Mathematics of Operations Research

Papers
(The median citation count of Mathematics of Operations Research is 1. 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 2021-08-01 to 2025-08-01.)
ArticleCitations
Editorial Board178
A Policy Gradient Algorithm for the Risk-Sensitive Exponential Cost MDP58
Polyhedral Clinching Auctions for Two-Sided Markets45
Computation of Dynamic Equilibria in Series-Parallel Networks31
A Geometric Model of Opinion Polarization27
Posted Price Mechanisms and Optimal Threshold Strategies for Random Arrivals26
Many-Server Asymptotics for Join-the-Shortest-Queue in the Super-Halfin-Whitt Scaling Window26
Bridging Bayesian and Minimax Mean Square Error Estimation via Wasserstein Distributionally Robust Optimization25
Solving Strong-Substitutes Product-Mix Auctions23
Control of Fork-Join Processing Networks with Multiple Job Types and Parallel Shared Resources22
A Stochastic Representation for Nonlocal Parabolic PDEs with Applications22
A Feasible Method for Solving an SDP Relaxation of the Quadratic Knapsack Problem22
Constrained Trading Networks21
Exactness of Parrilo’s Conic Approximations for Copositive Matrices and Associated Low Order Bounds for the Stability Number of a Graph19
Asymptotic Optimality of Constant-Order Policies in Joint Pricing and Inventory Models19
On the Diameter of the Stopped Spider Process18
A New Finite Approximation Method for Evaluating Steady-State Performance of a Continuous-State Markov Chain with an Application to Queues with Customer Abandonment18
On the Simplex Method for 0/1-Polytopes17
Online Allocation of Reusable Resources in Nonstationary Environments17
Stochastic Graphon Games: I. The Static Case17
Randomized Block-Coordinate Optimistic Gradient Algorithms for Root-Finding Problems17
Finite State Mean Field Games with Wright–Fisher Common Noise as Limits ofN-Player Weighted Games16
Parametric Computation of Minimum-Cost Flows with Piecewise Quadratic Costs15
The Online Saddle Point Problem and Online Convex Optimization with Knapsacks15
Fast Rates for the Regret of Offline Reinforcement Learning15
Contextual Bandits with Cross-Learning14
Difference-of-Convex Algorithm with Extrapolation for Nonconvex, Nonsmooth Optimization Problems14
Pure Nash Equilibria and Best-Response Dynamics in Random Games14
Robust Online Selection with Uncertain Offer Acceptance14
Slater Condition for Tangent Derivatives14
A Primal–Dual Learning Algorithm for Personalized Dynamic Pricing with an Inventory Constraint14
Distributionally Robust Inventory Control When Demand Is a Martingale14
Editorial Board13
Uniform Moment Bounds for Generalized Jackson Networks in Multiscale Heavy Traffic13
A Machine Learning Method for Stackelberg Mean Field Games13
Suboptimal Local Minima Exist for Wide Neural Networks with Smooth Activations13
Lower Complexity Bounds of First-Order Methods for Affinely Constrained Composite Nonconvex Problems13
The Power of Subsampling in Submodular Maximization12
Variance-Reduced Accelerated First-Order Methods: Central Limit Theorems and Confidence Statements12
A New Approach to Capacity Scaling Augmented with Unreliable Machine Learning Predictions12
Value Functions and Optimality Conditions for Nonconvex Variational Problems with an Infinite Horizon in Banach Spaces12
Equilibria in Multiclass and Multidimensional Atomic Congestion Games12
Managing Customer Churn via Service Mode Control12
Many-Server Heavy-Traffic Limits for Queueing Systems with Perfectly Correlated Service and Patience Times12
Approximation and Convergence of Large Atomic Congestion Games12
Scalable Computation of Dynamic Flow Problems via Multimarginal Graph-Structured Optimal Transport11
Steiner Cut Dominants11
Reduction of Potential-Based Flow Networks11
A Classical Search Game in Discrete Locations11
A Semidefinite Relaxation Method for Partially Symmetric Tensor Decomposition11
Optimal Partition for a Multi-Type Queueing System11
Improved Guarantees for Offline Stochastic Matching via New Ordered Contention Resolution Schemes11
Optimization Under Rational Expectations: A Framework of Fully Coupled Forward-Backward Stochastic Linear Quadratic Systems10
Contingent Capital with Stock Price Triggers in Interbank Networks10
Multiplayer Bandits Without Observing Collision Information10
Large Ranking Games with Diffusion Control10
Fair-Share Allocations for Agents with Arbitrary Entitlements9
Linear and Utilitarian Choice Functions: Revisiting Myerson’s Theorem9
Satiation in Fisher Markets and Approximation of Nash Social Welfare9
Equilibria and Systemic Risk in Saturated Networks9
Quasi-Polynomial Algorithms for Submodular Tree Orienteering and Directed Network Design Problems9
A First-Order Primal-Dual Method for Nonconvex Constrained Optimization Based on the Augmented Lagrangian9
Scalar Multivariate Risk Measures with a Single Eligible Asset9
Dissolving Constraints for Riemannian Optimization9
On Integer Programming, Discrepancy, and Convolution8
An Adaptive Lagrangian-Based Scheme for Nonconvex Composite Optimization8
Multiagent Online Learning in Time-Varying Games8
Distribution-Free Contextual Dynamic Pricing8
Well-Posedness and Sensitivity Analysis of a Fluid Model for Multiclass Many-Server Queues with Abandonment Under Global FCFS Discipline8
A Riemannian Alternating Direction Method of Multipliers8
Large Deviations for the Single-Server Queue and the Reneging Paradox8
Monotone Inclusions, Acceleration, and Closed-Loop Control8
A Theory for Measures of Tail Risk8
Diffusion of New Products with Heterogeneous Consumers8
A Fast Temporal Decomposition Procedure for Long-Horizon Nonlinear Dynamic Programming7
Rate-Optimal Bayesian Simple Regret in Best Arm Identification7
How to Design a Stable Serial Knockout Competition7
ρ-Arbitrage and ρ-Consistent Pricing for Star-Shaped Risk Measures7
Repeated Games with Incomplete Information over Predictable Systems7
Time-Varying Semidefinite Programs7
Semidefinite Approximations for Bicliques and Bi-Independent Pairs7
Game on Random Environment, Mean-Field Langevin System, and Neural Networks7
Bounds on the Optimal Radius When Covering a Set with Minimum Radius Identical Disks7
A Mean Field Game of Optimal Portfolio Liquidation6
Distributionally Robust Stochastic Optimization with Wasserstein Distance6
Maximizing Nash Social Welfare in 2-Value Instances: Delineating Tractability6
Asymptotic Nash Equilibria of Finite-State Ergodic Markovian Mean Field Games6
A Characterization of Simultaneous Optimization, Majorization, and (Bi-)Submodular Polyhedra6
Tractable Relaxations of Composite Functions6
A Polynomial-Time Algorithm for the Probabilistic Profitable Tour Problem on a Tree6
Stochastic Control Problems with State Reflections Arising from Relaxed Benchmark Tracking6
A Riemannian Smoothing Steepest Descent Method for Non-Lipschitz Optimization on Embedded Submanifolds of Rn6
Convergence Analysis of Accelerated Stochastic Gradient Descent Under the Growth Condition6
A Label-State Formulation of Stochastic Graphon Games and Approximate Equilibria on Large Networks6
Polynomial Voting Rules6
Constrained Information Design6
On the Effect of Symmetry Requirement for Rendezvous on the Complete Graph6
Information Design and Sharing in Supply Chains6
Fluid Limits for Longest Job First Queues6
Multivariate Monotone Inclusions in Saddle Form6
Approximation Algorithms and Linear Programming Relaxations for Scheduling Problems Related to Min-Sum Set Cover6
Erratum to “Budgeted Prize-Collecting Traveling Salesman and Minimum Spanning Tree Problems”6
Towards Optimal Problem Dependent Generalization Error Bounds in Statistical Learning Theory6
Naive Feature Selection: A Nearly Tight Convex Relaxation for Sparse Naive Bayes6
Many-Server Queues with Random Service Rates: A Unified Framework Based on Measure-Valued Processes6
Optimal Ratcheting of Dividends with Capital Injection5
Langevin Dynamics Based Algorithm e-THεO POULA for Stochastic Optimization Problems with Discontinuous Stochastic Gradient5
Penalty and Augmented Lagrangian Methods for Constrained DC Programming5
Upper Bounds for All and Max-Gain Policy Iteration Algorithms on Deterministic MDPs5
The Competition Complexity of Dynamic Pricing5
Extension of Monotonic Functions and Representation of Preferences5
Convergent Nested Alternating Minimization Algorithms for Nonconvex Optimization Problems5
Can Learning Be Explained by Local Optimality in Robust Low-Rank Matrix Recovery?5
Sampling from the Gibbs Distribution in Congestion Games5
Bounding Residence Times for Atomic Dynamic Routings5
Optimal Correlated Equilibria in General-Sum Extensive-Form Games: Fixed-Parameter Algorithms, Hardness, and Two-Sided Column-Generation5
A Variable Sample-Size Stochastic Quasi-Newton Method for Smooth and Nonsmooth Stochastic Convex Optimization5
Large Independent Sets in Recursive Markov Random Graphs5
Sums of Separable and Quadratic Polynomials5
Quantitative Convergence for Displacement Monotone Mean Field Games with Controlled Volatility5
Deep Quadratic Hedging5
Fluid Limits for Longest Remaining Time First Queues5
Improved Guarantees for the A Priori TSP5
Stationary Discounted and Ergodic Mean Field Games with Singular Controls5
Online Estimation and Optimization of Utility-Based Shortfall Risk5
Relaxed Equilibria for Time-Inconsistent Markov Decision Processes5
Conditional Uniformity and Hawkes Processes5
The Folk Theorem for Repeated Games with Time-Dependent Discounting5
Editorial Board5
Order Independence in Sequential, Issue-by-Issue Voting5
Convexification of Permutation-Invariant Sets and an Application to Sparse Principal Component Analysis5
Investment Timing and Technological Breakthroughs4
Nontruthful Position Auctions Are More Robust to Misspecification4
A Case Study on Stochastic Games on Large Graphs in Mean Field and Sparse Regimes4
Analysis of the Primal-Dual Central Path for Nonlinear Semidefinite Optimization Without the Nondegeneracy Condition4
Submodular Functions and Perfect Graphs4
Inexact Bregman Proximal Gradient Method and Its Inertial Variant with Absolute and Partial Relative Stopping Criteria4
Certainty-Equivalent Pricing with Dependent Demand and Limited Price-Changing Opportunities4
From Perspective Maps to Epigraphical Projections4
Fair Cake Division Under Monotone Likelihood Ratios4
The Cost of Nonconvexity in Deterministic Nonsmooth Optimization4
Dense Orbits of the Bayesian Updating Group Action4
Hidden Integrality and Semirandom Robustness of SDP Relaxation for Sub-Gaussian Mixture Model4
Diffusion-Based Staffing for Multitasking Service Systems with Many Servers4
An Optimal Streaming Algorithm for Submodular Maximization with a Cardinality Constraint4
Improved Bounds for Single-Nomination Impartial Selection4
A New Homotopy Proximal Variable-Metric Framework for Composite Convex Minimization4
Global Algorithms for Mean-Variance Optimization in Markov Decision Processes4
Efficient and Near-Optimal Online Portfolio Selection4
Exactness Conditions for Semidefinite Programming Relaxations of Generalization of the Extended Trust Region Subproblem4
Reducing Bias in Event Time Simulations via Measure Changes4
Local Density Estimation in High Dimensions4
A New Augmented Lagrangian Method for MPCCs—Theoretical and Numerical Comparison with Existing Augmented Lagrangian Methods4
Intersection Disjunctions for Reverse Convex Sets4
Small-Loss Bounds for Online Learning with Partial Information4
Dynkin Games with Incomplete and Asymmetric Information4
Editorial Board4
A Squared Smoothing Newton Method for Semidefinite Programming4
An Accelerated Newton–Dinkelbach Method and Its Application to Two Variables per Inequality Systems4
A Simple Characterization of Supply Correspondences4
Exit Game with Private Information4
Robustness and Approximation of Discrete-Time Mean-Field Games Under Discounted Cost Criterion4
Two Typical Implementable Semismooth* Newton Methods for Generalized Equations Are G-Semismooth Newton Methods4
(No-)Betting Pareto Optima Under Rank-Dependent Utility4
Editorial Board4
Strong Embeddings for Transitory Queueing Models4
Stochastic Approximation Proximal Method of Multipliers for Convex Stochastic Programming4
Splitting Guarantees for Prophet Inequalities via Nonlinear Systems3
A Theoretical Framework for Instance Complexity of the Resource-Constrained Project Scheduling Problem3
Fast Convergence of Frank-Wolfe Algorithms on Polytopes3
McKean–Vlasov Optimal Control: Limit Theory and Equivalence Between Different Formulations3
A Convex Form That Is Not a Sum of Squares3
Editorial Board3
The Minimax Property in Infinite Two-Person Win-Lose Games3
Optimality of Independently Randomized Symmetric Policies for Exchangeable Stochastic Teams with Infinitely Many Decision Makers3
Assortment Planning for Recommendations at Checkout Under Inventory Constraints3
Rockafellian Relaxation and Stochastic Optimization Under Perturbations3
Approximate Nash Equilibria in Large Nonconvex Aggregative Games3
Distributional Transforms, Probability Distortions, and Their Applications3
Linear Program-Based Policies for Restless Bandits: Necessary and Sufficient Conditions for (Exponentially Fast) Asymptotic Optimality3
Data Exploration by Representative Region Selection: Axioms and Convergence3
Zero-Sum Games and Linear Programming Duality3
Generalization Bounds in the Predict-Then-Optimize Framework3
Optimal Transport-Based Distributionally Robust Optimization: Structural Properties and Iterative Schemes3
Oriented Calmness and Sweeping Process Dynamics3
On Degenerate Doubly Nonnegative Projection Problems3
Exploration Noise for Learning Linear-Quadratic Mean Field Games3
Binary Extended Formulations and Sequential Convexification3
Fair Congested Assignment3
Secretaries with Advice3
How Many Vertices Does a Random Walk Miss in a Network with a Moderately Increasing Number of Vertices?3
Corrigendum to “Interim Rationalizable Implementation of Functions” (Kunimoto T, Saran R, Serrano R (2024) Mathematics of Operations Research 49(3):1791–1824)3
Fair Allocation of Indivisible Goods: Improvement3
Fluctuation Theory of Continuous-Time, Skip-Free Downward Markov Chains with Applications to Branching Processes with Immigration3
Budget-Feasible Mechanism Design for Non-monotone Submodular Objectives: Offline and Online3
Estimating a Function and Its Derivatives Under a Smoothness Condition3
The Privacy Paradox and Optimal Bias–Variance Trade-offs in Data Acquisition3
Efficiency of Stochastic Coordinate Proximal Gradient Methods on Nonseparable Composite Optimization3
Infinite Horizon Stochastic Impulse Control with Delay and Random Coefficients3
Mixed-Integer Convex Representability3
Feasible Bases for a Polytope Related to the Hamilton Cycle Problem3
Joint Mixability and Notions of Negative Dependence3
Prophet Matching with General Arrivals3
Online Regret Bounds for Satisficing in Markov Decision Processes3
Accelerated Stochastic Algorithms for Convex-Concave Saddle-Point Problems3
Optimal Electricity Demand Response Contracting with Responsiveness Incentives3
Correlated Equilibria and Mean Field Games: A Simple Model3
A Simple Integral Equation Approach for Optimal Investment Stopping Problems with Partial Information3
Synchronization Games3
On Optimality Conditions for Nonlinear Conic Programming3
Corruption-Robust Exploration in Episodic Reinforcement Learning3
On Polyhedral Approximations of the Positive Semidefinite Cone3
Dynamic Optimal Reinsurance and Dividend Payout in Finite Time Horizon3
Editorial Board2
Nonzero-Sum Optimal Stopping Game with Continuous vs. Periodic Exercise Opportunities2
Polynomial Upper Bounds on the Number of Differing Columns of Δ-Modular Integer Programs2
SoS Certification for Symmetric Quadratic Functions and Its Connection to Constrained Boolean Hypercube Optimization2
Forbidden Transactions and Black Markets2
A Perturbation Framework for Convex Minimization and Monotone Inclusion Problems with Nonlinear Compositions2
A Unifying Framework for Submodular Mean Field Games2
Regret Analysis of a Markov Policy Gradient Algorithm for Multiarm Bandits2
Extreme-Case Distortion Risk Measures: A Unification and Generalization of Closed-Form Solutions2
Robust-to-Dynamics Optimization2
Robust Markov Decision Processes: Beyond Rectangularity2
Proportional Volume Sampling and Approximation Algorithms for A-Optimal Design2
Worst-Case Iteration Bounds for Log Barrier Methods on Problems with Nonconvex Constraints2
From Monetary to Nonmonetary Mechanism Design via Artificial Currencies2
Sparse Integer Programming Is Fixed-Parameter Tractable2
Hidden Convexity, Optimization, and Algorithms on Rotation Matrices2
Sensitivity Analysis of the Maximal Value Function with Applications in Nonconvex Minimax Programs2
Minimization Fractional Prophet Inequalities for Sequential Procurement2
Optimal Consumption and Investment with Independent Stochastic Labor Income2
Necessary and Sufficient Conditions for Rank-One-Generated Cones2
Numeraire-Invariant Quadratic Hedging and Mean–Variance Portfolio Allocation2
A Superlinearly Convergent Subgradient Method for Sharp Semismooth Problems2
Prophet Inequalities for Independent and Identically Distributed Random Variables from an Unknown Distribution2
Learning-Augmented Mechanism Design: Leveraging Predictions for Facility Location2
Interim Rationalizable Implementation of Functions2
Proximal Gradient Methods with Adaptive Subspace Sampling2
Probability Distributions on Partially Ordered Sets and Network Interdiction Games2
Convergence of Finite Memory Q Learning for POMDPs and Near Optimality of Learned Policies Under Filter Stability2
Gale’s Fixed Tax for Exchanging Houses2
A General Framework for Learning Mean-Field Games2
Pipeline Interventions2
A Unified Analysis of a Class of Proximal Bundle Methods for Solving Hybrid Convex Composite Optimization Problems2
Iteration Complexity of a Proximal Augmented Lagrangian Method for Solving Nonconvex Composite Optimization Problems with Nonlinear Convex Constraints2
The Edgeworth Conjecture with Small Coalitions and Approximate Equilibria in Large Economies2
Online Stochastic Max-Weight Bipartite Matching: Beyond Prophet Inequalities2
A Semismooth Newton-Type Method for the Nearest Doubly Stochastic Matrix Problem2
Robustness of Stochastic Optimal Control to Approximate Diffusion Models Under Several Cost Evaluation Criteria2
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