Mathematics of Operations Research

Papers
(The median citation count of Mathematics of Operations Research is 1. The table below lists those papers that are above that threshold based on CrossRef citation counts [max. 250 papers]. The publications cover those that have been published in the past four years, i.e., from 2020-01-01 to 2024-01-01.)
ArticleCitations
Nonparametric Learning Algorithms for Joint Pricing and Inventory Control with Lost Sales and Censored Demand45
The Proximal Alternating Direction Method of Multipliers in the Nonconvex Setting: Convergence Analysis and Rates35
On Synchronous, Asynchronous, and Randomized Best-Response Schemes for Stochastic Nash Games31
Distributionally Robust Stochastic Optimization with Wasserstein Distance31
Characterization, Robustness, and Aggregation of Signed Choquet Integrals29
Statistics of Robust Optimization: A Generalized Empirical Likelihood Approach28
Strong and Weak Equilibria for Time-Inconsistent Stochastic Control in Continuous Time25
A Theory for Measures of Tail Risk21
Nonzero-Sum Stochastic Differential Games with Impulse Controls: A Verification Theorem with Applications20
Last-Mile Shared Delivery: A Discrete Sequential Packing Approach19
A Mean Field Game of Optimal Portfolio Liquidation17
On the Optimality of Affine Policies for Budgeted Uncertainty Sets16
Closing the Gap for Makespan Scheduling via Sparsification Techniques16
Steady-State Analysis of the Join-the-Shortest-Queue Model in the Halfin–Whitt Regime16
A Dynamic Network Model of Interbank Lending—Systemic Risk and Liquidity Provisioning14
Worst-Case Examples for Lasserre’s Measure–Based Hierarchy for Polynomial Optimization on the Hypercube14
Fast Hybrid Schemes for Fractional Riccati Equations (Rough Is Not So Tough)14
Budgeted Prize-Collecting Traveling Salesman and Minimum Spanning Tree Problems13
Stochastic Graphon Games: I. The Static Case13
Competitive Equilibrium with Indivisible Goods and Generic Budgets13
Trimmed Statistical Estimation via Variance Reduction13
Decompositions of Semidefinite Matrices and the Perspective Reformulation of Nonseparable Quadratic Programs13
Greed Works—Online Algorithms for Unrelated Machine Stochastic Scheduling13
Epi-Regularization of Risk Measures13
A Stochastic Analysis of Queues with Customer Choice and Delayed Information13
A Block Successive Upper-Bound Minimization Method of Multipliers for Linearly Constrained Convex Optimization12
Power-of-d-Choices with Memory: Fluid Limit and Optimality12
Approximate Markov-Nash Equilibria for Discrete-Time Risk-Sensitive Mean-Field Games12
Discrete Midpoint Convexity11
On the Efficiency of Random Permutation for ADMM and Coordinate Descent11
The Running Intersection Relaxation of the Multilinear Polytope11
Affine Storage and Insurance Risk Models11
Synthesis and Generalization of Structural Results in Inventory Management: A Generalized Convexity Property10
Posted Price Mechanisms and Optimal Threshold Strategies for Random Arrivals10
Bridging Bayesian and Minimax Mean Square Error Estimation via Wasserstein Distributionally Robust Optimization9
Random Serial Dictatorship: The One and Only9
Game of Thrones: Fully Distributed Learning for Multiplayer Bandits9
Variational Analysis of Composite Models with Applications to Continuous Optimization9
Extrapolated Proximal Subgradient Algorithms for Nonconvex and Nonsmooth Fractional Programs8
From Monetary to Nonmonetary Mechanism Design via Artificial Currencies8
Distributional Transforms, Probability Distortions, and Their Applications8
Optimal Retirement Under Partial Information8
Entropy Regularization for Mean Field Games with Learning7
Accelerated Stochastic Algorithms for Convex-Concave Saddle-Point Problems7
Geometrically Convergent Simulation of the Extrema of Lévy Processes7
Optimal Redeeming Strategy of Stock Loans Under Drift Uncertainty7
Proximal-Like Incremental Aggregated Gradient Method with Linear Convergence Under Bregman Distance Growth Conditions7
Optimal Policy for Dynamic Assortment Planning Under Multinomial Logit Models7
Pure Nash Equilibria and Best-Response Dynamics in Random Games7
Optimal Transport-Based Distributionally Robust Optimization: Structural Properties and Iterative Schemes7
Optimal Electricity Demand Response Contracting with Responsiveness Incentives7
Randomized Linear Programming Solves the Markov Decision Problem in Nearly Linear (Sometimes Sublinear) Time7
Ghost Penalties in Nonconvex Constrained Optimization: Diminishing Stepsizes and Iteration Complexity7
Multivariate Monotone Inclusions in Saddle Form6
A Case Study on Stochastic Games on Large Graphs in Mean Field and Sparse Regimes6
Nonzero-Sum Stochastic Games and Mean-Field Games with Impulse Controls6
Dynamic Set Values for Nonzero-Sum Games with Multiple Equilibriums6
A Dynamic Contagion Risk Model with Recovery Features6
Polynomial Upper Bounds on the Number of Differing Columns of Δ-Modular Integer Programs6
General Error Estimates for the Longstaff–Schwartz Least-Squares Monte Carlo Algorithm6
Quitting Games and Linear Complementarity Problems6
On the Existence of Pairwise Stable Weighted Networks6
A Verification Theorem for Threshold-Indexability of Real-State Discounted Restless Bandits6
Strong Metric (Sub)regularity of Karush–Kuhn–Tucker Mappings for Piecewise Linear-Quadratic Convex-Composite Optimization and the Quadratic Convergence of Newton’s Method6
Envy-Free Division of Land6
Surplus-Invariant Risk Measures6
Asymptotic Optimality of Power-of-d Load Balancing in Large-Scale Systems6
Fair Allocation of Indivisible Goods: Improvement6
Finite State Mean Field Games with Wright–Fisher Common Noise as Limits ofN-Player Weighted Games6
McKean–Vlasov Optimal Control: Limit Theory and Equivalence Between Different Formulations6
Reference Dependence and Market Participation5
Intertemporal Choice with Continuity Constraints5
Terminal Ranking Games5
Distributionally Robust Chance Constrained Geometric Optimization5
Rescaling Algorithms for Linear Conic Feasibility5
A Variable Sample-Size Stochastic Quasi-Newton Method for Smooth and Nonsmooth Stochastic Convex Optimization5
A New Augmented Lagrangian Method for MPCCs—Theoretical and Numerical Comparison with Existing Augmented Lagrangian Methods5
New Algorithms for Solving Zero-Sum Stochastic Games5
Inf-Convolution, Optimal Allocations, and Model Uncertainty for Tail Risk Measures5
Equilibria and Systemic Risk in Saturated Networks5
A Probabilistic Approach to Extended Finite State Mean Field Games5
Stochastic Recursive Inclusions in Two Timescales with Nonadditive Iterate-Dependent Markov Noise5
A Primal–Dual Learning Algorithm for Personalized Dynamic Pricing with an Inventory Constraint5
A Theoretical Framework for Instance Complexity of the Resource-Constrained Project Scheduling Problem5
Future Expectations Modeling, Random Coefficient Forward–Backward Stochastic Differential Equations, and Stochastic Viscosity Solutions5
Regular Matroids Have Polynomial Extension Complexity5
The Limit of Stationary Distributions of Many-Server Queues in the Halfin–Whitt Regime5
Interactive Information Design5
Mean Field Analysis of Deep Neural Networks5
A Study of Convex Convex-Composite Functions via Infimal Convolution with Applications5
On Optimality Conditions for Nonlinear Conic Programming4
Approximation Algorithms for D-optimal Design4
Solving Nonsmooth and Nonconvex Compound Stochastic Programs with Applications to Risk Measure Minimization4
Trust Your Data or Not—StQP Remains StQP: Community Detection via Robust Standard Quadratic Optimization4
Statistical Query Algorithms for Mean Vector Estimation and Stochastic Convex Optimization4
Limit Equilibrium Payoffs in Stochastic Games4
Mean-Variance Portfolio Selection with Dynamic Targets for Expected Terminal Wealth4
Distributed Stochastic Optimization with Large Delays4
A Dynkin Game on Assets with Incomplete Information on the Return4
Load Balancing Under Strict Compatibility Constraints4
Hiring Secretaries over Time: The Benefit of Concurrent Employment4
Consensus Halving for Sets of Items4
Approximation and Convergence of Large Atomic Congestion Games4
Heavy Traffic Limits for Join-the-Shortest-Estimated-Queue Policy Using Delayed Information4
Core Nonemptiness of Stratified Pooling Games: A Structured Markov Decision Process Approach4
Proximal Gradient Methods with Adaptive Subspace Sampling4
Fluid Limits for Multiclass Many-Server Queues with General Reneging Distributions and Head-of-the-Line Scheduling4
Variance Regularization in Sequential Bayesian Optimization4
Dynkin Games with Incomplete and Asymmetric Information4
Popularity, Mixed Matchings, and Self-Duality4
The Exact Modulus of the Generalized Concave Kurdyka-Łojasiewicz Property4
Bypassing the Monster: A Faster and Simpler Optimal Algorithm for Contextual Bandits Under Realizability4
A Discrete Convex Min-Max Formula for Box-TDI Polyhedra4
Robust Markov Decision Processes: Beyond Rectangularity3
Time-Consistent Conditional Expectation Under Probability Distortion3
Multiagent Online Learning in Time-Varying Games3
Polynomial Time Algorithms for Branching Markov Decision Processes and Probabilistic Min(Max) Polynomial Bellman Equations3
Edge-Weighted Online Windowed Matching3
On Uniform Exponential Ergodicity of Markovian Multiclass Many-Server Queues in the Halfin–Whitt Regime3
Stationary Discounted and Ergodic Mean Field Games with Singular Controls3
Set Relations via Families of Scalar Functions and Approximate Solutions in Set Optimization3
Hamiltonian Cycles and Subsets of Discounted Occupational Measures3
Guarantees in Fair Division: General or Monotone Preferences3
Computation of Dynamic Equilibria in Series-Parallel Networks3
Stationary Waiting Time in Parallel Queues with Synchronization3
Acyclic Gambling Games3
Iteration Complexity of a Proximal Augmented Lagrangian Method for Solving Nonconvex Composite Optimization Problems with Nonlinear Convex Constraints3
On Capacity-Filling and Substitutable Choice Rules3
Control-Stopping Games for Market Microstructure and Beyond3
Stability and Instability of the MaxWeight Policy3
Efficient Online Linear Optimization with Approximation Algorithms3
ɛ-Strong Simulation of Fractional Brownian Motion and Related Stochastic Differential Equations3
Hypergraph k-Cut for Fixed k in Deterministic Polynomial Time3
Asymptotic Properties of Stationary Solutions of Coupled Nonconvex Nonsmooth Empirical Risk Minimization3
Convergence of Finite Memory Q Learning for POMDPs and Near Optimality of Learned Policies Under Filter Stability3
Polyhedral Clinching Auctions for Two-Sided Markets3
Adaptive Bin Packing with Overflow3
Correlated Equilibria and Mean Field Games: A Simple Model3
Graphical Convergence of Subgradients in Nonconvex Optimization and Learning3
Shapley–Snow Kernels, Multiparameter Eigenvalue Problems, and Stochastic Games3
Stochastic Load Balancing on Unrelated Machines3
The Efficiency of Resource Allocation Mechanisms for Budget-Constrained Users3
About the Structure of the Integer Cone and Its Application to Bin Packing3
On Integer Programming, Discrepancy, and Convolution3
From Perspective Maps to Epigraphical Projections3
A General Analysis of Sequential Social Learning3
Unanimous and Strategy-Proof Probabilistic Rules for Single-Peaked Preference Profiles on Graphs3
Second-Order Optimality Conditions for Nonconvex Set-Constrained Optimization Problems3
Provably Efficient Reinforcement Learning with Linear Function Approximation3
Prophet Inequalities for Independent and Identically Distributed Random Variables from an Unknown Distribution3
The Euclidean k-Supplier Problem3
Directional Necessary Optimality Conditions for Bilevel Programs3
Discrete Choice Prox-Functions on the Simplex2
Monotonicity and Weighted Prenucleoli: A Characterization Without Consistency2
Reducing Bias in Event Time Simulations via Measure Changes2
Convergent Nested Alternating Minimization Algorithms for Nonconvex Optimization Problems2
Error Analysis of Surrogate Models Constructed Through Operations on Submodels2
Heavy-Traffic Analysis of Queueing Systems with No Complete Resource Pooling2
Infinite Horizon Stochastic Impulse Control with Delay and Random Coefficients2
Universal Barrier Is n-Self-Concordant2
An Equilibrium Model for the Cross Section of Liquidity Premia2
Fully Polynomial-Time Approximation Schemes for Fair Rent Division2
Rates of Convergence to Stationarity for Reflected Brownian Motion2
Asymptotic Optimality of Constant-Order Policies in Joint Pricing and Inventory Models2
Stochastic Optimization with Decision-Dependent Distributions2
Minimal and Locally Edge Minimal Fluid Models for Resource-Sharing Networks2
Optimality of Independently Randomized Symmetric Policies for Exchangeable Stochastic Teams with Infinitely Many Decision Makers2
Counting Integral Points in Polytopes via Numerical Analysis of Contour Integration2
M-Convex Function Minimization Under L1-Distance Constraint and Its Application to Dock Reallocation in Bike-Sharing System2
Conic Optimization with Spectral Functions on Euclidean Jordan Algebras2
Multiplayer Bandits Without Observing Collision Information2
Convexification of Permutation-Invariant Sets and an Application to Sparse Principal Component Analysis2
Dynamic Fair Resource Division2
Stochastic Zeroth-Order Riemannian Derivative Estimation and Optimization2
Dynamic Optimal Reinsurance and Dividend Payout in Finite Time Horizon2
Hölderian Error Bounds and Kurdyka-Łojasiewicz Inequality for the Trust Region Subproblem2
Distributionally Robust Inventory Control When Demand Is a Martingale2
Maximum Spectral Measures of Risk with Given Risk Factor Marginal Distributions2
Geometrical Bounds for Variance and Recentered Moments2
On Polyhedral Approximations of the Positive Semidefinite Cone2
The Pareto Comparisons of a Group of Exponential Discounters2
Computing Approximate Equilibria in Weighted Congestion Games via Best-Responses2
Algorithms for Competitive Division of Chores2
Quasi-Popular Matchings, Optimality, and Extended Formulations2
Infinite-Horizon Optimal Switching Regions for a Pair-Trading Strategy with Quadratic Risk Aversion Considering Simultaneous Multiple Switchings: A Viscosity Solution Approach2
A Unifying Framework for Submodular Mean Field Games2
Resistant Sets in the Unit Hypercube2
Power Forward Performance in Semimartingale Markets with Stochastic Integrated Factors2
A Generalized Newton Method for Subgradient Systems2
A Classical Search Game in Discrete Locations2
Suboptimal Local Minima Exist for Wide Neural Networks with Smooth Activations2
Sufficient Optimality Conditions in Bilevel Programming2
On Singular Control for Lévy Processes2
Parametric Computation of Minimum-Cost Flows with Piecewise Quadratic Costs2
Prophet Matching with General Arrivals2
A Semidefinite Relaxation Method for Partially Symmetric Tensor Decomposition2
Heavy-Traffic Insensitive Bounds for Weighted Proportionally Fair Bandwidth Sharing Policies2
Coupled Learning Enabled Stochastic Programming with Endogenous Uncertainty2
Strong Algorithms for the Ordinal Matroid Secretary Problem2
Control Policies Approaching Hierarchical Greedy Ideal Performance in Heavy Traffic for Resource Sharing Networks2
Exactness of Parrilo’s Conic Approximations for Copositive Matrices and Associated Low Order Bounds for the Stability Number of a Graph2
Time-Varying Semidefinite Programs2
On the Scenario-Tree Optimal-Value Error for Stochastic Programming Problems2
Large Fork-Join Queues with Nearly Deterministic Arrival and Service Times2
Extension of Monotonic Functions and Representation of Preferences2
Geometric Rescaling Algorithms for Submodular Function Minimization2
A Randomly Weighted Minimum Arborescence with a Random Cost Constraint2
Equilibria Existence in Bayesian Games: Climbing the Countable Borel Equivalence Relation Hierarchy2
Parametric Shortest-Path Algorithms via Tropical Geometry2
Exact Optimal Stopping for Multidimensional Linear Switching Diffusions1
Control of Fork-Join Processing Networks with Multiple Job Types and Parallel Shared Resources1
Bounds on the Optimal Radius When Covering a Set with Minimum Radius Identical Disks1
Dissolving Constraints for Riemannian Optimization1
Mixed-Integer Convex Representability1
Game on Random Environment, Mean-Field Langevin System, and Neural Networks1
Minimizing Compositions of Differences-of-Convex Functions with Smooth Mappings1
Optimal Stopping of a Random Sequence with Unknown Distribution1
Active‐Set Newton Methods and Partial Smoothness1
Local Density Estimation in High Dimensions1
Interim Rationalizable Implementation of Functions1
Stochastic Games with General Payoff Functions1
Bounding Residence Times for Atomic Dynamic Routings1
Constrained Information Design1
Discrete Dividend Payments in Continuous Time1
Naive Feature Selection: A Nearly Tight Convex Relaxation for Sparse Naive Bayes1
Sparse Solutions of a Class of Constrained Optimization Problems1
Distributionally Robust Markov Decision Processes and Their Connection to Risk Measures1
Probability Distributions on Partially Ordered Sets and Network Interdiction Games1
Proximity and Flatness Bounds for Linear Integer Optimization1
Asymptotically Optimal Sequential Design for Rank Aggregation1
Reinforcement with Fading Memories1
Quasi-Polynomial Algorithms for Submodular Tree Orienteering and Directed Network Design Problems1
Examples of Pathological Dynamics of the Subgradient Method for Lipschitz Path-Differentiable Functions1
A Mean-Field Control Problem of Optimal Portfolio Liquidation with Semimartingale Strategies1
Convergence Rates for Regularized Optimal Transport via Quantization1
A Sensitivity Analysis of the Price of Anarchy in Nonatomic Congestion Games1
A New Homotopy Proximal Variable-Metric Framework for Composite Convex Minimization1
Budget-Feasible Mechanism Design for Non-monotone Submodular Objectives: Offline and Online1
Diffusion of New Products with Heterogeneous Consumers1
Impact of Network Structure on New Service Pricing1
Solving Optimal Stopping Problems via Randomization and Empirical Dual Optimization1
A General Framework for Learning Mean-Field Games1
Consumption Smoothing and Discounting in Infinite-Horizon, Discrete-Choice Problems1
The Value of Insight1
Simulation of a Random Variable and its Application to Game Theory1
The Power of Subsampling in Submodular Maximization1
Strong Convexity of Feasible Sets in Off-line and Online Optimization1
An Optimal High-Order Tensor Method for Convex Optimization1
A Semismooth Newton-Type Method for the Nearest Doubly Stochastic Matrix Problem1
Stochastic Comparative Statics in Markov Decision Processes1
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