Mathematics of Operations Research

Article	Citations
Distributionally Robust Stochastic Optimization with Wasserstein Distance	79
Nonparametric Learning Algorithms for Joint Pricing and Inventory Control with Lost Sales and Censored Demand	54
Statistics of Robust Optimization: A Generalized Empirical Likelihood Approach	39
Characterization, Robustness, and Aggregation of Signed Choquet Integrals	37
A Theory for Measures of Tail Risk	31
Strong and Weak Equilibria for Time-Inconsistent Stochastic Control in Continuous Time	27
Last-Mile Shared Delivery: A Discrete Sequential Packing Approach	22
A Mean Field Game of Optimal Portfolio Liquidation	21
On the Optimality of Affine Policies for Budgeted Uncertainty Sets	19
Fast Hybrid Schemes for Fractional Riccati Equations (Rough Is Not So Tough)	19
Steady-State Analysis of the Join-the-Shortest-Queue Model in the Halfin–Whitt Regime	19
Competitive Equilibrium with Indivisible Goods and Generic Budgets	17
Closing the Gap for Makespan Scheduling via Sparsification Techniques	17
Stochastic Graphon Games: I. The Static Case	17
A Dynamic Network Model of Interbank Lending—Systemic Risk and Liquidity Provisioning	16
Approximate Markov-Nash Equilibria for Discrete-Time Risk-Sensitive Mean-Field Games	15
A Block Successive Upper-Bound Minimization Method of Multipliers for Linearly Constrained Convex Optimization	15
A Stochastic Analysis of Queues with Customer Choice and Delayed Information	14
The Running Intersection Relaxation of the Multilinear Polytope	13
Entropy Regularization for Mean Field Games with Learning	13
Power-of-d-Choices with Memory: Fluid Limit and Optimality	13
Bridging Bayesian and Minimax Mean Square Error Estimation via Wasserstein Distributionally Robust Optimization	12
Extrapolated Proximal Subgradient Algorithms for Nonconvex and Nonsmooth Fractional Programs	12
Posted Price Mechanisms and Optimal Threshold Strategies for Random Arrivals	12
Optimal Retirement Under Partial Information	11

A Primal–Dual Learning Algorithm for Personalized Dynamic Pricing with an Inventory Constraint	11
A Case Study on Stochastic Games on Large Graphs in Mean Field and Sparse Regimes	11
Convergence of Finite Memory Q Learning for POMDPs and Near Optimality of Learned Policies Under Filter Stability	11
Affine Storage and Insurance Risk Models	11
Variational Analysis of Composite Models with Applications to Continuous Optimization	10
Optimal Policy for Dynamic Assortment Planning Under Multinomial Logit Models	10
Inf-Convolution, Optimal Allocations, and Model Uncertainty for Tail Risk Measures	10
Distributional Transforms, Probability Distortions, and Their Applications	10
From Monetary to Nonmonetary Mechanism Design via Artificial Currencies	10
Optimal Transport-Based Distributionally Robust Optimization: Structural Properties and Iterative Schemes	9
Accelerated Stochastic Algorithms for Convex-Concave Saddle-Point Problems	9
Geometrically Convergent Simulation of the Extrema of Lévy Processes	9
Polynomial Upper Bounds on the Number of Differing Columns of Δ-Modular Integer Programs	9
Game of Thrones: Fully Distributed Learning for Multiplayer Bandits	9
Pure Nash Equilibria and Best-Response Dynamics in Random Games	9
Proximal-Like Incremental Aggregated Gradient Method with Linear Convergence Under Bregman Distance Growth Conditions	9
Asymptotic Optimality of Power-of-d Load Balancing in Large-Scale Systems	9
Heavy-Traffic Analysis of Queueing Systems with No Complete Resource Pooling	9
A Probabilistic Approach to Extended Finite State Mean Field Games	8
Ghost Penalties in Nonconvex Constrained Optimization: Diminishing Stepsizes and Iteration Complexity	8
Multivariate Monotone Inclusions in Saddle Form	8
New Algorithms for Solving Zero-Sum Stochastic Games	8
Stochastic Recursive Inclusions in Two Timescales with Nonadditive Iterate-Dependent Markov Noise	8
Strong Metric (Sub)regularity of Karush–Kuhn–Tucker Mappings for Piecewise Linear-Quadratic Convex-Composite Optimization and the Quadratic Convergence of Newton’s Method	8
Robust Markov Decision Processes: Beyond Rectangularity	8
Regular Matroids Have Polynomial Extension Complexity	8
On the Existence of Pairwise Stable Weighted Networks	8
A Dynamic Contagion Risk Model with Recovery Features	8
Optimal Electricity Demand Response Contracting with Responsiveness Incentives	8
Distributed Stochastic Optimization with Large Delays	7
Equilibria and Systemic Risk in Saturated Networks	7
Dynamic Set Values for Nonzero-Sum Games with Multiple Equilibriums	7
On Optimality Conditions for Nonlinear Conic Programming	7
General Error Estimates for the Longstaff–Schwartz Least-Squares Monte Carlo Algorithm	7
Nonzero-Sum Stochastic Games and Mean-Field Games with Impulse Controls	7
Finite State Mean Field Games with Wright–Fisher Common Noise as Limits ofN-Player Weighted Games	7
The Limit of Stationary Distributions of Many-Server Queues in the Halfin–Whitt Regime	7
Surplus-Invariant Risk Measures	7
Mean Field Analysis of Deep Neural Networks	7
Bypassing the Monster: A Faster and Simpler Optimal Algorithm for Contextual Bandits Under Realizability	7
A Theoretical Framework for Instance Complexity of the Resource-Constrained Project Scheduling Problem	6
Quasi-Popular Matchings, Optimality, and Extended Formulations	6
Terminal Ranking Games	6
Popularity, Mixed Matchings, and Self-Duality	6
The Exact Modulus of the Generalized Concave Kurdyka-Łojasiewicz Property	6
Provably Efficient Reinforcement Learning with Linear Function Approximation	6
Load Balancing Under Strict Compatibility Constraints	6
Stability and Instability of the MaxWeight Policy	6
A New Augmented Lagrangian Method for MPCCs—Theoretical and Numerical Comparison with Existing Augmented Lagrangian Methods	6
Stochastic Zeroth-Order Riemannian Derivative Estimation and Optimization	6

Heavy-Traffic Insensitive Bounds for Weighted Proportionally Fair Bandwidth Sharing Policies	6
McKean–Vlasov Optimal Control: Limit Theory and Equivalence Between Different Formulations	6
Envy-Free Division of Land	6
On Integer Programming, Discrepancy, and Convolution	6
Distributionally Robust Chance Constrained Geometric Optimization	6
A Variable Sample-Size Stochastic Quasi-Newton Method for Smooth and Nonsmooth Stochastic Convex Optimization	6
Fair Allocation of Indivisible Goods: Improvement	6
Directional Necessary Optimality Conditions for Bilevel Programs	5
Proximal Gradient Methods with Adaptive Subspace Sampling	5
Stochastic Optimization with Decision-Dependent Distributions	5
Time-Consistent Conditional Expectation Under Probability Distortion	5
Approximation and Convergence of Large Atomic Congestion Games	5
Strong Algorithms for the Ordinal Matroid Secretary Problem	5
Mean-Variance Portfolio Selection with Dynamic Targets for Expected Terminal Wealth	5
Graphical Convergence of Subgradients in Nonconvex Optimization and Learning	5
Second-Order Optimality Conditions for Nonconvex Set-Constrained Optimization Problems	5
A General Framework for Learning Mean-Field Games	5
Multiagent Online Learning in Time-Varying Games	5
Interactive Information Design	5
A Generalized Newton Method for Subgradient Systems	5
A Dynkin Game on Assets with Incomplete Information on the Return	5
Approximation Algorithms for D-optimal Design	5
Optimality of Independently Randomized Symmetric Policies for Exchangeable Stochastic Teams with Infinitely Many Decision Makers	5
Intertemporal Choice with Continuity Constraints	5
Edge-Weighted Online Windowed Matching	5
A Study of Convex Convex-Composite Functions via Infimal Convolution with Applications	5
Prophet Matching with General Arrivals	4
A Discrete Convex Min-Max Formula for Box-TDI Polyhedra	4
Efficient Allocations in Double Auction Markets	4
Fluid Limits for Multiclass Many-Server Queues with General Reneging Distributions and Head-of-the-Line Scheduling	4
On Capacity-Filling and Substitutable Choice Rules	4
Iteration Complexity of a Proximal Augmented Lagrangian Method for Solving Nonconvex Composite Optimization Problems with Nonlinear Convex Constraints	4
Convexification of Permutation-Invariant Sets and an Application to Sparse Principal Component Analysis	4
Monotonicity and Weighted Prenucleoli: A Characterization Without Consistency	4
Stationary Discounted and Ergodic Mean Field Games with Singular Controls	4
Heavy Traffic Limits for Join-the-Shortest-Estimated-Queue Policy Using Delayed Information	4
Computation of Dynamic Equilibria in Series-Parallel Networks	4
Adaptive Bin Packing with Overflow	4
Core Nonemptiness of Stratified Pooling Games: A Structured Markov Decision Process Approach	4
Control-Stopping Games for Market Microstructure and Beyond	4
Variance Regularization in Sequential Bayesian Optimization	4
Shapley–Snow Kernels, Multiparameter Eigenvalue Problems, and Stochastic Games	4
Consensus Halving for Sets of Items	4
Statistical Query Algorithms for Mean Vector Estimation and Stochastic Convex Optimization	4
Parametric Computation of Minimum-Cost Flows with Piecewise Quadratic Costs	4
Limit Equilibrium Payoffs in Stochastic Games	4
Conditional Uniformity and Hawkes Processes	4
Correlated Equilibria and Mean Field Games: A Simple Model	4
Finite-Memory Strategies in POMDPs with Long-Run Average Objectives	4
Prophet Inequalities for Independent and Identically Distributed Random Variables from an Unknown Distribution	4
A Unifying Framework for Submodular Mean Field Games	4
Dynkin Games with Incomplete and Asymmetric Information	4
Solving Nonsmooth and Nonconvex Compound Stochastic Programs with Applications to Risk Measure Minimization	4
Time-Varying Semidefinite Programs	4
Trust Your Data or Not—StQP Remains StQP: Community Detection via Robust Standard Quadratic Optimization	4
On Uniform Exponential Ergodicity of Markovian Multiclass Many-Server Queues in the Halfin–Whitt Regime	4
Optimistic Posterior Sampling for Reinforcement Learning: Worst-Case Regret Bounds	4
Unanimous and Strategy-Proof Probabilistic Rules for Single-Peaked Preference Profiles on Graphs	4
Acyclic Gambling Games	4
Distribution-Free Contextual Dynamic Pricing	3
Multiplayer Bandits Without Observing Collision Information	3
Sufficiency of Markov Policies for Continuous-Time Jump Markov Decision Processes	3
Error Analysis of Surrogate Models Constructed Through Operations on Submodels	3
Equilibria Existence in Bayesian Games: Climbing the Countable Borel Equivalence Relation Hierarchy	3
Hypergraph k-Cut for Fixed k in Deterministic Polynomial Time	3
Coordinate Descent Without Coordinates: Tangent Subspace Descent on Riemannian Manifolds	3
Convergent Nested Alternating Minimization Algorithms for Nonconvex Optimization Problems	3
Stationary Waiting Time in Parallel Queues with Synchronization	3
Distributionally Robust Markov Decision Processes and Their Connection to Risk Measures	3
Maximum Spectral Measures of Risk with Given Risk Factor Marginal Distributions	3
Set Relations via Families of Scalar Functions and Approximate Solutions in Set Optimization	3
Analyzing Approximate Value Iteration Algorithms	3
Distributionally Robust Inventory Control When Demand Is a Martingale	3
Geometric Rescaling Algorithms for Submodular Function Minimization	3
Polyhedral Clinching Auctions for Two-Sided Markets	3
Sample-Driven Optimal Stopping: From the Secretary Problem to the i.i.d. Prophet Inequality	3
Parametric Shortest-Path Algorithms via Tropical Geometry	3
About the Structure of the Integer Cone and Its Application to Bin Packing	3
Satisficing in Time-Sensitive Bandit Learning	3
From Perspective Maps to Epigraphical Projections	3

Suboptimal Local Minima Exist for Wide Neural Networks with Smooth Activations	3
Quantitative Convergence for Displacement Monotone Mean Field Games with Controlled Volatility	3
Conic Optimization with Spectral Functions on Euclidean Jordan Algebras	3
Control Policies Approaching Hierarchical Greedy Ideal Performance in Heavy Traffic for Resource Sharing Networks	3
Guarantees in Fair Division: General or Monotone Preferences	3
Universal Barrier Is n-Self-Concordant	3
Game on Random Environment, Mean-Field Langevin System, and Neural Networks	3
Sufficient Optimality Conditions in Bilevel Programming	3
Stochastic Load Balancing on Unrelated Machines	3
M-Convex Function Minimization Under L1-Distance Constraint and Its Application to Dock Reallocation in Bike-Sharing System	3
The Efficiency of Resource Allocation Mechanisms for Budget-Constrained Users	3
Efficient Online Linear Optimization with Approximation Algorithms	3
Shapley–Scarf Housing Markets: Respecting Improvement, Integer Programming, and Kidney Exchange	3
On Computing the Nonlinearity Interval in Parametric Semidefinite Optimization	3
A General Analysis of Sequential Social Learning	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
An Equilibrium Model for the Cross Section of Liquidity Premia	3
Coupled Learning Enabled Stochastic Programming with Endogenous Uncertainty	3
Assortment Planning for Recommendations at Checkout Under Inventory Constraints	3
Geometrical Bounds for Variance and Recentered Moments	3
Large Fork-Join Queues with Nearly Deterministic Arrival and Service Times	3
Convergence Rates for Regularized Optimal Transport via Quantization	3
The Buck-Passing Game	2
Hölderian Error Bounds and Kurdyka-Łojasiewicz Inequality for the Trust Region Subproblem	2
Corrigendum: Greed Works—Online Algorithms for Unrelated Machine Stochastic Scheduling	2
ɛ-Strong Simulation of Fractional Brownian Motion and Related Stochastic Differential Equations	2
Probability Distributions on Partially Ordered Sets and Network Interdiction Games	2
Penalty and Augmented Lagrangian Methods for Constrained DC Programming	2
Computing Approximate Equilibria in Weighted Congestion Games via Best-Responses	2
A Primal-Dual Smoothing Framework for Max-Structured Non-Convex Optimization	2
Necessary and Sufficient Conditions for Rank-One-Generated Cones	2
Exactness of Parrilo’s Conic Approximations for Copositive Matrices and Associated Low Order Bounds for the Stability Number of a Graph	2
Impact of Network Structure on New Service Pricing	2
Power Forward Performance in Semimartingale Markets with Stochastic Integrated Factors	2
Control of Fork-Join Processing Networks with Multiple Job Types and Parallel Shared Resources	2
A Sparse Version of Reznick’s Positivstellensatz	2
Infinite-Horizon Optimal Switching Regions for a Pair-Trading Strategy with Quadratic Risk Aversion Considering Simultaneous Multiple Switchings: A Viscosity Solution Approach	2
Discrete Choice Prox-Functions on the Simplex	2
Uniqueness of Clearing Payment Matrices in Financial Networks	2
Hamilton-Jacobi Equations with Semilinear Costs and State Constraints, with Applications to Large Deviations in Games	2
A Semidefinite Relaxation Method for Partially Symmetric Tensor Decomposition	2
The Power of Subsampling in Submodular Maximization	2
Infinite Horizon Stochastic Impulse Control with Delay and Random Coefficients	2
Fully Polynomial-Time Approximation Schemes for Fair Rent Division	2
On Polyhedral Approximations of the Positive Semidefinite Cone	2
A Feasible Method for Solving an SDP Relaxation of the Quadratic Knapsack Problem	2
An Optimal Streaming Algorithm for Submodular Maximization with a Cardinality Constraint	2
The Value of Insight	2
A Sensitivity Analysis of the Price of Anarchy in Nonatomic Congestion Games	2
Sparse Solutions of a Class of Constrained Optimization Problems	2
Algorithms for Competitive Division of Chores	2
Exact Optimal Stopping for Multidimensional Linear Switching Diffusions	2
On the Scenario-Tree Optimal-Value Error for Stochastic Programming Problems	2
Linear Programming and Community Detection	2
Extension of Monotonic Functions and Representation of Preferences	2
A Classical Search Game in Discrete Locations	2
On the Douglas–Rachford Algorithm for Solving Possibly Inconsistent Optimization Problems	2
Stability, Memory, and Messaging Trade-Offs in Heterogeneous Service Systems	2
Fair Cake Division Under Monotone Likelihood Ratios	2
Naive Feature Selection: A Nearly Tight Convex Relaxation for Sparse Naive Bayes	2
Reducing Bias in Event Time Simulations via Measure Changes	2
Sensitivity Analysis of the Maximal Value Function with Applications in Nonconvex Minimax Programs	2
Dynamic Fair Resource Division	2
Resistant Sets in the Unit Hypercube	2
Convergence Analysis of Accelerated Stochastic Gradient Descent Under the Growth Condition	2
Active‐Set Newton Methods and Partial Smoothness	2
Bilateral Trade: A Regret Minimization Perspective	2
Small-Loss Bounds for Online Learning with Partial Information	2
A Randomly Weighted Minimum Arborescence with a Random Cost Constraint	2
Asymptotic Optimality of Constant-Order Policies in Joint Pricing and Inventory Models	2
Dissolving Constraints for Riemannian Optimization	2
Minimal and Locally Edge Minimal Fluid Models for Resource-Sharing Networks	2
Proximity and Flatness Bounds for Linear Integer Optimization	2
An Optimal High-Order Tensor Method for Convex Optimization	2
Discrete Dividend Payments in Continuous Time	2
On Linear Programming for Constrained and Unconstrained Average-Cost Markov Decision Processes with Countable Action Spaces and Strictly Unbounded Costs	1
The Pareto Frontier of Inefficiency in Mechanism Design	1
Risk-Averse Optimal Control in Continuous Time by Nesting Risk Measures	1
A Complementary Pivot Algorithm for Competitive Allocation of a Mixed Manna	1
On the Efficient Implementation of the Matrix Exponentiated Gradient Algorithm for Low-Rank Matrix Optimization	1
Budget-Feasible Mechanism Design for Non-monotone Submodular Objectives: Offline and Online	1
Binary Extended Formulations and Sequential Convexification	1
Online Learning over a Finite Action Set with Limited Switching	1
Approximate Nash Equilibria in Large Nonconvex Aggregative Games	1
Asymptotically Optimal Sequential Design for Rank Aggregation	1
Algorithms for Persuasion with Limited Communication	1
Mixed-Integer Convex Representability	1
Solving Optimal Stopping Problems via Randomization and Empirical Dual Optimization	1
Optimal Stopping of a Random Sequence with Unknown Distribution	1
Stabilizing Weighted Graphs	1
A Convex Form That Is Not a Sum of Squares	1
Online Bipartite Matching with Reusable Resources	1
Strong Convexity of Feasible Sets in Off-line and Online Optimization	1
Fair Integral Network Flows	1