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 2020-07-01 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
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
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
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
On the solution of monotone nested variational inequalities	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
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
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