Volume 53, Number 1, April 2001

• 
  Alexander Yushkevich: Optimal switching problem for countable Markov chains: average reward criterion. 1-24
• 
  J. Rigoberto Gabriel, Onésimo Hernández-Lerma: Strong duality of the general capacity problem in metric spaces. 25-34
• 
  Theo S. H. Driessen, Daniël Paulusma: Two extensions of the Shapley value for cooperative games. 35-49
• 
  Stefan Pickl: Convex games and feasible sets in control theory. 51-66
• 
  Marek Kocinski: Pricing of the American option in discrete time under proportional transaction costs. 67-88
• 
  Luis H. R. Alvarez: Solving optimal stopping problems of linear diffusions by applying convolution approximations. 89-99
• 
  X. X. Huang: Extended and strongly extended well-posedness of set-valued optimization problems. 101-116
• 
  Merav Shomrony, Uri Yechiali: Burst arrival queues with server vacations and random timers. 117-146
• 
  Katsuhisa Ohno, Tomonori Ishigaki: A multi-item continuous review inventory system with compound Poisson demands. 147-165

Volume 53, Number 2, June 2001

• 
  Manfred Padberg: Classical cuts for mixed-integer programming and branch-and-cut. 173-203
• 
  Kristin Winkler: Characterizations of efficient points in convex vector optimization problems. 205-214
• 
  D. E. Ward, G. M. Lee: Generalized properly efficient solutions of vector optimization problems. 215-232
• 
  Kaisa Miettinen, Marko M. Mäkelä: On cone characterizations of weak, proper and Pareto optimality in multiobjective optimization. 233-245
• 
  Gert Wanka, Lars Göhler: Duality for portfolio optimization with short sales. 247-263
• 
  Onésimo Hernández-Lerma, Luis F. Hoyos-Reyes: A multiobjective control approach to priority queues. 265-277
• 
  Masayuki Horiguchi: Markov decision processes with a stopping time constraint. 279-295
• 
  Peter Chu, Patrick S. Chen: A note for "On an inventory model for deteriorating items and time-varying demand". 297-307
• 
  Kurt Helmes, Richard H. Stockbridge: Numerical evaluation of resolvents and Laplace transforms of Markov processes using linear programming. 309-331
• 
  Jesús Mario Bilbao, Theo S. H. Driessen, Andrés Jiménez-Losada, Esperanza A. Lebrón: The Shapley value for games on matroids: The static model. 333-348

Volume 53, Number 3, July 2001

• 
  Utz-Uwe Haus, Matthias Köppe, Robert Weismantel: The integral basis method for integer programming. 353-361
• 
  Armen S. Asratian, Nikolai N. Kuzjurin: New class of 0-1 integer programs with tight approximation via linear relaxations. 363-370
• 
  Oded Berman, Eungab Kim: Dynamic order replenishment policy in internet-based supply chains. 371-390
• 
  X. X. Huang, X. M. Yang: Some existence results of efficiency in vector optimization. 391-401
• 
  Fabián Flores Bazán: Optimality conditions in non-convex set-valued optimization. 403-417
• 
  Gert Wanka, Radu Ioan Bot: Multiobjective duality for convex-linear problems II. 419-433
• 
  Christoph Schwindt, Jürgen Zimmermann: A steepest ascent approach to maximizing the net present value of projects. 435-450
• 
  Mohammed Abbad, Cherki Daoui: Algorithms for aggregated limiting average Markov decision problems. 451-463
• 
  Ke Liu, Jerzy A. Filar: Weighted Markov decision processes with perturbation. 465-480
• 
  Hsing Luh, Ulrich Rieder: Optimal control of arrivals in tandem queues of constant service time. 481-491
• 
  Gino Favero: Shortfall risk minimization under model uncertainty in the binomial case: adaptive and robust approaches. 493-503
• 
  Marcus Wrede, Norbert Schmitz: Variations of the Cox-Ross-Rubinstein model - conservative pricing strategies. 505-515

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