OOIR: Observatory of International Research

Papers

(The median citation count of Mathematical Methods of Operations Research is 1. 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 2020-03-01 to 2024-03-01.)

Article	Citations
An inertial subgradient extragradient algorithm extended to pseudomonotone equilibrium problems	20
Strong convergence results for quasimonotone variational inequalities	12
Minimizing spectral risk measures applied to Markov decision processes	10
Six set scalarizations based on the oriented distance: continuity, convexity and application to convex set optimization	10
Optimal dividends and capital injection under dividend restrictions	8
The residual time approach for (Q, r) model under perishability, general lead times, and lost sales	6
Decentralization and mutual liability rules	6
Fast and reliable transient simulation and continuous optimization of large-scale gas networks	6
Portfolio selection with drawdown constraint on consumption: a generalization model	5
Chance-constrained games with mixture distributions	5
On computation of optimal strategies in oligopolistic markets respecting the cost of change	5
The knapsack problem with special neighbor constraints	5
Discrete-time control with non-constant discount factor	5
Optimal pairs trading with dynamic mean-variance objective	4
Stochastic comparisons and ageing properties of residual lifetime mixture models	4
Interplay of non-convex quadratically constrained problems with adjustable robust optimization	4
Optimal step length for the Newton method: case of self-concordant functions	4
On the computation of Whittle’s index for Markovian restless bandits	4
A bilevel optimization approach to decide the feasibility of bookings in the European gas market	4
A new nonmonotone smoothing Newton method for the symmetric cone complementarity problem with the Cartesian $$P_0$$-property	4
First-order sensitivity of the optimal value in a Markov decision model with respect to deviations in the transition probability function	3
Dynamic pricing with finite price sets: a non-parametric approach	3
Refined cut selection for benders decomposition: applied to network capacity expansion problems	3
New axiomatizations of the Owen value	3
Min max min robust (relative) regret combinatorial optimization	3

On the solution of monotone nested variational inequalities	3
A primal-dual interior-point relaxation method with global and rapidly local convergence for nonlinear programs	3
Testing indexability and computing Whittle and Gittins index in subcubic time	3
A transformation-based discretization method for solving general semi-infinite optimization problems	3
The average tree value for hypergraph games	3
A multi-objective approach for PH-graphs with applications to stochastic shortest paths	2
Decision rule-based method in solving adjustable robust capacity expansion problem	2
Analysis of Markov chain approximation for Asian options and occupation-time derivatives: Greeks and convergence rates	2
Considerations on the aggregate monotonicity of the nucleolus and the core-center	2
Robust best choice problem	2
A hybrid patch decomposition approach to compute an enclosure for multi-objective mixed-integer convex optimization problems	2
A general class of relative optimization problems	2
Solutions for subset sum problems with special digraph constraints	2
A time consistent dynamic bargaining procedure in differential games with hterogeneous discounting	2
A numerical approach to solve consumption-portfolio problems with predictability in income, stock prices, and house prices	2
On weak conjugacy, augmented Lagrangians and duality in nonconvex optimization	2
Optimal renewable resource harvesting model using price and biomass stochastic variations: a utility based approach	2
Approximations for Pareto and Proper Pareto solutions and their KKT conditions	2
A stochastic Stackelberg differential reinsurance and investment game with delay in a defaultable market	2
Bilevel hyperparameter optimization for support vector classification: theoretical analysis and a solution method	2
Peer-to-Peer Lending: a Growth-Collapse Model and its Steady-State Analysis	2
Nash equilibria for relative investors via no-arbitrage arguments	2
A test instance generator for multiobjective mixed-integer optimization	2
Stochastic Mitra–Wan forestry models analyzed as a mean field optimal control problem	1
Efficient dual ADMMs for sparse compressive sensing MRI reconstruction	1
Nash equilibria in a class of Markov stopping games with total reward criterion	1
Adaptive discretization-based algorithms for semi-infinite programs with unbounded variables	1
A long-time asymptotic solution to the g-renewal equation for underlying distributions with nondecreasing hazard functions	1
Risk-sensitive discounted cost criterion for continuous-time Markov decision processes on a general state space	1
Generative deep learning for decision making in gas networks	1
On egalitarian values for cooperative games with level structures	1
An augmented Lagrangian filter method	1
Exploiting complete linear descriptions for decentralized power market problems with integralities	1
A fragile multi-CPR game	1
Optimal dynamic multi-keyword bidding policy of an advertiser in search-based advertising	1
Optimal investments for the standard maximization problem with non-concave utility function in complete market model	1
An asymptotically optimal algorithm for online stacking	1
Improved models for operation modes of complex compressor stations	1
Contingency analysis for gas transport networks with hydrogen injection	1
Strategic bidding in price coupled regions	1
Risk filtering and risk-averse control of Markovian systems subject to model uncertainty	1
An efficient partial parallel method with scaling step size strategy for three-block convex optimization problems	1
An SDP-based approach for computing the stability number of a graph	1
Integro-differential optimality equations for the risk-sensitive control of piecewise deterministic Markov processes	1
On the algorithmic solution of optimization problems subject to probabilistic/robust (probust) constraints	1
Individual weighted excess and least square values	1
Aumann–Serrano index of risk in portfolio optimization	1
Marginality and convexity in partition function form games	1