Mathematics of Operations Research

Article	Citations
Distributionally Robust Stochastic Optimization with Wasserstein Distance	58
Nonparametric Learning Algorithms for Joint Pricing and Inventory Control with Lost Sales and Censored Demand	49
The Proximal Alternating Direction Method of Multipliers in the Nonconvex Setting: Convergence Analysis and Rates	39
Statistics of Robust Optimization: A Generalized Empirical Likelihood Approach	36
Characterization, Robustness, and Aggregation of Signed Choquet Integrals	30
Strong and Weak Equilibria for Time-Inconsistent Stochastic Control in Continuous Time	26
A Theory for Measures of Tail Risk	24
Last-Mile Shared Delivery: A Discrete Sequential Packing Approach	20
On the Optimality of Affine Policies for Budgeted Uncertainty Sets	19
Steady-State Analysis of the Join-the-Shortest-Queue Model in the Halfin–Whitt Regime	19
A Mean Field Game of Optimal Portfolio Liquidation	19
Fast Hybrid Schemes for Fractional Riccati Equations (Rough Is Not So Tough)	17
Closing the Gap for Makespan Scheduling via Sparsification Techniques	17
Stochastic Graphon Games: I. The Static Case	16
A Dynamic Network Model of Interbank Lending—Systemic Risk and Liquidity Provisioning	14
Budgeted Prize-Collecting Traveling Salesman and Minimum Spanning Tree Problems	13
Power-of-d-Choices with Memory: Fluid Limit and Optimality	13
A Stochastic Analysis of Queues with Customer Choice and Delayed Information	13
Competitive Equilibrium with Indivisible Goods and Generic Budgets	13
Epi-Regularization of Risk Measures	13
Greed Works—Online Algorithms for Unrelated Machine Stochastic Scheduling	13
Bridging Bayesian and Minimax Mean Square Error Estimation via Wasserstein Distributionally Robust Optimization	13
Approximate Markov-Nash Equilibria for Discrete-Time Risk-Sensitive Mean-Field Games	12
A Block Successive Upper-Bound Minimization Method of Multipliers for Linearly Constrained Convex Optimization	12
Affine Storage and Insurance Risk Models	11

The Running Intersection Relaxation of the Multilinear Polytope	11
From Monetary to Nonmonetary Mechanism Design via Artificial Currencies	10
Posted Price Mechanisms and Optimal Threshold Strategies for Random Arrivals	10
Variational Analysis of Composite Models with Applications to Continuous Optimization	10
Entropy Regularization for Mean Field Games with Learning	10
Synthesis and Generalization of Structural Results in Inventory Management: A Generalized Convexity Property	10
Game of Thrones: Fully Distributed Learning for Multiplayer Bandits	9
Geometrically Convergent Simulation of the Extrema of Lévy Processes	9
Optimal Retirement Under Partial Information	9
Extrapolated Proximal Subgradient Algorithms for Nonconvex and Nonsmooth Fractional Programs	9
A Case Study on Stochastic Games on Large Graphs in Mean Field and Sparse Regimes	9
Asymptotic Optimality of Power-of-d Load Balancing in Large-Scale Systems	8
A Primal–Dual Learning Algorithm for Personalized Dynamic Pricing with an Inventory Constraint	8
Randomized Linear Programming Solves the Markov Decision Problem in Nearly Linear (Sometimes Sublinear) Time	8
Heavy-Traffic Analysis of Queueing Systems with No Complete Resource Pooling	8
Optimal Electricity Demand Response Contracting with Responsiveness Incentives	8
Stochastic Recursive Inclusions in Two Timescales with Nonadditive Iterate-Dependent Markov Noise	8
Distributional Transforms, Probability Distortions, and Their Applications	8
Distributed Stochastic Optimization with Large Delays	7
Regular Matroids Have Polynomial Extension Complexity	7
A Probabilistic Approach to Extended Finite State Mean Field Games	7
Strong Metric (Sub)regularity of Karush–Kuhn–Tucker Mappings for Piecewise Linear-Quadratic Convex-Composite Optimization and the Quadratic Convergence of Newton’s Method	7
Optimal Transport-Based Distributionally Robust Optimization: Structural Properties and Iterative Schemes	7
General Error Estimates for the Longstaff–Schwartz Least-Squares Monte Carlo Algorithm	7
Optimal Policy for Dynamic Assortment Planning Under Multinomial Logit Models	7
Pure Nash Equilibria and Best-Response Dynamics in Random Games	7
A Dynamic Contagion Risk Model with Recovery Features	7
Proximal-Like Incremental Aggregated Gradient Method with Linear Convergence Under Bregman Distance Growth Conditions	7
Accelerated Stochastic Algorithms for Convex-Concave Saddle-Point Problems	7
Nonzero-Sum Stochastic Games and Mean-Field Games with Impulse Controls	7
Ghost Penalties in Nonconvex Constrained Optimization: Diminishing Stepsizes and Iteration Complexity	7
Bypassing the Monster: A Faster and Simpler Optimal Algorithm for Contextual Bandits Under Realizability	6
Inf-Convolution, Optimal Allocations, and Model Uncertainty for Tail Risk Measures	6
Convergence of Finite Memory Q Learning for POMDPs and Near Optimality of Learned Policies Under Filter Stability	6
Quitting Games and Linear Complementarity Problems	6
Mean Field Analysis of Deep Neural Networks	6
Finite State Mean Field Games with Wright–Fisher Common Noise as Limits ofN-Player Weighted Games	6
Fair Allocation of Indivisible Goods: Improvement	6
McKean–Vlasov Optimal Control: Limit Theory and Equivalence Between Different Formulations	6
Multivariate Monotone Inclusions in Saddle Form	6
Equilibria and Systemic Risk in Saturated Networks	6
On the Existence of Pairwise Stable Weighted Networks	6
Dynamic Set Values for Nonzero-Sum Games with Multiple Equilibriums	6
Provably Efficient Reinforcement Learning with Linear Function Approximation	6
Polynomial Upper Bounds on the Number of Differing Columns of Δ-Modular Integer Programs	6
A Theoretical Framework for Instance Complexity of the Resource-Constrained Project Scheduling Problem	6
Envy-Free Division of Land	6
Surplus-Invariant Risk Measures	6
The Exact Modulus of the Generalized Concave Kurdyka-Łojasiewicz Property	6
A Verification Theorem for Threshold-Indexability of Real-State Discounted Restless Bandits	6

New Algorithms for Solving Zero-Sum Stochastic Games	5
A Dynkin Game on Assets with Incomplete Information on the Return	5
Popularity, Mixed Matchings, and Self-Duality	5
Interactive Information Design	5
A Variable Sample-Size Stochastic Quasi-Newton Method for Smooth and Nonsmooth Stochastic Convex Optimization	5
A New Augmented Lagrangian Method for MPCCs—Theoretical and Numerical Comparison with Existing Augmented Lagrangian Methods	5
Intertemporal Choice with Continuity Constraints	5
The Limit of Stationary Distributions of Many-Server Queues in the Halfin–Whitt Regime	5
Distributionally Robust Chance Constrained Geometric Optimization	5
Rescaling Algorithms for Linear Conic Feasibility	5
Mean-Variance Portfolio Selection with Dynamic Targets for Expected Terminal Wealth	5
Future Expectations Modeling, Random Coefficient Forward–Backward Stochastic Differential Equations, and Stochastic Viscosity Solutions	5
Terminal Ranking Games	5
Approximation and Convergence of Large Atomic Congestion Games	5
A Study of Convex Convex-Composite Functions via Infimal Convolution with Applications	5
Heavy Traffic Limits for Join-the-Shortest-Estimated-Queue Policy Using Delayed Information	4
Second-Order Optimality Conditions for Nonconvex Set-Constrained Optimization Problems	4
Prophet Inequalities for Independent and Identically Distributed Random Variables from an Unknown Distribution	4
Control-Stopping Games for Market Microstructure and Beyond	4
Quasi-Popular Matchings, Optimality, and Extended Formulations	4
Load Balancing Under Strict Compatibility Constraints	4
Trust Your Data or Not—StQP Remains StQP: Community Detection via Robust Standard Quadratic Optimization	4
Multiagent Online Learning in Time-Varying Games	4
Stationary Discounted and Ergodic Mean Field Games with Singular Controls	4
Limit Equilibrium Payoffs in Stochastic Games	4
Core Nonemptiness of Stratified Pooling Games: A Structured Markov Decision Process Approach	4
Graphical Convergence of Subgradients in Nonconvex Optimization and Learning	4
Proximal Gradient Methods with Adaptive Subspace Sampling	4
Time-Consistent Conditional Expectation Under Probability Distortion	4
Variance Regularization in Sequential Bayesian Optimization	4
Solving Nonsmooth and Nonconvex Compound Stochastic Programs with Applications to Risk Measure Minimization	4
Consensus Halving for Sets of Items	4
Statistical Query Algorithms for Mean Vector Estimation and Stochastic Convex Optimization	4
Heavy-Traffic Insensitive Bounds for Weighted Proportionally Fair Bandwidth Sharing Policies	4
Computation of Dynamic Equilibria in Series-Parallel Networks	4
Adaptive Bin Packing with Overflow	4
A Discrete Convex Min-Max Formula for Box-TDI Polyhedra	4
On Optimality Conditions for Nonlinear Conic Programming	4
Dynkin Games with Incomplete and Asymmetric Information	4
Fluid Limits for Multiclass Many-Server Queues with General Reneging Distributions and Head-of-the-Line Scheduling	4
Approximation Algorithms for D-optimal Design	4
Stability and Instability of the MaxWeight Policy	4
Optimistic Posterior Sampling for Reinforcement Learning: Worst-Case Regret Bounds	4
Asymptotic Properties of Stationary Solutions of Coupled Nonconvex Nonsmooth Empirical Risk Minimization	3
Parametric Computation of Minimum-Cost Flows with Piecewise Quadratic Costs	3
Stationary Waiting Time in Parallel Queues with Synchronization	3
Acyclic Gambling Games	3
Control Policies Approaching Hierarchical Greedy Ideal Performance in Heavy Traffic for Resource Sharing Networks	3
Time-Varying Semidefinite Programs	3
Stochastic Optimization with Decision-Dependent Distributions	3
Iteration Complexity of a Proximal Augmented Lagrangian Method for Solving Nonconvex Composite Optimization Problems with Nonlinear Convex Constraints	3
The Efficiency of Resource Allocation Mechanisms for Budget-Constrained Users	3
On Integer Programming, Discrepancy, and Convolution	3
Edge-Weighted Online Windowed Matching	3
A General Analysis of Sequential Social Learning	3
Strong Algorithms for the Ordinal Matroid Secretary Problem	3
Unanimous and Strategy-Proof Probabilistic Rules for Single-Peaked Preference Profiles on Graphs	3
Analyzing Approximate Value Iteration Algorithms	3
Polyhedral Clinching Auctions for Two-Sided Markets	3
Guarantees in Fair Division: General or Monotone Preferences	3
Directional Necessary Optimality Conditions for Bilevel Programs	3
Shapley–Snow Kernels, Multiparameter Eigenvalue Problems, and Stochastic Games	3
Geometric Rescaling Algorithms for Submodular Function Minimization	3
On Capacity-Filling and Substitutable Choice Rules	3
About the Structure of the Integer Cone and Its Application to Bin Packing	3
Suboptimal Local Minima Exist for Wide Neural Networks with Smooth Activations	3
On Uniform Exponential Ergodicity of Markovian Multiclass Many-Server Queues in the Halfin–Whitt Regime	3
Universal Barrier Is n-Self-Concordant	3
Conic Optimization with Spectral Functions on Euclidean Jordan Algebras	3
Monotonicity and Weighted Prenucleoli: A Characterization Without Consistency	3
An Equilibrium Model for the Cross Section of Liquidity Premia	3
Correlated Equilibria and Mean Field Games: A Simple Model	3
Set Relations via Families of Scalar Functions and Approximate Solutions in Set Optimization	3
Large Fork-Join Queues with Nearly Deterministic Arrival and Service Times	3
Robust Markov Decision Processes: Beyond Rectangularity	3
Stochastic Load Balancing on Unrelated Machines	3
Parametric Shortest-Path Algorithms via Tropical Geometry	3
Efficient Online Linear Optimization with Approximation Algorithms	3
From Perspective Maps to Epigraphical Projections	3
Hypergraph k-Cut for Fixed k in Deterministic Polynomial Time	3

Dynamic Optimal Reinsurance and Dividend Payout in Finite Time Horizon

3