[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 | |
1997 | 0 | 0.24 | 0.04 | 0 | 55 | 55 | 212 | 2 | 2 | 0 | 0 | 0 | 2 | 0.04 | 0.11 | |||
1998 | 0.07 | 0.28 | 0.05 | 0.07 | 55 | 110 | 147 | 6 | 8 | 55 | 4 | 55 | 4 | 2 | 33.3 | 2 | 0.04 | 0.13 |
1999 | 0.04 | 0.3 | 0.06 | 0.04 | 59 | 169 | 288 | 9 | 18 | 110 | 4 | 110 | 4 | 0 | 4 | 0.07 | 0.15 | |
2000 | 0.15 | 0.36 | 0.09 | 0.1 | 55 | 224 | 474 | 21 | 39 | 114 | 17 | 169 | 17 | 0 | 2 | 0.04 | 0.16 | |
2001 | 0.08 | 0.38 | 0.09 | 0.07 | 60 | 284 | 236 | 25 | 64 | 114 | 9 | 224 | 16 | 0 | 4 | 0.07 | 0.17 | |
2002 | 0.05 | 0.41 | 0.08 | 0.07 | 48 | 332 | 225 | 26 | 90 | 115 | 6 | 284 | 21 | 0 | 0 | 0.21 | ||
2003 | 0.13 | 0.44 | 0.12 | 0.12 | 82 | 414 | 291 | 48 | 141 | 108 | 14 | 277 | 34 | 0 | 3 | 0.04 | 0.22 | |
2004 | 0.09 | 0.49 | 0.11 | 0.12 | 67 | 481 | 300 | 55 | 196 | 130 | 12 | 304 | 36 | 0 | 1 | 0.01 | 0.22 | |
2005 | 0.1 | 0.5 | 0.11 | 0.12 | 65 | 546 | 186 | 60 | 256 | 149 | 15 | 312 | 36 | 5 | 8.3 | 2 | 0.03 | 0.23 |
2006 | 0.12 | 0.5 | 0.18 | 0.19 | 69 | 615 | 255 | 112 | 368 | 132 | 16 | 322 | 60 | 30 | 26.8 | 0 | 0.22 | |
2007 | 0.14 | 0.46 | 0.2 | 0.18 | 70 | 685 | 339 | 137 | 505 | 134 | 19 | 331 | 58 | 24 | 17.5 | 1 | 0.01 | 0.2 |
2008 | 0.17 | 0.49 | 0.21 | 0.18 | 54 | 739 | 205 | 153 | 661 | 139 | 23 | 353 | 64 | 11 | 7.2 | 3 | 0.06 | 0.23 |
2009 | 0.1 | 0.47 | 0.2 | 0.15 | 62 | 801 | 230 | 161 | 822 | 124 | 13 | 325 | 50 | 24 | 14.9 | 6 | 0.1 | 0.24 |
2010 | 0.22 | 0.48 | 0.21 | 0.24 | 44 | 845 | 238 | 180 | 1002 | 116 | 26 | 320 | 77 | 19 | 10.6 | 3 | 0.07 | 0.21 |
2011 | 0.23 | 0.52 | 0.22 | 0.23 | 42 | 887 | 218 | 192 | 1194 | 106 | 24 | 299 | 68 | 17 | 8.9 | 2 | 0.05 | 0.24 |
2012 | 0.28 | 0.52 | 0.23 | 0.26 | 34 | 921 | 99 | 216 | 1410 | 86 | 24 | 272 | 71 | 9 | 4.2 | 1 | 0.03 | 0.22 |
2013 | 0.32 | 0.56 | 0.26 | 0.29 | 46 | 967 | 153 | 247 | 1658 | 76 | 24 | 236 | 68 | 18 | 7.3 | 6 | 0.13 | 0.24 |
2014 | 0.25 | 0.55 | 0.27 | 0.35 | 38 | 1005 | 116 | 275 | 1933 | 80 | 20 | 228 | 79 | 12 | 4.4 | 5 | 0.13 | 0.23 |
2015 | 0.21 | 0.55 | 0.26 | 0.35 | 27 | 1032 | 54 | 270 | 2204 | 84 | 18 | 204 | 72 | 19 | 7 | 1 | 0.04 | 0.23 |
2016 | 0.38 | 0.53 | 0.27 | 0.33 | 47 | 1079 | 123 | 291 | 2495 | 65 | 25 | 187 | 62 | 19 | 6.5 | 1 | 0.02 | 0.21 |
2017 | 0.26 | 0.54 | 0.28 | 0.31 | 50 | 1129 | 96 | 315 | 2810 | 74 | 19 | 192 | 59 | 21 | 6.7 | 6 | 0.12 | 0.22 |
2018 | 0.25 | 0.56 | 0.27 | 0.28 | 36 | 1165 | 70 | 313 | 3123 | 97 | 24 | 208 | 59 | 10 | 3.2 | 0 | 0.24 | |
2019 | 0.26 | 0.58 | 0.29 | 0.27 | 35 | 1200 | 60 | 351 | 3474 | 86 | 22 | 198 | 54 | 10 | 2.8 | 2 | 0.06 | 0.23 |
2020 | 0.37 | 0.7 | 0.29 | 0.38 | 46 | 1246 | 40 | 367 | 3841 | 71 | 26 | 195 | 74 | 18 | 4.9 | 5 | 0.11 | 0.33 |
2021 | 0.46 | 0.87 | 0.28 | 0.43 | 38 | 1284 | 28 | 359 | 4200 | 81 | 37 | 214 | 91 | 19 | 5.3 | 1 | 0.03 | 0.32 |
2022 | 0.3 | 1 | 0.27 | 0.35 | 39 | 1323 | 2 | 362 | 4562 | 84 | 25 | 205 | 72 | 19 | 5.2 | 1 | 0.03 | 0.31 |
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 | 1997 | A review of multi-component maintenance models with economic dependence. (1997). Dekker, Rommert ; Wildeman, Ralph ; Schouten, Frank Duyn . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:45:y:1997:i:3:p:411-435. Full description at Econpapers || Download paper | 102 |
2 | 2000 | The position value for union stable systems. (2000). Borm, Peter ; Bilbao, J. M. ; Lopez, J. J. ; Algaba, E.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:52:y:2000:i:2:p:221-236. Full description at Econpapers || Download paper | 65 |
3 | 2001 | The Myerson value for union stable structures. (2001). Borm, Peter ; Bilbao, J. M. ; Lopez, J. J. ; Algaba, E.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:54:y:2001:i:3:p:359-371. Full description at Econpapers || Download paper | 65 |
4 | 2000 | Steepest descent methods for multicriteria optimization. (2000). Fliege, Jorg ; Svaiter, Benar Fux . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:51:y:2000:i:3:p:479-494. Full description at Econpapers || Download paper | 61 |
5 | 2010 | Optimal investment under partial information. (2010). Bjork, Tomas ; Davis, Mark ; Landen, Camilla . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:71:y:2010:i:2:p:371-399. Full description at Econpapers || Download paper | 53 |
6 | 2009 | Heavy-tails and regime-switching in electricity prices. (2009). Weron, RafaÅ. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:69:y:2009:i:3:p:457-473. Full description at Econpapers || Download paper | 52 |
7 | 2002 | Tail dependence for elliptically contoured distributions. (2002). Schmidt, Rafael. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:55:y:2002:i:2:p:301-327. Full description at Econpapers || Download paper | 52 |
8 | 2013 | A note on generalized inverses. (2013). Embrechts, Paul ; Hofert, Marius. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:77:y:2013:i:3:p:423-432. Full description at Econpapers || Download paper | 49 |
9 | 2011 | Covering models and optimization techniques for emergency response facility location and planning: a review. (2011). Zhao, Zhaoxia ; Li, Xueping ; Zhu, Xiaoyan ; Wyatt, Tami . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:74:y:2011:i:3:p:281-310. Full description at Econpapers || Download paper | 47 |
10 | 2000 | Optimal risk and dividend distribution control models for an insurance company. (2000). Taksar, Michael I.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:51:y:2000:i:1:p:1-42. Full description at Econpapers || Download paper | 47 |
11 | 2007 | Games on lattices, multichoice games and the shapley value: a new approach. (2007). Grabisch, Michel ; Lange, Fabien. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:65:y:2007:i:1:p:153-167. Full description at Econpapers || Download paper | 45 |
12 | 2004 | A non-cooperative approach to the cost spanning tree problem. (2004). Bergantiños, Gustavo ; Lorenzo, Leticia ; Bergantios, Gustavo. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:59:y:2004:i:3:p:393-403. Full description at Econpapers || Download paper | 40 |
13 | 2008 | Dynamic mean-variance problem with constrained risk control for the insurers. (2008). Bai, Lihua ; Zhang, Huayue. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:68:y:2008:i:1:p:181-205. Full description at Econpapers || Download paper | 39 |
14 | 2006 | Time Consistent Dynamic Risk Measures. (2006). Boda, Kang ; Filar, Jerzy . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:63:y:2006:i:1:p:169-186. Full description at Econpapers || Download paper | 37 |
15 | 2002 | Tree-connected peer group situations and peer group games. (2002). Fragnelli, Vito ; Tijs, Stef ; Branzei, Rodica. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:55:y:2002:i:1:p:93-106. Full description at Econpapers || Download paper | 36 |
16 | 2001 | Reward functionals, salvage values, and optimal stopping. (2001). Alvarez, Luis ; Luis H. R. Alvarez, . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:54:y:2001:i:2:p:315-337. Full description at Econpapers || Download paper | 35 |
17 | 2007 | Biconvex sets and optimization with biconvex functions: a survey and extensions. (2007). Klamroth, Kathrin ; Gorski, Jochen ; Pfeuffer, Frank . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:66:y:2007:i:3:p:373-407. Full description at Econpapers || Download paper | 33 |
18 | 1999 | Some applications of impulse control in mathematical finance. (1999). Korn, Ralf. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:50:y:1999:i:3:p:493-518. Full description at Econpapers || Download paper | 31 |
19 | 2009 | On convex risk measures on L p -spaces. (2009). Kaina, M. ; Ruschendorf, L.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:69:y:2009:i:3:p:475-495. Full description at Econpapers || Download paper | 29 |
20 | 2000 | On quadratic hedging in continuous time. (2000). Pham, Huyen. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:51:y:2000:i:2:p:315-339. Full description at Econpapers || Download paper | 29 |
21 | 2016 | Systemic risk measures on general measurable spaces. (2016). Zilch, K ; Overbeck, L ; Kromer, E. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:84:y:2016:i:2:d:10.1007_s00186-016-0545-1. Full description at Econpapers || Download paper | 28 |
22 | 2004 | Do we detect and exploit mixed strategy play by opponents?. (2004). Swarthout, J. ; Shachat, Jason. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:59:y:2004:i:3:p:359-373. Full description at Econpapers || Download paper | 27 |
23 | 2000 | The proportional value for positive cooperative games. (2000). Ortmann, Michael K.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:51:y:2000:i:2:p:235-248. Full description at Econpapers || Download paper | 27 |
24 | 2003 | Axiomatizations of the Shapley value for cooperative games on antimatroids. (2003). van den Brink, Rene ; Bilbao, J. M. ; Algaba, E. ; Jimenez-Losada, A.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:57:y:2003:i:1:p:49-65. Full description at Econpapers || Download paper | 27 |
25 | 2008 | Optimizing venture capital investments in a jump diffusion model. (2008). Bayraktar, Erhan ; Egami, Masahiko. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:67:y:2008:i:1:p:21-42. Full description at Econpapers || Download paper | 27 |
26 | 2014 | Concepts of efficiency for uncertain multi-objective optimization problems based on set order relations. (2014). Ide, Jonas ; Kobis, Elisabeth. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:80:y:2014:i:1:p:99-127. Full description at Econpapers || Download paper | 27 |
27 | 2007 | On stochastic games in economics. (2007). Nowak, Andrzej. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:66:y:2007:i:3:p:513-530. Full description at Econpapers || Download paper | 27 |
28 | 2010 | Optimal investment for a pension fund under inflation risk. (2010). Ewald, Christian-Oliver ; Zhang, Aihua. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:71:y:2010:i:2:p:353-369. Full description at Econpapers || Download paper | 26 |
29 | 1997 | Contingent epiderivatives and set-valued optimization. (1997). Rauh, Rudiger ; Jahn, Johannes. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:46:y:1997:i:2:p:193-211. Full description at Econpapers || Download paper | 25 |
30 | 2007 | A new approach to the core and Weber set of multichoice games. (2007). Grabisch, Michel ; Xie, Lijue . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:66:y:2007:i:3:p:491-512. Full description at Econpapers || Download paper | 24 |
31 | 2009 | Cooperation under interval uncertainty. (2009). Tijs, Stef ; Miquel, Silvia ; Alparslan-Gok, S.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:69:y:2009:i:1:p:99-109. Full description at Econpapers || Download paper | 24 |
32 | 2003 | Cooperation and competition in inventory games. (2003). Borm, Peter ; Garcia-Jurado, Ignacio ; Meca, Ana. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:57:y:2003:i:3:p:481-493. Full description at Econpapers || Download paper | 24 |
33 | 2007 | Owen coalitional value without additivity axiom. (2007). Yanovskaya, Elena ; Khmelnitskaya, Anna. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:66:y:2007:i:2:p:255-261. Full description at Econpapers || Download paper | 23 |
34 | 2000 | Optimal portfolios for exponential Lévy processes. (2000). Kallsen, Jan. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:51:y:2000:i:3:p:357-374. Full description at Econpapers || Download paper | 23 |
35 | 2005 | Managing the reputation of an award to motivate performance. (2005). Feichtinger, Gustav ; Caulkins, J. P. ; Tragler, G. ; Gavrila, C. ; Hartl, R. F.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:61:y:2005:i:1:p:1-22. Full description at Econpapers || Download paper | 22 |
36 | 1999 | Optimal investment and consumption models with non-linear stock dynamics. (1999). Zariphopoulou, Thaleia. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:50:y:1999:i:2:p:271-296. Full description at Econpapers || Download paper | 22 |
37 | 1999 | On value preserving and growth optimal portfolios. (1999). Korn, Ralf ; Schal, Manfred . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:50:y:1999:i:2:p:189-218. Full description at Econpapers || Download paper | 22 |
38 | 2004 | A General Framework for Bounds for Higher-Dimensional Orthogonal Packing Problems. (2004). Fekete, Sandor P. ; Schepers, Jorg . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:60:y:2004:i:2:p:311-329. Full description at Econpapers || Download paper | 21 |
39 | 2008 | Approximately solving multiobjective linear programmes in objective space and an application in radiotherapy treatment planning. (2008). Ehrgott, Matthias ; Shao, Lizhen . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:68:y:2008:i:2:p:257-276. Full description at Econpapers || Download paper | 21 |
40 | 1998 | Optimality conditions for set-valued optimization problems. (1998). Jahn, Johannes ; Chen, Guangya. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:48:y:1998:i:2:p:187-200. Full description at Econpapers || Download paper | 20 |
41 | 2007 | Mean-variance portfolio selection for a non-life insurance company. (2007). Delong, Ukasz ; Gerrard, Russell. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:66:y:2007:i:2:p:339-367. Full description at Econpapers || Download paper | 20 |
42 | 2009 | Panjer recursion versus FFT for compound distributions. (2009). Embrechts, Paul ; Frei, Marco . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:69:y:2009:i:3:p:497-508. Full description at Econpapers || Download paper | 20 |
43 | 2000 | Ideal equilibria in noncooperative multicriteria games. (2000). Voorneveld, Mark ; Grahn, Sofia ; Dufwenberg, Martin. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:52:y:2000:i:1:p:65-77. Full description at Econpapers || Download paper | 19 |
44 | 2000 | Generalized vector quasi-equilibrium problems. (2000). Fu, Jun-Yi . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:52:y:2000:i:1:p:57-64. Full description at Econpapers || Download paper | 19 |
45 | 2000 | The efficient frontier for bounded assets. (2000). Hlouskova, Jaroslava ; Best, Michael J.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:52:y:2000:i:2:p:195-212. Full description at Econpapers || Download paper | 19 |
46 | 2011 | The restricted core of games on distributive lattices: how to share benefits in a hierarchy. (2011). Grabisch, Michel ; Xie, Lijue . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:73:y:2011:i:2:p:189-208. Full description at Econpapers || Download paper | 19 |
47 | 2011 | Existence of shadow prices in finite probability spaces. (2011). Muhle-Karbe, Johannes ; Kallsen, Jan. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:73:y:2011:i:2:p:251-262. Full description at Econpapers || Download paper | 18 |
48 | 2007 | The Karush-Kuhn-Tucker optimality conditions for the optimization problem with fuzzy-valued objective function. (2007). Wu, Hsien-Chung. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:66:y:2007:i:2:p:203-224. Full description at Econpapers || Download paper | 18 |
49 | 2010 | An extended covering model for flexible discrete and equity location problems. (2010). Nickel, Stefan ; Velten, Sebastian ; Marin, Alfredo. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:71:y:2010:i:1:p:125-163. Full description at Econpapers || Download paper | 18 |
50 | 2003 | On the balancedness of relaxed sequencing games. (2003). Hamers, Herbert ; van Velzen, Bas . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:57:y:2003:i:2:p:287-297. Full description at Econpapers || Download paper | 18 |
# | Year | Title | Cited |
---|---|---|---|
1 | 2013 | A note on generalized inverses. (2013). Embrechts, Paul ; Hofert, Marius. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:77:y:2013:i:3:p:423-432. Full description at Econpapers || Download paper | 24 |
2 | 2000 | Steepest descent methods for multicriteria optimization. (2000). Fliege, Jorg ; Svaiter, Benar Fux . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:51:y:2000:i:3:p:479-494. Full description at Econpapers || Download paper | 18 |
3 | 1997 | A review of multi-component maintenance models with economic dependence. (1997). Dekker, Rommert ; Wildeman, Ralph ; Schouten, Frank Duyn . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:45:y:1997:i:3:p:411-435. Full description at Econpapers || Download paper | 16 |
4 | 2016 | Systemic risk measures on general measurable spaces. (2016). Zilch, K ; Overbeck, L ; Kromer, E. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:84:y:2016:i:2:d:10.1007_s00186-016-0545-1. Full description at Econpapers || Download paper | 16 |
5 | 2007 | Biconvex sets and optimization with biconvex functions: a survey and extensions. (2007). Klamroth, Kathrin ; Gorski, Jochen ; Pfeuffer, Frank . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:66:y:2007:i:3:p:373-407. Full description at Econpapers || Download paper | 14 |
6 | 2007 | The Karush-Kuhn-Tucker optimality conditions for the optimization problem with fuzzy-valued objective function. (2007). Wu, Hsien-Chung. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:66:y:2007:i:2:p:203-224. Full description at Econpapers || Download paper | 13 |
7 | 2018 | On solving mutual liability problems. (2018). Borm, Peter ; Reijnierse, Hans ; Schaarsberg, Mirjam Groote. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:87:y:2018:i:3:d:10.1007_s00186-017-0621-1. Full description at Econpapers || Download paper | 13 |
8 | 2011 | Covering models and optimization techniques for emergency response facility location and planning: a review. (2011). Zhao, Zhaoxia ; Li, Xueping ; Zhu, Xiaoyan ; Wyatt, Tami . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:74:y:2011:i:3:p:281-310. Full description at Econpapers || Download paper | 12 |
9 | 2010 | Optimal investment under partial information. (2010). Bjork, Tomas ; Davis, Mark ; Landen, Camilla . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:71:y:2010:i:2:p:371-399. Full description at Econpapers || Download paper | 12 |
10 | 2001 | The Myerson value for union stable structures. (2001). Borm, Peter ; Bilbao, J. M. ; Lopez, J. J. ; Algaba, E.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:54:y:2001:i:3:p:359-371. Full description at Econpapers || Download paper | 10 |
11 | 2001 | Reward functionals, salvage values, and optimal stopping. (2001). Alvarez, Luis ; Luis H. R. Alvarez, . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:54:y:2001:i:2:p:315-337. Full description at Econpapers || Download paper | 10 |
12 | 2014 | SG&A cost stickiness and equity-based executive compensation: does empire building matter?. (2014). Zehnder, Jens ; Bruggen, Alexander. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:25:y:2014:i:3:p:169-192. Full description at Econpapers || Download paper | 10 |
13 | 2010 | Optimal investment for a pension fund under inflation risk. (2010). Ewald, Christian-Oliver ; Zhang, Aihua. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:71:y:2010:i:2:p:353-369. Full description at Econpapers || Download paper | 9 |
14 | 2014 | Concepts of efficiency for uncertain multi-objective optimization problems based on set order relations. (2014). Ide, Jonas ; Kobis, Elisabeth. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:80:y:2014:i:1:p:99-127. Full description at Econpapers || Download paper | 9 |
15 | 2008 | Optimizing venture capital investments in a jump diffusion model. (2008). Bayraktar, Erhan ; Egami, Masahiko. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:67:y:2008:i:1:p:21-42. Full description at Econpapers || Download paper | 8 |
16 | 2007 | Owen coalitional value without additivity axiom. (2007). Yanovskaya, Elena ; Khmelnitskaya, Anna. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:66:y:2007:i:2:p:255-261. Full description at Econpapers || Download paper | 8 |
17 | 2003 | Whittles index policy for a multi-class queueing system with convex holding costs. (2003). Ansell, P. S. ; O'Keeffe, M. ; Glazebrook, K. D. ; Nio-Mora, J.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:57:y:2003:i:1:p:21-39. Full description at Econpapers || Download paper | 8 |
18 | 2017 | Robust optimal investment and reinsurance problem for a general insurance company under Heston model. (2017). Zhou, Jieming ; Yang, Xiangqun ; Huang, YA. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:85:y:2017:i:2:d:10.1007_s00186-017-0570-8. Full description at Econpapers || Download paper | 7 |
19 | 2000 | Ideal equilibria in noncooperative multicriteria games. (2000). Voorneveld, Mark ; Grahn, Sofia ; Dufwenberg, Martin. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:52:y:2000:i:1:p:65-77. Full description at Econpapers || Download paper | 7 |
20 | 2017 | Optimal meanâvariance asset-liability management with stochastic interest rates and inflation risks. (2017). Xiao, Qingxian ; Pan, Jian. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:85:y:2017:i:3:d:10.1007_s00186-017-0580-6. Full description at Econpapers || Download paper | 7 |
21 | 2019 | A multilevel model of the European entry-exit gas market. (2019). Zottl, Gregor ; Schmidt, Martin ; Schewe, Lars ; Grimm, Veronika. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:89:y:2019:i:2:d:10.1007_s00186-018-0647-z. Full description at Econpapers || Download paper | 7 |
22 | 2007 | A new approach to the core and Weber set of multichoice games. (2007). Grabisch, Michel ; Xie, Lijue . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:66:y:2007:i:3:p:491-512. Full description at Econpapers || Download paper | 7 |
23 | 2000 | On quadratic hedging in continuous time. (2000). Pham, Huyen. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:51:y:2000:i:2:p:315-339. Full description at Econpapers || Download paper | 7 |
24 | 2020 | Decentralization and mutual liability rules. (2020). Quant, Marieke ; Borm, Peter ; Ketelaars, Martijn. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:92:y:2020:i:3:d:10.1007_s00186-020-00725-7. Full description at Econpapers || Download paper | 7 |
25 | 2018 | Optimal meanâvariance investment and reinsurance problem for an insurer with stochastic volatility. (2018). Guo, Junyi ; Sun, Zhongyang. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:88:y:2018:i:1:d:10.1007_s00186-017-0628-7. Full description at Econpapers || Download paper | 7 |
26 | 2016 | Optimal meanâvariance reinsurance and investment in a jump-diffusion financial market with common shock dependence. (2016). Zhang, Caibin ; Yuen, Kam Chuen ; Bi, Junna ; Liang, Zhibin. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:84:y:2016:i:1:d:10.1007_s00186-016-0538-0. Full description at Econpapers || Download paper | 7 |
27 | 2003 | Robust facility location. (2003). Nickel, Stefan ; Carrizosa, Emilio. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:58:y:2003:i:2:p:331-349. Full description at Econpapers || Download paper | 6 |
28 | 2004 | A fast algorithm for near cost optimal line plans. (2004). Lindner, Thomas ; Bussieck, Michael R. ; Lubbecke, Marco E.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:59:y:2004:i:2:p:205-220. Full description at Econpapers || Download paper | 6 |
29 | 2000 | The position value for union stable systems. (2000). Borm, Peter ; Bilbao, J. M. ; Lopez, J. J. ; Algaba, E.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:52:y:2000:i:2:p:221-236. Full description at Econpapers || Download paper | 6 |
30 | 2018 | An inertial-like proximal algorithm for equilibrium problems. (2018). Hieu, Dang. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:88:y:2018:i:3:d:10.1007_s00186-018-0640-6. Full description at Econpapers || Download paper | 6 |
31 | 2007 | Games on lattices, multichoice games and the shapley value: a new approach. (2007). Grabisch, Michel ; Lange, Fabien. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:65:y:2007:i:1:p:153-167. Full description at Econpapers || Download paper | 6 |
32 | 2016 | Computing tight bounds via piecewise linear functions through the example of circle cutting problems. (2016). Rebennack, Steffen. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:84:y:2016:i:1:d:10.1007_s00186-016-0546-0. Full description at Econpapers || Download paper | 6 |
33 | 2010 | An extended covering model for flexible discrete and equity location problems. (2010). Nickel, Stefan ; Velten, Sebastian ; Marin, Alfredo. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:71:y:2010:i:1:p:125-163. Full description at Econpapers || Download paper | 6 |
34 | 2010 | Comparison and robustification of Bayes and Black-Litterman models. (2010). Zagst, Rudi ; Werner, Ralf ; Schottle, Katrin. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:71:y:2010:i:3:p:453-475. Full description at Econpapers || Download paper | 6 |
35 | 2009 | On convex risk measures on L p -spaces. (2009). Kaina, M. ; Ruschendorf, L.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:69:y:2009:i:3:p:475-495. Full description at Econpapers || Download paper | 6 |
36 | 2009 | Cooperation under interval uncertainty. (2009). Tijs, Stef ; Miquel, Silvia ; Alparslan-Gok, S.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:69:y:2009:i:1:p:99-109. Full description at Econpapers || Download paper | 6 |
37 | 1999 | Optimal investment and consumption models with non-linear stock dynamics. (1999). Zariphopoulou, Thaleia. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:50:y:1999:i:2:p:271-296. Full description at Econpapers || Download paper | 6 |
38 | 2004 | A General Framework for Bounds for Higher-Dimensional Orthogonal Packing Problems. (2004). Fekete, Sandor P. ; Schepers, Jorg . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:60:y:2004:i:2:p:311-329. Full description at Econpapers || Download paper | 5 |
39 | 2008 | Dynamic mean-variance problem with constrained risk control for the insurers. (2008). Bai, Lihua ; Zhang, Huayue. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:68:y:2008:i:1:p:181-205. Full description at Econpapers || Download paper | 5 |
40 | 2004 | A non-cooperative approach to the cost spanning tree problem. (2004). Bergantiños, Gustavo ; Lorenzo, Leticia ; Bergantios, Gustavo. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:59:y:2004:i:3:p:393-403. Full description at Econpapers || Download paper | 5 |
41 | 2019 | Responsibility and sharing the cost of cleaning a polluted river. (2019). Sun, Hao ; Hou, Dongshuang. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:89:y:2019:i:1:d:10.1007_s00186-019-00658-w. Full description at Econpapers || Download paper | 5 |
42 | 2011 | Markov Decision Processes with Average-Value-at-Risk criteria. (2011). Bauerle, Nicole ; Ott, Jonathan . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:74:y:2011:i:3:p:361-379. Full description at Econpapers || Download paper | 5 |
43 | 2004 | A conditional gradient method with linear rate of convergence for solving convex linear systems. (2004). Teboulle, Marc ; Beck, Amir. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:59:y:2004:i:2:p:235-247. Full description at Econpapers || Download paper | 5 |
44 | 2002 | Tree-connected peer group situations and peer group games. (2002). Fragnelli, Vito ; Tijs, Stef ; Branzei, Rodica. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:55:y:2002:i:1:p:93-106. Full description at Econpapers || Download paper | 5 |
45 | 2017 | Sufficient conditions to compute any solution of a quasivariational inequality via a variational inequality. (2017). Sagratella, Simone ; Aussel, Didier. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:85:y:2017:i:1:d:10.1007_s00186-016-0565-x. Full description at Econpapers || Download paper | 5 |
46 | 2000 | Optimal risk and dividend distribution control models for an insurance company. (2000). Taksar, Michael I.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:51:y:2000:i:1:p:1-42. Full description at Econpapers || Download paper | 5 |
47 | 2007 | A composite run-to-the-bank rule for multi-issue allocation situations. (2007). Borm, Peter ; Hendrickx, Ruud ; Gonzalez-Alcon, Carlos . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:65:y:2007:i:2:p:339-352. Full description at Econpapers || Download paper | 5 |
48 | 2011 | Combinatorial integral approximation. (2011). Sager, Sebastian ; Jung, Michael ; Kirches, Christian. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:73:y:2011:i:3:p:363-380. Full description at Econpapers || Download paper | 4 |
49 | 1997 | Contingent epiderivatives and set-valued optimization. (1997). Rauh, Rudiger ; Jahn, Johannes. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:46:y:1997:i:2:p:193-211. Full description at Econpapers || Download paper | 4 |
50 | 2019 | Nonconcave robust optimization with discrete strategies under Knightian uncertainty. (2019). Iki, Mario ; Neufeld, Ariel. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:90:y:2019:i:2:d:10.1007_s00186-019-00669-7. Full description at Econpapers || Download paper | 4 |
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2022 | Scalarization and robustness in uncertain vector optimization problems: a non componentwise approach. (2022). Molho, Elena ; Baiardi, Lorenzo Cerboni ; Caprari, Elisa. In: Journal of Global Optimization. RePEc:spr:jglopt:v:84:y:2022:i:2:d:10.1007_s10898-022-01142-2. Full description at Econpapers || Download paper | |
2022 | New Notions of Proper Efficiency in Set Optimization with the Set Criterion. (2022). Novo, V ; Jimenez, B ; Huerga, L. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:195:y:2022:i:3:d:10.1007_s10957-022-02088-x. Full description at Econpapers || Download paper | |
2022 | Computation of quantile sets for bivariate ordered data. (2022). Kostner, Daniel ; Hamel, Andreas H. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:169:y:2022:i:c:s0167947322000020. Full description at Econpapers || Download paper | |
2022 | Dynamic Stackelberg duopoly with sticky prices and a myopic follower. (2022). Wiszniewska-Matyszkiel, Agnieszka ; Kaska, Katarzyna. In: Operational Research. RePEc:spr:operea:v:22:y:2022:i:4:d:10.1007_s12351-021-00665-y. Full description at Econpapers || Download paper | |
2022 | Mean Field Models to Regulate Carbon Emissions in Electricity Production. (2022). Lauriere, Mathieu ; Dayanikli, Goke ; Carmona, Rene. In: Dynamic Games and Applications. RePEc:spr:dyngam:v:12:y:2022:i:3:d:10.1007_s13235-021-00422-y. Full description at Econpapers || Download paper | |
2022 | A mean?field game approach to equilibrium pricing in solar renewable energy certificate markets. (2022). Jaimungal, Sebastian ; Firoozi, Dena ; Shrivats, Arvind V. In: Mathematical Finance. RePEc:bla:mathfi:v:32:y:2022:i:3:p:779-824. Full description at Econpapers || Download paper | |
2022 | Near-optimal solutions of convex semi-infinite programs via targeted sampling. (2022). Das, Souvik ; Aravind, Ashwin ; Cherukuri, Ashish ; Chatterjee, Debasish . In: Annals of Operations Research. RePEc:spr:annopr:v:318:y:2022:i:1:d:10.1007_s10479-022-04810-4. Full description at Econpapers || Download paper | |
2022 | On Solving Robust Log-Optimal Portfolio: A Supporting Hyperplane Approximation Approach. (2022). Hsieh, Chung-Han. In: Papers. RePEc:arx:papers:2202.03858. Full description at Econpapers || Download paper | |
2022 | On the rectangular knapsack problem. (2022). Wagner, Mirko H ; Chimani, Markus ; Bokler, Fritz. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:96:y:2022:i:1:d:10.1007_s00186-022-00788-8. Full description at Econpapers || Download paper | |
2022 | A concept of copula robustness and its applications in quantitative risk management. (2022). Zahle, Henryk. In: Finance and Stochastics. RePEc:spr:finsto:v:26:y:2022:i:4:d:10.1007_s00780-022-00485-8. Full description at Econpapers || Download paper | |
2022 | The knapsack problem with special neighbor constraints. (2022). Komander, Dominique ; Gurski, Frank ; Goebbels, Steffen. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:95:y:2022:i:1:d:10.1007_s00186-021-00767-5. Full description at Econpapers || Download paper | |
2022 | Robust classical-impulse stochastic control problems in an infinite horizon. (2022). Pun, Chi Seng. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:96:y:2022:i:2:d:10.1007_s00186-022-00795-9. Full description at Econpapers || Download paper | |
2022 | On the surplus management of funds with assets and liabilities in presence of solvency requirements. (2022). Avanzi, Benjamin ; Wong, Bernard ; Brandt, Lars Frederik ; Chen, Ping. In: Papers. RePEc:arx:papers:2203.05139. Full description at Econpapers || Download paper | |
2022 | Decentralized Payment Clearing using Blockchain and Optimal Bidding. (2021). Feinstein, Zachary ; Bichuch, Maxim ; Amini, Hamed. In: Papers. RePEc:arx:papers:2109.00446. Full description at Econpapers || Download paper | |
2022 | Adaptive discretization-based algorithms for semi-infinite programs with unbounded variables. (2022). Mitsos, Alexander ; Djelassi, Hatim ; Jungen, Daniel. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:96:y:2022:i:1:d:10.1007_s00186-022-00792-y. Full description at Econpapers || Download paper | |
2022 | Risk-sensitive infinite-horizon discounted piecewise deterministic Markov decision processes. (2022). Huang, Yonghui ; Lian, Zhaotong ; Guo, Xianping. In: Operational Research. RePEc:spr:operea:v:22:y:2022:i:5:d:10.1007_s12351-022-00726-w. Full description at Econpapers || Download paper | |
2022 | Optimal consumption under a drawdown constraint over a finite horizon. (2022). Yu, Xiang ; Yi, Fahuai ; Li, Xun ; Chen, Xiaoshan. In: Papers. RePEc:arx:papers:2207.07848. Full description at Econpapers || Download paper | |
2022 | Dynamic spending and portfolio decisions with a soft social norm. (2022). Bjerketvedt, Vegard Skonseng ; Tronnes, Haakon Andreas ; Harang, Fabian Andsem ; Mork, Knut Anton. In: Papers. RePEc:arx:papers:2212.10053. Full description at Econpapers || Download paper | |
2022 | Second-order productivity, second-order payoffs, and the Owen value. (2022). Takeng, Rodrigue Tido ; Casajus, Andre. In: Post-Print. RePEc:hal:journl:hal-03798448. Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2022 | On the Mean and Variance Residual Life Comparisons of Coherent Systems with Identically Distributed Components. (2022). Rezaei, Majid ; Chahkandi, Majid ; Noughabi, Elham Khaleghpanah. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:24:y:2022:i:4:d:10.1007_s11009-022-09952-3. Full description at Econpapers || Download paper | |
2022 | Designing Efficient Pair-Trading Strategies Using Cointegration for the Indian Stock Market. (2022). Sen, Jaydip. In: Papers. RePEc:arx:papers:2211.07080. Full description at Econpapers || Download paper | |
2022 | Semi-definite Representations for Sets of Cubics on the Two-dimensional Sphere. (2022). Hildebrand, Roland. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:195:y:2022:i:2:d:10.1007_s10957-022-02104-0. Full description at Econpapers || Download paper | |
2022 | A Closest Benders Cut Selection Scheme for Accelerating the Benders Decomposition Algorithm. (2022). Park, Sungsoo ; Lee, Chungmok ; Joung, Seulgi ; Seo, Kiho. In: INFORMS Journal on Computing. RePEc:inm:orijoc:v:34:y:2022:i:5:p:2804-2827. Full description at Econpapers || Download paper |
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2022 | Growth-collapse effects applied to cash management and queues. (2022). Perry, D ; Stadje, W. In: Queueing Systems: Theory and Applications. RePEc:spr:queues:v:100:y:2022:i:3:d:10.1007_s11134-022-09820-4. Full description at Econpapers || Download paper |
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2021 | Axiomatizations of Dutta-Rayâs egalitarian solution on the domain of convex games. (2021). Sudhölter, Peter ; Sudholter, Peter ; Llerena, Francesc ; Calleja, Pedro. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:95:y:2021:i:c:s030440682100015x. Full description at Econpapers || Download paper |
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2020 | Nonrecursive separation of risk and time preferences. (2020). Steffensen, Mogens ; Jensen, Ninna Reitzel ; Fahrenwaldt, Matthias Albrecht. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:90:y:2020:i:c:p:95-108. Full description at Econpapers || Download paper | |
2020 | . Full description at Econpapers || Download paper | |
2020 | . Full description at Econpapers || Download paper | |
2020 | A framework for modelling cash flow lags. (2020). Song, Han-Suck ; Armerin, Fredrik. In: Working Paper Series. RePEc:hhs:kthrec:2020_017. Full description at Econpapers || Download paper | |
2020 | The CoMirror algorithm with random constraint sampling for convex semi-infinite programming. (2020). Zhao, Sixiang ; Haskell, William B ; Wei, BO. In: Annals of Operations Research. RePEc:spr:annopr:v:295:y:2020:i:2:d:10.1007_s10479-020-03766-7. Full description at Econpapers || Download paper |
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2019 | Pricing and hedging equity-linked life insurance contracts beyond the classical paradigm: The principle of equivalent forward preferences. (2019). Chong, Wing Fung. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:88:y:2019:i:c:p:93-107. Full description at Econpapers || Download paper | |
2019 | Sharing a Polluted River under Waste Flow Control. (2019). Lardon, Aymeric ; Xu, Genjiu ; Sun, Panfei ; Hou, Dongshuang. In: GREDEG Working Papers. RePEc:gre:wpaper:2019-23. Full description at Econpapers || Download paper |