- Ruoyu Sun
, Zhi-Quan Luo, Yinyu Ye:
On the Efficiency of Random Permutation for ADMM and Coordinate Descent. Math. Oper. Res. 45(1): 233-271 (2020) - Mengdi Wang
:
Randomized Linear Programming Solves the Markov Decision Problem in Nearly Linear (Sometimes Sublinear) Time. Math. Oper. Res. 45(2): 517-546 (2020) - Ruodu Wang
, Yunran Wei
, Gordon E. Willmot:
Characterization, Robustness, and Aggregation of Signed Choquet Integrals. Math. Oper. Res. 45(3): 993-1015 (2020) - Zuo Quan Xu
, Fahuai Yi:
Optimal Redeeming Strategy of Stock Loans Under Drift Uncertainty. Math. Oper. Res. 45(1): 384-401 (2020) - Kuang Xu
, Se-Young Yun
:
Reinforcement with Fading Memories. Math. Oper. Res. 45(4): 1258-1288 (2020) - Vinayaka G. Yaji
, Shalabh Bhatnagar
:
Stochastic Recursive Inclusions in Two Timescales with Nonadditive Iterate-Dependent Markov Noise. Math. Oper. Res. 45(4): 1405-1444 (2020) - Daniel Z. Zanger
:
General Error Estimates for the Longstaff-Schwartz Least-Squares Monte Carlo Algorithm. Math. Oper. Res. 45(3): 923-946 (2020)