Mathematical Methods of Operations Research

(The TQCC of Mathematical Methods of Operations Research is 2. 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.)
An inertial subgradient extragradient algorithm extended to pseudomonotone equilibrium problems17
Strong convergence results for quasimonotone variational inequalities11
Minimizing spectral risk measures applied to Markov decision processes10
Six set scalarizations based on the oriented distance: continuity, convexity and application to convex set optimization9
On the rectangular knapsack problem: approximation of a specific quadratic knapsack problem8
Optimal dividends and capital injection under dividend restrictions8
The residual time approach for (Q, r) model under perishability, general lead times, and lost sales6
Portfolio selection with drawdown constraint on consumption: a generalization model5
Semi-discrete optimal transport: a solution procedure for the unsquared Euclidean distance case5
On computation of optimal strategies in oligopolistic markets respecting the cost of change5
Decentralization and mutual liability rules5
Discrete-time control with non-constant discount factor5
Interplay of non-convex quadratically constrained problems with adjustable robust optimization4
Optimal step length for the Newton method: case of self-concordant functions4
On the computation of Whittle’s index for Markovian restless bandits4
The knapsack problem with special neighbor constraints4
Chance-constrained games with mixture distributions4
Stochastic comparisons and ageing properties of residual lifetime mixture models4
Optimal pairs trading with dynamic mean-variance objective4
A new nonmonotone smoothing Newton method for the symmetric cone complementarity problem with the Cartesian $$P_0$$-property4
Some results on optimal stopping under phase-type distributed implementation delay3
An asymptotically optimal strategy for constrained multi-armed bandit problems3
Dynamic pricing with finite price sets: a non-parametric approach3
Fast and reliable transient simulation and continuous optimization of large-scale gas networks3
New axiomatizations of the Owen value3
Testing indexability and computing Whittle and Gittins index in subcubic time3
On the solution of monotone nested variational inequalities3
The average tree value for hypergraph games3
First-order sensitivity of the optimal value in a Markov decision model with respect to deviations in the transition probability function3
A bilevel optimization approach to decide the feasibility of bookings in the European gas market3
Qualitative robustness of set-valued value-at-risk3
A primal-dual interior-point relaxation method with global and rapidly local convergence for nonlinear programs2
A general class of relative optimization problems2
Min max min robust (relative) regret combinatorial optimization2
Choosing sets: preface to the special issue on set optimization and applications2
A numerical approach to solve consumption-portfolio problems with predictability in income, stock prices, and house prices2
On weak conjugacy, augmented Lagrangians and duality in nonconvex optimization2
Optimal renewable resource harvesting model using price and biomass stochastic variations: a utility based approach2
A stochastic Stackelberg differential reinsurance and investment game with delay in a defaultable market2
Solutions for subset sum problems with special digraph constraints2
Analysis of Markov chain approximation for Asian options and occupation-time derivatives: Greeks and convergence rates2
Peer-to-Peer Lending: a Growth-Collapse Model and its Steady-State Analysis2
Statistical properties of estimators for the log-optimal portfolio2
Refined cut selection for benders decomposition: applied to network capacity expansion problems2
A transformation-based discretization method for solving general semi-infinite optimization problems2
Approximations for Pareto and Proper Pareto solutions and their KKT conditions2
A multi-objective approach for PH-graphs with applications to stochastic shortest paths2
Bilevel hyperparameter optimization for support vector classification: theoretical analysis and a solution method2
A time consistent dynamic bargaining procedure in differential games with hterogeneous discounting2
Considerations on the aggregate monotonicity of the nucleolus and the core-center2
Robust best choice problem2
A hybrid patch decomposition approach to compute an enclosure for multi-objective mixed-integer convex optimization problems2
An inexact primal-dual algorithm for semi-infinite programming2