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 2020-07-01 to 2024-07-01.)

Article	Citations
An inertial subgradient extragradient algorithm extended to pseudomonotone equilibrium problems	22
Strong convergence results for quasimonotone variational inequalities	17
Minimizing spectral risk measures applied to Markov decision processes	11
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	9
Fast and reliable transient simulation and continuous optimization of large-scale gas networks	8
The residual time approach for (Q, r) model under perishability, general lead times, and lost sales	8
Decentralization and mutual liability rules	7
Portfolio selection with drawdown constraint on consumption: a generalization model	5
A bilevel optimization approach to decide the feasibility of bookings in the European gas market	5
The knapsack problem with special neighbor constraints	5
Chance-constrained games with mixture distributions	5
On computation of optimal strategies in oligopolistic markets respecting the cost of change	5
On the computation of Whittle’s index for Markovian restless bandits	5
On the solution of monotone nested variational inequalities	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
A transformation-based discretization method for solving general semi-infinite optimization problems	4
A primal-dual interior-point relaxation method with global and rapidly local convergence for nonlinear programs	4
Optimal pairs trading with dynamic mean-variance objective	4
Stochastic comparisons and ageing properties of residual lifetime mixture models	4
New axiomatizations of the Owen value	4
Approximations for Pareto and Proper Pareto solutions and their KKT conditions	3
Contingency analysis for gas transport networks with hydrogen injection	3
A fragile multi-CPR game	3

The average tree value for hypergraph games	3
Analysis of Markov chain approximation for Asian options and occupation-time derivatives: Greeks and convergence rates	3
Dynamic pricing with finite price sets: a non-parametric approach	3
Generative deep learning for decision making in gas networks	3
Testing indexability and computing Whittle and Gittins index in subcubic time	3
Refined cut selection for benders decomposition: applied to network capacity expansion problems	3
Decision rule-based method in solving adjustable robust capacity expansion problem	2
A stochastic Stackelberg differential reinsurance and investment game with delay in a defaultable market	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
Robust best choice problem	2
A test instance generator for multiobjective mixed-integer optimization	2
A multi-objective approach for PH-graphs with applications to stochastic shortest paths	2
Solutions for subset sum problems with special digraph constraints	2
Peer-to-Peer Lending: a Growth-Collapse Model and its Steady-State Analysis	2
Optimal dynamic multi-keyword bidding policy of an advertiser in search-based advertising	2
Nash equilibria for relative investors via no-arbitrage arguments	2
A hybrid patch decomposition approach to compute an enclosure for multi-objective mixed-integer convex optimization problems	2
Risk-sensitive discounted cost criterion for continuous-time Markov decision processes on a general state space	2
A general class of relative optimization problems	2
Bilevel hyperparameter optimization for support vector classification: theoretical analysis and a solution method	2
Considerations on the aggregate monotonicity of the nucleolus and the core-center	2
Nash equilibria in a class of Markov stopping games with total reward criterion	2
Adaptive discretization-based algorithms for semi-infinite programs with unbounded variables	2
Optimal renewable resource harvesting model using price and biomass stochastic variations: a utility based approach	2
On the algorithmic solution of optimization problems subject to probabilistic/robust (probust) constraints	1
Individual weighted excess and least square values	1
Marginality and convexity in partition function form games	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
Improved approximation algorithms for some min–max postmen cover problems with applications to the min–max subtree cover	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
Augmenting bi-objective branch and bound by scalarization-based information	1
Discounted stochastic games for continuous-time jump processes with an uncountable state space	1
On egalitarian values for cooperative games with level structures	1
Aumann–Serrano index of risk in portfolio optimization	1
Stochastic Mitra–Wan forestry models analyzed as a mean field optimal control problem	1
Efficient dual ADMMs for sparse compressive sensing MRI reconstruction	1
An SDP-based approach for computing the stability number of a graph	1
Convex optimization via inertial algorithms with vanishing Tikhonov regularization: fast convergence to the minimum norm solution	1
Improved models for operation modes of complex compressor stations	1
A PAC algorithm in relative precision for bandit problem with costly sampling	1
Solving quasimonotone and non-monotone variational inequalities	1
Minimizing the penalized probability of drawdown for a general insurance company under ambiguity aversion	1
Exploiting complete linear descriptions for decentralized power market problems with integralities	1
Average monotonic cooperative games with nontransferable utility	1
Integro-differential optimality equations for the risk-sensitive control of piecewise deterministic Markov processes	1