at Econpapers || Download paper |
Year | Citing document | |
---|---|---|
2019 | Distributionally Robust XVA via Wasserstein Distance Part 2: Wrong Way Funding Risk. (2019). Zhang, Shuzhong ; Singh, Derek. In: Papers. RePEc:arx:papers:1910.03993. Full description at Econpapers || Download paper | |
2019 | Representing All Stable Matchings by Walking a Maximal Chain. (2019). Thomas, Clayton ; Cai, Linda. In: Papers. RePEc:arx:papers:1910.04401. Full description at Econpapers || Download paper | |
2019 | An 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. Full description at Econpapers || Download paper | |
2019 | A 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. Full description at Econpapers || Download paper | |
2019 | Controlling 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. Full description at Econpapers || Download paper | |
2019 | Model-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. Full description at Econpapers || Download paper | |
2019 | Submodular Maximization Through the Lens of Linear Programming. (2019). Zenklusen, Rico ; Bruggmann, Simon. In: Management Science. RePEc:inm:ormnsc:v:44:y:2019:i:4:p:1221-1244. Full description at Econpapers || Download paper | |
2019 | Recovering Best Statistical Guarantees via the Empirical Divergence-Based Distributionally Robust Optimization. (2019). Lam, Henry. In: Operations Research. RePEc:inm:oropre:v:67:y:2019:i:4:p:1090-1105. Full description at Econpapers || Download paper | |
2019 | Optimization-Based Calibration of Simulation Input Models. (2019). Zhang, BO ; Qian, Huajie ; Lam, Henry ; Goeva, Aleksandrina. In: Operations Research. RePEc:inm:oropre:v:67:y:2019:i:5:p:1362-1382. Full description at Econpapers || Download paper | |
2019 | Duality 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. Full description at Econpapers || Download paper | |
2019 | A 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. Full description at Econpapers || Download paper |
Year | Citing document | |
---|---|---|
2018 | Concentration of dynamic risk measures in a Brownian filtration. (2018). Tangpi, Ludovic. In: Papers. RePEc:arx:papers:1805.09014. Full description at Econpapers || Download paper | |
2018 | Optimal Credit Investment and Risk Control for an Insurer with Regime-Switching. (2018). Wang, Yongjin ; Liao, Huafu ; Bo, Lijun. In: Papers. RePEc:arx:papers:1807.05513. Full description at Econpapers || Download paper | |
2018 | Pareto refinements of pure-strategy equilibria in games with public and private information. (2018). Fu, Haifeng ; Yu, Haomiao . In: Journal of Mathematical Economics. RePEc:eee:mateco:v:79:y:2018:i:c:p:18-26. Full description at Econpapers || Download paper | |
2018 | A second-order optimality condition with first- and second-order complementarity associated with global convergence of algorithms. (2018). Haeser, Gabriel. In: Computational Optimization and Applications. RePEc:spr:coopap:v:70:y:2018:i:2:d:10.1007_s10589-018-0005-3. Full description at Econpapers || Download paper | |
2018 | Law invariant risk measures and information divergences. (2018). Daniel, Lacker. In: Dependence Modeling. RePEc:vrs:demode:v:6:y:2018:i:1:p:228-258:n:14. Full description at Econpapers || Download paper |