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ORCIDMathematical Methods of Operations Research, Volume 85
Volume 85, Number 1, February 2017
- Oliver Stein
:
Preface to the special issue on advances in continuous optimization on the occasion of EUROPT 2015. 1-2 - Didier Aussel, Simone Sagratella:
Sufficient conditions to compute any solution of a quasivariational inequality via a variational inequality. 3-18 - Jinchao Li, Martin S. Andersen, Lieven Vandenberghe:
Inexact proximal Newton methods for self-concordant functions. 19-41 - Paul Armand, Isaï Lankoandé:
An inexact proximal regularization method for unconstrained optimization. 43-59 - Lilian F. Berti, Aurelio R. L. Oliveira, Carla T. L. S. Ghidini:
A variation on the interior point method for linear programming using the continued iteration. 61-75 - Riccardo Cambini, Laura Carosi, Laura Martein, Ezat Valipour:
Simplex-like sequential methods for a class of generalized fractional programs. 77-96 - Daniele Silva, Marta I. Velazco Fontova, Aurelio R. L. Oliveira:
Influence of matrix reordering on the performance of iterative methods for solving linear systems arising from interior point methods for linear programming. 97-112 - Juana López Redondo, José Fernández, Pilar Martínez Ortigosa:
FEMOEA: a fast and efficient multi-objective evolutionary algorithm. 113-135 - Philippe Mahey, Jonas Koko, Arnaud Lenoir:
Decomposition methods for a spatial model for long-term energy pricing problem. 137-153
Volume 85, Number 2, April 2017
- Johannes C. Müller, Sebastian Pokutta, Alexander Martin, Susanne Pape, Andrea Peter, Thomas Winter:
Pricing and clearing combinatorial markets with singleton and swap orders. 155-177 - Arian Cani, Stefan Thonhauser:
An optimal reinsurance problem in the Cramér-Lundberg model. 179-205 - Axel Dreves:
Computing all solutions of linear generalized Nash equilibrium problems. 207-221 - Gholam Reza Jahanshahloo, Jafar Sadeghi, Mohammad Khodabakhshi:
Proposing a method for fixed cost allocation using DEA based on the efficiency invariance and common set of weights principles. 223-240 - Kemal Kilic, Menekse G. Saygi, Semih Onur Sezer:
A mathematical model for personalized advertisement in virtual reality environments. 241-264 - Giorgia Callegaro, Luciano Campi, Valeria Giusto, Tiziano Vargiolu:
Utility indifference pricing and hedging for structured contracts in energy markets. 265-303 - Ya Huang, Xiangqun Yang, Jieming Zhou:
Robust optimal investment and reinsurance problem for a general insurance company under Heston model. 305-326
Volume 85, Number 3, June 2017
- Yun Shi, Xun Li, Xiangyu Cui:
Better than pre-committed optimal mean-variance policy in a jump diffusion market. 327-347 - Olivier Menoukeu Pamen, Romuald Hervé Momeya:
A maximum principle for Markov regime-switching forward-backward stochastic differential games and applications. 349-388 - Yasushi Agatsuma, Yukihiko Funaki, Koji Yokote:
Random reduction consistency of the Weber set, the core and the anti-core. 389-405 - Bas J. Dietzenbacher, Peter Borm, Ruud Hendrickx:
Decomposition of network communication games. 407-423 - Mariusz Górajski, Dominika Machowska:
Optimal double control problem for a PDE model of goodwill dynamics. 425-452 - Ming Huang, Yue Lu, Li-Ping Pang, Zun-Quan Xia:
A space decomposition scheme for maximum eigenvalue functions and its applications. 453-490 - Jian Pan, Qingxian Xiao:
Optimal mean-variance asset-liability management with stochastic interest rates and inflation risks. 491-519 - Juan Enrique Martínez-Legaz:
Erratum to: Increasing quasiconcave co-radiant functions with applications in mathematical economics. 521
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