Mathematics of Operations Research

Papers
(The TQCC of Mathematics of Operations Research is 3. 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 2020-01-01 to 2024-01-01.)
ArticleCitations
Nonparametric Learning Algorithms for Joint Pricing and Inventory Control with Lost Sales and Censored Demand45
The Proximal Alternating Direction Method of Multipliers in the Nonconvex Setting: Convergence Analysis and Rates35
Distributionally Robust Stochastic Optimization with Wasserstein Distance31
On Synchronous, Asynchronous, and Randomized Best-Response Schemes for Stochastic Nash Games31
Characterization, Robustness, and Aggregation of Signed Choquet Integrals29
Statistics of Robust Optimization: A Generalized Empirical Likelihood Approach28
Strong and Weak Equilibria for Time-Inconsistent Stochastic Control in Continuous Time25
A Theory for Measures of Tail Risk21
Nonzero-Sum Stochastic Differential Games with Impulse Controls: A Verification Theorem with Applications20
Last-Mile Shared Delivery: A Discrete Sequential Packing Approach19
A Mean Field Game of Optimal Portfolio Liquidation17
Closing the Gap for Makespan Scheduling via Sparsification Techniques16
Steady-State Analysis of the Join-the-Shortest-Queue Model in the Halfin–Whitt Regime16
On the Optimality of Affine Policies for Budgeted Uncertainty Sets16
Worst-Case Examples for Lasserre’s Measure–Based Hierarchy for Polynomial Optimization on the Hypercube14
Fast Hybrid Schemes for Fractional Riccati Equations (Rough Is Not So Tough)14
A Dynamic Network Model of Interbank Lending—Systemic Risk and Liquidity Provisioning14
Competitive Equilibrium with Indivisible Goods and Generic Budgets13
Trimmed Statistical Estimation via Variance Reduction13
Decompositions of Semidefinite Matrices and the Perspective Reformulation of Nonseparable Quadratic Programs13
Greed Works—Online Algorithms for Unrelated Machine Stochastic Scheduling13
Epi-Regularization of Risk Measures13
A Stochastic Analysis of Queues with Customer Choice and Delayed Information13
Budgeted Prize-Collecting Traveling Salesman and Minimum Spanning Tree Problems13
Stochastic Graphon Games: I. The Static Case13
Approximate Markov-Nash Equilibria for Discrete-Time Risk-Sensitive Mean-Field Games12
A Block Successive Upper-Bound Minimization Method of Multipliers for Linearly Constrained Convex Optimization12
Power-of-d-Choices with Memory: Fluid Limit and Optimality12
Affine Storage and Insurance Risk Models11
Discrete Midpoint Convexity11
On the Efficiency of Random Permutation for ADMM and Coordinate Descent11
The Running Intersection Relaxation of the Multilinear Polytope11
Posted Price Mechanisms and Optimal Threshold Strategies for Random Arrivals10
Synthesis and Generalization of Structural Results in Inventory Management: A Generalized Convexity Property10
Game of Thrones: Fully Distributed Learning for Multiplayer Bandits9
Variational Analysis of Composite Models with Applications to Continuous Optimization9
Bridging Bayesian and Minimax Mean Square Error Estimation via Wasserstein Distributionally Robust Optimization9
Random Serial Dictatorship: The One and Only9
From Monetary to Nonmonetary Mechanism Design via Artificial Currencies8
Distributional Transforms, Probability Distortions, and Their Applications8
Optimal Retirement Under Partial Information8
Extrapolated Proximal Subgradient Algorithms for Nonconvex and Nonsmooth Fractional Programs8
Proximal-Like Incremental Aggregated Gradient Method with Linear Convergence Under Bregman Distance Growth Conditions7
Optimal Policy for Dynamic Assortment Planning Under Multinomial Logit Models7
Pure Nash Equilibria and Best-Response Dynamics in Random Games7
Optimal Transport-Based Distributionally Robust Optimization: Structural Properties and Iterative Schemes7
Optimal Electricity Demand Response Contracting with Responsiveness Incentives7
Randomized Linear Programming Solves the Markov Decision Problem in Nearly Linear (Sometimes Sublinear) Time7
Ghost Penalties in Nonconvex Constrained Optimization: Diminishing Stepsizes and Iteration Complexity7
Entropy Regularization for Mean Field Games with Learning7
Accelerated Stochastic Algorithms for Convex-Concave Saddle-Point Problems7
Geometrically Convergent Simulation of the Extrema of Lévy Processes7
Optimal Redeeming Strategy of Stock Loans Under Drift Uncertainty7
A Verification Theorem for Threshold-Indexability of Real-State Discounted Restless Bandits6
Strong Metric (Sub)regularity of Karush–Kuhn–Tucker Mappings for Piecewise Linear-Quadratic Convex-Composite Optimization and the Quadratic Convergence of Newton’s Method6
Envy-Free Division of Land6
Surplus-Invariant Risk Measures6
Asymptotic Optimality of Power-of-d Load Balancing in Large-Scale Systems6
Fair Allocation of Indivisible Goods: Improvement6
Finite State Mean Field Games with Wright–Fisher Common Noise as Limits ofN-Player Weighted Games6
McKean–Vlasov Optimal Control: Limit Theory and Equivalence Between Different Formulations6
Multivariate Monotone Inclusions in Saddle Form6
A Case Study on Stochastic Games on Large Graphs in Mean Field and Sparse Regimes6
Nonzero-Sum Stochastic Games and Mean-Field Games with Impulse Controls6
Dynamic Set Values for Nonzero-Sum Games with Multiple Equilibriums6
A Dynamic Contagion Risk Model with Recovery Features6
Polynomial Upper Bounds on the Number of Differing Columns of Δ-Modular Integer Programs6
General Error Estimates for the Longstaff–Schwartz Least-Squares Monte Carlo Algorithm6
Quitting Games and Linear Complementarity Problems6
On the Existence of Pairwise Stable Weighted Networks6
A New Augmented Lagrangian Method for MPCCs—Theoretical and Numerical Comparison with Existing Augmented Lagrangian Methods5
New Algorithms for Solving Zero-Sum Stochastic Games5
Inf-Convolution, Optimal Allocations, and Model Uncertainty for Tail Risk Measures5
Equilibria and Systemic Risk in Saturated Networks5
A Probabilistic Approach to Extended Finite State Mean Field Games5
Stochastic Recursive Inclusions in Two Timescales with Nonadditive Iterate-Dependent Markov Noise5
A Primal–Dual Learning Algorithm for Personalized Dynamic Pricing with an Inventory Constraint5
A Theoretical Framework for Instance Complexity of the Resource-Constrained Project Scheduling Problem5
Future Expectations Modeling, Random Coefficient Forward–Backward Stochastic Differential Equations, and Stochastic Viscosity Solutions5
Regular Matroids Have Polynomial Extension Complexity5
The Limit of Stationary Distributions of Many-Server Queues in the Halfin–Whitt Regime5
Interactive Information Design5
Mean Field Analysis of Deep Neural Networks5
A Study of Convex Convex-Composite Functions via Infimal Convolution with Applications5
Reference Dependence and Market Participation5
Intertemporal Choice with Continuity Constraints5
Terminal Ranking Games5
Distributionally Robust Chance Constrained Geometric Optimization5
Rescaling Algorithms for Linear Conic Feasibility5
A Variable Sample-Size Stochastic Quasi-Newton Method for Smooth and Nonsmooth Stochastic Convex Optimization5
Consensus Halving for Sets of Items4
Approximation and Convergence of Large Atomic Congestion Games4
Heavy Traffic Limits for Join-the-Shortest-Estimated-Queue Policy Using Delayed Information4
Core Nonemptiness of Stratified Pooling Games: A Structured Markov Decision Process Approach4
Proximal Gradient Methods with Adaptive Subspace Sampling4
Fluid Limits for Multiclass Many-Server Queues with General Reneging Distributions and Head-of-the-Line Scheduling4
Variance Regularization in Sequential Bayesian Optimization4
Dynkin Games with Incomplete and Asymmetric Information4
Popularity, Mixed Matchings, and Self-Duality4
The Exact Modulus of the Generalized Concave Kurdyka-Łojasiewicz Property4
Bypassing the Monster: A Faster and Simpler Optimal Algorithm for Contextual Bandits Under Realizability4
A Discrete Convex Min-Max Formula for Box-TDI Polyhedra4
On Optimality Conditions for Nonlinear Conic Programming4
Approximation Algorithms for D-optimal Design4
Solving Nonsmooth and Nonconvex Compound Stochastic Programs with Applications to Risk Measure Minimization4
Trust Your Data or Not—StQP Remains StQP: Community Detection via Robust Standard Quadratic Optimization4
Statistical Query Algorithms for Mean Vector Estimation and Stochastic Convex Optimization4
Limit Equilibrium Payoffs in Stochastic Games4
Mean-Variance Portfolio Selection with Dynamic Targets for Expected Terminal Wealth4
Distributed Stochastic Optimization with Large Delays4
A Dynkin Game on Assets with Incomplete Information on the Return4
Load Balancing Under Strict Compatibility Constraints4
Hiring Secretaries over Time: The Benefit of Concurrent Employment4
Efficient Online Linear Optimization with Approximation Algorithms3
ɛ-Strong Simulation of Fractional Brownian Motion and Related Stochastic Differential Equations3
Hypergraph k-Cut for Fixed k in Deterministic Polynomial Time3
Asymptotic Properties of Stationary Solutions of Coupled Nonconvex Nonsmooth Empirical Risk Minimization3
Polyhedral Clinching Auctions for Two-Sided Markets3
Convergence of Finite Memory Q Learning for POMDPs and Near Optimality of Learned Policies Under Filter Stability3
Correlated Equilibria and Mean Field Games: A Simple Model3
Adaptive Bin Packing with Overflow3
Graphical Convergence of Subgradients in Nonconvex Optimization and Learning3
Shapley–Snow Kernels, Multiparameter Eigenvalue Problems, and Stochastic Games3
Stochastic Load Balancing on Unrelated Machines3
The Efficiency of Resource Allocation Mechanisms for Budget-Constrained Users3
About the Structure of the Integer Cone and Its Application to Bin Packing3
On Integer Programming, Discrepancy, and Convolution3
From Perspective Maps to Epigraphical Projections3
A General Analysis of Sequential Social Learning3
Unanimous and Strategy-Proof Probabilistic Rules for Single-Peaked Preference Profiles on Graphs3
Provably Efficient Reinforcement Learning with Linear Function Approximation3
Second-Order Optimality Conditions for Nonconvex Set-Constrained Optimization Problems3
The Euclidean k-Supplier Problem3
Prophet Inequalities for Independent and Identically Distributed Random Variables from an Unknown Distribution3
Directional Necessary Optimality Conditions for Bilevel Programs3
Robust Markov Decision Processes: Beyond Rectangularity3
Time-Consistent Conditional Expectation Under Probability Distortion3
Multiagent Online Learning in Time-Varying Games3
Polynomial Time Algorithms for Branching Markov Decision Processes and Probabilistic Min(Max) Polynomial Bellman Equations3
Edge-Weighted Online Windowed Matching3
On Uniform Exponential Ergodicity of Markovian Multiclass Many-Server Queues in the Halfin–Whitt Regime3
Stationary Discounted and Ergodic Mean Field Games with Singular Controls3
Hamiltonian Cycles and Subsets of Discounted Occupational Measures3
Set Relations via Families of Scalar Functions and Approximate Solutions in Set Optimization3
Computation of Dynamic Equilibria in Series-Parallel Networks3
Guarantees in Fair Division: General or Monotone Preferences3
Acyclic Gambling Games3
Stationary Waiting Time in Parallel Queues with Synchronization3
Iteration Complexity of a Proximal Augmented Lagrangian Method for Solving Nonconvex Composite Optimization Problems with Nonlinear Convex Constraints3
On Capacity-Filling and Substitutable Choice Rules3
Control-Stopping Games for Market Microstructure and Beyond3
Stability and Instability of the MaxWeight Policy3
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