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Citation Profile [Updated: 2023-01-07 21:26:51]
5 Years H Index
55
Impact Factor (IF)
0.6
5 Years IF
0.55
Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1976 0 35 35 0 0
1977 0 37 72 0 4 0 3
1978 0 31 103 0 5 0 1
1979 0 37 140 0 2 0
1980 0 52 192 0 2 0
1981 0 54 246 0 5 0 1
1982 0 50 296 0 6 0
1983 0 51 347 0 7 0
1984 0 51 398 0 12 0
1985 0 58 456 0 18 0 2
1986 0 59 515 0 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
50 most cited documents in this series
#YearTitleCited
11981Optimal Auction Design. (1981). Myerson, Roger B. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:6:y:1981:i:1:p:58-73.

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1939
21977Graphs and Cooperation in Games. (1977). Myerson, Roger B. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:2:y:1977:i:3:p:225-229.

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680
31998Robust Convex Optimization. (1998). Ben-Tal, A ; Nemirovski, A. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:23:y:1998:i:4:p:769-805.

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425
41982The Economics of Matching: Stability and Incentives. (1982). Roth, Alvin. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:7:y:1982:i:4:p:617-628.

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377
51990Portfolio Selection with Transaction Costs. (1990). Norman, A R. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:15:y:1990:i:4:p:676-713.

Full description at Econpapers || Download paper

329
61985Distributional Strategies for Games with Incomplete Information. (1985). Milgrom, Paul ; Weber, Robert J. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:10:y:1985:i:4:p:619-632.

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249
71979Mathematical Properties of the Banzhaf Power Index. (1979). Dubey, Pradeep ; Shapley, Lloyd S. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:4:y:1979:i:2:p:99-131.

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247
82003Robust Portfolio Selection Problems. (2003). Goldfarb, D ; Iyengar, G. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:28:y:2003:i:1:p:1-38.

Full description at Econpapers || Download paper

213
91991Scenarios and Policy Aggregation in Optimization Under Uncertainty. (1991). Rockafellar, R T. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:16:y:1991:i:1:p:119-147.

Full description at Econpapers || Download paper

211
101976The Complexity of Flowshop and Jobshop Scheduling. (1976). Johnson, D S ; Garey, M R ; Sethi, Ravi . In: Mathematics of Operations Research. RePEc:inm:ormoor:v:1:y:1976:i:2:p:117-129.

Full description at Econpapers || Download paper

189
111987On Dividing an Amount According to Individual Claims or Liabilities. (1987). Young, Peyton H. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:12:y:1987:i:3:p:398-414.

Full description at Econpapers || Download paper

173
121979Geometric Properties of the Kernel, Nucleolus, and Related Solution Concepts. (1979). Peleg, Bezalel ; Shapley, L S ; Maschler, M. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:4:y:1979:i:4:p:303-338.

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169
131995Optimal Investment Policies for a Firm With a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin. (1995). Browne, Sid. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:20:y:1995:i:4:p:937-958.

Full description at Econpapers || Download paper

159
141992On Solution Stability of the Linear Complementarity Problem. (1992). Gowda, Seetharama M ; Pang, Jong-Shi. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:17:y:1992:i:1:p:77-83.

Full description at Econpapers || Download paper

148
151986A Stochastic Calculus Model of Continuous Trading: Optimal Portfolios. (1986). Pliska, Stanley R. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:11:y:1986:i:2:p:371-382.

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128
162006Optimization of Convex Risk Functions. (2006). Ruszczyski, Andrzej ; Shapiro, Alexander. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:31:y:2006:i:3:p:433-452.

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127
171986An Inventory Model with Limited Production Capacity and Uncertain Demands I. The Average-Cost Criterion. (1986). Federgruen, A ; Zipkin, P. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:11:y:1986:i:2:p:193-207.

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114
181988The Lattice Structure of the Set of Stable Matchings with Multiple Partners. (1988). Blair, Charles. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:13:y:1988:i:4:p:619-628.

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114
192000Mathematical Programs with Complementarity Constraints: Stationarity, Optimality, and Sensitivity. (2000). Scheel, Holger ; Scholtes, Stefan . In: Mathematics of Operations Research. RePEc:inm:ormoor:v:25:y:2000:i:1:p:1-22.

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110
201986An Inventory Model with Limited Production Capacity and Uncertain Demands II. The Discounted-Cost Criterion. (1986). Federgruen, A ; Zipkin, P. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:11:y:1986:i:2:p:208-215.

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107
212003A Fixed-Point Approach to Stable Matchings and Some Applications. (2003). Fleiner, Tamas. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:28:y:2003:i:1:p:103-126.

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97
221981Value Theory Without Efficiency. (1981). Neyman, Abraham ; Dubey, Pradeep ; Weber, Robert James . In: Mathematics of Operations Research. RePEc:inm:ormoor:v:6:y:1981:i:1:p:122-128.

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96
232004Coordinating Inventory Control and Pricing Strategies with Random Demand and Fixed Ordering Cost: The Infinite Horizon Case. (2004). Chen, Xin ; Simchi-Levi, David. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:29:y:2004:i:3:p:698-723.

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92
241983The Fair Division of a Fixed Supply Among a Growing Population. (1983). Thomson, William. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:8:y:1983:i:3:p:319-326.

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90
251995Variance-Optimal Hedging in Discrete Time. (1995). Schweizer, Martin. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:20:y:1995:i:1:p:1-32.

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88
261993Convergence Analysis of Some Algorithms for Solving Nonsmooth Equations. (1993). Qi, Liqun. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:18:y:1993:i:1:p:227-244.

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86
271988Cooling Schedules for Optimal Annealing. (1988). Hajek, Bruce . In: Mathematics of Operations Research. RePEc:inm:ormoor:v:13:y:1988:i:2:p:311-329.

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84
281985Nonzero-Sum Two-Person Repeated Games with Incomplete Information. (1985). Hart, Sergiu. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:10:y:1985:i:1:p:117-153.

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82
291994On the Complexity of Cooperative Solution Concepts. (1994). Papadimitriou, Christos H ; Deng, Xiaotie . In: Mathematics of Operations Research. RePEc:inm:ormoor:v:19:y:1994:i:2:p:257-266.

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80
301980Strongly Regular Generalized Equations. (1980). Robinson, Stephen M. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:5:y:1980:i:1:p:43-62.

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80
312004Selfish Routing in Capacitated Networks. (2004). Schulz, Andreas S ; Correa, Jose R ; Stier-Moses, Nicolas E. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:29:y:2004:i:4:p:961-976.

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78
322001Risk, Ambiguity, and the Separation of Utility and Beliefs. (2001). Marinacci, Massimo ; Ghirardato, Paolo. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:26:y:2001:i:4:p:864-890.

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77
331983Instantaneous Control of Brownian Motion. (1983). Taksar, Michael I ; Harrison, Michael J. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:8:y:1983:i:3:p:439-453.

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76
341986Explicit Solution of a General Consumption/Investment Problem. (1986). Sethi, Suresh ; Shreve, Steven E ; Lehoczky, John P ; Karatzas, Ioannis. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:11:y:1986:i:2:p:261-294.

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73
351979A Greedy Heuristic for the Set-Covering Problem. (1979). Chvatal, V. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:4:y:1979:i:3:p:233-235.

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73
361988Generalized Equilibrium Results for Games with Incomplete Information. (1988). Balder, Erik J. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:13:y:1988:i:2:p:265-276.

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72
371976Augmented Lagrangians and Applications of the Proximal Point Algorithm in Convex Programming. (1976). Rockafellar, R T. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:1:y:1976:i:2:p:97-116.

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71
382013Opinion Fluctuations and Disagreement in Social Networks. (2013). Acemoglu, Daron ; Acemolu, Daron ; Fagnani, Fabio ; Como, Giacomo ; Ozdaglar, Asuman. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:38:y:2013:i:1:p:1-27.

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70
391989Stable Equilibria---A Reformulation. (1989). Mertens, Jean-Franois . In: Mathematics of Operations Research. RePEc:inm:ormoor:v:14:y:1989:i:4:p:575-625.

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69
402005Robust Dynamic Programming. (2005). Iyengar, Garud N. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:30:y:2005:i:2:p:257-280.

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69
411981Cooperative Fuzzy Games. (1981). Aubin, Jean-Pierre. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:6:y:1981:i:1:p:1-13.

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69
421983Impulse Control of Brownian Motion. (1983). Harrison, Michael J ; Taylor, Allison J ; Sellke, Thomas M. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:8:y:1983:i:3:p:454-466.

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68
431991Stochastic Decomposition: An Algorithm for Two-Stage Linear Programs with Recourse. (1991). Higle, Julia L ; Sen, Suvrajeet . In: Mathematics of Operations Research. RePEc:inm:ormoor:v:16:y:1991:i:3:p:650-669.

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67
442010Proximal Alternating Minimization and Projection Methods for Nonconvex Problems: An Approach Based on the Kurdyka-Łojasiewicz Inequality. (2010). Bolte, Jérôme ; Redont, Patrick ; Attouch, Hedy ; Soubeyran, Antoine. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:35:y:2010:i:2:p:438-457.

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64
451983Integer Programming with a Fixed Number of Variables. (1983). Lenstra, H W. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:8:y:1983:i:4:p:538-548.

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64
461983Jointly Constrained Biconvex Programming. (1983). Al-Khayyal, Faiz A ; Falk, James E. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:8:y:1983:i:2:p:273-286.

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63
471982Allocation of Shared Costs: A Set of Axioms Yielding A Unique Procedure. (1982). Billera, Louis J ; Heath, David C. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:7:y:1982:i:1:p:32-39.

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61
481990Existence and Uniqueness of Multi-Agent Equilibrium in a Stochastic, Dynamic Consumption/Investment Model. (1990). Karatzas, Ioannis ; Shreve, Steven E ; Lehoczky, John P. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:15:y:1990:i:1:p:80-128.

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60
491997Self-Scaled Barriers and Interior-Point Methods for Convex Programming. (1997). Todd, Michael. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:22:y:1997:i:1:p:1-42.

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58
501976The Asymptotic Theory of Stochastic Games. (1976). Kohlberg, Elon ; Bewley, Truman . In: Mathematics of Operations Research. RePEc:inm:ormoor:v:1:y:1976:i:3:p:197-208.

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57
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
11981Optimal Auction Design. (1981). Myerson, Roger B. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:6:y:1981:i:1:p:58-73.

Full description at Econpapers || Download paper

356
21998Robust Convex Optimization. (1998). Ben-Tal, A ; Nemirovski, A. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:23:y:1998:i:4:p:769-805.

Full description at Econpapers || Download paper

101
31977Graphs and Cooperation in Games. (1977). Myerson, Roger B. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:2:y:1977:i:3:p:225-229.

Full description at Econpapers || Download paper

85
41982The Economics of Matching: Stability and Incentives. (1982). Roth, Alvin. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:7:y:1982:i:4:p:617-628.

Full description at Econpapers || Download paper

74
52003Robust Portfolio Selection Problems. (2003). Goldfarb, D ; Iyengar, G. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:28:y:2003:i:1:p:1-38.

Full description at Econpapers || Download paper

58
61991Scenarios 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
71990Portfolio Selection with Transaction Costs. (1990). Norman, A R. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:15:y:1990:i:4:p:676-713.

Full description at Econpapers || Download paper

51
82003A Fixed-Point Approach to Stable Matchings and Some Applications. (2003). Fleiner, Tamas. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:28:y:2003:i:1:p:103-126.

Full description at Econpapers || Download paper

46
91985Distributional 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
101976The Complexity of Flowshop and Jobshop Scheduling. (1976). Johnson, D S ; Garey, M R ; Sethi, Ravi . In: Mathematics of Operations Research. RePEc:inm:ormoor:v:1:y:1976:i:2:p:117-129.

Full description at Econpapers || Download paper

34
111994On the Complexity of Cooperative Solution Concepts. (1994). Papadimitriou, Christos H ; Deng, Xiaotie . In: Mathematics of Operations Research. RePEc:inm:ormoor:v:19:y:1994:i:2:p:257-266.

Full description at Econpapers || Download paper

34
122010Proximal Alternating Minimization and Projection Methods for Nonconvex Problems: An Approach Based on the Kurdyka-Łojasiewicz Inequality. (2010). Bolte, Jérôme ; Redont, Patrick ; Attouch, Hedy ; Soubeyran, Antoine. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:35:y:2010:i:2:p:438-457.

Full description at Econpapers || Download paper

30
131995Optimal Investment Policies for a Firm With a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin. (1995). Browne, Sid. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:20:y:1995:i:4:p:937-958.

Full description at Econpapers || Download paper

30
141992On Solution Stability of the Linear Complementarity Problem. (1992). Gowda, Seetharama M ; Pang, Jong-Shi. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:17:y:1992:i:1:p:77-83.

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30
152019Quantifying Distributional Model Risk via Optimal Transport. (2019). Murthy, Karthyek ; Blanchet, Jose. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:44:y:2019:i:2:p:565-600.

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29
161988The Lattice Structure of the Set of Stable Matchings with Multiple Partners. (1988). Blair, Charles. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:13:y:1988:i:4:p:619-628.

Full description at Econpapers || Download paper

27
171986A 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
182006Optimization 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
191979Mathematical 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
202004Coordinating 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
212013External Risk Measures and Basel Accords. (2013). Heyde, Chris C ; Peng, Xianhua ; Kou, Steven. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:38:y:2013:i:3:p:393-417.

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22
221979Geometric Properties of the Kernel, Nucleolus, and Related Solution Concepts. (1979). Peleg, Bezalel ; Shapley, L S ; Maschler, M. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:4:y:1979:i:4:p:303-338.

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21
232017A Descent Lemma Beyond Lipschitz Gradient Continuity: First-Order Methods Revisited and Applications. (2017). Bolte, Jérôme ; Teboulle, Marc ; Bauschke, Heinz H. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:42:y:2017:i:2:p:330-348.

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21
241987On Dividing an Amount According to Individual Claims or Liabilities. (1987). Young, Peyton H. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:12:y:1987:i:3:p:398-414.

Full description at Econpapers || Download paper

21
252005Robust 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
262020Characterization, Robustness, and Aggregation of Signed Choquet Integrals. (2020). Willmot, Gordon E ; Wei, Yunran ; Wang, Ruodu. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:45:y:2020:i:3:p:993-1015.

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20
272013Risk Preferences and Their Robust Representation. (2013). Drapeau, Samuel ; Kupper, Michael. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:38:y:2013:i:1:p:28-62.

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19
282013Opinion Fluctuations and Disagreement in Social Networks. (2013). Acemoglu, Daron ; Acemolu, Daron ; Fagnani, Fabio ; Como, Giacomo ; Ozdaglar, Asuman. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:38:y:2013:i:1:p:1-27.

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291979A Greedy Heuristic for the Set-Covering Problem. (1979). Chvatal, V. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:4:y:1979:i:3:p:233-235.

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19
301995Variance-Optimal Hedging in Discrete Time. (1995). Schweizer, Martin. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:20:y:1995:i:1:p:1-32.

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311990Minimizing Total Tardiness on One Machine is NP-Hard. (1990). Du, Jianzhong . In: Mathematics of Operations Research. RePEc:inm:ormoor:v:15:y:1990:i:3:p:483-495.

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19
322019Pointwise 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.

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18
331986An Inventory Model with Limited Production Capacity and Uncertain Demands I. The Average-Cost Criterion. (1986). Federgruen, A ; Zipkin, P. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:11:y:1986:i:2:p:193-207.

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342018Optimal Consumption and Portfolio Selection with Early Retirement Option. (2018). Koo, Hyeng Keun ; Yang, Zhou. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:43:y:2018:i:4:p:1378-1404.

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351986An Inventory Model with Limited Production Capacity and Uncertain Demands II. The Discounted-Cost Criterion. (1986). Federgruen, A ; Zipkin, P. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:11:y:1986:i:2:p:208-215.

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362001Risk, Ambiguity, and the Separation of Utility and Beliefs. (2001). Marinacci, Massimo ; Ghirardato, Paolo. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:26:y:2001:i:4:p:864-890.

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371988Generalized Equilibrium Results for Games with Incomplete Information. (1988). Balder, Erik J. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:13:y:1988:i:2:p:265-276.

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382009Maximum Entropy Principle with General Deviation Measures. (2009). Zabarankin, Michael ; Grechuk, Bogdan ; Molyboha, Anton. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:34:y:2009:i:2:p:445-467.

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392004Quadratic 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.

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402000Mathematical Programs with Complementarity Constraints: Stationarity, Optimality, and Sensitivity. (2000). Scheel, Holger ; Scholtes, Stefan . In: Mathematics of Operations Research. RePEc:inm:ormoor:v:25:y:2000:i:1:p:1-22.

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411993Stable 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.

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16
422016Robust Sensitivity Analysis for Stochastic Systems. (2016). Lam, Henry . In: Mathematics of Operations Research. RePEc:inm:ormoor:v:41:y:2016:i:4:p:1248-1275.

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15
432003A Note on Kelso and Crawfords Gross Substitutes Condition. (2003). Fujishige, Satoru ; Yang, Zaifu. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:28:y:2003:i:3:p:463-469.

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15
442006Conditional Risk Mappings. (2006). Shapiro, Alexander ; Ruszczyski, Andrzej. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:31:y:2006:i:3:p:544-561.

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452004Selfish Routing in Capacitated Networks. (2004). Schulz, Andreas S ; Correa, Jose R ; Stier-Moses, Nicolas E. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:29:y:2004:i:4:p:961-976.

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15
461983The Fair Division of a Fixed Supply Among a Growing Population. (1983). Thomson, William. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:8:y:1983:i:3:p:319-326.

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471988Extreme Points of Moment Sets. (1988). Winkler, Gerhard. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:13:y:1988:i:4:p:581-587.

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482011Flows 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.

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14
492014Robust Portfolio Choice and Indifference Valuation. (2014). Laeven, Roger ; Stadje, Mitja. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:39:y:2014:i:4:p:1109-1141.

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502014More Risk-Sensitive Markov Decision Processes. (2014). Bauerle, Nicole ; Rieder, Ulrich . In: Mathematics of Operations Research. RePEc:inm:ormoor:v:39:y:2014:i:1:p:105-120.

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Citing documents used to compute impact factor: 68
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2021Multi-block Bregman proximal alternating linearized minimization and its application to orthogonal nonnegative matrix factorization. (2021). Patrinos, Panagiotis ; Gillis, Nicolas ; Khanh, Le Thi ; Ahookhosh, Masoud. In: Computational Optimization and Applications. RePEc:spr:coopap:v:79:y:2021:i:3:d:10.1007_s10589-021-00286-3.

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

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

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

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

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

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

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

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2021Sampled-Data Nash Equilibria in Differential Games with Impulse Controls. (2021). 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.

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2021An 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.

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

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

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

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2021On the value of non-Markovian Dynkin games with partial and asymmetric information. (2020). Palczewski, Jan ; Merkulov, Nikita ; de Angelis, Tiziano. In: Papers. RePEc:arx:papers:2007.10643.

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2021Do exit options increase the value for money of public–private 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.

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2021Closed form optimal exercise boundary of the American put option. (2019). Kitapbayev, Yerkin. In: Papers. RePEc:arx:papers:1912.05438.

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

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2021Uncertainty 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.

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

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2021Assortment 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.

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2021Managing 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.

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

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

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

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2021Bayes 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.

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2021Spatial competition on 2-dimensional markets and networks when consumers don’t 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.

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2021Constraint 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.

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

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

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

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2021Alternating conditional gradient method for convex feasibility problems. (2021). 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.

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

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

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2021Implementable 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.

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2021Sharing 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.

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2021Regret 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.

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2021Limits of random walks with distributionally robust transition probabilities. (2020). Eckstein, Stephan ; Bartl, Daniel ; Kupper, Michael. In: Papers. RePEc:arx:papers:2007.08815.

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

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

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2021Teamwise Mean Field Competitions. (2020). Zhang, Yuchong ; Yu, Xiang ; Zhou, Zhou. In: Papers. RePEc:arx:papers:2006.14472.

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

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

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

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

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

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

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

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

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2021On 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.

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2021Distributionally 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.

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2021Robust fundamental theorems of asset pricing in discrete time. (2020). Chau, Huy N. In: Papers. RePEc:arx:papers:2007.02553.

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2021Entropy Martingale Optimal Transport and Nonlinear Pricing-Hedging Duality. (2020). Frittelli, Marco ; Doldi, Alessandro. In: Papers. RePEc:arx:papers:2005.12572.

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2021Pricing Interest Rate Derivatives under Volatility Uncertainty. (2020). Holzermann, Julian. In: Papers. RePEc:arx:papers:2003.04606.

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

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

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

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2021Equilibrium analysis of observable express service with customer choice. (2021). 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.

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2021Finance Without Brownian Motions: An Introduction To Simplified Stochastic Calculus. (2019). Ruf, Johannes ; Vcern, Alevs . In: Papers. RePEc:arx:papers:1912.03651.

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

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

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

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2021The computation of pairwise stable networks. (2021). Herings, P. Jean-Jacques ; Zhan, Yang. In: Research Memorandum. RePEc:unm:umagsb:2021004.

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

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Recent citations
Recent citations received in 2021

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

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

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

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2021.

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

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

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Recent citations received in 2020

YearCiting document
2020An Impulse-Regime Switching Game Model of Vertical Competition. (2020). Ludkovski, Mike ; Li, Liangchen ; Campi, Luciano ; Ren'e A"id, . In: Papers. RePEc:arx:papers:2006.04382.

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2020AHEAD : Ad-Hoc Electronic Auction Design. (2020). Rosenbaum, Mathieu ; Mastrolia, Thibaut ; Guillot, Philippe ; Derchu, Joffrey. In: Papers. RePEc:arx:papers:2010.02827.

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2020Risk functionals with convex level sets. (2020). Wei, Yunran ; Wang, Ruodu. In: Mathematical Finance. RePEc:bla:mathfi:v:30:y:2020:i:4:p:1337-1367.

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2020Hidden stochastic games and limit equilibrium payoffs. (2020). Ziliotto, Bruno ; Renault, Jerome. In: Games and Economic Behavior. RePEc:eee:gamebe:v:124:y:2020:i:c:p:122-139.

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2020Stability properties of Haezendonck–Goovaerts premium principles. (2020). Xanthos, Foivos ; Munari, Cosimo ; Gao, Niushan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:94:y:2020:i:c:p:94-99.

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2020Swap-flexibility in the assignment of houses. (2020). Raghavan, Madhav. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:91:y:2020:i:c:p:1-10.

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

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2020Information and Memory in Dynamic Resource Allocation. (2020). Zhong, Yuan ; Xu, Kuang. In: Operations Research. RePEc:inm:oropre:v:68:y:2020:i:6:p:1698-1715.

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

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

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Recent citations received in 2019

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

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

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

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

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

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

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2019Submodular Maximization Through the Lens of Linear Programming. (2019). Zenklusen, Rico ; Bruggmann, Simon. In: Management Science. RePEc:inm:ormnsc:v:44:y:2019:i:4:p:1221-1244.

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2019Recovering Best Statistical Guarantees via the Empirical Divergence-Based Distributionally Robust Optimization. (2019). Lam, Henry. In: Operations Research. RePEc:inm:oropre:v:67:y:2019:i:4:p:1090-1105.

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2019Optimization-Based Calibration of Simulation Input Models. (2019). Zhang, BO ; Qian, Huajie ; Lam, Henry ; Goeva, Aleksandrina. In: Operations Research. RePEc:inm:oropre:v:67:y:2019:i:5:p:1362-1382.

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

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

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Recent citations received in 2018

YearCiting document
2018Concentration of dynamic risk measures in a Brownian filtration. (2018). Tangpi, Ludovic. In: Papers. RePEc:arx:papers:1805.09014.

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2018Optimal 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.

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2018Pareto 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.

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2018A 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.

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2018Law invariant risk measures and information divergences. (2018). Daniel, Lacker. In: Dependence Modeling. RePEc:vrs:demode:v:6:y:2018:i:1:p:228-258:n:14.

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