Volume 70, Number 1, August 2009
: Efficient frontier of utility and CVaR.
, Hiro Ito
: Maximum-cover source location problems with objective edge-connectivity three.
Volume 70, Number 2, October 2009
, Liwei Zhang
: Properties of equation reformulation of the Karush-Kuhn-Tucker condition for nonlinear second order cone optimization problems.
Alexei B. Piunovskiy
: Random walk, birth-and-death process and their fluid approximations: absorbing case.
, Erwin Pesch
: Recursive functions on the plane and FPTASs for production planning and scheduling problems with two facilities.
, Zheng-Hai Huang
: A smoothing Newton algorithm based on a one-parametric class of smoothing functions for linear programming over symmetric cones.
Volume 70, Number 3, December 2009
: Can properly discounted projects follow geometric Brownian motion?
: A pairwise-monotonic core selection for permutation games.
, Hao Xing
: Pricing American options for jump diffusions by iterating optimal stopping problems for diffusions.
: Solutions of the average cost optimality equation for finite Markov decision chains: risk-sensitive and risk-neutral criteria.
, Jens Winter
: Optimal control of Markovian jump processes with partial information and applications to a parallel queueing model.