OOIR: Observatory of International Research

Papers

(The TQCC of Mathematics of Operations Research is 5. 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 2022-08-01 to 2026-08-01.)

Article	Citations
On the Diameter of the Stopped Spider Process	330
Many-Server Asymptotics for Join-the-Shortest-Queue in the Super-Halfin-Whitt Scaling Window	49
Solving Strong-Substitutes Product-Mix Auctions	46
Constrained Trading Networks	40
On the Equivalence of Zero-Sum Games and Conic Programs	38
A Stochastic Representation for Nonlocal Parabolic PDEs with Applications	34
Randomized Block-Coordinate Optimistic Gradient Algorithms for Root-Finding Problems	34
A New Finite Approximation Method for Evaluating Steady-State Performance of a Continuous-State Markov Chain with an Application to Queues with Customer Abandonment	32
A Geometric Model of Opinion Polarization	32
Optimality Conditions at Infinity in Semialgebraic Vector Optimization	31
A Policy Gradient Algorithm for the Risk-Sensitive Exponential Cost MDP	27
Asymptotic Optimality of Constant-Order Policies in Joint Pricing and Inventory Models	26
Exactness of Parrilo’s Conic Approximations for Copositive Matrices and Associated Low Order Bounds for the Stability Number of a Graph	25
Bridging Bayesian and Minimax Mean Square Error Estimation via Wasserstein Distributionally Robust Optimization	24
The Information Projection in Moment Inequality Models: Existence, Dual Representation, and Approximation	22
Online Allocation of Reusable Resources in Nonstationary Environments	22
A Feasible Method for Solving an SDP Relaxation of the Quadratic Knapsack Problem	22
Contextual Bandits with Cross-Learning	20
Uniform Moment Bounds for Generalized Jackson Networks in Multiscale Heavy Traffic	19
The Complexity of Recognizing Facets for the Knapsack Polytope	19
Lower Complexity Bounds of First-Order Methods for Affinely Constrained Composite Nonconvex Problems	19
Nonregular McKean–Vlasov Equations and Calibration Problem in Local Stochastic Volatility Models	18
Distributionally Robust Inventory Control When Demand Is a Martingale	17
Robust Online Selection with Uncertain Offer Acceptance	17
Fast Rates for the Regret of Offline Reinforcement Learning	16

On the Simplex Method for 0/1-Polytopes	16
A Primal–Dual Learning Algorithm for Personalized Dynamic Pricing with an Inventory Constraint	16
Difference-of-Convex Algorithm with Extrapolation for Nonconvex, Nonsmooth Optimization Problems	16
Slater Condition for Tangent Derivatives	15
Finite State Mean Field Games with Wright–Fisher Common Noise as Limits ofN-Player Weighted Games	14
Reduction of Potential-Based Flow Networks	14
A Machine Learning Method for Stackelberg Mean Field Games	14
The Online Saddle Point Problem and Online Convex Optimization with Knapsacks	14
Approximation Algorithms for Steiner Connectivity Augmentation	13
Approximation and Convergence of Large Atomic Congestion Games	13
A Semidefinite Relaxation Method for Partially Symmetric Tensor Decomposition	13
Scale-Free Cascading Failures: Generalized Approach for All Simple, Connected Graphs	13
A New Approach to Capacity Scaling Augmented with Unreliable Machine Learning Predictions	12
Variance-Reduced Accelerated First-Order Methods: Central Limit Theorems and Confidence Statements	12
Many-Server Heavy-Traffic Limits for Queueing Systems with Perfectly Correlated Service and Patience Times	12
Equilibria in Multiclass and Multidimensional Atomic Congestion Games	12
Optimal Partition for a Multi-Type Queueing System	12
Improved Guarantees for Offline Stochastic Matching via New Ordered Contention Resolution Schemes	12
Scalable Computation of Dynamic Flow Problems via Multimarginal Graph-Structured Optimal Transport	11
Well-Posedness and Sensitivity Analysis of a Fluid Model for Multiclass Many-Server Queues with Abandonment Under Global FCFS Discipline	11
Suboptimal Local Minima Exist for Wide Neural Networks with Smooth Activations	11
Developing Lagrangian-Based Methods for Nonsmooth Nonconvex Optimization	11
Steiner Cut Dominants	11
Managing Customer Churn via Service Mode Control	11
Unbiased Least Squares Regression via Averaged Stochastic Gradient Descent	11
Equilibria and Systemic Risk in Saturated Networks	11
Fair and Efficient Multi-resource Allocation for Cloud Computing: Beyond Dominant Resource Fairness	11
A Classical Search Game in Discrete Locations	10
Contingent Capital with Stock Price Triggers in Interbank Networks	10
Optimization Under Rational Expectations: A Framework of Fully Coupled Forward-Backward Stochastic Linear Quadratic Systems	10
Dissolving Constraints for Riemannian Optimization	10
Monotone Inclusions, Acceleration, and Closed-Loop Control	10
Editorial Board	10
An Adaptive Lagrangian-Based Scheme for Nonconvex Composite Optimization	10
Satiation in Fisher Markets and Approximation of Nash Social Welfare	10
Multiagent Online Learning in Time-Varying Games	9
A Riemannian Alternating Direction Method of Multipliers	9
A Fast Temporal Decomposition Procedure for Long-Horizon Nonlinear Dynamic Programming	9
On Integer Programming, Discrepancy, and Convolution	9
A First-Order Primal-Dual Method for Nonconvex Constrained Optimization Based on the Augmented Lagrangian	9
How to Design a Stable Serial Knockout Competition	9
Game on Random Environment, Mean-Field Langevin System, and Neural Networks	9
Large Ranking Games with Diffusion Control	9
Fair-Share Allocations for Agents with Arbitrary Entitlements	9
Erratum to “Budgeted Prize-Collecting Traveling Salesman and Minimum Spanning Tree Problems”	9
Semidefinite Approximations for Bicliques and Bi-Independent Pairs	9
Utility Maximization Under Endogenous Pricing	8
Rate-Optimal Bayesian Simple Regret in Best Arm Identification	8
Distribution-Free Contextual Dynamic Pricing	8
Diffusion of New Products with Heterogeneous Consumers	8

A Label-State Formulation of Stochastic Graphon Games and Approximate Equilibria on Large Networks	8
Asymptotic Nash Equilibria of Finite-State Ergodic Markovian Mean Field Games	8
ρ-Arbitrage and ρ-Consistent Pricing for Star-Shaped Risk Measures	8
Repeated Games with Incomplete Information over Predictable Systems	8
Bounds on the Optimal Radius When Covering a Set with Minimum Radius Identical Disks	8
Maximizing Nash Social Welfare in Two-Value Instances: Delineating Tractability	8
Mean-Field Games of Speedy Information Access with Observation Costs	8
A Characterization of Simultaneous Optimization, Majorization, and (Bi-)Submodular Polyhedra	7
On the Effect of Symmetry Requirement for Rendezvous on the Complete Graph	7
Fluid Limits for Longest Job First Queues	7
Large Independent Sets in Recursive Markov Random Graphs	7
A Riemannian Smoothing Steepest Descent Method for Non-Lipschitz Optimization on Embedded Submanifolds of Rn	7
Many-Server Queues with Random Service Rates: A Unified Framework Based on Measure-Valued Processes	7
Polynomial Voting Rules	7
A Polynomial-Time Algorithm for the Probabilistic Profitable Tour Problem on a Tree	7
Information Design and Sharing in Supply Chains	7
Distributionally Robust Stochastic Optimization with Wasserstein Distance	7
Approximation Algorithms and Linear Programming Relaxations for Scheduling Problems Related to Min-Sum Set Cover	7
Upper Bounds for All and Max-Gain Policy Iteration Algorithms on Deterministic MDPs	7
Constrained Information Design	7
Towards Optimal Problem Dependent Generalization Error Bounds in Statistical Learning Theory	7
Stochastic Control Problems with State Reflections Arising from Relaxed Benchmark Tracking	7
Naive Feature Selection: A Nearly Tight Convex Relaxation for Sparse Naive Bayes	7
Editorial Board	7
A Single-Loop Algorithm for Decentralized Bilevel Optimization	7
Convergence Analysis of Accelerated Stochastic Gradient Descent Under the Growth Condition	7
Conditional Uniformity and Hawkes Processes	6
Order Independence in Sequential, Issue-by-Issue Voting	6
Optimal Correlated Equilibria in General-Sum Extensive-Form Games: Fixed-Parameter Algorithms, Hardness, and Two-Sided Column-Generation	6
Relaxations for Binary Polynomial Optimization via Signed Certificates	6
Penalty and Augmented Lagrangian Methods for Constrained DC Programming	6
Stationary Discounted and Ergodic Mean Field Games with Singular Controls	6
Deep Quadratic Hedging	6
Improved Guarantees for the A Priori TSP	6
The Competition Complexity of Dynamic Pricing	6
Sums of Separable and Quadratic Polynomials	6
Quantitative Convergence for Displacement Monotone Mean Field Games with Controlled Volatility	6
Optimal Ratcheting of Dividends with Capital Injection	6
Convergent Nested Alternating Minimization Algorithms for Nonconvex Optimization Problems	6
Sampling from the Gibbs Distribution in Congestion Games	6
Online Estimation and Optimization of Utility-Based Shortfall Risk	6
Relaxed Equilibria for Time-Inconsistent Markov Decision Processes	6
Langevin Dynamics Based Algorithm e-THεO POULA for Stochastic Optimization Problems with Discontinuous Stochastic Gradient	6
Editor’s Comments on the 50th Anniversary of Mathematics of Operations Research	6
Lipschitz Stability of Least-Squares Problems Regularized by Functions with C2-Cone Reducible Conjugates	6
The Cost of Nonconvexity in Deterministic Nonsmooth Optimization	6
Can Learning Be Explained by Local Optimality in Robust Low-Rank Matrix Recovery?	6
Fluid Limits for Longest Remaining Time First Queues	5
Unichain and Aperiodicity Are Sufficient for Asymptotic Optimality of Average-Reward Restless Bandits	5
Exactness Conditions for Semidefinite Programming Relaxations of Generalization of the Extended Trust Region Subproblem	5
An Accelerated Newton–Dinkelbach Method and Its Application to Two Variables per Inequality Systems	5
Editorial Board	5
Submodular Functions and Perfect Graphs	5
A Squared Smoothing Newton Method for Semidefinite Programming	5
Approximately Stationary Bandits with Knapsacks	5
Inexact Bregman Proximal Gradient Method and Its Inertial Variant with Absolute and Partial Relative Stopping Criteria	5
A Stable-Set Bound and Maximal Numbers of Nash Equilibria in Bimatrix Games	5
Robustness and Approximation of Discrete-Time Mean-Field Games Under Discounted Cost Criterion	5
Two Typical Implementable Semismooth* Newton Methods for Generalized Equations Are G-Semismooth Newton Methods	5
Robust Solutions to a System of Stochastic Vertical Linear Complementarity Problems	5
(No-)Betting Pareto Optima Under Rank-Dependent Utility	5
Local Density Estimation in High Dimensions	5
Editorial Board	5
Exit Game with Private Information	5
Improved Bounds for Single-Nomination Impartial Selection	5
Robustly Stable Accelerated Momentum Methods with a Near-Optimal L2 Gain and H∞ Performance	5
Global Algorithms for Mean-Variance Optimization in Markov Decision Processes	5
Convexification of Permutation-Invariant Sets and an Application to Sparse Principal Component Analysis	5
Certainty-Equivalent Pricing with Dependent Demand and Limited Price-Changing Opportunities	5
Bounding Residence Times for Atomic Dynamic Routings	5
Coderivatives at Infinity of Set-Valued Mappings with Applications to Optimization	5
From Perspective Maps to Epigraphical Projections	5
Fair Cake Division Under Monotone Likelihood Ratios	5
Editorial Board	5
Algorithms for Budget-Constrained D-Optimal Design	5
Generalized Ellipsoids	5
Analysis of the Primal-Dual Central Path for Nonlinear Semidefinite Optimization Without the Nondegeneracy Condition	5
Efficient and Near-Optimal Online Portfolio Selection	5
A Simple 1.5-Approximation Algorithm for a Wide Range of Maximum-Size Stable Matching Problems	5