Mathematical Methods of Operations Research, Volume 85 (original) (raw)

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Volume 85, Number 1, February 2017

Advances in continuous optimization on the occasion of EUROPT 2015

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    Oliver Stein:
    Preface to the special issue on advances in continuous optimization on the occasion of EUROPT 2015. 1-2
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    Didier Aussel, Simone Sagratella:
    Sufficient conditions to compute any solution of a quasivariational inequality via a variational inequality. 3-18
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    Jinchao Li, Martin S. Andersen, Lieven Vandenberghe:
    Inexact proximal Newton methods for self-concordant functions. 19-41
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    Paul Armand, Isaï Lankoandé:
    An inexact proximal regularization method for unconstrained optimization. 43-59
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    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
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    Riccardo Cambini, Laura Carosi, Laura Martein, Ezat Valipour:
    Simplex-like sequential methods for a class of generalized fractional programs. 77-96
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    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
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    Juana López Redondo, José Fernández, Pilar Martínez Ortigosa:
    FEMOEA: a fast and efficient multi-objective evolutionary algorithm. 113-135
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    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

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    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
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    Arian Cani, Stefan Thonhauser:
    An optimal reinsurance problem in the Cramér-Lundberg model. 179-205
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    Axel Dreves:
    Computing all solutions of linear generalized Nash equilibrium problems. 207-221
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    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
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    Kemal Kilic, Menekse G. Saygi, Semih Onur Sezer:
    A mathematical model for personalized advertisement in virtual reality environments. 241-264
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    Giorgia Callegaro, Luciano Campi, Valeria Giusto, Tiziano Vargiolu:
    Utility indifference pricing and hedging for structured contracts in energy markets. 265-303
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    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

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    Yun Shi, Xun Li, Xiangyu Cui:
    Better than pre-committed optimal mean-variance policy in a jump diffusion market. 327-347
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    Olivier Menoukeu Pamen, Romuald Hervé Momeya:
    A maximum principle for Markov regime-switching forward-backward stochastic differential games and applications. 349-388
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    Yasushi Agatsuma, Yukihiko Funaki, Koji Yokote:
    Random reduction consistency of the Weber set, the core and the anti-core. 389-405
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    Bas J. Dietzenbacher, Peter Borm, Ruud Hendrickx:
    Decomposition of network communication games. 407-423
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    Mariusz Górajski, Dominika Machowska:
    Optimal double control problem for a PDE model of goodwill dynamics. 425-452
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    Ming Huang, Yue Lu, Li-Ping Pang, Zun-Quan Xia:
    A space decomposition scheme for maximum eigenvalue functions and its applications. 453-490
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    Jian Pan, Qingxian Xiao:
    Optimal mean-variance asset-liability management with stochastic interest rates and inflation risks. 491-519
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    Juan Enrique Martínez-Legaz:
    Erratum to: Increasing quasiconcave co-radiant functions with applications in mathematical economics. 521

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