OOIR: Observatory of International Research

Papers

(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 2020-10-01 to 2024-10-01.)

Article	Citations
An inertial subgradient extragradient algorithm extended to pseudomonotone equilibrium problems	23
Strong convergence results for quasimonotone variational inequalities	22
Minimizing spectral risk measures applied to Markov decision processes	13
Six set scalarizations based on the oriented distance: continuity, convexity and application to convex set optimization	10
Fast and reliable transient simulation and continuous optimization of large-scale gas networks	8
The knapsack problem with special neighbor constraints	5
A hybrid patch decomposition approach to compute an enclosure for multi-objective mixed-integer convex optimization problems	5
A bilevel optimization approach to decide the feasibility of bookings in the European gas market	5
Chance-constrained games with mixture distributions	5
Portfolio selection with drawdown constraint on consumption: a generalization model	5
Refined cut selection for benders decomposition: applied to network capacity expansion problems	5
On the computation of Whittle’s index for Markovian restless bandits	5
Testing indexability and computing Whittle and Gittins index in subcubic time	4
Stochastic comparisons and ageing properties of residual lifetime mixture models	4
Interplay of non-convex quadratically constrained problems with adjustable robust optimization	4
New axiomatizations of the Owen value	4
Optimal step length for the Newton method: case of self-concordant functions	4
A fragile multi-CPR game	4
A test instance generator for multiobjective mixed-integer optimization	4
The average tree value for hypergraph games	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
On the solution of monotone nested variational inequalities	4
Generative deep learning for decision making in gas networks	4
A time consistent dynamic bargaining procedure in differential games with hterogeneous discounting	4

Decision rule-based method in solving adjustable robust capacity expansion problem	3
Bilevel hyperparameter optimization for support vector classification: theoretical analysis and a solution method	3
Nash equilibria for relative investors via no-arbitrage arguments	3
Contingency analysis for gas transport networks with hydrogen injection	3
Analysis of Markov chain approximation for Asian options and occupation-time derivatives: Greeks and convergence rates	3
Nash equilibria in a class of Markov stopping games with total reward criterion	3
Approximations for Pareto and Proper Pareto solutions and their KKT conditions	3
On the algorithmic solution of optimization problems subject to probabilistic/robust (probust) constraints	3
Minimizing the penalized probability of drawdown for a general insurance company under ambiguity aversion	3
Dynamic pricing with finite price sets: a non-parametric approach	3
Augmenting bi-objective branch and bound by scalarization-based information	2
A general class of relative optimization problems	2
Marginality and convexity in partition function form games	2
Considerations on the aggregate monotonicity of the nucleolus and the core-center	2
Adaptive discretization-based algorithms for semi-infinite programs with unbounded variables	2
Using scalarizations for the approximation of multiobjective optimization problems: towards a general theory	2
Risk-sensitive discounted cost criterion for continuous-time Markov decision processes on a general state space	2
Peer-to-Peer Lending: a Growth-Collapse Model and its Steady-State Analysis	2
An SDP-based approach for computing the stability number of a graph	2
Optimal renewable resource harvesting model using price and biomass stochastic variations: a utility based approach	2
A stochastic Stackelberg differential reinsurance and investment game with delay in a defaultable market	2
A multi-objective approach for PH-graphs with applications to stochastic shortest paths	2
Solving quasimonotone and non-monotone variational inequalities	2
Risk filtering and risk-averse control of Markovian systems subject to model uncertainty	2
Optimal dynamic multi-keyword bidding policy of an advertiser in search-based advertising	2