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ORCIDMathematics of Operations Research, Volume 50
Volume 50, Number 1, 2025
- Editorial Board. 2-
- Adrian Rivera Cardoso
, He Wang, Huan Xu:
The Online Saddle Point Problem and Online Convex Optimization with Knapsacks. 1-39 - Yunbei Xu, Assaf Zeevi:
Towards Optimal Problem Dependent Generalization Error Bounds in Statistical Learning Theory. 40-67 - Nils Bertschinger, Martin Hoefer, Daniel Schmand:
Flow Allocation Games. 68-89 - Wenpin Tang, David D. Yao:
Polynomial Voting Rules. 90-106 - Rami Atar, Eyal Castiel, Yonatan Shadmi:
Scheduling in the High-Uncertainty Heavy Traffic Regime. 107-140 - Eyal Cohen, Marc Teboulle:
Alternating and Parallel Proximal Gradient Methods for Nonsmooth, Nonconvex Minimax: A Unified Convergence Analysis. 141-168 - Ronnie Loeffen, Pierre Patie, Jian Wang:
Fluctuation Theory of Continuous-Time, Skip-Free Downward Markov Chains with Applications to Branching Processes with Immigration. 169-188 - Tara Abrishami, Maria Chudnovsky, Cemil Dibek, Kristina Vuskovic:
Submodular Functions and Perfect Graphs. 189-208 - David Gamarnik, Eren C. Kizildag, Ilias Zadik:
Stationary Points of a Shallow Neural Network with Quadratic Activations and the Global Optimality of the Gradient Descent Algorithm. 209-251 - Martijn H. H. Schoot Uiterkamp:
A Characterization of Simultaneous Optimization, Majorization, and (Bi-)Submodular Polyhedra. 252-276 - Andrea Bovo, Tiziano De Angelis, Elena Issoglio:
Variational Inequalities on Unbounded Domains for Zero-Sum Singular Controller vs. Stopper Games. 277-312 - Peng Liu:
Risk Sharing with Lambda Value at Risk. 313-333 - Martin Bladt, Oscar Peralta:
Strongly Convergent Homogeneous Approximations to Inhomogeneous Markov Jump Processes and Applications. 334-355 - Alain Bensoussan, Seyoung Park:
Optimal Consumption and Investment with Independent Stochastic Labor Income. 356-389 - Christian Ewerhart, Marco Serena:
On the (Im-)Possibility of Representing Probability Distributions as a Difference of I.I.D. Noise Terms. 390-409 - Antonio Bellon, Didier Henrion, Vyacheslav Kungurtsev, Jakub Marecek:
Parametric Semidefinite Programming: Geometry of the Trajectory of Solutions. 410-430 - Mehrdad Moharrami, Yashaswini Murthy, Arghyadip Roy, R. Srikant:
A Policy Gradient Algorithm for the Risk-Sensitive Exponential Cost MDP. 431-458 - Manxi Wu, Saurabh Amin, Asuman E. Ozdaglar:
Convergence and Stability of Coupled Belief-Strategy Learning Dynamics in Continuous Games. 459-481 - Luc Attia, Miquel Oliu-Barton, Raimundo Saona:
Marginal Values of a Stochastic Game. 482-505 - Haotian Gu, Xin Guo, Xiaoli Wei, Renyuan Xu:
Mean-Field Multiagent Reinforcement Learning: A Decentralized Network Approach. 506-536 - Monique Laurent, Sven C. Polak, Luis Felipe Vargas:
Semidefinite Approximations for Bicliques and Bi-Independent Pairs. 537-572 - Maxime Egéa, Fabien Panloup:
Multilevel Langevin Pathwise Average for Gibbs Approximation. 573-605 - Zhou Yang, Danping Li, Yan Zeng, Guanting Liu:
Optimal Investment Strategy for α-Robust Utility Maximization Problem. 606-632 - Yichun Hu, Nathan Kallus, Masatoshi Uehara:
Fast Rates for the Regret of Offline Reinforcement Learning. 633-655 - Naveed Chehrazi:
Exact Characterization of the Jointly Optimal Restocking and Auditing Policy in Inventory Systems with Record Inaccuracy. 656-710 - Mihail Bazhba, Jose H. Blanchet, Chang-Han Rhee, Bert Zwart:
Sample-Path Large Deviations for Unbounded Additive Functionals of the Reflected Random Walk. 711-742 - Massimiliano Amarante, Felix-Benedikt Liebrich, Cosimo Munari:
Uniqueness of Convex-Ranged Probabilities and Applications to Risk Measures and Games. 743-763 - Michele Conforti, Volker Kaibel:
Steiner Cut Dominants. 764-781
Volume 50, Number 2, 2025
- Xinghu Jin, Guodong Pang, Lihu Xu, Xin Xu:
An Approximation to the Invariant Measure of the Limiting Diffusion of G/Ph/n + GI Queues in the Halfin-Whitt Regime and Related Asymptotics. 783-812 - Yuan Li, David A. Goldberg:
Simple and Explicit Bounds for Multiserver Queues with 1/1-ρ Scaling. 813-837 - Nicolas Fraiman, Tzu-Chi Lin, Mariana Olvera-Cravioto:
Opinion Dynamics on Directed Complex Networks. 838-870 - Qimeng Yu, Simge Küçükyavuz:
On Constrained Mixed-Integer DR-Submodular Minimization. 871-909 - Jingyang Zhao, Mingyu Xiao:
Practical Algorithms with Guaranteed Approximation Ratio for Traveling Tournament Problem with Maximum Tour Length 2. 910-934 - Alain Durmus, Eric Moulines, Alexey Naumov, Sergey Samsonov:
Finite-Time High-Probability Bounds for Polyak-Ruppert Averaged Iterates of Linear Stochastic Approximation. 935-964 - Amir Ali Ahmadi, Oktay Günlük:
Robust-to-Dynamics Optimization. 965-992 - Ion Necoara, Flávia Chorobura:
Efficiency of Stochastic Coordinate Proximal Gradient Methods on Nonseparable Composite Optimization. 993-1018 - Erfan Khademnia, Danial Davarnia:
Convexification of Bilinear Terms over Network Polytopes. 1019-1041 - Guohui Guan, Zongxia Liang, Jianming Xia:
Equilibrium Portfolio Selection for Smooth Ambiguity Preferences. 1042-1071 - Ofelia Bonesini, Luciano Campi, Markus Fischer:
Correlated Equilibria for Mean Field Games with Progressive Strategies. 1072-1111 - Eunji Lim:
Estimating a Function and Its Derivatives Under a Smoothness Condition. 1112-1138 - Diego Goldsztajn, Sem C. Borst, Johan S. H. van Leeuwaarden:
Learning and Balancing Unknown Loads in Large-Scale Systems. 1139-1172 - Dylan Possamaï, Nizar Touzi:
Is There a Golden Parachute in Sannikov's Principal-Agent Problem? 1173-1203 - Scott B. Lindstrom, Bruno F. Lourenço, Ting Kei Pong:
Optimal Error Bounds in the Absence of Constraint Qualifications with Applications to p-Cones and Beyond. 1204-1232 - Giannis Fikioris, Éva Tardos:
Liquid Welfare Guarantees for No-Regret Learning in Sequential Budgeted Auctions. 1233-1249 - Roger J. A. Laeven, John Schoenmakers, Nikolaus Schweizer, Mitja Stadje:
Robust Multiple Stopping - A Duality Approach. 1250-1276 - Thodoris Lykouris, Max Simchowitz, Aleksandrs Slivkins, Wen Sun:
Corruption-Robust Exploration in Episodic Reinforcement Learning. 1277-1304 - Christoph Reisinger, Jonathan Tam:
Markov Decision Processes with Observation Costs: Framework and Computation with a Penalty Scheme. 1305-1332 - Shu Lu:
Confidence Intervals for Piecewise Normal Distributions and Stochastic Variational Inequalities. 1333-1363 - Jinlong Lei, Uday V. Shanbhag:
Variance-Reduced Accelerated First-Order Methods: Central Limit Theorems and Confidence Statements. 1364-1397 - Alexander E. Black, Jesús A. De Loera, Sean Kafer, Laura Sanità:
On the Simplex Method for 0/1-Polytopes. 1398-1420 - Roel Lambers, Rudi Pendavingh, Frits C. R. Spieksma:
How to Design a Stable Serial Knockout Competition. 1421-1432 - Salil Sharma, Elias Tsakas, Mark Voorneveld:
Procuring Unverifiable Information. 1433-1453 - Akshay Ramachandran, Kevin Shu, Alex L. Wang:
Hidden Convexity, Optimization, and Algorithms on Rotation Matrices. 1454-1477 - Jean-Paul Décamps, Fabien Gensbittel, Thomas Mariotti:
Investment Timing and Technological Breakthroughs. 1478-1513 - Alberto Del Pia, Aida Khajavirad:
Rank-One Boolean Tensor Factorization and the Multilinear Polytope. 1514-1554 - Martin Herdegen, Nazem Khan:
ρ-Arbitrage and ρ-Consistent Pricing for Star-Shaped Risk Measures. 1555-1583
Volume 50, Number 3, 2025
- Johannes O. Royset, Louis Chen, Eric Eckstrand:
Rockafellian Relaxation and Stochastic Optimization Under Perturbations. 1585-1610 - Akshay Gupte, Yiran Zhu:
Large Independent Sets in Recursive Markov Random Graphs. 1611-1634 - Alex Gershkov, Benny Moldovanu, Xianwen Shi:
Order Independence in Sequential, Issue-by-Issue Voting. 1635-1653 - Caroline Geiersbach, René Henrion:
Optimality Conditions in Control Problems with Random State Constraints in Probabilistic or Almost Sure Form. 1654-1680 - Julien Grand-Clément, Marek Petrik:
On the Convex Formulations of Robust Markov Decision Processes. 1681-1706 - Ziteng Cheng, Sebastian Jaimungal:
Risk-Averse Markov Decision Processes Through a Distributional Lens. 1707-1733 - Feng Guo, Jie Wang:
A Moment-Sum-of-Squares Hierarchy for Robust Polynomial Matrix Inequality Optimization with Sum-of-Squares Convexity. 1734-1761 - François Delarue, Athanasios Vasileiadis:
Exploration Noise for Learning Linear-Quadratic Mean Field Games. 1762-1831 - José-Luis Pérez, Neofytos Rodosthenous, Kazutoshi Yamazaki:
Nonzero-Sum Optimal Stopping Game with Continuous vs. Periodic Exercise Opportunities. 1832-1867 - Lei Zhao, Daoli Zhu, Shuzhong Zhang:
An Augmented Lagrangian Approach to Conically Constrained Nonmonotone Variational Inequality Problems. 1868-1900 - Moshe Babaioff, Uriel Feige:
Fair Shares: Feasibility, Domination, and Incentives. 1901-1934 - Ion Necoara, Olivier Fercoq:
Erratum to: Linear Convergence of Dual Coordinate Descent on Nonpolyhedral Convex Problems. 1935-1938 - Marlon R. Moresco, Mélina Mailhot, Silvana M. Pesenti:
Uncertainty Propagation and Dynamic Robust Risk Measures. 1939-1964 - René Caldentey, Avi Giloni, Clifford M. Hurvich, Yichen Zhang:
Information Design and Sharing in Supply Chains. 1965-1991 - Shaoning Han, Andrés Gómez:
Compact Extended Formulations for Low-Rank Functions with Indicator Variables. 1992-2016 - Ashkan Mohammadi, M. Ebrahim Sarabi:
Parabolic Regularity of Spectral Functions. 2017-2046 - Pedro García-Segador, Michel Grabisch, Pedro Miranda:
On the Set of Balanced Games. 2047-2072 - Wenyuan Wang, Ran Xu, Kaixin Yan:
Optimal Ratcheting of Dividends with Capital Injection. 2073-2111 - Costanza Catalano, Maria Castaldo, Giacomo Como, Fabio Fagnani:
On a Network Centrality Maximization Game. 2112-2140 - Friedrich Eisenbrand, Christoph Hunkenschröder, Kim-Manuel Klein, Martin Koutecký, Asaf Levin, Shmuel Onn:
Sparse Integer Programming Is Fixed-Parameter Tractable. 2141-2156 - Frédéric Koessler, Marco Scarsini, Tristan Tomala:
Correlated Equilibria in Large Anonymous Bayesian Games. 2157-2174 - Shaoning Han, Ying Cui, Jong-Shi Pang:
Analysis of a Class of Minimization Problems Lacking Lower Semicontinuity. 2175-2198 - Ildikó Schlotter, Péter Biró, Tamás Fleiner:
The Core of Housing Markets from an Agent's Perspective: Is It Worth Sprucing up Your Home? 2199-2225 - Sebastian Perez-Salazar, Mohit Singh, Alejandro Toriello:
Robust Online Selection with Uncertain Offer Acceptance. 2226-2260 - Ayumi Igarashi, Frédéric Meunier:
Envy-Free Division of Multilayered Cakes. 2261-2286 - Ron Holzman:
The Minimax Property in Infinite Two-Person Win-Lose Games. 2287-2300 - David Newton, Raghu Bollapragada, Raghu Pasupathy, Nung Kwan Yip:
A Retrospective Approximation Approach for Smooth Stochastic Optimization. 2301-2332 - Dong-Young Lim, Ariel Neufeld, Sotirios Sabanis, Ying Zhang:
Langevin Dynamics Based Algorithm e-THεO POULA for Stochastic Optimization Problems with Discontinuous Stochastic Gradient. 2333-2374 - Teemu Pennanen, Ari-Pekka Perkkiö:
Dual Solutions in Convex Stochastic Optimization. 2375-2404 - Yuchen Li, Zongxia Liang, Shunzhi Pang:
Comparison Between Mean-Variance and Monotone Mean-Variance Preferences Under Jump Diffusion and Stochastic Factor Model. 2405-2432
Volume 50, Number 4, 2025
- H. Dharma Kwon, Jan Palczewski:
Exit Game with Private Information. 2433-2469 - Vishwajit Hegde, Arvind S. Menon, Prashanth L. A., Krishna P. Jagannathan:
Online Estimation and Optimization of Utility-Based Shortfall Risk. 2470-2501 - Krishnendu Chatterjee, Miquel Oliu-Barton, Raimundo Saona:
Value-Positivity for Matrix Games. 2502-2525 - Lijun Bo, Yijie Huang, Xiang Yu:
Stochastic Control Problems with State Reflections Arising from Relaxed Benchmark Tracking. 2526-2551 - Xin Guo, Yonghui Huang, Yi Zhang:
On Average Optimality for Non-Stationary Markov Decision Processes in Borel Spaces. 2552-2576 - Zhaosong Lu, Sanyou Mei:
Primal-Dual Extrapolation Methods for Monotone Inclusions Under Local Lipschitz Continuity. 2577-2599 - Jianfeng Zhang, Zimu Zhu:
A Dynamic Principal-Agent Problem with One-Sided Commitment. 2600-2632 - Hédy Attouch, Radu Ioan Bot, Dang-Khoa Nguyen:
Fast Convex Optimization via Time Scale and Averaging of the Steepest Descent. 2633-2665 - Erhan Bayraktar, Yu-Jui Huang, Zhenhua Wang, Zhou Zhou:
Relaxed Equilibria for Time-Inconsistent Markov Decision Processes. 2666-2687 - Shenglong Zhou, Lili Pan, Naihua Xiu, Geoffrey Ye Li:
A 0/1 Constrained Optimization Solving Sample Average Approximation for Chance Constrained Programming. 2688-2716 - Georgios Amanatidis, Georgios Birmpas, Philip Lazos, Stefano Leonardi, Rebecca Reiffenhäuser:
Round-Robin Beyond Additive Agents: Existence and Fairness of Approximate Equilibria. 2717-2737 - Ying Jin, Zhuoran Yang, Zhaoran Wang:
Is Pessimism Provably Efficient for Offline Reinforcement Learning? 2738-2793 - Vidya Muthukumar, Soham Phade, Anant Sahai:
On the Impossibility of Convergence of Mixed Strategies with Optimal No-Regret Learning. 2794-2833 - Alberto Vera, Alessandro Arlotto, Itai Gurvich, Eli Levin:
Dynamic Resource Allocation: The Geometry and Robustness of Constant Regret. 2834-2872 - Ling Liang, Defeng Sun, Kim-Chuan Toh:
A Squared Smoothing Newton Method for Semidefinite Programming. 2873-2908 - Jannis Blauth, Meike Neuwohner, Luise Puhlmann, Jens Vygen:
Improved Guarantees for the A Priori TSP. 2909-2940 - Moïse Blanchard, Junhui Zhang, Patrick Jaillet:
Quadratic Memory Is Necessary for Optimal Query Complexity in Convex Optimization: Center of Mass Is Pareto Optimal. 2941-2971 - Alessandro Gnoatto, Silvia Lavagnini, Athena Picarelli:
Deep Quadratic Hedging. 2972-3009 - Junpeng Zhou, Na Zhang, Qia Li:
An Equivalent Reformulation and Multiproximity Gradient Algorithms for a Class of Nonsmooth Fractional Programming. 3010-3038 - Tomer Ezra, Michal Feldman, Nikolai Gravin, Zhihao (gavin) Tang:
Tight Bounds for Secretary Matching in General Graphs. 3039-3054 - Gökçe Dayanikli, Mathieu Laurière:
A Machine Learning Method for Stackelberg Mean Field Games. 3055-3093 - Jiewen Guan, Simai He, Bo Jiang, Zhening Li:
ℓ p -Sphere Covering and Approximating Nuclear p -Norm. 3094-3124 - Tianjiao Li, Feiyang Wu, Guanghui Lan:
Stochastic First-Order Methods for Average-Reward Markov Decision Processes. 3125-3160 - Ben Berger, Tomer Ezra, Michal Feldman, Federico Fusco:
Pandora's Problem with Combinatorial Cost. 3161-3189 - Rodrigo Maulen-Soto, Jalal Fadili, Hédy Attouch:
An Stochastic Differential Equation Perspective on Stochastic Convex Optimization. 3190-3221 - Jiaxiang Li, Shiqian Ma, Tejes Srivastava:
A Riemannian Alternating Direction Method of Multipliers. 3222-3242 - Brian Brubach, Nathaniel Grammel, Will Ma, Aravind Srinivasan:
Improved Guarantees for Offline Stochastic Matching via New Ordered Contention Resolution Schemes. 3243-3256 - Ioannis Caragiannis, Panagiotis Kanellopoulos, Maria Kyropoulou:
On Interim Envy-Free Allocation Lotteries. 3257-3282
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