Mathematics of Operations Research

Article	Citations
Distributionally Robust Stochastic Optimization with Wasserstein Distance	58
Nonparametric Learning Algorithms for Joint Pricing and Inventory Control with Lost Sales and Censored Demand	49
The Proximal Alternating Direction Method of Multipliers in the Nonconvex Setting: Convergence Analysis and Rates	39
Statistics of Robust Optimization: A Generalized Empirical Likelihood Approach	36
Characterization, Robustness, and Aggregation of Signed Choquet Integrals	30
Strong and Weak Equilibria for Time-Inconsistent Stochastic Control in Continuous Time	26
A Theory for Measures of Tail Risk	24
Last-Mile Shared Delivery: A Discrete Sequential Packing Approach	20
A Mean Field Game of Optimal Portfolio Liquidation	19
On the Optimality of Affine Policies for Budgeted Uncertainty Sets	19
Steady-State Analysis of the Join-the-Shortest-Queue Model in the Halfin–Whitt Regime	19
Fast Hybrid Schemes for Fractional Riccati Equations (Rough Is Not So Tough)	17
Closing the Gap for Makespan Scheduling via Sparsification Techniques	17
Stochastic Graphon Games: I. The Static Case	16
A Dynamic Network Model of Interbank Lending—Systemic Risk and Liquidity Provisioning	14
Greed Works—Online Algorithms for Unrelated Machine Stochastic Scheduling	13
Bridging Bayesian and Minimax Mean Square Error Estimation via Wasserstein Distributionally Robust Optimization	13
Budgeted Prize-Collecting Traveling Salesman and Minimum Spanning Tree Problems	13
Power-of-d-Choices with Memory: Fluid Limit and Optimality	13
A Stochastic Analysis of Queues with Customer Choice and Delayed Information	13
Competitive Equilibrium with Indivisible Goods and Generic Budgets	13
Epi-Regularization of Risk Measures	13
A Block Successive Upper-Bound Minimization Method of Multipliers for Linearly Constrained Convex Optimization	12
Approximate Markov-Nash Equilibria for Discrete-Time Risk-Sensitive Mean-Field Games	12
The Running Intersection Relaxation of the Multilinear Polytope	11

Affine Storage and Insurance Risk Models	11
Variational Analysis of Composite Models with Applications to Continuous Optimization	10
Entropy Regularization for Mean Field Games with Learning	10
Synthesis and Generalization of Structural Results in Inventory Management: A Generalized Convexity Property	10
From Monetary to Nonmonetary Mechanism Design via Artificial Currencies	10
Posted Price Mechanisms and Optimal Threshold Strategies for Random Arrivals	10
A Case Study on Stochastic Games on Large Graphs in Mean Field and Sparse Regimes	9
Game of Thrones: Fully Distributed Learning for Multiplayer Bandits	9
Geometrically Convergent Simulation of the Extrema of Lévy Processes	9
Optimal Retirement Under Partial Information	9
Extrapolated Proximal Subgradient Algorithms for Nonconvex and Nonsmooth Fractional Programs	9
Optimal Electricity Demand Response Contracting with Responsiveness Incentives	8
Stochastic Recursive Inclusions in Two Timescales with Nonadditive Iterate-Dependent Markov Noise	8
Distributional Transforms, Probability Distortions, and Their Applications	8
Asymptotic Optimality of Power-of-d Load Balancing in Large-Scale Systems	8
A Primal–Dual Learning Algorithm for Personalized Dynamic Pricing with an Inventory Constraint	8
Randomized Linear Programming Solves the Markov Decision Problem in Nearly Linear (Sometimes Sublinear) Time	8
Heavy-Traffic Analysis of Queueing Systems with No Complete Resource Pooling	8
Proximal-Like Incremental Aggregated Gradient Method with Linear Convergence Under Bregman Distance Growth Conditions	7
Accelerated Stochastic Algorithms for Convex-Concave Saddle-Point Problems	7
Nonzero-Sum Stochastic Games and Mean-Field Games with Impulse Controls	7
Ghost Penalties in Nonconvex Constrained Optimization: Diminishing Stepsizes and Iteration Complexity	7
Distributed Stochastic Optimization with Large Delays	7
Regular Matroids Have Polynomial Extension Complexity	7
A Probabilistic Approach to Extended Finite State Mean Field Games	7
Strong Metric (Sub)regularity of Karush–Kuhn–Tucker Mappings for Piecewise Linear-Quadratic Convex-Composite Optimization and the Quadratic Convergence of Newton’s Method	7
Optimal Transport-Based Distributionally Robust Optimization: Structural Properties and Iterative Schemes	7
General Error Estimates for the Longstaff–Schwartz Least-Squares Monte Carlo Algorithm	7
Optimal Policy for Dynamic Assortment Planning Under Multinomial Logit Models	7
Pure Nash Equilibria and Best-Response Dynamics in Random Games	7
A Dynamic Contagion Risk Model with Recovery Features	7
Dynamic Set Values for Nonzero-Sum Games with Multiple Equilibriums	6
Provably Efficient Reinforcement Learning with Linear Function Approximation	6
Polynomial Upper Bounds on the Number of Differing Columns of Δ-Modular Integer Programs	6
A Theoretical Framework for Instance Complexity of the Resource-Constrained Project Scheduling Problem	6
Envy-Free Division of Land	6
Surplus-Invariant Risk Measures	6
The Exact Modulus of the Generalized Concave Kurdyka-Łojasiewicz Property	6
A Verification Theorem for Threshold-Indexability of Real-State Discounted Restless Bandits	6
Bypassing the Monster: A Faster and Simpler Optimal Algorithm for Contextual Bandits Under Realizability	6
Inf-Convolution, Optimal Allocations, and Model Uncertainty for Tail Risk Measures	6
Convergence of Finite Memory Q Learning for POMDPs and Near Optimality of Learned Policies Under Filter Stability	6
Quitting Games and Linear Complementarity Problems	6
Mean Field Analysis of Deep Neural Networks	6
Finite State Mean Field Games with Wright–Fisher Common Noise as Limits ofN-Player Weighted Games	6
Fair Allocation of Indivisible Goods: Improvement	6
McKean–Vlasov Optimal Control: Limit Theory and Equivalence Between Different Formulations	6
Multivariate Monotone Inclusions in Saddle Form	6
Equilibria and Systemic Risk in Saturated Networks	6
On the Existence of Pairwise Stable Weighted Networks	6

Future Expectations Modeling, Random Coefficient Forward–Backward Stochastic Differential Equations, and Stochastic Viscosity Solutions	5
Terminal Ranking Games	5
Approximation and Convergence of Large Atomic Congestion Games	5
A Study of Convex Convex-Composite Functions via Infimal Convolution with Applications	5
The Limit of Stationary Distributions of Many-Server Queues in the Halfin–Whitt Regime	5
New Algorithms for Solving Zero-Sum Stochastic Games	5
Popularity, Mixed Matchings, and Self-Duality	5
Interactive Information Design	5
A Variable Sample-Size Stochastic Quasi-Newton Method for Smooth and Nonsmooth Stochastic Convex Optimization	5
A New Augmented Lagrangian Method for MPCCs—Theoretical and Numerical Comparison with Existing Augmented Lagrangian Methods	5
Intertemporal Choice with Continuity Constraints	5
Distributionally Robust Chance Constrained Geometric Optimization	5
Rescaling Algorithms for Linear Conic Feasibility	5
A Dynkin Game on Assets with Incomplete Information on the Return	5
Mean-Variance Portfolio Selection with Dynamic Targets for Expected Terminal Wealth	5
Quasi-Popular Matchings, Optimality, and Extended Formulations	4
Load Balancing Under Strict Compatibility Constraints	4
Trust Your Data or Not—StQP Remains StQP: Community Detection via Robust Standard Quadratic Optimization	4
Multiagent Online Learning in Time-Varying Games	4
Stationary Discounted and Ergodic Mean Field Games with Singular Controls	4
Limit Equilibrium Payoffs in Stochastic Games	4
Core Nonemptiness of Stratified Pooling Games: A Structured Markov Decision Process Approach	4
Graphical Convergence of Subgradients in Nonconvex Optimization and Learning	4
Proximal Gradient Methods with Adaptive Subspace Sampling	4
Time-Consistent Conditional Expectation Under Probability Distortion	4
Variance Regularization in Sequential Bayesian Optimization	4
Solving Nonsmooth and Nonconvex Compound Stochastic Programs with Applications to Risk Measure Minimization	4
Consensus Halving for Sets of Items	4
Statistical Query Algorithms for Mean Vector Estimation and Stochastic Convex Optimization	4
Heavy-Traffic Insensitive Bounds for Weighted Proportionally Fair Bandwidth Sharing Policies	4
Computation of Dynamic Equilibria in Series-Parallel Networks	4
Adaptive Bin Packing with Overflow	4
A Discrete Convex Min-Max Formula for Box-TDI Polyhedra	4
On Optimality Conditions for Nonlinear Conic Programming	4
Dynkin Games with Incomplete and Asymmetric Information	4
Fluid Limits for Multiclass Many-Server Queues with General Reneging Distributions and Head-of-the-Line Scheduling	4
Approximation Algorithms for D-optimal Design	4
Stability and Instability of the MaxWeight Policy	4
Optimistic Posterior Sampling for Reinforcement Learning: Worst-Case Regret Bounds	4
Heavy Traffic Limits for Join-the-Shortest-Estimated-Queue Policy Using Delayed Information	4
Second-Order Optimality Conditions for Nonconvex Set-Constrained Optimization Problems	4
Prophet Inequalities for Independent and Identically Distributed Random Variables from an Unknown Distribution	4
Control-Stopping Games for Market Microstructure and Beyond	4
The Efficiency of Resource Allocation Mechanisms for Budget-Constrained Users	3
On Integer Programming, Discrepancy, and Convolution	3
Edge-Weighted Online Windowed Matching	3
A General Analysis of Sequential Social Learning	3
Strong Algorithms for the Ordinal Matroid Secretary Problem	3
Analyzing Approximate Value Iteration Algorithms	3
Unanimous and Strategy-Proof Probabilistic Rules for Single-Peaked Preference Profiles on Graphs	3
Guarantees in Fair Division: General or Monotone Preferences	3
Polyhedral Clinching Auctions for Two-Sided Markets	3
Directional Necessary Optimality Conditions for Bilevel Programs	3
Shapley–Snow Kernels, Multiparameter Eigenvalue Problems, and Stochastic Games	3
Geometric Rescaling Algorithms for Submodular Function Minimization	3
On Capacity-Filling and Substitutable Choice Rules	3
About the Structure of the Integer Cone and Its Application to Bin Packing	3
Suboptimal Local Minima Exist for Wide Neural Networks with Smooth Activations	3
On Uniform Exponential Ergodicity of Markovian Multiclass Many-Server Queues in the Halfin–Whitt Regime	3
Universal Barrier Is n-Self-Concordant	3
Conic Optimization with Spectral Functions on Euclidean Jordan Algebras	3
An Equilibrium Model for the Cross Section of Liquidity Premia	3
Monotonicity and Weighted Prenucleoli: A Characterization Without Consistency	3
Set Relations via Families of Scalar Functions and Approximate Solutions in Set Optimization	3
Correlated Equilibria and Mean Field Games: A Simple Model	3
Large Fork-Join Queues with Nearly Deterministic Arrival and Service Times	3
Robust Markov Decision Processes: Beyond Rectangularity	3
Stochastic Load Balancing on Unrelated Machines	3
Parametric Shortest-Path Algorithms via Tropical Geometry	3
Efficient Online Linear Optimization with Approximation Algorithms	3
From Perspective Maps to Epigraphical Projections	3
Hypergraph k-Cut for Fixed k in Deterministic Polynomial Time	3
Dynamic Optimal Reinsurance and Dividend Payout in Finite Time Horizon	3
Asymptotic Properties of Stationary Solutions of Coupled Nonconvex Nonsmooth Empirical Risk Minimization	3
Stationary Waiting Time in Parallel Queues with Synchronization	3
Parametric Computation of Minimum-Cost Flows with Piecewise Quadratic Costs	3
Control Policies Approaching Hierarchical Greedy Ideal Performance in Heavy Traffic for Resource Sharing Networks	3
Acyclic Gambling Games	3
Time-Varying Semidefinite Programs	3
Stochastic Optimization with Decision-Dependent Distributions	3

Iteration Complexity of a Proximal Augmented Lagrangian Method for Solving Nonconvex Composite Optimization Problems with Nonlinear Convex Constraints	3
Optimality of Independently Randomized Symmetric Policies for Exchangeable Stochastic Teams with Infinitely Many Decision Makers	2
Hamiltonian Cycles and Subsets of Discounted Occupational Measures	2
A General Framework for Learning Mean-Field Games	2
A Generalized Newton Method for Subgradient Systems	2
M-Convex Function Minimization Under L1-Distance Constraint and Its Application to Dock Reallocation in Bike-Sharing System	2
The Pareto Comparisons of a Group of Exponential Discounters	2
Multiplayer Bandits Without Observing Collision Information	2
Conditional Uniformity and Hawkes Processes	2
Discrete Choice Prox-Functions on the Simplex	2
Minimal and Locally Edge Minimal Fluid Models for Resource-Sharing Networks	2
Hamilton-Jacobi Equations with Semilinear Costs and State Constraints, with Applications to Large Deviations in Games	2
ɛ-Strong Simulation of Fractional Brownian Motion and Related Stochastic Differential Equations	2
Stochastic Zeroth-Order Riemannian Derivative Estimation and Optimization	2
Reducing Bias in Event Time Simulations via Measure Changes	2
Infinite Horizon Stochastic Impulse Control with Delay and Random Coefficients	2
Convexification of Permutation-Invariant Sets and an Application to Sparse Principal Component Analysis	2
Prophet Matching with General Arrivals	2
Distributionally Robust Inventory Control When Demand Is a Martingale	2
Active‐Set Newton Methods and Partial Smoothness	2
A Unifying Framework for Submodular Mean Field Games	2
Sufficient Optimality Conditions in Bilevel Programming	2
Counting Integral Points in Polytopes via Numerical Analysis of Contour Integration	2
Dynamic Fair Resource Division	2
A Randomly Weighted Minimum Arborescence with a Random Cost Constraint	2
Algorithms for Competitive Division of Chores	2
A Classical Search Game in Discrete Locations	2
On the Scenario-Tree Optimal-Value Error for Stochastic Programming Problems	2
The Power of Subsampling in Submodular Maximization	2
Infinite-Horizon Optimal Switching Regions for a Pair-Trading Strategy with Quadratic Risk Aversion Considering Simultaneous Multiple Switchings: A Viscosity Solution Approach	2
Satisficing in Time-Sensitive Bandit Learning	2
Fair Cake Division Under Monotone Likelihood Ratios	2
Error Analysis of Surrogate Models Constructed Through Operations on Submodels	2
Coupled Learning Enabled Stochastic Programming with Endogenous Uncertainty	2
Equilibria Existence in Bayesian Games: Climbing the Countable Borel Equivalence Relation Hierarchy	2
On Polyhedral Approximations of the Positive Semidefinite Cone	2
Distributionally Robust Markov Decision Processes and Their Connection to Risk Measures	2
Small-Loss Bounds for Online Learning with Partial Information	2
Computing Approximate Equilibria in Weighted Congestion Games via Best-Responses	2
Fully Polynomial-Time Approximation Schemes for Fair Rent Division	2
Resistant Sets in the Unit Hypercube	2
Geometrical Bounds for Variance and Recentered Moments	2
Power Forward Performance in Semimartingale Markets with Stochastic Integrated Factors	2
Asymptotic Optimality of Constant-Order Policies in Joint Pricing and Inventory Models	2
Sufficiency of Markov Policies for Continuous-Time Jump Markov Decision Processes	2
Exactness of Parrilo’s Conic Approximations for Copositive Matrices and Associated Low Order Bounds for the Stability Number of a Graph	2
A Semidefinite Relaxation Method for Partially Symmetric Tensor Decomposition	2
Extension of Monotonic Functions and Representation of Preferences	2
The Buck-Passing Game	2
Hölderian Error Bounds and Kurdyka-Łojasiewicz Inequality for the Trust Region Subproblem	2
On Singular Control for Lévy Processes	2
Maximum Spectral Measures of Risk with Given Risk Factor Marginal Distributions	2
Convergent Nested Alternating Minimization Algorithms for Nonconvex Optimization Problems	2
Rates of Convergence to Stationarity for Reflected Brownian Motion	2
Scalable Computation of Dynamic Flow Problems via Multimarginal Graph-Structured Optimal Transport	1
Penalty and Augmented Lagrangian Methods for Constrained DC Programming	1
Examples of Pathological Dynamics of the Subgradient Method for Lipschitz Path-Differentiable Functions	1
Learning Zero-Sum Simultaneous-Move Markov Games Using Function Approximation and Correlated Equilibrium	1
Convergence Rates for Regularized Optimal Transport via Quantization	1
Online Learning over a Finite Action Set with Limited Switching	1
A New Homotopy Proximal Variable-Metric Framework for Composite Convex Minimization	1
Fair Integral Network Flows	1
Shapley–Scarf Housing Markets: Respecting Improvement, Integer Programming, and Kidney Exchange	1
Local Density Estimation in High Dimensions	1
Optimal Stopping of a Random Sequence with Unknown Distribution	1
An Optimal High-Order Tensor Method for Convex Optimization	1
Uniqueness of Clearing Payment Matrices in Financial Networks	1
Many-Server Heavy-Traffic Limits for Queueing Systems with Perfectly Correlated Service and Patience Times	1
Asymptotically Optimal Sequential Design for Rank Aggregation	1
Percolation Games	1
Multiconstrained Finite-Horizon Piecewise Deterministic Markov Decision Processes with Unbounded Transition Rates	1
Stabilizing Weighted Graphs	1
Mixed-Integer Convex Representability	1
Budget-Feasible Mechanism Design for Non-monotone Submodular Objectives: Offline and Online	1
Scalar Multivariate Risk Measures with a Single Eligible Asset	1
The Value of Insight	1
The Cost of Nonconvexity in Deterministic Nonsmooth Optimization	1
Stability, Memory, and Messaging Trade-Offs in Heterogeneous Service Systems	1
Control of Fork-Join Processing Networks with Multiple Job Types and Parallel Shared Resources	1
Bounding Residence Times for Atomic Dynamic Routings	1
Discrete Dividend Payments in Continuous Time	1
On Computing the Nonlinearity Interval in Parametric Semidefinite Optimization	1
Approximate Nash Equilibria in Large Nonconvex Aggregative Games	1
Random Perfect Information Games	1
The Pareto Frontier of Inefficiency in Mechanism Design	1
A Primal-Dual Smoothing Framework for Max-Structured Non-Convex Optimization	1
On Linear Programming for Constrained and Unconstrained Average-Cost Markov Decision Processes with Countable Action Spaces and Strictly Unbounded Costs	1
Solving Optimal Stopping Problems via Randomization and Empirical Dual Optimization	1
Semidefinite Programming Relaxations of the Traveling Salesman Problem and Their Integrality Gaps	1
Minimizing Compositions of Differences-of-Convex Functions with Smooth Mappings	1
Price of Anarchy in Networks with Heterogeneous Latency Functions	1
Consumption Smoothing and Discounting in Infinite-Horizon, Discrete-Choice Problems	1
Strong Convexity of Feasible Sets in Off-line and Online Optimization	1
Utility Maximization with Proportional Transaction Costs Under Model Uncertainty	1
Coordinate Descent Without Coordinates: Tangent Subspace Descent on Riemannian Manifolds	1