Mathematics of Operations Research, Volume 29

Volume 29, Number 1, February 2004

• Alfred Auslender, Marc Teboulle:
  Interior Gradient and Epsilon-Subgradient Descent Methods for Constrained Convex Minimization. 1-26
  
• Paul Tseng:
  An Analysis of the EM Algorithm and Entropy-Like Proximal Point Methods. 27-44
  
• Kung Fu Ng, Xi Yin Zheng:
  Characterizations of Error Bounds for Convex Multifunctions on Banach Spaces. 45-63
  
• Mikhail V. Solodov:
  On the Sequential Quadratically Constrained Quadratic Programming Methods. 64-79
  
• Robert D. Carr:
  Separation Algorithms for Classes of STSP Inequalities Arising from a New STSP Relaxation. 80-91
  
• Mine Çaglar:
  A Long-Range Dependent Workload Model for Packet Data Traffic. 92-105
  
• Nicolas Vieille:
  Random Walks and Voting Theory. 106-113
  
• Vladimir Ejov, Jerzy A. Filar, Minh-Tuan Nguyen:
  Hamiltonian Cycles and Singularly Perturbed Markov Chains. 114-131
  
• Andrew E. B. Lim:
  Quadratic Hedging and Mean-Variance Portfolio Selection with Random Parameters in an Incomplete Market. 132-161
  
• Eric V. Denardo, Uriel G. Rothblum, Ludo van der Heyden:
  Index Policies for Stochastic Search in a Forest with an Application to R&D Project Management. 162-181
  
• B. Curtis Eaves, Peter W. Glynn, Uriel G. Rothblum:
  The Mean Number-in-System Vector Range for Multiclass Queueing Networks. 182-190
  

Volume 29, Number 2, May 2004

• Samuel C. Kou, Steven G. Kou:
  A Diffusion Model for Growth Stocks. 191-212
  
• Xi Yin Zheng, Kung Fu Ng:
  Error Bound Moduli for Conic Convex Systems on Banach Spaces. 213-228
  
• Gergely Mádi-Nagy, András Prékopa:
  On Multivariate Discrete Moment Problems and Their Applications to Bounding Expectations and Probabilities. 229-258
  
• Ehud Lehrer:
  The Game of Normal Numbers. 259-265
  
• R. T. Dunn, Kevin D. Glazebrook:
  Discounted Multiarmed Bandit Problems on a Collection of Machines with Varying Speeds. 266-279
  
• Refael Hassin, Asaf Levin:
  Synthesis of 2-Commodity Flow Networks. 280-288
  
• Alexei B. Piunovskiy:
  Optimal Interventions in Countable Jump Markov Processes. 289-308
  
• Bong Dae Choi, Bara Kim, Dongbi Zhu:
  MAP/M/c Queue with Constant Impatient Time. 309-325
  
• A. Jaskiewicz:
  On the Equivalence of Two Expected Average Cost Criteria for Semi-Markov Control Processes. 326-338
  
• Liu Jianyong, Xiaobo Zhao:
  On Average Reward Semi-Markov Decision Processes with a General Multichain Structure. 339-352
  
• Sándor P. Fekete, Jörg Schepers:
  A Combinatorial Characterization of Higher-Dimensional Orthogonal Packing. 353-368
  
• A. D. Ioffe, R. E. Lucchetti, J. P. Revalski:
  Almost Every Convex or Quadratic Programming Problem Is Well Posed. 369-382
  
• András Sebö, Eric Tannier:
  On Metric Generators of Graphs. 383-393
  
• Satoko Moriguchi, Akiyoshi Shioura:
  On Hochbaum's Proximity-Scaling Algorithm for the General Resource Allocation Problem. 394-397
  
• Predrag R. Jelenkovic, Petar Momcilovic:
  Large Deviations of Square Root Insensitive Random Sums. 398-406
  

Volume 29, Number 3, August 2004

• Ramesh Johari, John N. Tsitsiklis:
  Efficiency Loss in a Network Resource Allocation Game. 407-435
  
• David R. Karger, Philip N. Klein, Clifford Stein, Mikkel Thorup, Neal E. Young:
  Rounding Algorithms for a Geometric Embedding of Minimum Multiway Cut. 436-461
  
• Daniela Pucci de Farias, Benjamin Van Roy:
  On Constraint Sampling in the Linear Programming Approach to Approximate Dynamic Programming. 462-478
  
• Alexander Shapiro, Jie Sun:
  Some Properties of the Augmented Lagrangian in Cone Constrained Optimization. 479-491
  
• Eugene A. Feinberg:
  Continuous Time Discounted Jump Markov Decision Processes: A Discrete-Event Approach. 492-524
  
• Nico M. van Dijk, Masakiyo Miyazawa:
  Error Bounds for Perturbing Nonexponential Queues. 525-558
  
• Rajeev Agrawal, François Baccelli, Rajendran Rajan:
  An Algebra for Queueing Networks with Time-Varying Service and Its Application to the Analysis of Integrated Service Networks. 559-591
  
• Serguei Foss, Artëm Sapozhnikov:
  On the Existence of Moments for the Busy Period in a Single-Server Queue. 592-601
  
• Richard P. McLean, Amit Pazgal, William W. Sharkey:
  Potential, Consistency, and Cost Allocation Prices. 602-623
  
• Tetsuya Takine:
  Geometric and Subexponential Asymptotics of Markov Chains of M/G/1 Type. 624-648
  
• Monique Jeanblanc, Peter Lakner, Ashay Kadam:
  Optimal Bankruptcy Time and Consumption/Investment Policies on an Infinite Horizon with a Continuous Debt Repayment Until Bankruptcy. 649-671
  
• Rida Laraki, William D. Sudderth:
  The Preservation of Continuity and Lipschitz Continuity by Optimal Reward Operators. 672-685
  
• Edward J. Anderson, Chris N. Potts:
  Online Scheduling of a Single Machine to Minimize Total Weighted Completion Time. 686-697
  
• Xin Chen, David Simchi-Levi:
  Coordinating Inventory Control and Pricing Strategies with Random Demand and Fixed Ordering Cost: The Infinite Horizon Case. 698-723
  
• Karen Aardal, Arjen K. Lenstra:
  Hard Equality Constrained Integer Knapsacks. 724-738
  

Volume 29, Number 4, November 2004

• Abraham Neyman, Rann Smorodinsky:
  Asymptotic Values of Vector Measure Games. 739-775
  
• Adrian S. Lewis:
  The Structured Distance to Ill-Posedness for Conic Systems. 776-785
  
• Constantinos Maglaras, Assaf J. Zeevi:
  Diffusion Approximations for a Multiclass Markovian Service System with "Guaranteed" and "Best-Effort" Service Levels. 786-813
  
• Warren B. Powell, Andrzej Ruszczynski, Huseyin Topaloglu:
  Learning Algorithms for Separable Approximations of Discrete Stochastic Optimization Problems. 814-836
  
• Jeffrey W. Ohlmann, James C. Bean, Shane G. Henderson:
  Convergence in Probability of Compressed Annealing. 837-860
  
• Thomas Quint, Jun Wako:
  On Houseswapping, the Strict Core, Segmentation, and Linear Programming. 861-877
  
• Alan M. Frieze:
  On Random Symmetric Travelling Salesman Problems. 878-890
  
• J. G. Dai, Otis B. Jennings:
  Stabilizing Queueing Networks with Setups. 891-922
  
• Daning Sun:
  Existence and Properties of Optimal Production and Inventory Policies. 923-934
  
• Christian Bender, Robert J. Elliott:
  Arbitrage in a Discrete Version of the Wick-Fractional Black-Scholes Market. 935-945
  
• Hatem Ben Ameur, Pierre L'Ecuyer, Christiane Lemieux:
  Combination of General Antithetic Transformations and Control Variables. 946-960
  
• José R. Correa, Andreas S. Schulz, Nicolás E. Stier Moses:
  Selfish Routing in Capacitated Networks. 961-976
  

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