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 2020-03-01 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
Six set scalarizations based on the oriented distance: continuity, convexity and application to convex set optimization	10
Minimizing spectral risk measures applied to Markov decision processes	10
Optimal dividends and capital injection under dividend restrictions	8
Fast and reliable transient simulation and continuous optimization of large-scale gas networks	6
The residual time approach for (Q, r) model under perishability, general lead times, and lost sales	6
Decentralization and mutual liability rules	6
The knapsack problem with special neighbor constraints	5
Discrete-time control with non-constant discount factor	5
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
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
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
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
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
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
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