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Citation Profile [Updated: 2026-05-04 07:00:09]
5 Years H Index
59
Impact Factor (IF)
0.51
5 Years IF
0.49
Data available in this report

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

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1990 0.02 0.1 0.63 0.05 43 43 776 27 27 99 2 263 12 0 0 0.05
1991 0.02 0.11 0.43 0.04 46 89 598 38 65 91 2 248 10 0 1 0.02 0.06
1992 0.04 0.12 0.26 0.03 59 148 685 39 104 89 4 235 8 0 0 0.06
1993 0.03 0.13 0.15 0.03 60 208 546 31 135 105 3 247 7 0 0 0.06
1994 0.07 0.14 0.28 0.05 56 264 521 74 209 119 8 256 14 0 1 0.02 0.07
1995 0.13 0.22 0.52 0.12 54 318 603 166 375 116 15 264 32 1 0.6 1 0.02 0.1
1996 0.05 0.24 0.42 0.07 55 373 455 155 530 110 5 275 19 0 4 0.07 0.11
1997 0.18 0.24 0.54 0.17 48 421 454 227 757 109 20 284 49 0 2 0.04 0.11
1998 0.24 0.27 0.64 0.21 54 475 945 302 1059 103 25 273 56 33 10.9 3 0.06 0.13
1999 0.17 0.29 0.58 0.16 48 523 346 305 1364 102 17 267 43 16 5.2 1 0.02 0.14
2000 0.23 0.35 0.6 0.24 41 564 411 338 1703 102 23 259 61 29 8.6 1 0.02 0.16
2001 0.16 0.38 0.59 0.23 49 613 445 361 2064 89 14 246 56 60 16.6 1 0.02 0.17
2002 0.27 0.39 0.59 0.24 48 661 415 393 2457 90 24 240 58 43 10.9 3 0.06 0.21
2003 0.21 0.43 0.64 0.22 44 705 898 451 2908 97 20 240 53 68 15.1 4 0.09 0.21
2004 0.27 0.48 0.72 0.26 53 758 604 542 3453 92 25 230 59 71 13.1 4 0.08 0.22
2005 0.32 0.51 0.67 0.34 54 812 542 544 3997 97 31 235 79 79 14.5 11 0.2 0.23
2006 0.21 0.49 0.63 0.28 50 862 610 538 4536 107 23 248 70 52 9.7 3 0.06 0.22
2007 0.25 0.44 0.74 0.37 56 918 528 683 5219 104 26 249 91 67 9.8 3 0.05 0.2
2008 0.28 0.47 0.76 0.38 57 975 483 736 5957 106 30 257 97 79 10.7 15 0.26 0.22
2009 0.31 0.46 0.71 0.39 61 1036 439 740 6697 113 35 270 106 76 10.3 3 0.05 0.23
2010 0.42 0.46 0.78 0.45 47 1083 574 840 7537 118 49 278 126 65 7.7 5 0.11 0.2
2011 0.33 0.5 0.77 0.44 42 1125 366 867 8404 108 36 271 119 77 8.9 6 0.14 0.23
2012 0.28 0.5 0.82 0.37 37 1162 296 948 9354 89 25 263 98 49 5.2 8 0.22 0.21
2013 0.41 0.54 0.82 0.37 38 1200 487 981 10337 79 32 244 90 50 5.1 10 0.26 0.23
2014 0.45 0.53 0.87 0.52 63 1263 367 1102 11441 75 34 225 118 104 9.4 15 0.24 0.22
2015 0.47 0.52 0.86 0.5 52 1315 269 1134 12575 101 47 227 114 99 8.7 3 0.06 0.22
2016 0.56 0.5 0.96 0.69 77 1392 419 1343 13918 115 64 232 159 127 9.5 10 0.13 0.2
2017 0.41 0.51 0.89 0.51 60 1452 266 1296 15214 129 53 267 135 98 7.6 1 0.02 0.2
2018 0.46 0.52 0.83 0.52 60 1512 296 1253 16467 137 63 290 150 73 5.8 5 0.08 0.22
2019 0.48 0.53 0.87 0.46 49 1561 336 1353 17821 120 58 312 144 68 5 12 0.24 0.21
2020 0.69 0.63 1 0.57 65 1626 245 1619 19440 109 75 298 171 107 6.6 10 0.15 0.3
2021 0.66 0.73 0.91 0.62 69 1695 173 1550 20990 114 75 311 192 60 3.9 7 0.1 0.27
2022 0.56 0.72 0.86 0.68 133 1828 93 1576 22566 134 75 303 205 0 0 0.22
2023 0.16 0.67 0.67 0.41 93 1921 80 1293 23859 202 32 376 153 0 0 0.19
2024 0.05 0.73 0.62 0.38 56 1977 21 1235 25094 226 12 409 157 0 0 0.22
2025 0.51 0.96 0.65 0.49 112 2089 17 1360 26454 149 76 416 203 0 9 0.08 0.28
IF: Two years Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for all series in RePEc in year y
CIF: Cumulative impact factor
IF5: Five years Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
SC: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
11981Optimal Auction Design. (1981). Myerson, Roger. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:6:y:1981:i:1:p:58-73.

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2259
21977Graphs and Cooperation in Games. (1977). Myerson, Roger. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:2:y:1977:i:3:p:225-229.

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783
31998Robust Convex Optimization. (1998). Nemirovski, A ; Ben-Tal, A. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:23:y:1998:i:4:p:769-805.

Full description at Econpapers || Download paper

539
41982The Economics of Matching: Stability and Incentives. (1982). Roth, Alvin. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:7:y:1982:i:4:p:617-628.

Full description at Econpapers || Download paper

469
51990Portfolio Selection with Transaction Costs. (1990). Norman, A R. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:15:y:1990:i:4:p:676-713.

Full description at Econpapers || Download paper

391
61985Distributional Strategies for Games with Incomplete Information. (1985). Milgrom, Paul ; Weber, Robert J. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:10:y:1985:i:4:p:619-632.

Full description at Econpapers || Download paper

281
72003Robust Portfolio Selection Problems. (2003). Iyengar, G ; Goldfarb, D. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:28:y:2003:i:1:p:1-38.

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267
81979Mathematical Properties of the Banzhaf Power Index. (1979). Dubey, Pradeep ; Shapley, Lloyd S. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:4:y:1979:i:2:p:99-131.

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262
91991Scenarios and Policy Aggregation in Optimization Under Uncertainty. (1991). Rockafellar, R T. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:16:y:1991:i:1:p:119-147.

Full description at Econpapers || Download paper

258
101976The Complexity of Flowshop and Jobshop Scheduling. (1976). Sethi, Ravi ; Garey, M R ; Johnson, D S. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:1:y:1976:i:2:p:117-129.

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226
111987On Dividing an Amount According to Individual Claims or Liabilities. (1987). Young, Peyton H. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:12:y:1987:i:3:p:398-414.

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209
121979Geometric Properties of the Kernel, Nucleolus, and Related Solution Concepts. (1979). Maschler, M ; Shapley, L S ; Peleg, B. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:4:y:1979:i:4:p:303-338.

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185
131995Optimal Investment Policies for a Firm With a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin. (1995). Browne, Sid. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:20:y:1995:i:4:p:937-958.

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185
141992On Solution Stability of the Linear Complementarity Problem. (1992). Gowda, Seetharama M ; Pang, Jong-Shi. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:17:y:1992:i:1:p:77-83.

Full description at Econpapers || Download paper

184
151988The 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

157
162006Optimization of Convex Risk Functions. (2006). Ruszczynski, Andrzej ; Ruszczyski, Andrzej ; Shapiro, Alexander. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:31:y:2006:i:3:p:433-452.

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154
171986A Stochastic Calculus Model of Continuous Trading: Optimal Portfolios. (1986). Pliska, Stanley R. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:11:y:1986:i:2:p:371-382.

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144
182003A Fixed-Point Approach to Stable Matchings and Some Applications. (2003). Fleiner, Tamas. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:28:y:2003:i:1:p:103-126.

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134
191986An Inventory Model with Limited Production Capacity and Uncertain Demands I. The Average-Cost Criterion. (1986). Zipkin, P ; Federgruen, A. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:11:y:1986:i:2:p:193-207.

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127
202000Mathematical Programs with Complementarity Constraints: Stationarity, Optimality, and Sensitivity. (2000). Scholtes, Stefan ; Scheel, Holger . In: Mathematics of Operations Research. RePEc:inm:ormoor:v:25:y:2000:i:1:p:1-22.

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127
211986An Inventory Model with Limited Production Capacity and Uncertain Demands II. The Discounted-Cost Criterion. (1986). Zipkin, P ; Federgruen, A. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:11:y:1986:i:2:p:208-215.

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126
222004Coordinating Inventory Control and Pricing Strategies with Random Demand and Fixed Ordering Cost: The Infinite Horizon Case. (2004). Chen, Xin ; Simchi-Levi, David. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:29:y:2004:i:3:p:698-723.

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115
232010Proximal Alternating Minimization and Projection Methods for Nonconvex Problems: An Approach Based on the Kurdyka-Łojasiewicz Inequality. (2010). Soubeyran, Antoine ; Bolte, Jérôme ; Redont, Patrick ; Attouch, Hedy. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:35:y:2010:i:2:p:438-457.

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112
241983The Fair Division of a Fixed Supply Among a Growing Population. (1983). Thomson, William. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:8:y:1983:i:3:p:319-326.

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105
251995Variance-Optimal Hedging in Discrete Time. (1995). Schweizer, Martin. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:20:y:1995:i:1:p:1-32.

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104
261981Value Theory Without Efficiency. (1981). Neyman, Abraham ; Dubey, Pradeep ; Weber, Robert James. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:6:y:1981:i:1:p:122-128.

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103
271994On the Complexity of Cooperative Solution Concepts. (1994). Deng, Xiaotie ; Papadimitriou, Christos H. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:19:y:1994:i:2:p:257-266.

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102
281993Convergence Analysis of Some Algorithms for Solving Nonsmooth Equations. (1993). Qi, Liqun. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:18:y:1993:i:1:p:227-244.

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96
291976Augmented Lagrangians and Applications of the Proximal Point Algorithm in Convex Programming. (1976). Rockafellar, R T. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:1:y:1976:i:2:p:97-116.

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93
301983Instantaneous Control of Brownian Motion. (1983). Harrison, Michael J ; Taksar, Michael I. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:8:y:1983:i:3:p:439-453.

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93
312001Risk, Ambiguity, and the Separation of Utility and Beliefs. (2001). Marinacci, Massimo ; Ghirardato, Paolo. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:26:y:2001:i:4:p:864-890.

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92
321988Generalized Equilibrium Results for Games with Incomplete Information. (1988). Balder, Erik J. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:13:y:1988:i:2:p:265-276.

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92
331988Cooling Schedules for Optimal Annealing. (1988). Hajek, Bruce. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:13:y:1988:i:2:p:311-329.

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92
341980Strongly Regular Generalized Equations. (1980). Robinson, Stephen M. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:5:y:1980:i:1:p:43-62.

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91
351983Integer Programming with a Fixed Number of Variables. (1983). Lenstra, H W. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:8:y:1983:i:4:p:538-548.

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90
362013Opinion Fluctuations and Disagreement in Social Networks. (2013). Acemoglu, Daron ; Como, Giacomo ; Fagnani, Fabio ; Acemolu, Daron ; Ozdaglar, Asuman. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:38:y:2013:i:1:p:1-27.

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90
371985Nonzero-Sum Two-Person Repeated Games with Incomplete Information. (1985). Hart, Sergiu. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:10:y:1985:i:1:p:117-153.

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89
382004Selfish Routing in Capacitated Networks. (2004). Stier-Moses, Nicolas E ; Correa, Jose R ; Schulz, Andreas S. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:29:y:2004:i:4:p:961-976.

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88
392005Robust Dynamic Programming. (2005). Iyengar, Garud N. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:30:y:2005:i:2:p:257-280.

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85
401986Explicit Solution of a General Consumption/Investment Problem. (1986). Sethi, Suresh ; Shreve, Steven E ; Lehoczky, John P ; Karatzas, Ioannis. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:11:y:1986:i:2:p:261-294.

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84
411991Stochastic Decomposition: An Algorithm for Two-Stage Linear Programs with Recourse. (1991). Sen, Suvrajeet ; Higle, Julia L. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:16:y:1991:i:3:p:650-669.

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83
421979A Greedy Heuristic for the Set-Covering Problem. (1979). Chvatal, V. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:4:y:1979:i:3:p:233-235.

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83
432019Quantifying Distributional Model Risk via Optimal Transport. (2019). Murthy, Karthyek ; Blanchet, Jose. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:44:y:2019:i:2:p:565-600.

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82
441981Cooperative Fuzzy Games. (1981). Aubin, Jean-Pierre. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:6:y:1981:i:1:p:1-13.

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75
452013External Risk Measures and Basel Accords. (2013). Peng, Xianhua ; Kou, Steven ; Heyde, Chris C. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:38:y:2013:i:3:p:393-417.

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74
461989Stable Equilibria---A Reformulation. (1989). Mertens, Jean-Franois. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:14:y:1989:i:4:p:575-625.

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73
471983Impulse Control of Brownian Motion. (1983). Sellke, Thomas M ; Harrison, Michael J ; Taylor, Allison J. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:8:y:1983:i:3:p:454-466.

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72
482010Optimality of Affine Policies in Multistage Robust Optimization. (2010). Parrilo, Pablo A ; Bertsimas, Dimitris ; Iancu, Dan A. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:35:y:2010:i:2:p:363-394.

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72
492013Risk Preferences and Their Robust Representation. (2013). Drapeau, Samuel ; Kupper, Michael. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:38:y:2013:i:1:p:28-62.

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72
501990Existence and Uniqueness of Multi-Agent Equilibrium in a Stochastic, Dynamic Consumption/Investment Model. (1990). Shreve, Steven E ; Lehoczky, John P ; Karatzas, Ioannis. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:15:y:1990:i:1:p:80-128.

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71
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
11981Optimal Auction Design. (1981). Myerson, Roger. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:6:y:1981:i:1:p:58-73.

Full description at Econpapers || Download paper

205
21977Graphs and Cooperation in Games. (1977). Myerson, Roger. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:2:y:1977:i:3:p:225-229.

Full description at Econpapers || Download paper

71
31998Robust Convex Optimization. (1998). Nemirovski, A ; Ben-Tal, A. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:23:y:1998:i:4:p:769-805.

Full description at Econpapers || Download paper

65
41982The Economics of Matching: Stability and Incentives. (1982). Roth, Alvin. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:7:y:1982:i:4:p:617-628.

Full description at Econpapers || Download paper

55
52003Robust Portfolio Selection Problems. (2003). Iyengar, G ; Goldfarb, D. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:28:y:2003:i:1:p:1-38.

Full description at Econpapers || Download paper

38
62020Characterization, Robustness, and Aggregation of Signed Choquet Integrals. (2020). Wei, Yunran ; Wang, Ruodu ; Willmot, Gordon E. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:45:y:2020:i:3:p:993-1015.

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38
72019Quantifying 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

38
81990Portfolio Selection with Transaction Costs. (1990). Norman, A R. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:15:y:1990:i:4:p:676-713.

Full description at Econpapers || Download paper

36
92010Proximal Alternating Minimization and Projection Methods for Nonconvex Problems: An Approach Based on the Kurdyka-Łojasiewicz Inequality. (2010). Soubeyran, Antoine ; Bolte, Jérôme ; Redont, Patrick ; Attouch, Hedy. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:35:y:2010:i:2:p:438-457.

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31
102023Distributionally Robust Stochastic Optimization with Wasserstein Distance. (2023). Gao, Rui ; Kleywegt, Anton. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:48:y:2023:i:2:p:603-655.

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30
111991Scenarios 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

29
121976The Complexity of Flowshop and Jobshop Scheduling. (1976). Sethi, Ravi ; Garey, M R ; Johnson, D S. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:1:y:1976:i:2:p:117-129.

Full description at Econpapers || Download paper

24
132006Optimization of Convex Risk Functions. (2006). Ruszczynski, Andrzej ; 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

22
141988The 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

20
152003A 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

20
161983Integer 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

19
171987On 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

17
181992On Solution Stability of the Linear Complementarity Problem. (1992). Gowda, Seetharama M ; Pang, Jong-Shi. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:17:y:1992:i:1:p:77-83.

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17
191985Distributional 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

17
202011Flows and Decompositions of Games: Harmonic and Potential Games. (2011). Parrilo, Pablo A ; Candogan, Ozan ; Menache, Ishai ; Ozdaglar, Asuman. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:36:y:2011:i:3:p:474-503.

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16
211995Optimal 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

16
222013Risk Preferences and Their Robust Representation. (2013). Drapeau, Samuel ; Kupper, Michael. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:38:y:2013:i:1:p:28-62.

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15
232021A Theory for Measures of Tail Risk. (2021). Wang, Ruodu ; Liu, Fangda. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:46:y:2021:i:3:p:1109-1128.

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14
241988Generalized 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

14
252019A Tale of a Principal and Many, Many Agents. (2019). Mastrolia, Thibaut ; Elie, Romuald ; Possamai, Dylan. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:44:y:2019:i:2:p:440-467.

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14
262013External Risk Measures and Basel Accords. (2013). Peng, Xianhua ; Kou, Steven ; Heyde, Chris C. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:38:y:2013:i:3:p:393-417.

Full description at Econpapers || Download paper

13
271976Augmented Lagrangians and Applications of the Proximal Point Algorithm in Convex Programming. (1976). Rockafellar, R T. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:1:y:1976:i:2:p:97-116.

Full description at Econpapers || Download paper

13
281983Instantaneous Control of Brownian Motion. (1983). Harrison, Michael J ; Taksar, Michael I. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:8:y:1983:i:3:p:439-453.

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292017A Descent Lemma Beyond Lipschitz Gradient Continuity: First-Order Methods Revisited and Applications. (2017). Bolte, Jérôme ; Teboulle, Marc ; Bauschke, Heinz H. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:42:y:2017:i:2:p:330-348.

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302019A Market Impact Game Under Transient Price Impact. (2019). Zhang, Tao ; Schied, Alexander. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:44:y:2019:i:1:p:102-121.

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13
312013Optimal Dynamic Auctions and Simple Index Rules. (2013). Vohra, Rakesh ; Pai, Mallesh M. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:38:y:2013:i:4:p:682-697.

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13
321988Extreme Points of Moment Sets. (1988). Winkler, Gerhard. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:13:y:1988:i:4:p:581-587.

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12
331979Geometric Properties of the Kernel, Nucleolus, and Related Solution Concepts. (1979). Maschler, M ; Shapley, L S ; Peleg, B. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:4:y:1979:i:4:p:303-338.

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12
342013Robust Markov Decision Processes. (2013). Wiesemann, Wolfram ; Kuhn, Daniel ; Rustem, Ber. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:38:y:2013:i:1:p:153-183.

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352005Robust Dynamic Programming. (2005). Iyengar, Garud N. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:30:y:2005:i:2:p:257-280.

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361995Variance-Optimal Hedging in Discrete Time. (1995). Schweizer, Martin. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:20:y:1995:i:1:p:1-32.

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372019Pointwise Arbitrage Pricing Theory in Discrete Time. (2019). Hou, Zhaoxu ; Burzoni, Matteo ; Maggis, Marco ; Frittelli, Marco ; Oboj, Jan. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:44:y:2019:i:3:p:1034-1057.

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12
381983The Fair Division of a Fixed Supply Among a Growing Population. (1983). Thomson, William. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:8:y:1983:i:3:p:319-326.

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11
391986A Stochastic Calculus Model of Continuous Trading: Optimal Portfolios. (1986). Pliska, Stanley R. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:11:y:1986:i:2:p:371-382.

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402018Strategic Influence in Social Networks. (2018). Mandel, Antoine ; Grabisch, Michel ; Tanimura, Emily ; Rusinowska, Agnieszka. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:43:y:2018:i:1:p:29-50.

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412014Robust Portfolio Choice and Indifference Valuation. (2014). Laeven, Roger ; Stadje, Mitja. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:39:y:2014:i:4:p:1109-1141.

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422022Optimal Electricity Demand Response Contracting with Responsiveness Incentives. (2022). Ad, Ren ; Touzi, Nizar ; Possama, Dylan. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:47:y:2022:i:3:p:2112-2137.

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432020Random Serial Dictatorship: The One and Only. (2020). Bade, Sophie. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:45:y:2020:i:1:p:353-368.

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11
441994On the Complexity of Cooperative Solution Concepts. (1994). Deng, Xiaotie ; Papadimitriou, Christos H. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:19:y:1994:i:2:p:257-266.

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452021Fast Hybrid Schemes for Fractional Riccati Equations (Rough Is Not So Tough). (2021). Grasselli, Martino ; Callegaro, Giorgia ; Paees, Gilles. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:46:y:2021:i:1:p:221-254.

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462013Entropy Coherent and Entropy Convex Measures of Risk. (2013). Laeven, Roger ; Stadje, Mitja. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:38:y:2013:i:2:p:265-293.

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472018Optimal Consumption and Portfolio Selection with Early Retirement Option. (2018). Yang, Zhou ; Koo, Hyeng Keun. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:43:y:2018:i:4:p:1378-1404.

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482010Models for Minimax Stochastic Linear Optimization Problems with Risk Aversion. (2010). Doan, Xuan Vinh ; Natarajan, Karthik ; Bertsimas, Dimitris ; Teo, Chung-Piaw. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:35:y:2010:i:3:p:580-602.

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492000Mathematical Programs with Complementarity Constraints: Stationarity, Optimality, and Sensitivity. (2000). Scholtes, Stefan ; Scheel, Holger . In: Mathematics of Operations Research. RePEc:inm:ormoor:v:25:y:2000:i:1:p:1-22.

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502004Coordinating Inventory Control and Pricing Strategies with Random Demand and Fixed Ordering Cost: The Infinite Horizon Case. (2004). Chen, Xin ; Simchi-Levi, David. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:29:y:2004:i:3:p:698-723.

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2025A deep learning method for optimal investment under relative performance criteria among heterogeneous agents. (2025). Zhou, Xuchen ; Tangpi, Ludovic ; Laurire, Mathieu. In: European Journal of Operational Research. RePEc:eee:ejores:v:326:y:2025:i:3:p:615-629.

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2025Nonlinear Graphon mean-field systems. (2025). Pham, Huyn ; Coppini, Fabio ; de Crescenzo, Anna. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:190:y:2025:i:c:s0304414925001693.

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2025Convergence rate of inexact augmented Lagrangian method with practical relative error criterion for composite convex programming. (2025). Cai, Xingju ; Liu, Hongying ; Qu, Yunfei ; Han, Deren. In: Computational Optimization and Applications. RePEc:spr:coopap:v:91:y:2025:i:3:d:10.1007_s10589-025-00683-y.

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2025EXOTIC: An Exact, Optimistic, Tree-Based Algorithm for Min-Max Optimization. (2025). Chatterjee, Debasish ; Pimpalkhare, Chinmay ; Maheshwari, Chinmay. In: Papers. RePEc:arx:papers:2508.12479.

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2025Inverse Reinforcement Learning Using Just Classification and a Few Regressions. (2025). Bibaut, Aur'Elien ; van der Laan, Lars ; Kallus, Nathan. In: Papers. RePEc:arx:papers:2509.21172.

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2025Lambda Value-at-Risk under ambiguity and risk sharing. (2025). Schied, Alexander ; Liu, Peng. In: Papers. RePEc:arx:papers:2511.00717.

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2025Robust mean-field control under common noise uncertainty. (2025). Lauriere, Mathieu ; Neufeld, Ariel ; Park, Kyunghyun. In: Papers. RePEc:arx:papers:2511.04515.

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2025Extended Convolution Bounds on the Fr\{e}chet Problem: Robust Risk Aggregation and Risk Sharing. (2025). Liu, Yang ; Teng, Houhan. In: Papers. RePEc:arx:papers:2511.21929.

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2025Equilibrium investment under dynamic preference uncertainty. (2025). Havrylenko, Yevhen ; Desmettre, Sascha ; Steffensen, Mogens ; de Gennaro, Luca. In: Papers. RePEc:arx:papers:2512.21149.

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2025Bellman Calibration for V-Learning in Offline Reinforcement Learning. (2025). Kallus, Nathan ; van der Laan, Lars. In: Papers. RePEc:arx:papers:2512.23694.

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2025Co-opetition in reinsurance markets: When Pareto meets Stackelberg and Nash. (2025). Young, Virginia R ; Cao, Jingyi ; Li, Dongchen ; Zou, Bin. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:125:y:2025:i:c:s0167668725000800.

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2025The pipeline externalities problem. (2025). Trudeau, Christian ; Rosenthal, Edward C. In: Working Papers. RePEc:wis:wpaper:2502.

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