Mathematics of Operations Research
Mathematics of Operations Research
ISSNs: 0364-765X
Additional searchable ISSN (electronic): 1526-5471
Institute for Operations Research and the Management Sciences (I N F O R M S), United States
Scopus rating (2023): CiteScore 3.4 SJR 1.215 SNIP 1.4
Journal
Research Output
- 2024
- Online published
Optimal Consumption and Investment with Independent Stochastic Labor Income
Bensoussan, A. & Park, S., 5 Mar 2024, (Online published) In: Mathematics of Operations Research. 35 p.Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
- 2023
- Published
Exactness Conditions for Semidefinite Programming Relaxations of Generalization of the Extended Trust Region Subproblem
Jiang, R. & Li, D., Aug 2023, In: Mathematics of Operations Research. 48, 3, p. 1235–1253 19 p.Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 1 - 2021
Diffusion approximation for fair resource control—interchange of limits under a moment condition
Ye, H. & Yao, D. D., Aug 2021, In: Mathematics of Operations Research. 46, 3, p. 869-894Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
- 2020
A Dynamic Network Model of Interbank Lending-Systemic Risk and Liquidity Provisioning
Capponi, A., Sun, X. & Yao, D. D., Aug 2020, In: Mathematics of Operations Research. 45, 3, p. 1127-1152Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 11- 2016
Diffusion limit of fair resource control-stationarity and interchange of limits
Ye, H. & Yao, D. D., 1 Nov 2016, In: Mathematics of Operations Research. 41, 4, p. 1161-1207Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 11- 2015
- Published
Entrepreneurial decisions on effort and project with a nonconcave objective function
Bensoussan, A., Cadenillas, A. & Koo, H. K., 1 Nov 2015, In: Mathematics of Operations Research. 40, 4, p. 902-914Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 7 Affine point processes: Approximation and efficient simulation
Zhang, X., Blanchet, J., Giesecke, K. & Glynn, P. W., Nov 2015, In: Mathematics of Operations Research. 40, 4, p. 797-819 23 p.Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 16- 2011
- Published
Discrete fixed points: Models, complexities, and applications
Deng, X., Qi, Q., Saberi, A. & Zhang, J., Nov 2011, In: Mathematics of Operations Research. 36, 4, p. 636-652Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 8 - 2010
Duality gap estimation of linear equality constrained binary quadratic programming
Zheng, X., Sun, X., Li, D. & Xia, Y., Nov 2010, In: Mathematics of Operations Research. 35, 4, p. 864-880Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 11- Published
Models for minimax stochastic linear optimization problems with risk aversion
Bertsimas, D., Doan, X. V., Natarajan, K. & Teo, C., Aug 2010, In: Mathematics of Operations Research. 35, 3, p. 580-602Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 163 - 2007
A multiperiod newsvendor problem with partially observed demand
Bensoussan, A., Çakanyildirim, M. & Sethi, S. P., May 2007, In: Mathematics of Operations Research. 32, 2, p. 322-344Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 58- 2006
Monotonic Assignment Rules and Common Pricing
Bergin, J. & Zhou, L., Feb 2006, In: Mathematics of Operations Research. 31, 1, p. 133-146Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
- 2003
- Published
Unifying condition numbers for linear programming
Cheung, D., Cucker, F. & Pena, J., Nov 2003, In: Mathematics of Operations Research. 28, 4, p. 609-624Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 16 - 2001
ON A NEW HOMOTOPY CONTINUATION TRAJECTORY FOR NONLINEAR COMPLEMENTARITY PROBLEMS
ZHAO, Y. & LI, D., Feb 2001, In: Mathematics of Operations Research. 26, 1, p. 119-146Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 23- 2000
ASYMPTOTIC STRONG DUALITY FOR BOUNDED INTEGER PROGRAMMING: A LOGARITHMIC-EXPONENTIAL DUAL FORMULATION
SUN, X. & LI, D., Nov 2000, In: Mathematics of Operations Research. 25, 4, p. 625-644Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 21- 1998
A simplicial approach to the determination of an integer point of a simplex
Dang, C. & Van Maaren, H., May 1998, In: Mathematics of Operations Research. 23, 2, p. 403-415Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 11