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Mathematical Methods of Operations Research最新文献

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Discounted stochastic games for continuous-time jump processes with an uncountable state space 具有不可数状态空间的连续时间跳跃过程的贴现随机对策
IF 1.2 4区 数学
Mathematical Methods of Operations Research Pub Date : 2022-03-28 DOI: 10.1007/s00186-022-00778-w
Qingda Wei, Xian Chen
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引用次数: 0
Exploiting complete linear descriptions for decentralized power market problems with integralities 利用具有完整性的分散电力市场问题的完全线性描述
IF 1.2 4区 数学
Mathematical Methods of Operations Research Pub Date : 2022-03-26 DOI: 10.1007/s00186-022-00775-z
Lukas Hümbs, Alexander Martin, L. Schewe
{"title":"Exploiting complete linear descriptions for decentralized power market problems with integralities","authors":"Lukas Hümbs, Alexander Martin, L. Schewe","doi":"10.1007/s00186-022-00775-z","DOIUrl":"https://doi.org/10.1007/s00186-022-00775-z","url":null,"abstract":"","PeriodicalId":49862,"journal":{"name":"Mathematical Methods of Operations Research","volume":"2 1","pages":"451 - 474"},"PeriodicalIF":1.2,"publicationDate":"2022-03-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"90785861","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Testing indexability and computing Whittle and Gittins index in subcubic time 亚立方时间内可索引性测试及Whittle和Gittins索引的计算
IF 1.2 4区 数学
Mathematical Methods of Operations Research Pub Date : 2022-03-10 DOI: 10.1007/s00186-023-00821-4
Nicolas Gast, B. Gaujal, K. Khun
{"title":"Testing indexability and computing Whittle and Gittins index in subcubic time","authors":"Nicolas Gast, B. Gaujal, K. Khun","doi":"10.1007/s00186-023-00821-4","DOIUrl":"https://doi.org/10.1007/s00186-023-00821-4","url":null,"abstract":"","PeriodicalId":49862,"journal":{"name":"Mathematical Methods of Operations Research","volume":"48 1","pages":"391-436"},"PeriodicalIF":1.2,"publicationDate":"2022-03-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"75673412","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 8
Optimal investments for the standard maximization problem with non-concave utility function in complete market model 完全市场模型下非凹效用函数标准最大化问题的最优投资
IF 1.2 4区 数学
Mathematical Methods of Operations Research Pub Date : 2022-02-01 DOI: 10.1007/s00186-022-00774-0
O. Bahchedjioglou, G. Shevchenko
{"title":"Optimal investments for the standard maximization problem with non-concave utility function in complete market model","authors":"O. Bahchedjioglou, G. Shevchenko","doi":"10.1007/s00186-022-00774-0","DOIUrl":"https://doi.org/10.1007/s00186-022-00774-0","url":null,"abstract":"","PeriodicalId":49862,"journal":{"name":"Mathematical Methods of Operations Research","volume":"4 1","pages":"163 - 181"},"PeriodicalIF":1.2,"publicationDate":"2022-02-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"74321458","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Portfolio optimization: not necessarily concave utility and constraints on wealth and allocation 投资组合优化:不一定是凹效用和对财富和配置的约束
IF 1.2 4区 数学
Mathematical Methods of Operations Research Pub Date : 2022-02-01 DOI: 10.1007/s00186-022-00772-2
M. Escobar-Anel, Michel Kschonnek, R. Zagst
{"title":"Portfolio optimization: not necessarily concave utility and constraints on wealth and allocation","authors":"M. Escobar-Anel, Michel Kschonnek, R. Zagst","doi":"10.1007/s00186-022-00772-2","DOIUrl":"https://doi.org/10.1007/s00186-022-00772-2","url":null,"abstract":"","PeriodicalId":49862,"journal":{"name":"Mathematical Methods of Operations Research","volume":"1 1","pages":"101 - 140"},"PeriodicalIF":1.2,"publicationDate":"2022-02-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"75512975","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Lagrangian heuristic for simultaneous subsidization and penalization: implementations on rooted travelling salesman games 同时补贴和惩罚的拉格朗日启发式:扎根旅行推销员对策的实现
IF 1.2 4区 数学
Mathematical Methods of Operations Research Pub Date : 2022-02-01 DOI: 10.1007/s00186-022-00771-3
Lindong Liu, Yuqian Zhou, Zikang Li
{"title":"Lagrangian heuristic for simultaneous subsidization and penalization: implementations on rooted travelling salesman games","authors":"Lindong Liu, Yuqian Zhou, Zikang Li","doi":"10.1007/s00186-022-00771-3","DOIUrl":"https://doi.org/10.1007/s00186-022-00771-3","url":null,"abstract":"","PeriodicalId":49862,"journal":{"name":"Mathematical Methods of Operations Research","volume":"83 1","pages":"81 - 99"},"PeriodicalIF":1.2,"publicationDate":"2022-02-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"80426172","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Strategic bidding in price coupled regions 价格耦合地区的战略竞价
IF 1.2 4区 数学
Mathematical Methods of Operations Research Pub Date : 2021-12-29 DOI: 10.1007/s00186-021-00768-4
Jérôme De Boeck, L. Brotcorne, B. Fortz
{"title":"Strategic bidding in price coupled regions","authors":"Jérôme De Boeck, L. Brotcorne, B. Fortz","doi":"10.1007/s00186-021-00768-4","DOIUrl":"https://doi.org/10.1007/s00186-021-00768-4","url":null,"abstract":"","PeriodicalId":49862,"journal":{"name":"Mathematical Methods of Operations Research","volume":"13 1","pages":"365 - 407"},"PeriodicalIF":1.2,"publicationDate":"2021-12-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"82278856","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
The knapsack problem with special neighbor constraints 具有特殊邻域约束的背包问题
IF 1.2 4区 数学
Mathematical Methods of Operations Research Pub Date : 2021-12-28 DOI: 10.1007/s00186-021-00767-5
S. Goebbels, Frank Gurski, Dominique Komander
{"title":"The knapsack problem with special neighbor constraints","authors":"S. Goebbels, Frank Gurski, Dominique Komander","doi":"10.1007/s00186-021-00767-5","DOIUrl":"https://doi.org/10.1007/s00186-021-00767-5","url":null,"abstract":"","PeriodicalId":49862,"journal":{"name":"Mathematical Methods of Operations Research","volume":"36 1","pages":"1 - 34"},"PeriodicalIF":1.2,"publicationDate":"2021-12-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"88552064","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 3
On the algorithmic solution of optimization problems subject to probabilistic/robust (probust) constraints 基于概率/鲁棒(probust)约束的优化问题的算法求解
IF 1.2 4区 数学
Mathematical Methods of Operations Research Pub Date : 2021-12-14 DOI: 10.1007/s00186-021-00764-8
Holger Berthold, H. Heitsch, R. Henrion, Jan Schwientek
{"title":"On the algorithmic solution of optimization problems subject to probabilistic/robust (probust) constraints","authors":"Holger Berthold, H. Heitsch, R. Henrion, Jan Schwientek","doi":"10.1007/s00186-021-00764-8","DOIUrl":"https://doi.org/10.1007/s00186-021-00764-8","url":null,"abstract":"","PeriodicalId":49862,"journal":{"name":"Mathematical Methods of Operations Research","volume":"48 1","pages":"1 - 37"},"PeriodicalIF":1.2,"publicationDate":"2021-12-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"84794127","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 3
Using Householder’s method to improve the accuracy of the closed-form formulas for implied volatility 用Householder方法提高隐含波动率封闭公式的准确性
IF 1.2 4区 数学
Mathematical Methods of Operations Research Pub Date : 2021-12-01 DOI: 10.1007/s00186-021-00763-9
D. Miao, Xenos Chang-Shuo Lin, Chang-Yao Lin
{"title":"Using Householder’s method to improve the accuracy of the closed-form formulas for implied volatility","authors":"D. Miao, Xenos Chang-Shuo Lin, Chang-Yao Lin","doi":"10.1007/s00186-021-00763-9","DOIUrl":"https://doi.org/10.1007/s00186-021-00763-9","url":null,"abstract":"","PeriodicalId":49862,"journal":{"name":"Mathematical Methods of Operations Research","volume":"39 1","pages":"493 - 528"},"PeriodicalIF":1.2,"publicationDate":"2021-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"81389615","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
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