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ORCIDMathematics of Operations Research, Volume 50
Volume 50, Number 1, 2025
- Editorial Board. 2-
- Adrian Rivera Cardoso
, He Wang, Huan Xu:
The Online Saddle Point Problem and Online Convex Optimization with Knapsacks. 1-39 - Yunbei Xu, Assaf Zeevi:
Towards Optimal Problem Dependent Generalization Error Bounds in Statistical Learning Theory. 40-67 - Nils Bertschinger, Martin Hoefer, Daniel Schmand:
Flow Allocation Games. 68-89 - Wenpin Tang, David D. Yao:
Polynomial Voting Rules. 90-106 - Rami Atar, Eyal Castiel, Yonatan Shadmi:
Scheduling in the High-Uncertainty Heavy Traffic Regime. 107-140 - Eyal Cohen, Marc Teboulle:
Alternating and Parallel Proximal Gradient Methods for Nonsmooth, Nonconvex Minimax: A Unified Convergence Analysis. 141-168 - Ronnie Loeffen, Pierre Patie, Jian Wang:
Fluctuation Theory of Continuous-Time, Skip-Free Downward Markov Chains with Applications to Branching Processes with Immigration. 169-188 - Tara Abrishami, Maria Chudnovsky, Cemil Dibek, Kristina Vuskovic:
Submodular Functions and Perfect Graphs. 189-208 - David Gamarnik, Eren C. Kizildag, Ilias Zadik:
Stationary Points of a Shallow Neural Network with Quadratic Activations and the Global Optimality of the Gradient Descent Algorithm. 209-251 - Martijn H. H. Schoot Uiterkamp:
A Characterization of Simultaneous Optimization, Majorization, and (Bi-)Submodular Polyhedra. 252-276 - Andrea Bovo, Tiziano De Angelis, Elena Issoglio:
Variational Inequalities on Unbounded Domains for Zero-Sum Singular Controller vs. Stopper Games. 277-312 - Peng Liu:
Risk Sharing with Lambda Value at Risk. 313-333 - Martin Bladt, Oscar Peralta:
Strongly Convergent Homogeneous Approximations to Inhomogeneous Markov Jump Processes and Applications. 334-355 - Alain Bensoussan, Seyoung Park:
Optimal Consumption and Investment with Independent Stochastic Labor Income. 356-389 - Christian Ewerhart, Marco Serena:
On the (Im-)Possibility of Representing Probability Distributions as a Difference of I.I.D. Noise Terms. 390-409 - Antonio Bellon, Didier Henrion, Vyacheslav Kungurtsev, Jakub Marecek:
Parametric Semidefinite Programming: Geometry of the Trajectory of Solutions. 410-430 - Mehrdad Moharrami, Yashaswini Murthy, Arghyadip Roy, R. Srikant:
A Policy Gradient Algorithm for the Risk-Sensitive Exponential Cost MDP. 431-458 - Manxi Wu, Saurabh Amin, Asuman E. Ozdaglar:
Convergence and Stability of Coupled Belief-Strategy Learning Dynamics in Continuous Games. 459-481 - Luc Attia, Miquel Oliu-Barton, Raimundo Saona:
Marginal Values of a Stochastic Game. 482-505 - Haotian Gu, Xin Guo, Xiaoli Wei, Renyuan Xu:
Mean-Field Multiagent Reinforcement Learning: A Decentralized Network Approach. 506-536 - Monique Laurent, Sven C. Polak, Luis Felipe Vargas:
Semidefinite Approximations for Bicliques and Bi-Independent Pairs. 537-572 - Maxime Egéa, Fabien Panloup:
Multilevel Langevin Pathwise Average for Gibbs Approximation. 573-605 - Zhou Yang, Danping Li, Yan Zeng, Guanting Liu:
Optimal Investment Strategy for α-Robust Utility Maximization Problem. 606-632 - Yichun Hu, Nathan Kallus, Masatoshi Uehara:
Fast Rates for the Regret of Offline Reinforcement Learning. 633-655 - Naveed Chehrazi:
Exact Characterization of the Jointly Optimal Restocking and Auditing Policy in Inventory Systems with Record Inaccuracy. 656-710 - Mihail Bazhba, Jose H. Blanchet, Chang-Han Rhee, Bert Zwart:
Sample-Path Large Deviations for Unbounded Additive Functionals of the Reflected Random Walk. 711-742 - Massimiliano Amarante, Felix-Benedikt Liebrich, Cosimo Munari:
Uniqueness of Convex-Ranged Probabilities and Applications to Risk Measures and Games. 743-763 - Michele Conforti, Volker Kaibel:
Steiner Cut Dominants. 764-781
Volume 50, Number 2, 2025
- Xinghu Jin, Guodong Pang, Lihu Xu, Xin Xu:
An Approximation to the Invariant Measure of the Limiting Diffusion of G/Ph/n + GI Queues in the Halfin-Whitt Regime and Related Asymptotics. 783-812 - Yuan Li, David A. Goldberg:
Simple and Explicit Bounds for Multiserver Queues with 1/1-ρ Scaling. 813-837 - Nicolas Fraiman, Tzu-Chi Lin, Mariana Olvera-Cravioto:
Opinion Dynamics on Directed Complex Networks. 838-870 - Qimeng Yu, Simge Küçükyavuz:
On Constrained Mixed-Integer DR-Submodular Minimization. 871-909 - Jingyang Zhao, Mingyu Xiao:
Practical Algorithms with Guaranteed Approximation Ratio for Traveling Tournament Problem with Maximum Tour Length 2. 910-934 - Alain Durmus, Eric Moulines, Alexey Naumov, Sergey Samsonov:
Finite-Time High-Probability Bounds for Polyak-Ruppert Averaged Iterates of Linear Stochastic Approximation. 935-964 - Amir Ali Ahmadi, Oktay Günlük:
Robust-to-Dynamics Optimization. 965-992 - Ion Necoara, Flávia Chorobura:
Efficiency of Stochastic Coordinate Proximal Gradient Methods on Nonseparable Composite Optimization. 993-1018 - Erfan Khademnia, Danial Davarnia:
Convexification of Bilinear Terms over Network Polytopes. 1019-1041 - Guohui Guan, Zongxia Liang, Jianming Xia:
Equilibrium Portfolio Selection for Smooth Ambiguity Preferences. 1042-1071 - Ofelia Bonesini, Luciano Campi, Markus Fischer:
Correlated Equilibria for Mean Field Games with Progressive Strategies. 1072-1111 - Eunji Lim:
Estimating a Function and Its Derivatives Under a Smoothness Condition. 1112-1138 - Diego Goldsztajn, Sem C. Borst, Johan S. H. van Leeuwaarden:
Learning and Balancing Unknown Loads in Large-Scale Systems. 1139-1172 - Dylan Possamaï, Nizar Touzi:
Is There a Golden Parachute in Sannikov's Principal-Agent Problem? 1173-1203 - Scott B. Lindstrom, Bruno F. Lourenço, Ting Kei Pong:
Optimal Error Bounds in the Absence of Constraint Qualifications with Applications to p-Cones and Beyond. 1204-1232 - Giannis Fikioris, Éva Tardos:
Liquid Welfare Guarantees for No-Regret Learning in Sequential Budgeted Auctions. 1233-1249 - Roger J. A. Laeven, John Schoenmakers, Nikolaus Schweizer, Mitja Stadje:
Robust Multiple Stopping - A Duality Approach. 1250-1276 - Thodoris Lykouris, Max Simchowitz, Aleksandrs Slivkins, Wen Sun:
Corruption-Robust Exploration in Episodic Reinforcement Learning. 1277-1304 - Christoph Reisinger, Jonathan Tam:
Markov Decision Processes with Observation Costs: Framework and Computation with a Penalty Scheme. 1305-1332 - Shu Lu:
Confidence Intervals for Piecewise Normal Distributions and Stochastic Variational Inequalities. 1333-1363 - Jinlong Lei, Uday V. Shanbhag:
Variance-Reduced Accelerated First-Order Methods: Central Limit Theorems and Confidence Statements. 1364-1397 - Alexander E. Black, Jesús A. De Loera, Sean Kafer, Laura Sanità:
On the Simplex Method for 0/1-Polytopes. 1398-1420 - Roel Lambers, Rudi Pendavingh, Frits C. R. Spieksma:
How to Design a Stable Serial Knockout Competition. 1421-1432 - Salil Sharma, Elias Tsakas, Mark Voorneveld:
Procuring Unverifiable Information. 1433-1453 - Akshay Ramachandran, Kevin Shu, Alex L. Wang:
Hidden Convexity, Optimization, and Algorithms on Rotation Matrices. 1454-1477 - Jean-Paul Décamps, Fabien Gensbittel, Thomas Mariotti:
Investment Timing and Technological Breakthroughs. 1478-1513 - Alberto Del Pia, Aida Khajavirad:
Rank-One Boolean Tensor Factorization and the Multilinear Polytope. 1514-1554 - Martin Herdegen, Nazem Khan:
ρ-Arbitrage and ρ-Consistent Pricing for Star-Shaped Risk Measures. 1555-1583
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