OOIR: Observatory of International Research

Papers

(The TQCC of Mathematics of Operations Research is 4. 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 2021-05-01 to 2025-05-01.)

Article	Citations
A Stochastic Representation for Nonlocal Parabolic PDEs with Applications	150
Constrained Trading Networks	64
Asymptotic Optimality of Constant-Order Policies in Joint Pricing and Inventory Models	55
A Feasible Method for Solving an SDP Relaxation of the Quadratic Knapsack Problem	41
Control of Fork-Join Processing Networks with Multiple Job Types and Parallel Shared Resources	34
Computation of Dynamic Equilibria in Series-Parallel Networks	25
Editorial Board	25
Randomized Block-Coordinate Optimistic Gradient Algorithms for Root-Finding Problems	24
A Policy Gradient Algorithm for the Risk-Sensitive Exponential Cost MDP	24
Stochastic Graphon Games: I. The Static Case	22
Exactness of Parrilo’s Conic Approximations for Copositive Matrices and Associated Low Order Bounds for the Stability Number of a Graph	22
Solving Strong-Substitutes Product-Mix Auctions	22
Polyhedral Clinching Auctions for Two-Sided Markets	19
Bridging Bayesian and Minimax Mean Square Error Estimation via Wasserstein Distributionally Robust Optimization	19
Posted Price Mechanisms and Optimal Threshold Strategies for Random Arrivals	19
A Geometric Model of Opinion Polarization	18
Parametric Computation of Minimum-Cost Flows with Piecewise Quadratic Costs	16
On the Diameter of the Stopped Spider Process	16
Finite State Mean Field Games with Wright–Fisher Common Noise as Limits ofN-Player Weighted Games	16
On the Simplex Method for 0/1-Polytopes	15
Contextual Bandits with Cross-Learning	14
Slater Condition for Tangent Derivatives	14
Robust Online Selection with Uncertain Offer Acceptance	14
Uniform Moment Bounds for Generalized Jackson Networks in Multiscale Heavy Traffic	14
Strong Algorithms for the Ordinal Matroid Secretary Problem	14

Distributionally Robust Inventory Control When Demand Is a Martingale	13
A Primal–Dual Learning Algorithm for Personalized Dynamic Pricing with an Inventory Constraint	13
A Machine Learning Method for Stackelberg Mean Field Games	13
Difference-of-Convex Algorithm with Extrapolation for Nonconvex, Nonsmooth Optimization Problems	13
Fast Rates for the Regret of Offline Reinforcement Learning	13
The Online Saddle Point Problem and Online Convex Optimization with Knapsacks	13
Value Functions and Optimality Conditions for Nonconvex Variational Problems with an Infinite Horizon in Banach Spaces	12
Editorial Board	12
Pure Nash Equilibria and Best-Response Dynamics in Random Games	12
Equilibria in Multiclass and Multidimensional Atomic Congestion Games	11
Scalable Computation of Dynamic Flow Problems via Multimarginal Graph-Structured Optimal Transport	11
Approximation and Convergence of Large Atomic Congestion Games	11
A Probabilistic Approach to Extended Finite State Mean Field Games	11
On the Optimality of Affine Policies for Budgeted Uncertainty Sets	11
A New Approach to Capacity Scaling Augmented with Unreliable Machine Learning Predictions	11
Improved Guarantees for Offline Stochastic Matching via New Ordered Contention Resolution Schemes	10
The Power of Subsampling in Submodular Maximization	10
Reduction of Potential-Based Flow Networks	10
Variance-Reduced Accelerated First-Order Methods: Central Limit Theorems and Confidence Statements	10
Suboptimal Local Minima Exist for Wide Neural Networks with Smooth Activations	10
Managing Customer Churn via Service Mode Control	10
Many-Server Heavy-Traffic Limits for Queueing Systems with Perfectly Correlated Service and Patience Times	9
Monotone Inclusions, Acceleration, and Closed-Loop Control	9
Quasi-Polynomial Algorithms for Submodular Tree Orienteering and Directed Network Design Problems	9
A First-Order Primal-Dual Method for Nonconvex Constrained Optimization Based on the Augmented Lagrangian	9
Optimal Partition for a Multi-Type Queueing System	9
Large Ranking Games with Diffusion Control	9
Linear and Utilitarian Choice Functions: Revisiting Myerson’s Theorem	9
Multiagent Online Learning in Time-Varying Games	9
A Semidefinite Relaxation Method for Partially Symmetric Tensor Decomposition	9
An Adaptive Lagrangian-Based Scheme for Nonconvex Composite Optimization	9
Scalar Multivariate Risk Measures with a Single Eligible Asset	9
Satiation in Fisher Markets and Approximation of Nash Social Welfare	9
Multiplayer Bandits Without Observing Collision Information	8
Equilibria and Systemic Risk in Saturated Networks	8
On Integer Programming, Discrepancy, and Convolution	8
Dissolving Constraints for Riemannian Optimization	8
A Riemannian Alternating Direction Method of Multipliers	8
Steiner Cut Dominants	7
Simulation of a Random Variable and its Application to Game Theory	7
A Theory for Measures of Tail Risk	7
Fair-Share Allocations for Agents with Arbitrary Entitlements	7
Repeated Games with Incomplete Information over Predictable Systems	7
Rate-Optimal Bayesian Simple Regret in Best Arm Identification	7
Well-Posedness and Sensitivity Analysis of a Fluid Model for Multiclass Many-Server Queues with Abandonment Under Global FCFS Discipline	7
Contingent Capital with Stock Price Triggers in Interbank Networks	7
Erratum to “Budgeted Prize-Collecting Traveling Salesman and Minimum Spanning Tree Problems”	7
A Classical Search Game in Discrete Locations	7
Optimization Under Rational Expectations: A Framework of Fully Coupled Forward-Backward Stochastic Linear Quadratic Systems	7
Maximizing Nash Social Welfare in 2-Value Instances: Delineating Tractability	6

Multivariate Monotone Inclusions in Saddle Form	6
A Label-State Formulation of Stochastic Graphon Games and Approximate Equilibria on Large Networks	6
Bounds on the Optimal Radius When Covering a Set with Minimum Radius Identical Disks	6
Large Deviations for the Single-Server Queue and the Reneging Paradox	6
Time-Varying Semidefinite Programs	6
Diffusion of New Products with Heterogeneous Consumers	6
How to Design a Stable Serial Knockout Competition	6
Semidefinite Approximations for Bicliques and Bi-Independent Pairs	6
On the Effect of Symmetry Requirement for Rendezvous on the Complete Graph	6
ρ-Arbitrage and ρ-Consistent Pricing for Star-Shaped Risk Measures	6
Distribution-Free Contextual Dynamic Pricing	6
A Fast Temporal Decomposition Procedure for Long-Horizon Nonlinear Dynamic Programming	6
A Mean Field Game of Optimal Portfolio Liquidation	6
Game on Random Environment, Mean-Field Langevin System, and Neural Networks	6
Naive Feature Selection: A Nearly Tight Convex Relaxation for Sparse Naive Bayes	5
Conditional Uniformity and Hawkes Processes	5
Large Independent Sets in Recursive Markov Random Graphs	5
Sums of Separable and Quadratic Polynomials	5
A Characterization of Simultaneous Optimization, Majorization, and (Bi-)Submodular Polyhedra	5
Approximation Algorithms and Linear Programming Relaxations for Scheduling Problems Related to Min-Sum Set Cover	5
A Polynomial-Time Algorithm for the Probabilistic Profitable Tour Problem on a Tree	5
Tractable Relaxations of Composite Functions	5
Extension of Monotonic Functions and Representation of Preferences	5
Relaxed Equilibria for Time-Inconsistent Markov Decision Processes	5
The Folk Theorem for Repeated Games with Time-Dependent Discounting	5
Towards Optimal Problem Dependent Generalization Error Bounds in Statistical Learning Theory	5
Stochastic Control Problems with State Reflections Arising from Relaxed Benchmark Tracking	5
Information Design and Sharing in Supply Chains	5
Strong and Weak Equilibria for Time-Inconsistent Stochastic Control in Continuous Time	5
Convergence Analysis of Accelerated Stochastic Gradient Descent Under the Growth Condition	5
Deep Quadratic Hedging	5
Distributionally Robust Stochastic Optimization with Wasserstein Distance	5
Many-Server Queues with Random Service Rates: A Unified Framework Based on Measure-Valued Processes	5
Polynomial Voting Rules	5
Constrained Information Design	5
A Riemannian Smoothing Steepest Descent Method for Non-Lipschitz Optimization on Embedded Submanifolds of Rn	5
Robustness and Approximation of Discrete-Time Mean-Field Games Under Discounted Cost Criterion	4
Convexification of Permutation-Invariant Sets and an Application to Sparse Principal Component Analysis	4
Exit Game with Private Information	4
A New Homotopy Proximal Variable-Metric Framework for Composite Convex Minimization	4
Certainty-Equivalent Pricing with Dependent Demand and Limited Price-Changing Opportunities	4
Fluid Limits for Longest Remaining Time First Queues	4
An Accelerated Newton–Dinkelbach Method and Its Application to Two Variables per Inequality Systems	4
Stationary Discounted and Ergodic Mean Field Games with Singular Controls	4
From Perspective Maps to Epigraphical Projections	4
Optimal Correlated Equilibria in General-Sum Extensive-Form Games: Fixed-Parameter Algorithms, Hardness, and Two-Sided Column-Generation	4
The Competition Complexity of Dynamic Pricing	4
A Variable Sample-Size Stochastic Quasi-Newton Method for Smooth and Nonsmooth Stochastic Convex Optimization	4
Popularity, Mixed Matchings, and Self-Duality	4
Dense Orbits of the Bayesian Updating Group Action	4
Editorial Board	4
A New Augmented Lagrangian Method for MPCCs—Theoretical and Numerical Comparison with Existing Augmented Lagrangian Methods	4
Nonparametric Learning Algorithms for Joint Pricing and Inventory Control with Lost Sales and Censored Demand	4
Improved Guarantees for the A Priori TSP	4
Exactness Conditions for Semidefinite Programming Relaxations of Generalization of the Extended Trust Region Subproblem	4
The Cost of Nonconvexity in Deterministic Nonsmooth Optimization	4
Local Density Estimation in High Dimensions	4
Quantitative Convergence for Displacement Monotone Mean Field Games with Controlled Volatility	4
Bounding Residence Times for Atomic Dynamic Routings	4
Order Independence in Sequential, Issue-by-Issue Voting	4
Optimal Ratcheting of Dividends with Capital Injection	4
Sampling from the Gibbs Distribution in Congestion Games	4
Online Estimation and Optimization of Utility-Based Shortfall Risk	4
(No-)Betting Pareto Optima Under Rank-Dependent Utility	4
Inexact Bregman Proximal Gradient Method and Its Inertial Variant with Absolute and Partial Relative Stopping Criteria	4
Simplex Transformations and the Multiway Cut Problem	4
Submodular Functions and Perfect Graphs	4
On Uniform Exponential Ergodicity of Markovian Multiclass Many-Server Queues in the Halfin–Whitt Regime	4
ɛ-Strong Simulation of Fractional Brownian Motion and Related Stochastic Differential Equations	4
Fair Cake Division Under Monotone Likelihood Ratios	4
Reducing Bias in Event Time Simulations via Measure Changes	4
Penalty and Augmented Lagrangian Methods for Constrained DC Programming	4
Langevin Dynamics Based Algorithm e-THεO POULA for Stochastic Optimization Problems with Discontinuous Stochastic Gradient	4
Convergent Nested Alternating Minimization Algorithms for Nonconvex Optimization Problems	4
Upper Bounds for All and Max-Gain Policy Iteration Algorithms on Deterministic MDPs	4