Mathematics of Operations Research

Article	Citations
Online Allocation of Reusable Resources in Nonstationary Environments	226
Optimality Conditions at Infinity in Semialgebraic Vector Optimization	36
A New Finite Approximation Method for Evaluating Steady-State Performance of a Continuous-State Markov Chain with an Application to Queues with Customer Abandonment	34
Randomized Block-Coordinate Optimistic Gradient Algorithms for Root-Finding Problems	32
Computation of Dynamic Equilibria in Series-Parallel Networks	28
Editorial Board	28
Asymptotic Optimality of Constant-Order Policies in Joint Pricing and Inventory Models	26
Polyhedral Clinching Auctions for Two-Sided Markets	26
On the Diameter of the Stopped Spider Process	25
Exactness of Parrilo’s Conic Approximations for Copositive Matrices and Associated Low Order Bounds for the Stability Number of a Graph	25
Solving Strong-Substitutes Product-Mix Auctions	22
Many-Server Asymptotics for Join-the-Shortest-Queue in the Super-Halfin-Whitt Scaling Window	22
A Stochastic Representation for Nonlocal Parabolic PDEs with Applications	21
Control of Fork-Join Processing Networks with Multiple Job Types and Parallel Shared Resources	20
Constrained Trading Networks	19
A Policy Gradient Algorithm for the Risk-Sensitive Exponential Cost MDP	19
A Geometric Model of Opinion Polarization	18
Bridging Bayesian and Minimax Mean Square Error Estimation via Wasserstein Distributionally Robust Optimization	18
Stochastic Graphon Games: I. The Static Case	18
A Feasible Method for Solving an SDP Relaxation of the Quadratic Knapsack Problem	17
The Information Projection in Moment Inequality Models: Existence, Dual Representation, and Approximation	16
Slater Condition for Tangent Derivatives	16
Difference-of-Convex Algorithm with Extrapolation for Nonconvex, Nonsmooth Optimization Problems	16
Parametric Computation of Minimum-Cost Flows with Piecewise Quadratic Costs	15
Lower Complexity Bounds of First-Order Methods for Affinely Constrained Composite Nonconvex Problems	15

Uniform Moment Bounds for Generalized Jackson Networks in Multiscale Heavy Traffic	15
Robust Online Selection with Uncertain Offer Acceptance	15
Contextual Bandits with Cross-Learning	15
Finite State Mean Field Games with Wright–Fisher Common Noise as Limits ofN-Player Weighted Games	15
On the Simplex Method for 0/1-Polytopes	14
Distributionally Robust Inventory Control When Demand Is a Martingale	14
A Primal–Dual Learning Algorithm for Personalized Dynamic Pricing with an Inventory Constraint	14
The Complexity of Recognizing Facets for the Knapsack Polytope	13
The Online Saddle Point Problem and Online Convex Optimization with Knapsacks	13
Suboptimal Local Minima Exist for Wide Neural Networks with Smooth Activations	13
Fast Rates for the Regret of Offline Reinforcement Learning	13
A Machine Learning Method for Stackelberg Mean Field Games	13
Many-Server Heavy-Traffic Limits for Queueing Systems with Perfectly Correlated Service and Patience Times	12
Editorial Board	12
Optimal Partition for a Multi-Type Queueing System	12
Value Functions and Optimality Conditions for Nonconvex Variational Problems with an Infinite Horizon in Banach Spaces	12
Reduction of Potential-Based Flow Networks	12
A Semidefinite Relaxation Method for Partially Symmetric Tensor Decomposition	11
Variance-Reduced Accelerated First-Order Methods: Central Limit Theorems and Confidence Statements	11
The Power of Subsampling in Submodular Maximization	11
Equilibria in Multiclass and Multidimensional Atomic Congestion Games	11
A New Approach to Capacity Scaling Augmented with Unreliable Machine Learning Predictions	11
Approximation and Convergence of Large Atomic Congestion Games	11
Improved Guarantees for Offline Stochastic Matching via New Ordered Contention Resolution Schemes	10
Managing Customer Churn via Service Mode Control	10
Scalable Computation of Dynamic Flow Problems via Multimarginal Graph-Structured Optimal Transport	10
Steiner Cut Dominants	10
Satiation in Fisher Markets and Approximation of Nash Social Welfare	9
Linear and Utilitarian Choice Functions: Revisiting Myerson’s Theorem	9
An Adaptive Lagrangian-Based Scheme for Nonconvex Composite Optimization	9
Contingent Capital with Stock Price Triggers in Interbank Networks	9
Scalar Multivariate Risk Measures with a Single Eligible Asset	9
Well-Posedness and Sensitivity Analysis of a Fluid Model for Multiclass Many-Server Queues with Abandonment Under Global FCFS Discipline	9
Multiplayer Bandits Without Observing Collision Information	9
Monotone Inclusions, Acceleration, and Closed-Loop Control	9
Fair-Share Allocations for Agents with Arbitrary Entitlements	9
A First-Order Primal-Dual Method for Nonconvex Constrained Optimization Based on the Augmented Lagrangian	8
Unbiased Least Squares Regression via Averaged Stochastic Gradient Descent	8
A Riemannian Alternating Direction Method of Multipliers	8
Asymptotic Nash Equilibria of Finite-State Ergodic Markovian Mean Field Games	8
Multiagent Online Learning in Time-Varying Games	8
A Classical Search Game in Discrete Locations	8
On Integer Programming, Discrepancy, and Convolution	8
Quasi-Polynomial Algorithms for Submodular Tree Orienteering and Directed Network Design Problems	8
Semidefinite Approximations for Bicliques and Bi-Independent Pairs	8
Equilibria and Systemic Risk in Saturated Networks	8
Large Ranking Games with Diffusion Control	8
Repeated Games with Incomplete Information over Predictable Systems	8
Dissolving Constraints for Riemannian Optimization	8
Optimization Under Rational Expectations: A Framework of Fully Coupled Forward-Backward Stochastic Linear Quadratic Systems	8

Information Design and Sharing in Supply Chains	7
Distribution-Free Contextual Dynamic Pricing	7
ρ-Arbitrage and ρ-Consistent Pricing for Star-Shaped Risk Measures	7
Maximizing Nash Social Welfare in 2-Value Instances: Delineating Tractability	7
Game on Random Environment, Mean-Field Langevin System, and Neural Networks	7
Bounds on the Optimal Radius When Covering a Set with Minimum Radius Identical Disks	7
Polynomial Voting Rules	7
A Fast Temporal Decomposition Procedure for Long-Horizon Nonlinear Dynamic Programming	7
Erratum to “Budgeted Prize-Collecting Traveling Salesman and Minimum Spanning Tree Problems”	7
Multivariate Monotone Inclusions in Saddle Form	7
A Label-State Formulation of Stochastic Graphon Games and Approximate Equilibria on Large Networks	7
A Characterization of Simultaneous Optimization, Majorization, and (Bi-)Submodular Polyhedra	7
Rate-Optimal Bayesian Simple Regret in Best Arm Identification	7
How to Design a Stable Serial Knockout Competition	7
Large Deviations for the Single-Server Queue and the Reneging Paradox	7
Diffusion of New Products with Heterogeneous Consumers	7
Tractable Relaxations of Composite Functions	6
Naive Feature Selection: A Nearly Tight Convex Relaxation for Sparse Naive Bayes	6
A Single-Loop Algorithm for Decentralized Bilevel Optimization	6
Approximation Algorithms and Linear Programming Relaxations for Scheduling Problems Related to Min-Sum Set Cover	6
A Riemannian Smoothing Steepest Descent Method for Non-Lipschitz Optimization on Embedded Submanifolds of Rn	6
Stochastic Control Problems with State Reflections Arising from Relaxed Benchmark Tracking	6
On the Effect of Symmetry Requirement for Rendezvous on the Complete Graph	6
Fluid Limits for Longest Job First Queues	6
Towards Optimal Problem Dependent Generalization Error Bounds in Statistical Learning Theory	6
A Polynomial-Time Algorithm for the Probabilistic Profitable Tour Problem on a Tree	6
Many-Server Queues with Random Service Rates: A Unified Framework Based on Measure-Valued Processes	6
Conditional Uniformity and Hawkes Processes	5
The Folk Theorem for Repeated Games with Time-Dependent Discounting	5
Sums of Separable and Quadratic Polynomials	5
Large Independent Sets in Recursive Markov Random Graphs	5
Optimal Correlated Equilibria in General-Sum Extensive-Form Games: Fixed-Parameter Algorithms, Hardness, and Two-Sided Column-Generation	5
Online Estimation and Optimization of Utility-Based Shortfall Risk	5
Quantitative Convergence for Displacement Monotone Mean Field Games with Controlled Volatility	5
Order Independence in Sequential, Issue-by-Issue Voting	5
Relaxed Equilibria for Time-Inconsistent Markov Decision Processes	5
Convergence Analysis of Accelerated Stochastic Gradient Descent Under the Growth Condition	5
Distributionally Robust Stochastic Optimization with Wasserstein Distance	5
Constrained Information Design	5
A Variable Sample-Size Stochastic Quasi-Newton Method for Smooth and Nonsmooth Stochastic Convex Optimization	5
The Cost of Nonconvexity in Deterministic Nonsmooth Optimization	5
Stationary Discounted and Ergodic Mean Field Games with Singular Controls	5
Optimal Ratcheting of Dividends with Capital Injection	5
Sampling from the Gibbs Distribution in Congestion Games	5
Deep Quadratic Hedging	5
Upper Bounds for All and Max-Gain Policy Iteration Algorithms on Deterministic MDPs	5
Editorial Board	5
Can Learning Be Explained by Local Optimality in Robust Low-Rank Matrix Recovery?	5
The Competition Complexity of Dynamic Pricing	5
Improved Guarantees for the A Priori TSP	5
Convergent Nested Alternating Minimization Algorithms for Nonconvex Optimization Problems	5
Langevin Dynamics Based Algorithm e-THεO POULA for Stochastic Optimization Problems with Discontinuous Stochastic Gradient	5
Penalty and Augmented Lagrangian Methods for Constrained DC Programming	5
A New Augmented Lagrangian Method for MPCCs—Theoretical and Numerical Comparison with Existing Augmented Lagrangian Methods	4
Secretaries with Advice	4
Bounding Residence Times for Atomic Dynamic Routings	4
Exactness Conditions for Semidefinite Programming Relaxations of Generalization of the Extended Trust Region Subproblem	4
Reducing Bias in Event Time Simulations via Measure Changes	4
Optimal Electricity Demand Response Contracting with Responsiveness Incentives	4
Nontruthful Position Auctions Are More Robust to Misspecification	4
Fair Congested Assignment	4
Cardinal-Utility Matching Markets: The Quest for Envy-Freeness, Pareto-Optimality, and Efficient Computability	4
Editorial Board	4
Editorial Board	4
Editorial Board	4
Algorithms for Budget-Constrained D-Optimal Design	4
Fair Cake Division Under Monotone Likelihood Ratios	4
A Squared Smoothing Newton Method for Semidefinite Programming	4
Certainty-Equivalent Pricing with Dependent Demand and Limited Price-Changing Opportunities	4
Convexification of Permutation-Invariant Sets and an Application to Sparse Principal Component Analysis	4
(No-)Betting Pareto Optima Under Rank-Dependent Utility	4
An Accelerated Newton–Dinkelbach Method and Its Application to Two Variables per Inequality Systems	4
Efficient and Near-Optimal Online Portfolio Selection	4
A Simple Characterization of Supply Correspondences	4
Online Regret Bounds for Satisficing in Markov Decision Processes	4
From Perspective Maps to Epigraphical Projections	4
Stochastic Approximation Proximal Method of Multipliers for Convex Stochastic Programming	4
Dense Orbits of the Bayesian Updating Group Action	4
A Case Study on Stochastic Games on Large Graphs in Mean Field and Sparse Regimes	4
A Stable-Set Bound and Maximal Numbers of Nash Equilibria in Bimatrix Games	4

A New Homotopy Proximal Variable-Metric Framework for Composite Convex Minimization	4
Two Typical Implementable Semismooth* Newton Methods for Generalized Equations Are G-Semismooth Newton Methods	4
Global Algorithms for Mean-Variance Optimization in Markov Decision Processes	4
Robustness and Approximation of Discrete-Time Mean-Field Games Under Discounted Cost Criterion	4
Fluid Limits for Longest Remaining Time First Queues	4
Local Density Estimation in High Dimensions	4
Inexact Bregman Proximal Gradient Method and Its Inertial Variant with Absolute and Partial Relative Stopping Criteria	4
Improved Bounds for Single-Nomination Impartial Selection	4
The Minimax Property in Infinite Two-Person Win-Lose Games	4
Optimality of Independently Randomized Symmetric Policies for Exchangeable Stochastic Teams with Infinitely Many Decision Makers	4
Analysis of the Primal-Dual Central Path for Nonlinear Semidefinite Optimization Without the Nondegeneracy Condition	4
Exploration Noise for Learning Linear-Quadratic Mean Field Games	4
Intersection Disjunctions for Reverse Convex Sets	4
Submodular Functions and Perfect Graphs	4
A Simple 1.5-Approximation Algorithm for a Wide Range of Maximum-Size Stable Matching Problems	4
Exit Game with Private Information	4
On Degenerate Doubly Nonnegative Projection Problems	3
The Circlet Inequalities: A New, Circulant-Based, Facet-Defining Inequality for the TSP	3
A Generalized Newton Method for Subgradient Systems	3
Assortment Planning for Recommendations at Checkout Under Inventory Constraints	3
Comparison Between Mean-Variance and Monotone Mean-Variance Preferences Under Jump Diffusion and Stochastic Factor Model	3
Prophet Matching with General Arrivals	3
Fluctuation Theory of Continuous-Time, Skip-Free Downward Markov Chains with Applications to Branching Processes with Immigration	3
Splitting Guarantees for Prophet Inequalities via Nonlinear Systems	3
Mixed-Integer Convex Representability	3
Investment Timing and Technological Breakthroughs	3
Efficiency of Stochastic Coordinate Proximal Gradient Methods on Nonseparable Composite Optimization	3
Binary Extended Formulations and Sequential Convexification	3
Editorial Board	3
Corruption-Robust Exploration in Episodic Reinforcement Learning	3
An Optimal Streaming Algorithm for Submodular Maximization with a Cardinality Constraint	3
Strong Embeddings for Transitory Queueing Models	3
On Optimality Conditions for Nonlinear Conic Programming	3
A Convex Form That Is Not a Sum of Squares	3
Probabilistic Analysis of Edge Elimination for Euclidean TSP	3
Linear Program-Based Policies for Restless Bandits: Necessary and Sufficient Conditions for (Exponentially Fast) Asymptotic Optimality	3
Dynamic Optimal Reinsurance and Dividend Payout in Finite Time Horizon	3
Zero-Sum Games and Linear Programming Duality	3
Dual Solutions in Convex Stochastic Optimization	3
Infinite Horizon Stochastic Impulse Control with Delay and Random Coefficients	3
Round-Robin Beyond Additive Agents: Existence and Fairness of Approximate Equilibria	3
Fast Convergence of Frank-Wolfe Algorithms on Polytopes	3
Correlated Equilibria and Mean Field Games: A Simple Model	3
Oriented Calmness and Sweeping Process Dynamics	3
Budget-Feasible Mechanism Design for Non-monotone Submodular Objectives: Offline and Online	3
Dynkin Games with Incomplete and Asymmetric Information	3
Hidden Integrality and Semirandom Robustness of SDP Relaxation for Sub-Gaussian Mixture Model	3
Rockafellian Relaxation and Stochastic Optimization Under Perturbations	3
Optimal Transport-Based Distributionally Robust Optimization: Structural Properties and Iterative Schemes	3
McKean–Vlasov Optimal Control: Limit Theory and Equivalence Between Different Formulations	3
Effort Decisions in Contests with Shared Attributes	3
A Simple Integral Equation Approach for Optimal Investment Stopping Problems with Partial Information	3
Approximate Nash Equilibria in Large Nonconvex Aggregative Games	3
A Theoretical Framework for Instance Complexity of the Resource-Constrained Project Scheduling Problem	3
Semistatic Variance-Optimal Hedging with Self-Exciting Jumps	3
How Many Vertices Does a Random Walk Miss in a Network with a Moderately Increasing Number of Vertices?	3
Generalization Bounds in the Predict-Then-Optimize Framework	3
Corrigendum to “Interim Rationalizable Implementation of Functions” (Kunimoto T, Saran R, Serrano R (2024) Mathematics of Operations Research 49(3):1791–1824)	3
Joint Mixability and Notions of Negative Dependence	3
The Privacy Paradox and Optimal Bias–Variance Trade-offs in Data Acquisition	3
Estimating a Function and Its Derivatives Under a Smoothness Condition	3
Synchronization Games	3
Accelerated Stochastic Algorithms for Convex-Concave Saddle-Point Problems	3
Small-Loss Bounds for Online Learning with Partial Information	3
Diffusion-Based Staffing for Multitasking Service Systems with Many Servers	3
Pipeline Interventions	2
A General Framework for Learning Mean-Field Games	2
A Perturbation Framework for Convex Minimization and Monotone Inclusion Problems with Nonlinear Compositions	2
Learning-Augmented Mechanism Design: Leveraging Predictions for Facility Location	2
Interim Rationalizable Implementation of Functions	2
Gale’s Fixed Tax for Exchanging Houses	2
Robustness of Stochastic Optimal Control to Approximate Diffusion Models Under Several Cost Evaluation Criteria	2
Sparse Integer Programming Is Fixed-Parameter Tractable	2
Robust Markov Decision Processes: Beyond Rectangularity	2
Extreme-Case Distortion Risk Measures: A Unification and Generalization of Closed-Form Solutions	2
Robust-to-Dynamics Optimization	2
Hidden Convexity, Optimization, and Algorithms on Rotation Matrices	2
Optimal Consumption and Investment with Independent Stochastic Labor Income	2
SoS Certification for Symmetric Quadratic Functions and Its Connection to Constrained Boolean Hypercube Optimization	2
Proportional Volume Sampling and Approximation Algorithms for A-Optimal Design	2
Sensitivity Analysis of the Maximal Value Function with Applications in Nonconvex Minimax Programs	2
A Semismooth Newton-Type Method for the Nearest Doubly Stochastic Matrix Problem	2
Polynomial Upper Bounds on the Number of Differing Columns of Δ-Modular Integer Programs	2
Convergence of Finite Memory Q Learning for POMDPs and Near Optimality of Learned Policies Under Filter Stability	2
On Averaging and Extrapolation for Gradient Descent	2
Forbidden Transactions and Black Markets	2
A Unified Analysis of a Class of Proximal Bundle Methods for Solving Hybrid Convex Composite Optimization Problems	2
A Superlinearly Convergent Subgradient Method for Sharp Semismooth Problems	2
Prophet Inequalities for Independent and Identically Distributed Random Variables from an Unknown Distribution	2
Probability Distributions on Partially Ordered Sets and Network Interdiction Games	2
Worst-Case Iteration Bounds for Log Barrier Methods on Problems with Nonconvex Constraints	2
Nonzero-Sum Optimal Stopping Game with Continuous vs. Periodic Exercise Opportunities	2
A Unifying Framework for Submodular Mean Field Games	2
Necessary and Sufficient Conditions for Rank-One-Generated Cones	2
Numeraire-Invariant Quadratic Hedging and Mean–Variance Portfolio Allocation	2