Mathematics of Operations Research

Article	Citations
Editorial Board	208
Polyhedral Clinching Auctions for Two-Sided Markets	33
Computation of Dynamic Equilibria in Series-Parallel Networks	32
A New Finite Approximation Method for Evaluating Steady-State Performance of a Continuous-State Markov Chain with an Application to Queues with Customer Abandonment	30
Randomized Block-Coordinate Optimistic Gradient Algorithms for Root-Finding Problems	27
Online Allocation of Reusable Resources in Nonstationary Environments	26
Optimality Conditions at Infinity in Semialgebraic Vector Optimization	25
A Policy Gradient Algorithm for the Risk-Sensitive Exponential Cost MDP	24
A Geometric Model of Opinion Polarization	24
Bridging Bayesian and Minimax Mean Square Error Estimation via Wasserstein Distributionally Robust Optimization	24
Many-Server Asymptotics for Join-the-Shortest-Queue in the Super-Halfin-Whitt Scaling Window	23
Posted Price Mechanisms and Optimal Threshold Strategies for Random Arrivals	21
Control of Fork-Join Processing Networks with Multiple Job Types and Parallel Shared Resources	20
A Stochastic Representation for Nonlocal Parabolic PDEs with Applications	20
A Feasible Method for Solving an SDP Relaxation of the Quadratic Knapsack Problem	20
Solving Strong-Substitutes Product-Mix Auctions	20
Constrained Trading Networks	19
Asymptotic Optimality of Constant-Order Policies in Joint Pricing and Inventory Models	18
Exactness of Parrilo’s Conic Approximations for Copositive Matrices and Associated Low Order Bounds for the Stability Number of a Graph	16
On the Diameter of the Stopped Spider Process	16
Stochastic Graphon Games: I. The Static Case	16
The Information Projection in Moment Inequality Models: Existence, Dual Representation, and Approximation	15
Distributionally Robust Inventory Control When Demand Is a Martingale	15
Fast Rates for the Regret of Offline Reinforcement Learning	15
On the Simplex Method for 0/1-Polytopes	15

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

Large Deviations for the Single-Server Queue and the Reneging Paradox	8
Asymptotic Nash Equilibria of Finite-State Ergodic Markovian Mean Field Games	7
ρ-Arbitrage and ρ-Consistent Pricing for Star-Shaped Risk Measures	7
A Fast Temporal Decomposition Procedure for Long-Horizon Nonlinear Dynamic Programming	7
Maximizing Nash Social Welfare in 2-Value Instances: Delineating Tractability	7
Game on Random Environment, Mean-Field Langevin System, and Neural Networks	7
Diffusion of New Products with Heterogeneous Consumers	7
Rate-Optimal Bayesian Simple Regret in Best Arm Identification	7
Erratum to “Budgeted Prize-Collecting Traveling Salesman and Minimum Spanning Tree Problems”	7
Bounds on the Optimal Radius When Covering a Set with Minimum Radius Identical Disks	7
Repeated Games with Incomplete Information over Predictable Systems	7
Semidefinite Approximations for Bicliques and Bi-Independent Pairs	7
How to Design a Stable Serial Knockout Competition	7
A Label-State Formulation of Stochastic Graphon Games and Approximate Equilibria on Large Networks	6
Approximation Algorithms and Linear Programming Relaxations for Scheduling Problems Related to Min-Sum Set Cover	6
Stochastic Control Problems with State Reflections Arising from Relaxed Benchmark Tracking	6
A Polynomial-Time Algorithm for the Probabilistic Profitable Tour Problem on a Tree	6
A Characterization of Simultaneous Optimization, Majorization, and (Bi-)Submodular Polyhedra	6
Large Independent Sets in Recursive Markov Random Graphs	6
Information Design and Sharing in Supply Chains	6
Tractable Relaxations of Composite Functions	6
Fluid Limits for Longest Job First Queues	6
Naive Feature Selection: A Nearly Tight Convex Relaxation for Sparse Naive Bayes	6
Towards Optimal Problem Dependent Generalization Error Bounds in Statistical Learning Theory	6
Deep Quadratic Hedging	6
Polynomial Voting Rules	6
On the Effect of Symmetry Requirement for Rendezvous on the Complete Graph	6
Many-Server Queues with Random Service Rates: A Unified Framework Based on Measure-Valued Processes	6
Constrained Information Design	6
Distributionally Robust Stochastic Optimization with Wasserstein Distance	6
A Riemannian Smoothing Steepest Descent Method for Non-Lipschitz Optimization on Embedded Submanifolds of Rn	6
Fair Cake Division Under Monotone Likelihood Ratios	5
Can Learning Be Explained by Local Optimality in Robust Low-Rank Matrix Recovery?	5
Convergent Nested Alternating Minimization Algorithms for Nonconvex Optimization Problems	5
A Variable Sample-Size Stochastic Quasi-Newton Method for Smooth and Nonsmooth Stochastic Convex Optimization	5
Editorial Board	5
Conditional Uniformity and Hawkes Processes	5
The Folk Theorem for Repeated Games with Time-Dependent Discounting	5
Improved Guarantees for the A Priori TSP	5
Langevin Dynamics Based Algorithm e-THεO POULA for Stochastic Optimization Problems with Discontinuous Stochastic Gradient	5
Optimal Ratcheting of Dividends with Capital Injection	5
Sampling from the Gibbs Distribution in Congestion Games	5
Relaxed Equilibria for Time-Inconsistent Markov Decision Processes	5
The Competition Complexity of Dynamic Pricing	5
Sums of Separable and Quadratic Polynomials	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
Order Independence in Sequential, Issue-by-Issue Voting	5
Stationary Discounted and Ergodic Mean Field Games with Singular Controls	5
Quantitative Convergence for Displacement Monotone Mean Field Games with Controlled Volatility	5
Upper Bounds for All and Max-Gain Policy Iteration Algorithms on Deterministic MDPs	5
Convergence Analysis of Accelerated Stochastic Gradient Descent Under the Growth Condition	5
Penalty and Augmented Lagrangian Methods for Constrained DC Programming	5
Extension of Monotonic Functions and Representation of Preferences	5
A New Augmented Lagrangian Method for MPCCs—Theoretical and Numerical Comparison with Existing Augmented Lagrangian Methods	4
Small-Loss Bounds for Online Learning with Partial Information	4
A Simple Characterization of Supply Correspondences	4
Exactness Conditions for Semidefinite Programming Relaxations of Generalization of the Extended Trust Region Subproblem	4
Strong Embeddings for Transitory Queueing Models	4
Editorial Board	4
Exit Game with Private Information	4
Efficient and Near-Optimal Online Portfolio Selection	4
Improved Bounds for Single-Nomination Impartial Selection	4
(No-)Betting Pareto Optima Under Rank-Dependent Utility	4
Bounding Residence Times for Atomic Dynamic Routings	4
Robustness and Approximation of Discrete-Time Mean-Field Games Under Discounted Cost Criterion	4
Fluid Limits for Longest Remaining Time First Queues	4
Dynkin Games with Incomplete and Asymmetric Information	4
An Optimal Streaming Algorithm for Submodular Maximization with a Cardinality Constraint	4
Diffusion-Based Staffing for Multitasking Service Systems with Many Servers	4
Stochastic Approximation Proximal Method of Multipliers for Convex Stochastic Programming	4
Dense Orbits of the Bayesian Updating Group Action	4
Investment Timing and Technological Breakthroughs	4
Global Algorithms for Mean-Variance Optimization in Markov Decision Processes	4
Submodular Functions and Perfect Graphs	4
Convexification of Permutation-Invariant Sets and an Application to Sparse Principal Component Analysis	4
A Squared Smoothing Newton Method for Semidefinite Programming	4
A New Homotopy Proximal Variable-Metric Framework for Composite Convex Minimization	4
The Cost of Nonconvexity in Deterministic Nonsmooth Optimization	4
An Accelerated Newton–Dinkelbach Method and Its Application to Two Variables per Inequality Systems	4

Local Density Estimation in High Dimensions	4
A Case Study on Stochastic Games on Large Graphs in Mean Field and Sparse Regimes	4
Hidden Integrality and Semirandom Robustness of SDP Relaxation for Sub-Gaussian Mixture Model	4
Nontruthful Position Auctions Are More Robust to Misspecification	4
Accelerated Stochastic Algorithms for Convex-Concave Saddle-Point Problems	4
Intersection Disjunctions for Reverse Convex Sets	4
Editorial Board	4
Inexact Bregman Proximal Gradient Method and Its Inertial Variant with Absolute and Partial Relative Stopping Criteria	4
Editorial Board	4
From Perspective Maps to Epigraphical Projections	4
Secretaries with Advice	4
Reducing Bias in Event Time Simulations via Measure Changes	4
Two Typical Implementable Semismooth* Newton Methods for Generalized Equations Are G-Semismooth Newton Methods	4
Certainty-Equivalent Pricing with Dependent Demand and Limited Price-Changing Opportunities	4
Analysis of the Primal-Dual Central Path for Nonlinear Semidefinite Optimization Without the Nondegeneracy Condition	4