Volume 75, Number 1, February 2012
, Christian Rudloff
: Integrating inventory control and a price change in the presence of reference price effects: a two-period model.
: A very short algebraic proof of the Farkas Lemma.
Volume 75, Number 2, April 2012
, J. Michael Harrison
: Reflecting Brownian motion in three dimensions: a new proof of sufficient conditions for positive recurrence.
, Youpan Han
: Quantitative stability of mixed-integer two-stage quadratic stochastic programs.
, Hongwei Liu
: A new second-order corrector interior-point algorithm for semidefinite programming.
Volume 75, Number 3, June 2012
: Optimal partial hedging of an American option: shifting the focus to the expiration date.
, Baimin Yu
: Portfolio selection of a closed-end mutual fund.
: Optimal stopping with random exercise lag.
, Malte Fliedner
: Packing chained items in aligned bins with applications to container transshipment and project scheduling.