Mathematical Methods of Operations Research, Volume 87 (original) (raw)

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Volume 87, Number 1, February 2018

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    Farnaz Hooshmand, S. A. MirHassani:
    Reduction of nonanticipativity constraints in multistage stochastic programming problems with endogenous and exogenous uncertainty. 1-18
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    Michael Holzhauser, Sven O. Krumke:
    A generalized approximation framework for fractional network flow and packing problems. 19-50
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    Jianjun Li, Liwei Liu, Tao Jiang:
    Analysis of an M/G/1 queue with vacations and multiple phases of operation. 51-72
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    Sönke Behrends, Ruth Hübner, Anita Schöbel:
    Norm bounds and underestimators for unconstrained polynomial integer minimization. 73-107
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    Fabio Vitor, Todd Easton:
    The double pivot simplex method. 109-137
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    Qi-Ming He, Hao Zhang, Qingqing Ye:
    An M/PH/K queue with constant impatient time. 139-168

Volume 87, Number 2, April 2018

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    Zhilin Kang, Zhongfei Li:
    An exact solution to a robust portfolio choice problem with multiple risk measures under ambiguous distribution. 169-195
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    Erhan Bayraktar, Gu Wang:
    Quantile Hedging in a semi-static market with model uncertainty. 197-227
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    Mario Hellmich:
    Component importance based on dependence measures. 229-250
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    Jesús Sáez Aguado, Paula Camelia Trandafir:
    Variants of the ɛ-constraint method for biobjective integer programming problems: application to _p_-median-cover problems. 251-283
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    Guang Yang, Xinwang Liu:
    A commuter departure-time model based on cumulative prospect theory. 285-307
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    Ming Huang, Yue Lu, Li-Ping Pang, Zun-Quan Xia:
    Correction to: A space decomposition scheme for maximum eigenvalue functions and its applications. 309

Volume 87, Number 3, June 2018

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    Dalia Ibrahim, Frédéric Abergel:
    Non-linear filtering and optimal investment under partial information for stochastic volatility models. 311-346
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    Magnus Perninge:
    A limited-feedback approximation scheme for optimal switching problems with execution delays. 347-382
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    Mirjam Groote Schaarsberg, Hans Reijnierse, Peter Borm:
    On solving mutual liability problems. 383-409
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    Sunggon Kim:
    Approximate sojourn time distribution of a discriminatory processor sharing queue with impatient customers. 411-430
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    Roghayeh Etemad, Behrooz Alizadeh:
    Reverse selective obnoxious center location problems on tree graphs. 431-450
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    Renke Kuhlmann, Christof Büskens:
    A primal-dual augmented Lagrangian penalty-interior-point filter line search algorithm. 451-483

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