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 2020-11-01 to 2024-11-01.)
ArticleCitations
Distributionally Robust Stochastic Optimization with Wasserstein Distance99
Nonparametric Learning Algorithms for Joint Pricing and Inventory Control with Lost Sales and Censored Demand55
Statistics of Robust Optimization: A Generalized Empirical Likelihood Approach44
A Theory for Measures of Tail Risk32
Strong and Weak Equilibria for Time-Inconsistent Stochastic Control in Continuous Time29
Last-Mile Shared Delivery: A Discrete Sequential Packing Approach24
On the Optimality of Affine Policies for Budgeted Uncertainty Sets21
A Mean Field Game of Optimal Portfolio Liquidation21
Competitive Equilibrium with Indivisible Goods and Generic Budgets20
Fast Hybrid Schemes for Fractional Riccati Equations (Rough Is Not So Tough)20
Stochastic Graphon Games: I. The Static Case19
Closing the Gap for Makespan Scheduling via Sparsification Techniques18
The Running Intersection Relaxation of the Multilinear Polytope16
Approximate Markov-Nash Equilibria for Discrete-Time Risk-Sensitive Mean-Field Games16
Extrapolated Proximal Subgradient Algorithms for Nonconvex and Nonsmooth Fractional Programs15
Bridging Bayesian and Minimax Mean Square Error Estimation via Wasserstein Distributionally Robust Optimization14
Entropy Regularization for Mean Field Games with Learning14
Convergence of Finite Memory Q Learning for POMDPs and Near Optimality of Learned Policies Under Filter Stability14
Inf-Convolution, Optimal Allocations, and Model Uncertainty for Tail Risk Measures13
A Primal–Dual Learning Algorithm for Personalized Dynamic Pricing with an Inventory Constraint12
Affine Storage and Insurance Risk Models12
Posted Price Mechanisms and Optimal Threshold Strategies for Random Arrivals12
A Case Study on Stochastic Games on Large Graphs in Mean Field and Sparse Regimes12
Provably Efficient Reinforcement Learning with Linear Function Approximation12
Optimal Retirement Under Partial Information11
From Monetary to Nonmonetary Mechanism Design via Artificial Currencies11
Robust Markov Decision Processes: Beyond Rectangularity11
Variational Analysis of Composite Models with Applications to Continuous Optimization11
Asymptotic Optimality of Power-of-d Load Balancing in Large-Scale Systems10
Finite State Mean Field Games with Wright–Fisher Common Noise as Limits ofN-Player Weighted Games10
Multivariate Monotone Inclusions in Saddle Form10
Optimal Policy for Dynamic Assortment Planning Under Multinomial Logit Models10
Distributional Transforms, Probability Distortions, and Their Applications10
Accelerated Stochastic Algorithms for Convex-Concave Saddle-Point Problems10
Geometrically Convergent Simulation of the Extrema of Lévy Processes10
Proximal-Like Incremental Aggregated Gradient Method with Linear Convergence Under Bregman Distance Growth Conditions9
On Optimality Conditions for Nonlinear Conic Programming9
A New Augmented Lagrangian Method for MPCCs—Theoretical and Numerical Comparison with Existing Augmented Lagrangian Methods9
Dynamic Set Values for Nonzero-Sum Games with Multiple Equilibriums9
On the Existence of Pairwise Stable Weighted Networks9
Polynomial Upper Bounds on the Number of Differing Columns of Δ-Modular Integer Programs9
Regular Matroids Have Polynomial Extension Complexity9
Stochastic Recursive Inclusions in Two Timescales with Nonadditive Iterate-Dependent Markov Noise9
Heavy-Traffic Analysis of Queueing Systems with No Complete Resource Pooling9
McKean–Vlasov Optimal Control: Limit Theory and Equivalence Between Different Formulations9
Optimal Transport-Based Distributionally Robust Optimization: Structural Properties and Iterative Schemes9
Game of Thrones: Fully Distributed Learning for Multiplayer Bandits9
A Probabilistic Approach to Extended Finite State Mean Field Games9
Pure Nash Equilibria and Best-Response Dynamics in Random Games9
On Integer Programming, Discrepancy, and Convolution8
Stability and Instability of the MaxWeight Policy8
A Dynamic Contagion Risk Model with Recovery Features8
New Algorithms for Solving Zero-Sum Stochastic Games8
Approximation and Convergence of Large Atomic Congestion Games8
Ghost Penalties in Nonconvex Constrained Optimization: Diminishing Stepsizes and Iteration Complexity8
Optimal Electricity Demand Response Contracting with Responsiveness Incentives8
Surplus-Invariant Risk Measures8
Bypassing the Monster: A Faster and Simpler Optimal Algorithm for Contextual Bandits Under Realizability8
Distributed Stochastic Optimization with Large Delays7
Equilibria and Systemic Risk in Saturated Networks7
Mean Field Analysis of Deep Neural Networks7
Fair Allocation of Indivisible Goods: Improvement7
Stochastic Optimization with Decision-Dependent Distributions7
Distributionally Robust Chance Constrained Geometric Optimization7
Nonzero-Sum Stochastic Games and Mean-Field Games with Impulse Controls7
Second-Order Optimality Conditions for Nonconvex Set-Constrained Optimization Problems7
Optimality of Independently Randomized Symmetric Policies for Exchangeable Stochastic Teams with Infinitely Many Decision Makers7
Stochastic Zeroth-Order Riemannian Derivative Estimation and Optimization7
A Variable Sample-Size Stochastic Quasi-Newton Method for Smooth and Nonsmooth Stochastic Convex Optimization7
Directional Necessary Optimality Conditions for Bilevel Programs6
Load Balancing Under Strict Compatibility Constraints6
Multiagent Online Learning in Time-Varying Games6
Truthfulness of a Network Resource-Sharing Protocol6
The Exact Modulus of the Generalized Concave Kurdyka-Łojasiewicz Property6
A Theoretical Framework for Instance Complexity of the Resource-Constrained Project Scheduling Problem6
Quasi-Popular Matchings, Optimality, and Extended Formulations6
Consensus Halving for Sets of Items6
Heavy-Traffic Insensitive Bounds for Weighted Proportionally Fair Bandwidth Sharing Policies6
A Generalized Newton Method for Subgradient Systems6
Prophet Matching with General Arrivals6
A General Framework for Learning Mean-Field Games6
Terminal Ranking Games6
Popularity, Mixed Matchings, and Self-Duality6
Distributionally Robust Inventory Control When Demand Is a Martingale6
Convexification of Permutation-Invariant Sets and an Application to Sparse Principal Component Analysis5
Computation of Dynamic Equilibria in Series-Parallel Networks5
Graphical Convergence of Subgradients in Nonconvex Optimization and Learning5
Time-Consistent Conditional Expectation Under Probability Distortion5
Iteration Complexity of a Proximal Augmented Lagrangian Method for Solving Nonconvex Composite Optimization Problems with Nonlinear Convex Constraints5
A Classical Search Game in Discrete Locations5
Edge-Weighted Online Windowed Matching5
Heavy Traffic Limits for Join-the-Shortest-Estimated-Queue Policy Using Delayed Information5
Optimistic Posterior Sampling for Reinforcement Learning: Worst-Case Regret Bounds5
Mean-Variance Portfolio Selection with Dynamic Targets for Expected Terminal Wealth5
Adaptive Bin Packing with Overflow5
Proximal Gradient Methods with Adaptive Subspace Sampling5
A Unifying Framework for Submodular Mean Field Games5
Approximation Algorithms forD-optimal Design5
Interactive Information Design5
Uniqueness of Clearing Payment Matrices in Financial Networks5
A Study of Convex Convex-Composite Functions via Infimal Convolution with Applications5
Strong Algorithms for the Ordinal Matroid Secretary Problem5
A Dynkin Game on Assets with Incomplete Information on the Return5
Solving Nonsmooth and Nonconvex Compound Stochastic Programs with Applications to Risk Measure Minimization5
Dynkin Games with Incomplete and Asymmetric Information5
Intertemporal Choice with Continuity Constraints5
A General Analysis of Sequential Social Learning5
Suboptimal Local Minima Exist for Wide Neural Networks with Smooth Activations4
On Uniform Exponential Ergodicity of Markovian Multiclass Many-Server Queues in the Halfin–Whitt Regime4
Conic Optimization with Spectral Functions on Euclidean Jordan Algebras4
Asymptotic Properties of Stationary Solutions of Coupled Nonconvex Nonsmooth Empirical Risk Minimization4
Acyclic Gambling Games4
Finite-Memory Strategies in POMDPs with Long-Run Average Objectives4
Correlated Equilibria and Mean Field Games: A Simple Model4
Prophet Inequalities for Independent and Identically Distributed Random Variables from an Unknown Distribution4
Efficient Allocations in Double Auction Markets4
Control-Stopping Games for Market Microstructure and Beyond4
Time-Varying Semidefinite Programs4
Multiplayer Bandits Without Observing Collision Information4
A Semidefinite Relaxation Method for Partially Symmetric Tensor Decomposition4
Statistical Query Algorithms for Mean Vector Estimation and Stochastic Convex Optimization4
Convergent Nested Alternating Minimization Algorithms for Nonconvex Optimization Problems4
Stationary Discounted and Ergodic Mean Field Games with Singular Controls4
Extension of Monotonic Functions and Representation of Preferences4
Assortment Planning for Recommendations at Checkout Under Inventory Constraints4
Core Nonemptiness of Stratified Pooling Games: A Structured Markov Decision Process Approach4
Stochastic Load Balancing on Unrelated Machines4
On Capacity-Filling and Substitutable Choice Rules4
Parametric Shortest-Path Algorithms via Tropical Geometry4
Trust Your Data or Not—StQP Remains StQP: Community Detection via Robust Standard Quadratic Optimization4
From Perspective Maps to Epigraphical Projections4
Distributionally Robust Markov Decision Processes and Their Connection to Risk Measures4
Parametric Computation of Minimum-Cost Flows with Piecewise Quadratic Costs4
Unanimous and Strategy-Proof Probabilistic Rules for Single-Peaked Preference Profiles on Graphs4
Conditional Uniformity and Hawkes Processes4
A Discrete Convex Min-Max Formula for Box-TDI Polyhedra4
Distribution-Free Contextual Dynamic Pricing4
Fluid Limits for Multiclass Many-Server Queues with General Reneging Distributions and Head-of-the-Line Scheduling4
Shapley–Snow Kernels, Multiparameter Eigenvalue Problems, and Stochastic Games4
Sample-Driven Optimal Stopping: From the Secretary Problem to the i.i.d. Prophet Inequality4
Stability, Memory, and Messaging Trade-Offs in Heterogeneous Service Systems3
Hypergraph k-Cut for Fixed k in Deterministic Polynomial Time3
Quantitative Convergence for Displacement Monotone Mean Field Games with Controlled Volatility3
Sufficient Optimality Conditions in Bilevel Programming3
Stationary Waiting Time in Parallel Queues with Synchronization3
Maximum Spectral Measures of Risk with Given Risk Factor Marginal Distributions3
On the Scenario-Tree Optimal-Value Error for Stochastic Programming Problems3
Active‐Set Newton Methods and Partial Smoothness3
Sensitivity Analysis of the Maximal Value Function with Applications in Nonconvex Minimax Programs3
Large Fork-Join Queues with Nearly Deterministic Arrival and Service Times3
About the Structure of the Integer Cone and Its Application to Bin Packing3
M-Convex Function Minimization Under L1-Distance Constraint and Its Application to Dock Reallocation in Bike-Sharing System3
Asymptotically Optimal Control of Make-to-Stock Systems3
Equilibria Existence in Bayesian Games: Climbing the Countable Borel Equivalence Relation Hierarchy3
On Computing the Nonlinearity Interval in Parametric Semidefinite Optimization3
Coordinate Descent Without Coordinates: Tangent Subspace Descent on Riemannian Manifolds3
Dynamic Optimal Reinsurance and Dividend Payout in Finite Time Horizon3
Polyhedral Clinching Auctions for Two-Sided Markets3
Set Relations via Families of Scalar Functions and Approximate Solutions in Set Optimization3
Coupled Learning Enabled Stochastic Programming with Endogenous Uncertainty3
Asymptotic Optimality of Constant-Order Policies in Joint Pricing and Inventory Models3
Geometric Rescaling Algorithms for Submodular Function Minimization3
Liquidity Provision with Adverse Selection and Inventory Costs3
A Sparse Version of Reznick’s Positivstellensatz3
Linear Programming and Community Detection3
The Efficiency of Resource Allocation Mechanisms for Budget-Constrained Users3
The Buck-Passing Game3
Discrete Dividend Payments in Continuous Time3
Satisficing in Time-Sensitive Bandit Learning3
Geometrical Bounds for Variance and Recentered Moments3
Universal Barrier Is n-Self-Concordant3
Analyzing Approximate Value Iteration Algorithms3
Exactness of Parrilo’s Conic Approximations for Copositive Matrices and Associated Low Order Bounds for the Stability Number of a Graph3
A Sensitivity Analysis of the Price of Anarchy in Nonatomic Congestion Games3
An Equilibrium Model for the Cross Section of Liquidity Premia3
Convergence Rates for Regularized Optimal Transport via Quantization3
Game on Random Environment, Mean-Field Langevin System, and Neural Networks3
Optimization Under Rational Expectations: A Framework of Fully Coupled Forward-Backward Stochastic Linear Quadratic Systems3
Sufficiency of Markov Policies for Continuous-Time Jump Markov Decision Processes3
Efficient Online Linear Optimization with Approximation Algorithms3
Shapley–Scarf Housing Markets: Respecting Improvement, Integer Programming, and Kidney Exchange3
An Optimal Streaming Algorithm for Submodular Maximization with a Cardinality Constraint2
Corruption-Robust Exploration in Episodic Reinforcement Learning2
Zero-One Composite Optimization: Lyapunov Exact Penalty and a Globally Convergent Inexact Augmented Lagrangian Method2
The Value of Insight2
Exact Optimal Stopping for Multidimensional Linear Switching Diffusions2
A Primal-Dual Smoothing Framework for Max-Structured Non-Convex Optimization2
Power Forward Performance in Semimartingale Markets with Stochastic Integrated Factors2
Minimal and Locally Edge Minimal Fluid Models for Resource-Sharing Networks2
The Price of Anarchy for Instantaneous Dynamic Equilibria2
Error Analysis of Surrogate Models Constructed Through Operations on Submodels2
Uniform Mixed Equilibria in Network Congestion Games with Link Failures2
Hölderian Error Bounds and Kurdyka-Łojasiewicz Inequality for the Trust Region Subproblem2
Linear Convergence of Random Dual Coordinate Descent on Nonpolyhedral Convex Problems2
Probability Distributions on Partially Ordered Sets and Network Interdiction Games2
Fair Cake Division Under Monotone Likelihood Ratios2
A Semismooth Newton-Type Method for the Nearest Doubly Stochastic Matrix Problem2
Approximate Nash Equilibria in Large Nonconvex Aggregative Games2
Computing Approximate Equilibria in Weighted Congestion Games via Best-Responses2
Penalty and Augmented Lagrangian Methods for Constrained DC Programming2
Necessary and Sufficient Conditions for Rank-One-Generated Cones2
A Stochastic Representation for Nonlocal Parabolic PDEs with Applications2
Dissolving Constraints for Riemannian Optimization2
Bilateral Trade: A Regret Minimization Perspective2
Impact of Network Structure on New Service Pricing2
Optimal Stopping of a Random Sequence with Unknown Distribution2
A Randomly Weighted Minimum Arborescence with a Random Cost Constraint2
Infinite-Horizon Optimal Switching Regions for a Pair-Trading Strategy with Quadratic Risk Aversion Considering Simultaneous Multiple Switchings: A Viscosity Solution Approach2
On Singular Control for Lévy Processes2
Bounding Residence Times for Atomic Dynamic Routings2
Hamilton-Jacobi Equations with Semilinear Costs and State Constraints, with Applications to Large Deviations in Games2
Stochastic Comparative Statics in Markov Decision Processes2
On the Douglas–Rachford Algorithm for Solving Possibly Inconsistent Optimization Problems2
Guarantees in Fair Division: General or Monotone Preferences2
Infinite Horizon Stochastic Impulse Control with Delay and Random Coefficients2
ɛ-Strong Simulation of Fractional Brownian Motion and Related Stochastic Differential Equations2
Corrigendum: Greed Works—Online Algorithms for Unrelated Machine Stochastic Scheduling2
Asymptotically Optimal Sequential Design for Rank Aggregation2
Nash Equilibrium Problems of Polynomials2
Fully Polynomial-Time Approximation Schemes for Fair Rent Division2
Small-Loss Bounds for Online Learning with Partial Information2
Convergence Analysis of Accelerated Stochastic Gradient Descent Under the Growth Condition2
Proximity and Flatness Bounds for Linear Integer Optimization2
Control of Fork-Join Processing Networks with Multiple Job Types and Parallel Shared Resources2
Sparse Solutions of a Class of Constrained Optimization Problems2
A Feasible Method for Solving an SDP Relaxation of the Quadratic Knapsack Problem2
Discrete Choice Prox-Functions on the Simplex2
Algorithms for Competitive Division of Chores2
Many-Server Heavy-Traffic Limits for Queueing Systems with Perfectly Correlated Service and Patience Times2
The Cost of Nonconvexity in Deterministic Nonsmooth Optimization2
An Optimal High-Order Tensor Method for Convex Optimization2
Constrained Information Design2
Reducing Bias in Event Time Simulations via Measure Changes2
Naive Feature Selection: A Nearly Tight Convex Relaxation for Sparse Naive Bayes2
On Polyhedral Approximations of the Positive Semidefinite Cone2
The Power of Subsampling in Submodular Maximization2
Resistant Sets in the Unit Hypercube2
Dynamic Fair Resource Division2
Binary Extended Formulations and Sequential Convexification1
Online Learning over a Finite Action Set with Limited Switching1
Solving Optimal Stopping Problems via Randomization and Empirical Dual Optimization1
Budget-Feasible Mechanism Design for Non-monotone Submodular Objectives: Offline and Online1
Algorithms for Persuasion with Limited Communication1
Strong Convexity of Feasible Sets in Off-line and Online Optimization1
Mixed-Integer Convex Representability1
Fair Integral Network Flows1
Online Bipartite Matching with Reusable Resources1
On the Efficient Implementation of the Matrix Exponentiated Gradient Algorithm for Low-Rank Matrix Optimization1
A Convex Form That Is Not a Sum of Squares1
On Linear Programming for Constrained and Unconstrained Average-Cost Markov Decision Processes with Countable Action Spaces and Strictly Unbounded Costs1
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