Mathematics of Operations 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 2020-07-01 to 2024-07-01.)
ArticleCitations
Distributionally Robust Stochastic Optimization with Wasserstein Distance79
Nonparametric Learning Algorithms for Joint Pricing and Inventory Control with Lost Sales and Censored Demand54
Statistics of Robust Optimization: A Generalized Empirical Likelihood Approach39
Characterization, Robustness, and Aggregation of Signed Choquet Integrals37
A Theory for Measures of Tail Risk31
Strong and Weak Equilibria for Time-Inconsistent Stochastic Control in Continuous Time27
Last-Mile Shared Delivery: A Discrete Sequential Packing Approach22
A Mean Field Game of Optimal Portfolio Liquidation21
Steady-State Analysis of the Join-the-Shortest-Queue Model in the Halfin–Whitt Regime19
On the Optimality of Affine Policies for Budgeted Uncertainty Sets19
Fast Hybrid Schemes for Fractional Riccati Equations (Rough Is Not So Tough)19
Competitive Equilibrium with Indivisible Goods and Generic Budgets17
Closing the Gap for Makespan Scheduling via Sparsification Techniques17
Stochastic Graphon Games: I. The Static Case17
A Dynamic Network Model of Interbank Lending—Systemic Risk and Liquidity Provisioning16
Approximate Markov-Nash Equilibria for Discrete-Time Risk-Sensitive Mean-Field Games15
A Block Successive Upper-Bound Minimization Method of Multipliers for Linearly Constrained Convex Optimization15
A Stochastic Analysis of Queues with Customer Choice and Delayed Information14
Power-of-d-Choices with Memory: Fluid Limit and Optimality13
The Running Intersection Relaxation of the Multilinear Polytope13
Entropy Regularization for Mean Field Games with Learning13
Posted Price Mechanisms and Optimal Threshold Strategies for Random Arrivals12
Bridging Bayesian and Minimax Mean Square Error Estimation via Wasserstein Distributionally Robust Optimization12
Extrapolated Proximal Subgradient Algorithms for Nonconvex and Nonsmooth Fractional Programs12
Convergence of Finite Memory Q Learning for POMDPs and Near Optimality of Learned Policies Under Filter Stability11
Affine Storage and Insurance Risk Models11
Optimal Retirement Under Partial Information11
A Primal–Dual Learning Algorithm for Personalized Dynamic Pricing with an Inventory Constraint11
A Case Study on Stochastic Games on Large Graphs in Mean Field and Sparse Regimes11
From Monetary to Nonmonetary Mechanism Design via Artificial Currencies10
Variational Analysis of Composite Models with Applications to Continuous Optimization10
Optimal Policy for Dynamic Assortment Planning Under Multinomial Logit Models10
Inf-Convolution, Optimal Allocations, and Model Uncertainty for Tail Risk Measures10
Distributional Transforms, Probability Distortions, and Their Applications10
Proximal-Like Incremental Aggregated Gradient Method with Linear Convergence Under Bregman Distance Growth Conditions9
Asymptotic Optimality of Power-of-d Load Balancing in Large-Scale Systems9
Heavy-Traffic Analysis of Queueing Systems with No Complete Resource Pooling9
Optimal Transport-Based Distributionally Robust Optimization: Structural Properties and Iterative Schemes9
Accelerated Stochastic Algorithms for Convex-Concave Saddle-Point Problems9
Geometrically Convergent Simulation of the Extrema of Lévy Processes9
Polynomial Upper Bounds on the Number of Differing Columns of Δ-Modular Integer Programs9
Game of Thrones: Fully Distributed Learning for Multiplayer Bandits9
Pure Nash Equilibria and Best-Response Dynamics in Random Games9
Optimal Electricity Demand Response Contracting with Responsiveness Incentives8
A Probabilistic Approach to Extended Finite State Mean Field Games8
Ghost Penalties in Nonconvex Constrained Optimization: Diminishing Stepsizes and Iteration Complexity8
Multivariate Monotone Inclusions in Saddle Form8
New Algorithms for Solving Zero-Sum Stochastic Games8
Stochastic Recursive Inclusions in Two Timescales with Nonadditive Iterate-Dependent Markov Noise8
Strong Metric (Sub)regularity of Karush–Kuhn–Tucker Mappings for Piecewise Linear-Quadratic Convex-Composite Optimization and the Quadratic Convergence of Newton’s Method8
Robust Markov Decision Processes: Beyond Rectangularity8
Regular Matroids Have Polynomial Extension Complexity8
On the Existence of Pairwise Stable Weighted Networks8
A Dynamic Contagion Risk Model with Recovery Features8
The Limit of Stationary Distributions of Many-Server Queues in the Halfin–Whitt Regime7
Surplus-Invariant Risk Measures7
Mean Field Analysis of Deep Neural Networks7
Bypassing the Monster: A Faster and Simpler Optimal Algorithm for Contextual Bandits Under Realizability7
Distributed Stochastic Optimization with Large Delays7
Equilibria and Systemic Risk in Saturated Networks7
Dynamic Set Values for Nonzero-Sum Games with Multiple Equilibriums7
On Optimality Conditions for Nonlinear Conic Programming7
General Error Estimates for the Longstaff–Schwartz Least-Squares Monte Carlo Algorithm7
Nonzero-Sum Stochastic Games and Mean-Field Games with Impulse Controls7
Finite State Mean Field Games with Wright–Fisher Common Noise as Limits ofN-Player Weighted Games7
Distributionally Robust Chance Constrained Geometric Optimization6
A Variable Sample-Size Stochastic Quasi-Newton Method for Smooth and Nonsmooth Stochastic Convex Optimization6
Fair Allocation of Indivisible Goods: Improvement6
A Theoretical Framework for Instance Complexity of the Resource-Constrained Project Scheduling Problem6
Quasi-Popular Matchings, Optimality, and Extended Formulations6
Terminal Ranking Games6
Popularity, Mixed Matchings, and Self-Duality6
The Exact Modulus of the Generalized Concave Kurdyka-Łojasiewicz Property6
Provably Efficient Reinforcement Learning with Linear Function Approximation6
Load Balancing Under Strict Compatibility Constraints6
Stability and Instability of the MaxWeight Policy6
A New Augmented Lagrangian Method for MPCCs—Theoretical and Numerical Comparison with Existing Augmented Lagrangian Methods6
Stochastic Zeroth-Order Riemannian Derivative Estimation and Optimization6
Heavy-Traffic Insensitive Bounds for Weighted Proportionally Fair Bandwidth Sharing Policies6
McKean–Vlasov Optimal Control: Limit Theory and Equivalence Between Different Formulations6
Envy-Free Division of Land6
On Integer Programming, Discrepancy, and Convolution6
Directional Necessary Optimality Conditions for Bilevel Programs5
Proximal Gradient Methods with Adaptive Subspace Sampling5
Stochastic Optimization with Decision-Dependent Distributions5
Time-Consistent Conditional Expectation Under Probability Distortion5
Approximation and Convergence of Large Atomic Congestion Games5
Edge-Weighted Online Windowed Matching5
A Study of Convex Convex-Composite Functions via Infimal Convolution with Applications5
Graphical Convergence of Subgradients in Nonconvex Optimization and Learning5
Second-Order Optimality Conditions for Nonconvex Set-Constrained Optimization Problems5
A General Framework for Learning Mean-Field Games5
Multiagent Online Learning in Time-Varying Games5
Strong Algorithms for the Ordinal Matroid Secretary Problem5
Mean-Variance Portfolio Selection with Dynamic Targets for Expected Terminal Wealth5
A Dynkin Game on Assets with Incomplete Information on the Return5
Approximation Algorithms for D-optimal Design5
Optimality of Independently Randomized Symmetric Policies for Exchangeable Stochastic Teams with Infinitely Many Decision Makers5
Intertemporal Choice with Continuity Constraints5
Interactive Information Design5
A Generalized Newton Method for Subgradient Systems5
Prophet Matching with General Arrivals4
A Discrete Convex Min-Max Formula for Box-TDI Polyhedra4
Efficient Allocations in Double Auction Markets4
Fluid Limits for Multiclass Many-Server Queues with General Reneging Distributions and Head-of-the-Line Scheduling4
On Capacity-Filling and Substitutable Choice Rules4
Iteration Complexity of a Proximal Augmented Lagrangian Method for Solving Nonconvex Composite Optimization Problems with Nonlinear Convex Constraints4
Convexification of Permutation-Invariant Sets and an Application to Sparse Principal Component Analysis4
Monotonicity and Weighted Prenucleoli: A Characterization Without Consistency4
Stationary Discounted and Ergodic Mean Field Games with Singular Controls4
Heavy Traffic Limits for Join-the-Shortest-Estimated-Queue Policy Using Delayed Information4
Computation of Dynamic Equilibria in Series-Parallel Networks4
Adaptive Bin Packing with Overflow4
Core Nonemptiness of Stratified Pooling Games: A Structured Markov Decision Process Approach4
Control-Stopping Games for Market Microstructure and Beyond4
Variance Regularization in Sequential Bayesian Optimization4
Shapley–Snow Kernels, Multiparameter Eigenvalue Problems, and Stochastic Games4
Consensus Halving for Sets of Items4
Statistical Query Algorithms for Mean Vector Estimation and Stochastic Convex Optimization4
Parametric Computation of Minimum-Cost Flows with Piecewise Quadratic Costs4
Limit Equilibrium Payoffs in Stochastic Games4
Conditional Uniformity and Hawkes Processes4
Finite-Memory Strategies in POMDPs with Long-Run Average Objectives4
Correlated Equilibria and Mean Field Games: A Simple Model4
Prophet Inequalities for Independent and Identically Distributed Random Variables from an Unknown Distribution4
A Unifying Framework for Submodular Mean Field Games4
Dynkin Games with Incomplete and Asymmetric Information4
Solving Nonsmooth and Nonconvex Compound Stochastic Programs with Applications to Risk Measure Minimization4
Time-Varying Semidefinite Programs4
Trust Your Data or Not—StQP Remains StQP: Community Detection via Robust Standard Quadratic Optimization4
On Uniform Exponential Ergodicity of Markovian Multiclass Many-Server Queues in the Halfin–Whitt Regime4
Optimistic Posterior Sampling for Reinforcement Learning: Worst-Case Regret Bounds4
Unanimous and Strategy-Proof Probabilistic Rules for Single-Peaked Preference Profiles on Graphs4
Acyclic Gambling Games4
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