Mathematical Methods of Operations Research, Volume 70
Volume 70, Number 1, August 2009
Lu-Chuan Ceng, Siegfried Schaible, Jen-Chih Yao: On the characterization of strong convergence of an iterative algorithm for a class of multi-valued variational inclusions. 1-12- Evgueni Gordienko, Enrique Lemus-Rodríguez, Raúl Montes-de-Oca: Average cost Markov control processes: stability with respect to the Kantorovich metric. 13-33
- Francisco Guerra Vázquez, Hubertus Th. Jongen, Vladimir Shikhman, Maxim I. Todorov: Criteria for efficiency in vector optimization. 35-46
- Arnaud Porchet, Nizar Touzi, Xavier Warin: Valuation of power plants by utility indifference and numerical computation. 47-75
- Ahmed M. K. Tarabia, Hideaki Takagi, A. H. El-Baz: Transient solution of a non-empty chemical queueing system. 77-98
- Harry Zheng: Efficient frontier of utility and CVaR. 129-148
- Richa Malhotra, M. R. H. Mandjes, Werner R. W. Scheinhardt, J. L. van den Berg: A feedback fluid queue with two congestion control thresholds. 149-169
- Kenya Sugihara, Hiro Ito: Maximum-cover source location problems with objective edge-connectivity three. 183-193
Volume 70, Number 2, October 2009
- Yun Wang, Liwei Zhang: Properties of equation reformulation of the Karush-Kuhn-Tucker condition for nonlinear second order cone optimization problems. 195-218
- Jack Brimberg, Robert Love, Nenad Mladenovic: Extension of the Weiszfeld procedure to a single facility minisum location model with mixed ℓp norms. 269-283
- Alexei B. Piunovskiy: Random walk, birth-and-death process and their fluid approximations: absorbing case. 285-312
- Sergei Chubanov, Erwin Pesch: Recursive functions on the plane and FPTASs for production planning and scheduling problems with two facilities. 313-335
- Alexander Bade, Gabriel Frahm, Uwe Jaekel: A general approach to Bayesian portfolio optimization. 337-356
- René Bekker, Michel Mandjes: A fluid model for a relay node in an ad hoc network: the case of heavy-tailed input. 357-384
- Xiao-Hong Liu, Zheng-Hai Huang: A smoothing Newton algorithm based on a one-parametric class of smoothing functions for linear programming over symmetric cones. 385-404
Volume 70, Number 3, December 2009
- Jan H. Maruhn, Ekkehard W. Sachs: Robust static hedging of barrier options in stochastic volatility models. 405-433
- Juho Kanniainen: Can properly discounted projects follow geometric Brownian motion? 435-450
- Francisco R. Fernández, Miguel A. Hinojosa, Amparo M. Mármol, Justo Puerto: Opportune moment strategies for a cost spanning tree game. 451-463
- Silvia Miquel: A pairwise-monotonic core selection for permutation games. 465-475
- Sumit Kunnumkal, Huseyin Topaloglu: A stochastic approximation method for the single-leg revenue management problem with discrete demand distributions. 477-504
- Erhan Bayraktar, Hao Xing: Pricing American options for jump diffusions by iterating optimal stopping problems for diffusions. 505-525
- Tomás Prieto-Rumeau, Onésimo Hernández-Lerma: Variance minimization and the overtaking optimality approach to continuous-time controlled Markov chains. 527-540
- Rolando Cavazos-Cadena: Solutions of the average cost optimality equation for finite Markov decision chains: risk-sensitive and risk-neutral criteria. 541-566
- Ulrich Rieder, Jens Winter: Optimal control of Markovian jump processes with partial information and applications to a parallel queueing model. 567-596
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last updated on 2013-06-18T211851 by the dblp team