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ORCIDMathematics 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 S. 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 - Anna Jaskiewicz:
On the Equivalence of Two Expected Average Cost Criteria for Semi-Markov Control Processes. 326-338 - Jianyong Liu, 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 - Alexander D. Ioffe, R. E. Lucchetti, Julian 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 I. 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 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 - Jiangang 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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