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Citation Profile [Updated: 2026-08-21 11:52:43]
5 Years H Index
62
Impact Factor (IF)
0.61
5 Years IF
0.64
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 43 802 27 27 99 2 263 12 0 0 0.05
1991 0.02 0.11 0.43 0.04 46 89 625 38 65 91 2 248 10 0 1 0.02 0.06
1992 0.04 0.12 0.26 0.03 59 148 712 39 104 89 4 235 8 0 0 0.06
1993 0.03 0.13 0.15 0.03 60 208 591 31 135 105 3 247 7 0 0 0.06
1994 0.07 0.14 0.28 0.05 56 264 549 74 209 119 8 256 14 0 1 0.02 0.07
1995 0.13 0.22 0.52 0.12 54 318 622 166 375 116 15 264 32 1 0.6 1 0.02 0.1
1996 0.05 0.25 0.42 0.07 55 373 481 157 532 110 5 275 19 0 4 0.07 0.11
1997 0.18 0.24 0.54 0.17 48 421 478 227 759 109 20 284 49 0 2 0.04 0.11
1998 0.24 0.28 0.64 0.21 54 475 976 302 1061 103 25 273 56 33 10.9 3 0.06 0.13
1999 0.17 0.3 0.58 0.16 48 523 364 305 1366 102 17 267 43 16 5.2 1 0.02 0.14
2000 0.23 0.34 0.6 0.24 41 564 434 338 1705 102 23 259 61 29 8.6 1 0.02 0.16
2001 0.16 0.38 0.59 0.23 49 613 469 361 2066 89 14 246 56 60 16.6 1 0.02 0.17
2002 0.27 0.39 0.6 0.24 48 661 430 395 2461 90 24 240 58 43 10.9 3 0.06 0.21
2003 0.21 0.43 0.64 0.22 44 705 949 451 2912 97 20 240 53 68 15.1 4 0.09 0.21
2004 0.27 0.47 0.72 0.26 53 758 639 543 3458 92 25 230 59 71 13.1 4 0.08 0.21
2005 0.33 0.5 0.67 0.34 54 812 586 546 4004 97 32 235 80 79 14.5 11 0.2 0.23
2006 0.21 0.49 0.63 0.29 50 862 649 542 4547 107 23 248 71 53 9.8 3 0.06 0.22
2007 0.25 0.44 0.75 0.37 56 918 575 686 5233 104 26 249 93 68 9.9 3 0.05 0.2
2008 0.28 0.47 0.76 0.38 57 975 545 738 5973 106 30 257 97 79 10.7 15 0.26 0.22
2009 0.31 0.46 0.72 0.39 61 1036 515 744 6717 113 35 270 106 76 10.2 3 0.05 0.23
2010 0.42 0.46 0.78 0.46 47 1083 658 841 7558 118 49 278 127 65 7.7 5 0.11 0.2
2011 0.33 0.5 0.78 0.44 42 1125 408 876 8434 108 36 271 120 77 8.8 6 0.14 0.23
2012 0.28 0.5 0.86 0.37 37 1162 364 1000 9436 89 25 263 98 49 4.9 8 0.22 0.21
2013 0.41 0.53 0.85 0.37 38 1200 544 1022 10460 79 32 244 90 50 4.9 10 0.26 0.23
2014 0.45 0.52 0.9 0.53 63 1263 460 1140 11602 75 34 225 119 104 9.1 15 0.24 0.22
2015 0.47 0.52 0.87 0.5 52 1315 287 1140 12742 101 47 227 114 99 8.7 3 0.06 0.21
2016 0.56 0.49 0.97 0.69 77 1392 494 1350 14092 115 64 232 159 127 9.4 10 0.13 0.2
2017 0.41 0.51 0.9 0.51 60 1452 305 1303 15395 129 53 267 135 101 7.8 1 0.02 0.2
2018 0.46 0.52 0.83 0.52 60 1512 363 1253 16648 137 63 290 150 73 5.8 5 0.08 0.22
2019 0.48 0.53 0.87 0.46 49 1561 431 1354 18003 120 58 312 144 68 5 12 0.24 0.21
2020 0.69 0.63 1 0.58 65 1626 309 1624 19627 109 75 298 172 107 6.6 10 0.15 0.3
2021 0.74 0.72 0.97 0.68 69 1695 278 1639 21266 114 84 311 213 108 6.6 10 0.14 0.26
2022 0.73 0.71 1.04 0.86 133 1828 187 1897 23163 134 98 303 260 151 8 6 0.05 0.21
2023 0.35 0.66 0.81 0.56 93 1921 118 1554 24717 202 70 376 209 112 7.2 0 0.19
2024 0.17 0.7 0.77 0.55 56 1977 28 1529 26246 226 38 409 224 69 4.5 0 0.2
2025 0.61 0.93 0.86 0.64 112 2089 22 1794 28040 149 91 416 268 145 8.1 6 0.05 0.27
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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2342
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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790
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.

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557
41982The Economics of Matching: Stability and Incentives. (1982). Roth, Alvin. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:7:y:1982:i:4:p:617-628.

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475
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.

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401
61985Distributional Strategies for Games with Incomplete Information. (1985). Milgrom, Paul ; Weber, Robert J. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:10:y:1985:i:4:p:619-632.

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291
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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282
81991Scenarios 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.

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269
91979Mathematical 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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264
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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235
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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212
121992On 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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195
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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189
141979Geometric 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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186
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

160
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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146
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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137
192000Mathematical 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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132
202010Proximal 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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132
211986An 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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130
221986An 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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129
232004Coordinating Inventory Control and Pricing Strategies with Random Demand and Fixed Ordering Cost: The Infinite Horizon Case. (2004). Chen, Xin ; Simchi-Levi, David. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:29:y:2004:i:3:p:698-723.

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118
242019Quantifying 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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107
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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106
261983The 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
271981Value 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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105
281976Augmented 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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105
291994On 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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104
301993Convergence 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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104
312005Robust 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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103
322013Opinion 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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96
332001Risk, 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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96
341983Integer 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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95
351983Instantaneous 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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95
361988Generalized Equilibrium Results for Games with Incomplete Information. (1988). Balder, Erik J. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:13:y:1988:i:2:p:265-276.

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94
371980Strongly 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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94
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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94
391988Cooling 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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93
401985Nonzero-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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90
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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88
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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87
431986Explicit 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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87
442010Optimality 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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85
452007Provably Near-Optimal Sampling-Based Policies for Stochastic Inventory Control Models. (2007). Roundy, Robin O ; Levi, Retsef ; Shmoys, David B. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:32:y:2007:i:4:p:821-839.

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81
462012A 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.

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80
472013Risk 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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78
482013External 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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76
492009A 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.

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76
501981Cooperative 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
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

266
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

78
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

77
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

60
52019Quantifying 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

56
62003Robust 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

49
71990Portfolio Selection with Transaction Costs. (1990). Norman, A R. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:15:y:1990:i:4:p:676-713.

Full description at Econpapers || Download paper

44
82020Characterization, 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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43
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.

Full description at Econpapers || Download paper

42
101991Scenarios 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

37
112023Distributionally 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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33
122012A 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

32
131976The 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

27
142007Provably Near-Optimal Sampling-Based Policies for Stochastic Inventory Control Models. (2007). Roundy, Robin O ; Levi, Retsef ; Shmoys, David B. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:32:y:2007:i:4:p:821-839.

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27
151985Distributional 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

24
161988The Lattice Structure of the Set of Stable Matchings with Multiple Partners. (1988). Blair, Charles . In: Mathematics of Operations Research. RePEc:inm:ormoor:v:13:y:1988:i:4:p:619-628.

Full description at Econpapers || Download paper

23
172013Robust 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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22
182006Optimization 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
192005Robust 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

22
202009A 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

21
211983Integer 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

21
222003A 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

21
232014Learning to Optimize via Posterior Sampling. (2014). Russo, Daniel ; van Roy, Benjamin. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:39:y:2014:i:4:p:1221-1243.

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21
242013Risk Preferences and Their Robust Representation. (2013). Drapeau, Samuel ; Kupper, Michael. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:38:y:2013:i:1:p:28-62.

Full description at Econpapers || Download paper

20
252021A 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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19
261995Optimal 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

19
271987On 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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19
281992On 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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292021Nonparametric Learning Algorithms for Joint Pricing and Inventory Control with Lost Sales and Censored Demand. (2021). Chao, Xiuli ; Shi, Cong ; Chen, Boxiao. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:46:y:2021:i:2:p:726-756.

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17
302019A 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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312018Optimal 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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322019A 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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332011Flows 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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341976Augmented 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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352008An Asymptotically Optimal Policy for a Quantity-Based Network Revenue Management Problem. (2008). Wang, Qiong ; Reiman, Martin I. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:33:y:2008:i:2:p:257-282.

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362017A 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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371988Generalized Equilibrium Results for Games with Incomplete Information. (1988). Balder, Erik J. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:13:y:1988:i:2:p:265-276.

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382010Optimality 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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392010Models 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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402013Opinion 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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14
412013Entropy 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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422010Linearly Parameterized Bandits. (2010). Rusmevichientong, Paat ; Tsitsiklis, John N. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:35:y:2010:i:2:p:395-411.

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432013Optimal 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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14
441983Instantaneous 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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452001Risk, 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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14
461995Variance-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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472013External 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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13
481988Extreme 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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492014Robust Portfolio Choice and Indifference Valuation. (2014). Laeven, Roger ; Stadje, Mitja. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:39:y:2014:i:4:p:1109-1141.

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13
501979Geometric 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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2025Quantile-Optimal Policy Learning under Unmeasured Confounding. (2025). Chen, Siyu ; Qi, Zhengling ; Yang, Zhuoran. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2469.

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2025Correlated Equilibria in Large Anonymous Bayesian Games. (2025). Koessler, Frederic ; Tomala, Tristan ; Scarsini, Marco. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:50:y:2025:i:3:p:2157-2174.

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2025Ordinary and Prophet Planning Under Uncertainty in Bernoulli Congestion Games. (2025). Schröder, Marc ; Scarsini, Marco ; Cominetti, Roberto ; Stier-Moses, Nicolas E ; Schrder, Marc. In: Operations Research. RePEc:inm:oropre:v:73:y:2025:i:2:p:672-688.

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2025A Riemannian Alternating Direction Method of Multipliers. (2025). Srivastava, Tejes ; Ma, Shiqian ; Li, Jiaxiang. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:50:y:2025:i:4:p:3222-3242.

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2025Development of a multidimensional centrality metric for ranking nodes in complex networks. (2025). Rezaeipanah, Amin ; Meng, BO. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:191:y:2025:i:c:s096007792401395x.

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2025Solving dynamic portfolio selection problems via score-based diffusion models. (2025). Bayraktar, Erhan ; Yuan, Fengyi ; Aghapour, Ahmad. In: Papers. RePEc:arx:papers:2507.09916.

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2025Rank-One Boolean Tensor Factorization and the Multilinear Polytope. (2025). del Pia, Alberto ; Khajavirad, Aida. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:50:y:2025:i:2:p:1514-1554.

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2025Optimal intraday power trading for single-price balancing markets: An adaptive risk-averse strategy using mixture models. (2025). Patrinos, Panagiotis ; Schuurmans, Mathijs ; Bruneel, Robin. In: Applied Energy. RePEc:eee:appene:v:389:y:2025:i:c:s0306261925004842.

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2025Intermediate Gradient Methods with Relative Inexactness. (2025). Gorbunov, Eduard ; Stonyakin, Fedor ; Dvurechensky, Pavel ; Gasnikov, Alexander ; Kornilov, Nikita ; Alkousa, Mohammad. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:207:y:2025:i:3:d:10.1007_s10957-025-02809-y.

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2025Individual Path Recommendation Under Public Transit Service Disruptions Considering Behavior Uncertainty. (2025). Shen, Zuo-Jun Max ; Zhao, Jinhua ; Koutsopoulos, Haris N ; Mo, Baichuan. In: Transportation Science. RePEc:inm:ortrsc:v:59:y:2025:i:6:p:1235-1258.

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2025A Consensus-based Algorithm for Non-convex Multiplayer Games. (2025). Chenchene, Enis ; Huang, Hui ; Qiu, Jinniao. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:206:y:2025:i:2:d:10.1007_s10957-025-02719-z.

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2025Upper Comonotonicity and Risk Aggregation under Dependence Uncertainty. (2025). de Vecchi, Corrado ; Streicher, Jan ; Nendel, Max. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:739.

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2025Multivariate Almost Stochastic Dominance: Transfer Characterizations and Sufficient Conditions Under Dependence Uncertainty. (2025). Scarsini, Marco ; Winkler, Robert L ; Tsetlin, Ilia ; Mller, Alfred. In: Operations Research. RePEc:inm:oropre:v:73:y:2025:i:2:p:879-893.

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2025Learning in Repeated Multiunit Pay-as-Bid Auctions. (2025). Galgana, Rigel ; Golrezaei, Negin. In: Manufacturing & Service Operations Management. RePEc:inm:ormsom:v:27:y:2025:i:1:p:200-229.

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2025Optimal No-Regret Learning in Repeated First-Price Auctions. (2025). Zhou, Zhengyuan ; Han, Yanjun ; Weissman, Tsachy. In: Operations Research. RePEc:inm:oropre:v:73:y:2025:i:1:p:209-238.

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2025Understanding EFX Allocations: Counting and Variants. (2025). Teh, Nicholas ; Neoh, Tzeh Yuan. In: Papers. RePEc:arx:papers:2504.03951.

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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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2025Differential Game Theoretic Models for Designing Water Conservation Incentives. (2025). Mohebbi, Shima ; Momeni, Behnam. In: Decision Analysis. RePEc:inm:ordeca:v:22:y:2025:i:2:p:120-146.

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2025Revenue Maximization Under Unknown Private Values with Nonobligatory Inspection. (2025). Alaei, Saeed ; Malekian, Azarakhsh ; Makhdoumi, Ali. In: Operations Research. RePEc:inm:oropre:v:73:y:2025:i:3:p:1307-1319.

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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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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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2022Optimal Stopping Theory for a Distributionally Robust Seller. (2022). Kleer, Pieter ; van Leeuwaarden, Johan. In: Papers. RePEc:arx:papers:2206.02477.

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2022Truthful multi-attribute multi-unit double auctions for B2B e-commerce logistics service transactions. (2022). Chao, Xiuli ; Yue, Xiaohang ; Huang, Min. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:164:y:2022:i:c:s1366554522002022.

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2022Heavy-Traffic Analysis of Queueing Systems with No Complete Resource Pooling. (2022). Maguluri, Siva Theja ; Hurtado, Daniela Andrea. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:47:y:2022:i:4:p:3129-3155.

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2022Continuity and sensitivity analysis of parameterized Nash games. (2022). Feinstein, Zachary. In: Economic Theory Bulletin. RePEc:spr:etbull:v:10:y:2022:i:2:d:10.1007_s40505-022-00228-0.

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2022Simulated Annealing for Convex Optimization: Rigorous Complexity Analysis and Practical Perspectives. (2022). Badenbroek, Riley ; Klerk, Etienne. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:194:y:2022:i:2:d:10.1007_s10957-022-02034-x.

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2022Convergence Properties of Monotone and Nonmonotone Proximal Gradient Methods Revisited. (2022). Mehlitz, Patrick ; Kanzow, Christian. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:195:y:2022:i:2:d:10.1007_s10957-022-02101-3.

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