[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 | 11 | 0 | ||||||||||||
1987 | 0 | 47 | 562 | 0 | 15 | 0 | ||||||||||||
1988 | 0 | 51 | 613 | 0 | 21 | 0 | ||||||||||||
1989 | 0 | 48 | 661 | 0 | 33 | 0 | 1 | |||||||||||
1990 | 0.02 | 0.11 | 0.04 | 0.05 | 43 | 704 | 698 | 27 | 27 | 99 | 2 | 263 | 12 | 0 | 0 | 0.05 | ||
1991 | 0.02 | 0.1 | 0.05 | 0.04 | 46 | 750 | 527 | 38 | 65 | 91 | 2 | 248 | 10 | 0 | 1 | 0.02 | 0.05 | |
1992 | 0.04 | 0.11 | 0.04 | 0.03 | 59 | 809 | 631 | 35 | 100 | 89 | 4 | 235 | 8 | 0 | 0 | 0.05 | ||
1993 | 0.03 | 0.13 | 0.03 | 0.03 | 60 | 869 | 500 | 25 | 125 | 105 | 3 | 247 | 7 | 0 | 0 | 0.06 | ||
1994 | 0.07 | 0.14 | 0.08 | 0.05 | 56 | 925 | 479 | 71 | 196 | 119 | 8 | 256 | 14 | 0 | 1 | 0.02 | 0.07 | |
1995 | 0.12 | 0.22 | 0.17 | 0.12 | 54 | 979 | 547 | 163 | 359 | 116 | 14 | 264 | 31 | 1 | 0.6 | 1 | 0.02 | 0.1 |
1996 | 0.05 | 0.25 | 0.15 | 0.07 | 55 | 1034 | 424 | 152 | 511 | 110 | 5 | 275 | 19 | 0 | 4 | 0.07 | 0.12 | |
1997 | 0.18 | 0.24 | 0.21 | 0.17 | 48 | 1082 | 407 | 225 | 736 | 109 | 20 | 284 | 49 | 0 | 2 | 0.04 | 0.11 | |
1998 | 0.24 | 0.28 | 0.26 | 0.21 | 54 | 1136 | 839 | 294 | 1030 | 103 | 25 | 273 | 56 | 32 | 10.9 | 3 | 0.06 | 0.13 |
1999 | 0.16 | 0.3 | 0.26 | 0.16 | 48 | 1184 | 304 | 306 | 1336 | 102 | 16 | 267 | 42 | 16 | 5.2 | 1 | 0.02 | 0.15 |
2000 | 0.22 | 0.36 | 0.27 | 0.23 | 41 | 1225 | 368 | 335 | 1672 | 102 | 22 | 259 | 60 | 28 | 8.4 | 1 | 0.02 | 0.16 |
2001 | 0.16 | 0.38 | 0.28 | 0.23 | 49 | 1274 | 397 | 360 | 2032 | 89 | 14 | 246 | 56 | 60 | 16.7 | 1 | 0.02 | 0.17 |
2002 | 0.26 | 0.41 | 0.3 | 0.24 | 48 | 1322 | 358 | 397 | 2432 | 90 | 23 | 240 | 57 | 43 | 10.8 | 3 | 0.06 | 0.21 |
2003 | 0.21 | 0.44 | 0.33 | 0.22 | 44 | 1366 | 787 | 448 | 2880 | 97 | 20 | 240 | 53 | 68 | 15.2 | 4 | 0.09 | 0.22 |
2004 | 0.27 | 0.49 | 0.38 | 0.26 | 53 | 1419 | 562 | 538 | 3421 | 92 | 25 | 230 | 59 | 70 | 13 | 4 | 0.08 | 0.22 |
2005 | 0.32 | 0.5 | 0.36 | 0.34 | 54 | 1473 | 474 | 536 | 3957 | 97 | 31 | 235 | 79 | 79 | 14.7 | 7 | 0.13 | 0.23 |
2006 | 0.21 | 0.5 | 0.35 | 0.28 | 50 | 1523 | 541 | 534 | 4492 | 107 | 22 | 248 | 69 | 52 | 9.7 | 3 | 0.06 | 0.22 |
2007 | 0.22 | 0.46 | 0.42 | 0.35 | 56 | 1579 | 449 | 667 | 5159 | 104 | 23 | 249 | 87 | 67 | 10 | 3 | 0.05 | 0.2 |
2008 | 0.28 | 0.49 | 0.44 | 0.38 | 57 | 1636 | 419 | 725 | 5886 | 106 | 30 | 257 | 97 | 79 | 10.9 | 14 | 0.25 | 0.23 |
2009 | 0.28 | 0.47 | 0.43 | 0.38 | 61 | 1697 | 399 | 732 | 6618 | 113 | 32 | 270 | 103 | 75 | 10.2 | 3 | 0.05 | 0.24 |
2010 | 0.39 | 0.48 | 0.47 | 0.43 | 47 | 1744 | 491 | 815 | 7433 | 118 | 46 | 278 | 119 | 65 | 8 | 5 | 0.11 | 0.21 |
2011 | 0.33 | 0.52 | 0.47 | 0.42 | 42 | 1786 | 312 | 847 | 8280 | 108 | 36 | 271 | 115 | 76 | 9 | 6 | 0.14 | 0.24 |
2012 | 0.27 | 0.52 | 0.51 | 0.36 | 37 | 1823 | 268 | 931 | 9213 | 89 | 24 | 263 | 95 | 49 | 5.3 | 8 | 0.22 | 0.22 |
2013 | 0.41 | 0.56 | 0.52 | 0.37 | 38 | 1861 | 402 | 961 | 10176 | 79 | 32 | 244 | 90 | 50 | 5.2 | 10 | 0.26 | 0.24 |
2014 | 0.45 | 0.55 | 0.56 | 0.51 | 63 | 1924 | 299 | 1084 | 11262 | 75 | 34 | 225 | 115 | 103 | 9.5 | 15 | 0.24 | 0.23 |
2015 | 0.47 | 0.55 | 0.56 | 0.5 | 52 | 1976 | 227 | 1105 | 12367 | 101 | 47 | 227 | 114 | 99 | 9 | 3 | 0.06 | 0.23 |
2016 | 0.55 | 0.53 | 0.64 | 0.66 | 77 | 2053 | 323 | 1314 | 13681 | 115 | 63 | 232 | 154 | 127 | 9.7 | 10 | 0.13 | 0.21 |
2017 | 0.4 | 0.54 | 0.61 | 0.5 | 59 | 2112 | 195 | 1289 | 14970 | 129 | 52 | 267 | 133 | 98 | 7.6 | 1 | 0.02 | 0.22 |
2018 | 0.46 | 0.56 | 0.57 | 0.51 | 61 | 2173 | 204 | 1246 | 16216 | 136 | 62 | 289 | 148 | 72 | 5.8 | 5 | 0.08 | 0.24 |
2019 | 0.47 | 0.58 | 0.61 | 0.46 | 49 | 2222 | 192 | 1350 | 17567 | 120 | 56 | 312 | 142 | 68 | 5 | 11 | 0.22 | 0.23 |
2020 | 0.69 | 0.7 | 0.7 | 0.57 | 65 | 2287 | 124 | 1604 | 19171 | 110 | 76 | 298 | 171 | 107 | 6.7 | 10 | 0.15 | 0.33 |
2021 | 0.65 | 0.87 | 0.66 | 0.61 | 32 | 2319 | 52 | 1536 | 20707 | 114 | 74 | 311 | 190 | 60 | 3.9 | 8 | 0.25 | 0.32 |
IF: | Two years Impact Factor: C2Y / D2Y |
AIF: | Average Impact Factor for all series in RePEc in year y |
CIF: | Cumulative impact factor |
IF5: | Five years Impact Factor: C5Y / D5Y |
DOC: | Number of documents published in year y |
CDO: | Cumulative number of documents published until year y |
CIT: | Number of citations to papers published in year y |
NCI: | Number of citations in year y |
CCU: | Cumulative number of citations to papers published until year y |
D2Y: | Number of articles published in y-1 plus y-2 |
C2Y: | Cites in y to articles published in y-1 plus y-2 |
D5Y: | Number of articles published in y-1 until y-5 |
C5Y: | Cites in y to articles published in y-1 until y-5 |
SC: | selft citations in y to articles published in y-1 plus y-2 |
%SC: | Percentage of selft citations in y to articles published in y-1 plus y-2 |
CiY: | Cites in year y to documents published in year y |
II: | Immediacy Index: CiY / Documents. |
AII: | Average Immediacy Index for series in RePEc in year y |
# | 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 | 2043 |
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 | 709 |
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 | 454 |
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 | 416 |
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 | 347 |
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 | 259 |
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 | 252 |
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 | 227 |
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 | 226 |
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 | 199 |
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 | 185 |
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 | 173 |
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 | 167 |
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 | 161 |
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 | 136 |
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 | 132 |
17 | 1988 | The Lattice Structure of the Set of Stable Matchings with Multiple Partners. (1988). Blair, Charles. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:13:y:1988:i:4:p:619-628. Full description at Econpapers || Download paper | 122 |
18 | 1986 | An Inventory Model with Limited Production Capacity and Uncertain Demands I. The Average-Cost Criterion. (1986). Federgruen, A ; Zipkin, P. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:11:y:1986:i:2:p:193-207. Full description at Econpapers || Download paper | 116 |
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 | 113 |
20 | 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 | 109 |
21 | 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 | 109 |
22 | 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 | 100 |
23 | 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 | 97 |
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 | 94 |
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 | 91 |
26 | 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 | 91 |
27 | 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 |
28 | 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 | 85 |
29 | 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 | 84 |
30 | 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 | 82 |
31 | 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 | 82 |
32 | 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 | 80 |
33 | 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 | 80 |
34 | 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 | 80 |
35 | 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 | 79 |
36 | 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 | 77 |
37 | 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 | 75 |
38 | 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 | 75 |
39 | 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 | 75 |
40 | 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 | 74 |
41 | 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 | 72 |
42 | 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 | 72 |
43 | 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 | 72 |
44 | 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 | 70 |
45 | 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 | 69 |
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 | 66 |
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 | 63 |
48 | 2010 | Optimality of Affine Policies in Multistage Robust Optimization. (2010). Bertsimas, Dimitris ; Parrilo, Pablo A ; Iancu, Dan A. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:35:y:2010:i:2:p:363-394. Full description at Econpapers || Download paper | 63 |
49 | 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 | 63 |
50 | 1982 | Totally Balanced Games and Games of Flow. (1982). Kalai, Ehud ; Zemel, Eitan . In: Mathematics of Operations Research. RePEc:inm:ormoor:v:7:y:1982:i:3:p:476-478. Full description at Econpapers || Download paper | 62 |
# | 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 | 314 |
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 | 91 |
3 | 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 | 86 |
4 | 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 | 79 |
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 | 50 |
6 | 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 | 46 |
7 | 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 | 45 |
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 | 40 |
9 | 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 | 39 |
10 | 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 | 38 |
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 | 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 | 31 |
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 | 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 | 30 |
15 | 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 | 28 |
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 | 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 | 26 |
18 | 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 | 24 |
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22 | 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 | 22 |
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25 | 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 | 20 |
26 | 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 | 19 |
27 | 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 | 19 |
28 | 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 | 18 |
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 | 17 |
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32 | 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 | 16 |
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34 | 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 | 15 |
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36 | 2005 | Investment Timing Under Incomplete Information. (2005). Villeneuve, Stephane ; Mariotti, Thomas ; Decamps, Jean-Paul. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:30:y:2005:i:2:p:472-500. Full description at Econpapers || Download paper | 15 |
37 | 2009 | A Nonparametric Asymptotic Analysis of Inventory Planning with Censored Demand. (2009). Huh, Woonghee Tim ; Rusmevichientong, Paat . In: Mathematics of Operations Research. RePEc:inm:ormoor:v:34:y:2009:i:1:p:103-123. Full description at Econpapers || Download paper | 15 |
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39 | 2010 | Optimality of Affine Policies in Multistage Robust Optimization. (2010). Bertsimas, Dimitris ; Parrilo, Pablo A ; Iancu, Dan A. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:35:y:2010:i:2:p:363-394. Full description at Econpapers || Download paper | 14 |
40 | 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 | 14 |
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44 | 2019 | A Tale of a Principal and Many, Many Agents. (2019). Possamai, Dylan ; Mastrolia, Thibaut ; Elie, Romuald. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:44:y:2019:i:2:p:440-467. Full description at Econpapers || Download paper | 14 |
45 | 2017 | Optimal Approximation for Submodular and Supermodular Optimization with Bounded Curvature. (2017). Ward, Justin ; Vondrak, Jan ; Sviridenko, Maxim. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:42:y:2017:i:4:p:1197-1218. Full description at Econpapers || Download paper | 14 |
46 | 2007 | Provably Near-Optimal Sampling-Based Policies for Stochastic Inventory Control Models. (2007). Levi, Retsef ; Shmoys, David B ; Roundy, Robin O. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:32:y:2007:i:4:p:821-839. Full description at Econpapers || Download paper | 14 |
47 | 2018 | On the Existence of Nash Equilibrium in Bayesian Games. (2018). Carbonell-Nicolau, Oriol ; McLean, Richard P. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:43:y:2018:i:1:p:100-129. Full description at Econpapers || Download paper | 13 |
48 | 2012 | A Re-Solving Heuristic with Bounded Revenue Loss for Network Revenue Management with Customer Choice. (2012). Kumar, Sunil ; Jasin, Stefanus . In: Mathematics of Operations Research. RePEc:inm:ormoor:v:37:y:2012:i:2:p:313-345. Full description at Econpapers || Download paper | 13 |
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2022 | Probabilistic fixed ballot rules and hybrid domains. (2022). Zeng, Huaxia ; Sen, Arunava ; Sadhukhan, Soumyarup ; Roy, Souvik ; Chatterji, Shurojit. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:100:y:2022:i:c:s0304406822000167. Full description at Econpapers || Download paper | |
2022 | Group strategy-proof probabilistic voting with single-peaked preferences. (2022). Morimoto, Shuhei. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:102:y:2022:i:c:s0304406822000842. Full description at Econpapers || Download paper | |
2022 | On the equivalence of strategy-proofness and upper contour strategy-proofness for randomized social choice functions. (2022). Sadhukhan, Soumyarup ; Roy, Souvik. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:99:y:2022:i:c:s0304406821001518. Full description at Econpapers || Download paper | |
2022 | Equilibria of Time-inconsistent Stopping for One-dimensional Diffusion Processes. (2022). Bayraktar, Erhan ; Wang, Zhenhua ; Zhou, Zhou. In: Papers. RePEc:arx:papers:2201.07659. Full description at Econpapers || Download paper | |
2022 | Dynamic meanâvariance problem with frictions. (2022). Phillip, Sheung Chi ; Siu, Chi Chung ; Ma, Guiyuan ; Bensoussan, Alain. In: Finance and Stochastics. RePEc:spr:finsto:v:26:y:2022:i:2:d:10.1007_s00780-022-00474-x. Full description at Econpapers || Download paper | |
2022 | Disjoint Bilinear Optimization: A Two-Stage Robust Optimization Perspective. (2022). Vandenberghe, Lieven ; den Hertog, Dick ; de Moor, Danique ; Marandi, Ahmadreza ; Zhen, Jianzhe. In: INFORMS Journal on Computing. RePEc:inm:orijoc:v:34:y:2022:i:5:p:2410-2427. Full description at Econpapers || Download paper | |
2022 | Finite State Graphon Games with Applications to Epidemics. (2022). Lauriere, Mathieu ; Dayanikli, Goke ; Carmona, Rene ; Aurell, Alexander. In: Dynamic Games and Applications. RePEc:spr:dyngam:v:12:y:2022:i:1:d:10.1007_s13235-021-00410-2. Full description at Econpapers || Download paper | |
2022 | The influence of economic research on financial mathematics: Evidence from the last 25 years. (2022). Carmona, Rene. In: Finance and Stochastics. RePEc:spr:finsto:v:26:y:2022:i:1:d:10.1007_s00780-021-00469-0. Full description at Econpapers || Download paper | |
2022 | Developing operations management data analytics. (2022). Shanthikumar, George J ; Feng, QI. In: Production and Operations Management. RePEc:bla:popmgt:v:31:y:2022:i:12:p:4544-4557. Full description at Econpapers || Download paper | |
2022 | Data-Driven Dynamic Pricing and Ordering with Perishable Inventory in a Changing Environment. (2022). Song, Jing-Sheng ; Li, Yuexing ; Keskin, Bora N. In: Management Science. RePEc:inm:ormnsc:v:68:y:2022:i:3:p:1938-1958. Full description at Econpapers || Download paper | |
2022 | Dynamic Pricing and Inventory Control with Fixed Ordering Cost and Incomplete Demand Information. (2022). Zhou, Yuan ; Wang, Yining ; Simchi-Levi, David ; Chen, Boxiao. In: Management Science. RePEc:inm:ormnsc:v:68:y:2022:i:8:p:5684-5703. Full description at Econpapers || Download paper | |
2022 | An efficient learning framework for multiproduct inventory systems with customer choices. (2022). Zhang, Huanan ; Gao, Xiangyu. In: Production and Operations Management. RePEc:bla:popmgt:v:31:y:2022:i:6:p:2492-2516. Full description at Econpapers || Download paper | |
2022 | The joint stochastic lot sizing and pricing problem. (2022). Tarim, Armagan S ; Tunc, Huseyin ; Gurkan, Edib M. In: Omega. RePEc:eee:jomega:v:108:y:2022:i:c:s0305048321001869. Full description at Econpapers || Download paper | |
2022 | Optimal Investment and Equilibrium Pricing under Ambiguity. (2022). Schneider, Paul ; Anthropelos, Michail. In: Papers. RePEc:arx:papers:2206.10489. Full description at Econpapers || Download paper | |
2022 | MFGs for partially reversible investment. (2022). Cao, Haoyang ; Guo, Xin. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:150:y:2022:i:c:p:995-1014. Full description at Econpapers || Download paper | |
2022 | Trading probabilities along cycles. (2022). Phan, William ; Altunta, Aelya. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:100:y:2022:i:c:s0304406821001749. Full description at Econpapers || Download paper | |
2022 | The crawler: Three equivalence results for object (re)allocation problems when preferences are single-peaked. (2022). Hosseini, Hadi ; Tamura, Yuki. In: Journal of Economic Theory. RePEc:eee:jetheo:v:203:y:2022:i:c:s0022053122000564. Full description at Econpapers || Download paper | |
2022 | Random Serial Dictatorship for horizontal collaboration in logistics. (2022). Zampou, Eleni ; Mourtos, Ioannis ; Eirinakis, Pavlos . In: Omega. RePEc:eee:jomega:v:111:y:2022:i:c:s030504832200069x. Full description at Econpapers || Download paper | |
2022 | Menu mechanisms. (2022). , Yuzhou ; Zhou, YU ; MacKenzie, Andrew. In: Journal of Economic Theory. RePEc:eee:jetheo:v:204:y:2022:i:c:s0022053122001016. Full description at Econpapers || Download paper | |
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2022 | Optimal Control Approaches to Sustainability under Uncertainty. (2022). Yannacopoulos, Athanasios ; Papayiannis, Georgios I ; Koundouri, Phoebe. In: DEOS Working Papers. RePEc:aue:wpaper:2215. Full description at Econpapers || Download paper | |
2022 | Computing Optimized Path Integrals for Knapsack Feasibility. (2022). Friedrich, Ulf ; Daues, Endric. In: INFORMS Journal on Computing. RePEc:inm:orijoc:v:34:y:2022:i:4:p:2163-2176. Full description at Econpapers || Download paper | |
2022 | Dual sourcing: Creating and utilizing flexible capacities with a second supply source. (2022). Lu, Lijian ; Liu, Zhe ; Federgruen, Awi. In: Production and Operations Management. RePEc:bla:popmgt:v:31:y:2022:i:7:p:2789-2805. Full description at Econpapers || Download paper | |
2022 | Exact and Approximation Algorithms for the Expanding Search Problem. (2022). Matuschke, Jannik ; Leus, Roel ; Hermans, Ben. In: INFORMS Journal on Computing. RePEc:inm:orijoc:v:34:y:2022:i:1:p:281-296. Full description at Econpapers || Download paper | |
2022 | Optimal liquidation problem in illiquid markets. (2022). Vecer, Jan ; Sadoghi, Amirhossein. In: European Journal of Operational Research. RePEc:eee:ejores:v:296:y:2022:i:3:p:1050-1066. Full description at Econpapers || Download paper | |
2022 | Optimal liquidation problem in illiquid markets. (2022). Vecer, Jan ; Sadoghi, Amirhossein. In: Post-Print. RePEc:hal:journl:hal-03696768. Full description at Econpapers || Download paper | |
2022 | Malitsky-Tam forward-reflected-backward splitting method for nonconvex minimization problems. (2022). Wang, Ziyuan. In: Computational Optimization and Applications. RePEc:spr:coopap:v:82:y:2022:i:2:d:10.1007_s10589-022-00364-0. Full description at Econpapers || Download paper | |
2022 | A Dynamic Alternating Direction of Multipliers for Nonconvex Minimization with Nonlinear Functional Equality Constraints. (2022). Teboulle, Marc ; Hallak, Nadav ; Cohen, Eyal. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:193:y:2022:i:1:d:10.1007_s10957-021-01929-5. Full description at Econpapers || Download paper | |
2022 | Inertial alternating direction method of multipliers for non-convex non-smooth optimization. (2022). Gillis, Nicolas ; Phan, Duy Nhat ; Khanh, Le Thi. In: Computational Optimization and Applications. RePEc:spr:coopap:v:83:y:2022:i:1:d:10.1007_s10589-022-00394-8. Full description at Econpapers || Download paper | |
2022 | Convergence and rate analysis of a proximal linearized ADMM for nonconvex nonsmooth optimization. (2022). Yashtini, Maryam. In: Journal of Global Optimization. RePEc:spr:jglopt:v:84:y:2022:i:4:d:10.1007_s10898-022-01174-8. Full description at Econpapers || Download paper | |
2022 | A Semismooth Newton-based Augmented Lagrangian Algorithm for Density Matrix Least Squares Problems. (2022). Yu, Jing ; Liu, Yong-Jin. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:195:y:2022:i:3:d:10.1007_s10957-022-02120-0. Full description at Econpapers || Download paper | |
2022 | Modifying link capacity to avoid Braess Paradox considering elastic demand. (2022). Xu, Pei ; Mohmand, Yasir Tariq ; Tang, Yuanhua ; Wang, Aihu. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:605:y:2022:i:c:s0378437122006021. Full description at Econpapers || Download paper | |
2022 | Moderate deviation asymptotics of the GI/G/n queue in the HalfinâWhitt regime. (2022). Puhalskii, Anatolii A. In: Queueing Systems: Theory and Applications. RePEc:spr:queues:v:100:y:2022:i:3:d:10.1007_s11134-022-09769-4. Full description at Econpapers || Download paper | |
2022 | WCFS: a new framework for analyzing multiserver systems. (2022). Grosof, Isaac ; Harchol-Balter, Mor ; Scheller-Wolf, Alan. In: Queueing Systems: Theory and Applications. RePEc:spr:queues:v:102:y:2022:i:1:d:10.1007_s11134-022-09848-6. Full description at Econpapers || Download paper | |
2022 | Separable rules to share the revenues from broadcasting sports leagues. (2022). Moreno-Ternero, Juan ; Bergantiños, Gustavo ; Bergantios, Gustavo. In: Economics Letters. RePEc:eee:ecolet:v:211:y:2022:i:c:s0165176521004729. Full description at Econpapers || Download paper | |
2022 | Rates of convergence of the join the shortest queue policy for large-system heavy traffic. (2022). Mukherjee, Debankur. In: Queueing Systems: Theory and Applications. RePEc:spr:queues:v:100:y:2022:i:3:d:10.1007_s11134-022-09803-5. Full description at Econpapers || Download paper | |
2022 | A load balancing system in the many-server heavy-traffic asymptotics. (2022). Maguluri, Siva Theja ; Hurtado-Lange, Daniela. In: Queueing Systems: Theory and Applications. RePEc:spr:queues:v:101:y:2022:i:3:d:10.1007_s11134-022-09847-7. Full description at Econpapers || Download paper | |
2022 | Centralized systemic risk control in the interbank system: Relaxed control and Gamma-convergence. (2021). Yu, Xiang ; Li, Tongqing ; Bo, Lijun. In: Papers. RePEc:arx:papers:2106.09978. Full description at Econpapers || Download paper | |
2022 | Optimal Liquidity Control and Systemic Risk in an Interbank Network with Liquidity Shocks and Regime-dependent Interconnectedness. (2022). Watewai, Thaisiri ; Charoensom, Chotipong. In: PIER Discussion Papers. RePEc:pui:dpaper:175. Full description at Econpapers || Download paper | |
2022 | Centralized systemic risk control in the interbank system: Weak formulation and Gamma-convergence. (2022). Bo, Lijun ; Li, Tongqing ; Yu, Xiang. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:150:y:2022:i:c:p:622-654. Full description at Econpapers || Download paper | |
2022 | Optimizing distortion riskmetrics with distributional uncertainty. (2020). Wang, Qiuqi ; Pesenti, Silvana. In: Papers. RePEc:arx:papers:2011.04889. Full description at Econpapers || Download paper | |
2022 | Parametric measures of variability induced by risk measures. (2020). Fadina, Tolulope ; Bellini, Fabio ; Wei, Yunran ; Wang, Ruodu. In: Papers. RePEc:arx:papers:2012.05219. Full description at Econpapers || Download paper | |
2022 | Optimal Insurance to Maximize RDEU Under a Distortion-Deviation Premium Principle. (2021). Young, Virginia ; Wang, Ruodu ; Liang, Xiaoqing. In: Papers. RePEc:arx:papers:2107.02656. Full description at Econpapers || Download paper | |
2022 | Risk measures induced by efficient insurance contracts. (2022). Zitikis, Riardas ; Wang, Ruodu. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:103:y:2022:i:c:p:56-65. Full description at Econpapers || Download paper | |
2022 | Ordering and inequalities for mixtures on risk aggregation. (2022). Wang, Ruodu ; Liu, Yang ; Chen, Yuyu. In: Mathematical Finance. RePEc:bla:mathfi:v:32:y:2022:i:1:p:421-451. Full description at Econpapers || Download paper | |
2022 | Quasi-convexity in mixtures for generalized rank-dependent functions. (2022). Wu, Qinyu ; Wang, Ruodu. In: Papers. RePEc:arx:papers:2209.03425. Full description at Econpapers || Download paper | |
2022 | On a Stochastic Model of Diversification. (2022). Tselishchev, Mikhail ; Logvaneva, Maria. In: Papers. RePEc:arx:papers:2204.01284. Full description at Econpapers || Download paper | |
2022 | Star-Shaped deviations. (2022). Moresco, Marlon Ruoso ; Righi, Marcelo Brutti. In: Papers. RePEc:arx:papers:2207.08613. Full description at Econpapers || Download paper | |
2022 | Choquet regularization for reinforcement learning. (2022). Yu, Xun ; Wang, Ruodu ; Han, Xia. In: Papers. RePEc:arx:papers:2208.08497. Full description at Econpapers || Download paper | |
2022 | Parametric measures of variability induced by risk measures. (2022). Wei, Yunran ; Wang, Ruodu ; Fadina, Tolulope ; Bellini, Fabio. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:106:y:2022:i:c:p:270-284. Full description at Econpapers || Download paper | |
2022 | The limitations of comonotonic additive risk measures: a literature review. (2022). de Oliveira, Eduardo ; Righi, Marcelo Brutti ; Santos, Samuel Solgon. In: Papers. RePEc:arx:papers:2212.13864. Full description at Econpapers || Download paper | |
2022 | Long Information Design. (2022). Tomala, Tristan ; Renault, Jerome ; Laclau, Marie ; Koessler, Frederic. In: Post-Print. RePEc:hal:journl:halshs-02400053. Full description at Econpapers || Download paper | |
2022 | Long information design. (2022). Laclau, Marie ; Koessler, Frederic ; Tomala, Tristan ; Renault, Jerome. In: TSE Working Papers. RePEc:tse:wpaper:127034. Full description at Econpapers || Download paper | |
2022 | Long information design. (2022). Tomala, Tristan ; Renault, Jerome ; Laclau, Marie ; Koessler, Frederic. In: Post-Print. RePEc:hal:journl:hal-03700394. Full description at Econpapers || Download paper | |
2022 | Long information design. (2022). Tomala, Tristan ; Renault, Jerome ; Laclau, Marie ; Koessler, Frederic. In: PSE-Ecole d'économie de Paris (Postprint). RePEc:hal:pseptp:hal-03700394. Full description at Econpapers || Download paper | |
2022 | Splitting games over finite sets. (2022). Tomala, Tristan ; Renault, Jerome ; Laclau, Marie ; Koessler, Frederic. In: TSE Working Papers. RePEc:tse:wpaper:126754. Full description at Econpapers || Download paper | |
2022 | Splitting games over finite sets. (2022). Tomala, Tristan ; Renault, Jerome ; Laclau, Marie ; Koessler, Frederic. In: PSE-Ecole d'économie de Paris (Postprint). RePEc:hal:pseptp:halshs-03672222. Full description at Econpapers || Download paper | |
2022 | Splitting games over finite sets. (2022). Tomala, Tristan ; Renault, Jerome ; Laclau, Marie ; Koessler, Frederic. In: Post-Print. RePEc:hal:journl:halshs-03672222. Full description at Econpapers || Download paper | |
2022 | Long Information Design. (2022). Tomala, Tristan ; Renault, Jerome ; Laclau, Marie ; Koessler, Frederic. In: PSE-Ecole d'économie de Paris (Postprint). RePEc:hal:pseptp:halshs-02400053. Full description at Econpapers || Download paper | |
2022 | A simple microstructural explanation of the concavity of price impact. (2022). Nadtochiy, Sergey. In: Mathematical Finance. RePEc:bla:mathfi:v:32:y:2022:i:1:p:78-113. Full description at Econpapers || Download paper | |
2022 | Market-consistent pricing with acceptable risk. (2020). Munari, Cosimo ; Arduca, Maria. In: Papers. RePEc:arx:papers:2012.08351. Full description at Econpapers || Download paper | |
2022 | Model Uncertainty: A Reverse Approach. (2022). Liebrich, Felix-Benedikt ; Svindland, Gregor ; Maggis, Marco. In: Papers. RePEc:arx:papers:2004.06636. Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2022 | Network formation and pairwise stability: A new oddness theorem. (2022). Fixary, Julien ; Bich, Philippe. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:103:y:2022:i:c:s0304406822000933. Full description at Econpapers || Download paper | |
2022 | Stable allocations for choice-based collaborative price setting. (2022). Lurkin, Virginie ; Schlicher, Loe. In: European Journal of Operational Research. RePEc:eee:ejores:v:302:y:2022:i:3:p:1242-1254. Full description at Econpapers || Download paper | |
2022 | Challenges and opportunities in crowdsourced delivery planning and operations. (2022). Ulmer, Marlin W ; Martin, . In: 4OR. RePEc:spr:aqjoor:v:20:y:2022:i:1:d:10.1007_s10288-021-00500-2. Full description at Econpapers || Download paper | |
2022 | Min-Max Optimal Design of Two-Armed Trials with Side Information. (2022). Song, Yongjia ; Khademi, Amin ; Zhang, Qiong. In: INFORMS Journal on Computing. RePEc:inm:orijoc:v:34:y:2022:i:1:p:165-182. Full description at Econpapers || Download paper | |
2022 | Self-Learning Threshold-Based Load Balancing. (2022). Whiting, Philip A ; Mukherjee, Debankur ; Borst, Sem C ; Goldsztajn, Diego. In: INFORMS Journal on Computing. RePEc:inm:orijoc:v:34:y:2022:i:1:p:39-54. Full description at Econpapers || Download paper | |
2022 | Importance sampling for maxima on trees. (2022). Palmowski, Zbigniew ; Olvera-Cravioto, Mariana ; Conroy, Michael ; Basrak, Bojan. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:148:y:2022:i:c:p:139-179. Full description at Econpapers || Download paper | |
2022 | Diamonds and forward variance models. (2022). Gatheral, Jim ; Friz, Peter. In: Papers. RePEc:arx:papers:2205.03741. Full description at Econpapers || Download paper | |
2022 | Statistical inference for rough volatility: Minimax Theory. (2022). Szymanski, Gr'Egoire ; Rosenbaum, Mathieu ; Liu, Yanghui ; Hoffmann, Marc ; Chong, Carsten. In: Papers. RePEc:arx:papers:2210.01214. Full description at Econpapers || Download paper | |
2022 | American options in the Volterra Heston model. (2022). Zuiga, Elizabeth ; Pulido, Sergio ; Chevalier, Etienne. In: Post-Print. RePEc:hal:journl:hal-03178306. Full description at Econpapers || Download paper | |
2022 | The rough Hawkes Heston stochastic volatility model. (2022). Scotti, Simone ; Pulido, Sergio ; Bondi, Alessandro. In: Papers. RePEc:arx:papers:2210.12393. Full description at Econpapers || Download paper | |
2022 | The rough Hawkes Heston stochastic volatility model. (2022). Scotti, Simone ; Pulido, Sergio ; Bondi, Alessandro. In: Working Papers. RePEc:hal:wpaper:hal-03827332. Full description at Econpapers || Download paper | |
2022 | The characteristic function of Gaussian stochastic volatility models: an analytic expression. (2022). Jaber, Eduardo Abi. In: Finance and Stochastics. RePEc:spr:finsto:v:26:y:2022:i:4:d:10.1007_s00780-022-00489-4. Full description at Econpapers || Download paper | |
2022 | Two-stage stochastic standard quadratic optimization. (2022). Ch, Georg ; Maggioni, Francesca ; Gabl, Markus ; Bomze, Immanuel M. In: European Journal of Operational Research. RePEc:eee:ejores:v:299:y:2022:i:1:p:21-34. Full description at Econpapers || Download paper | |
2022 | On Maximum Weighted Nash Welfare for Binary Valuations. (2022). Teh, Nicholas ; Suksompong, Warut. In: Papers. RePEc:arx:papers:2204.03803. Full description at Econpapers || Download paper | |
2022 | Inertial proximal incremental aggregated gradient method with linear convergence guarantees. (2022). Zhang, Xiaoya ; Peng, Wei. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:96:y:2022:i:2:d:10.1007_s00186-022-00790-0. Full description at Econpapers || Download paper |
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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 | |
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2021 | Marrying Stochastic Gradient Descent with Bandits: Learning Algorithms for Inventory Systems with Fixed Costs. (2021). Shi, Cong ; Luo, QI ; Yuan, Hao. In: Management Science. RePEc:inm:ormnsc:v:67:y:2021:i:10:p:6089-6115. Full description at Econpapers || Download paper | |
2021 | Multimodal Dynamic Pricing. (2021). Simchi-Levi, David ; Chen, Boxiao ; Wang, Yining. In: Management Science. RePEc:inm:ormnsc:v:67:y:2021:i:10:p:6136-6152. 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 |
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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 |
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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 |