Mathematics of Operations Research

Article	Citations
Online Allocation of Reusable Resources in Nonstationary Environments	295
Optimality Conditions at Infinity in Semialgebraic Vector Optimization	47
On the Diameter of the Stopped Spider Process	42
Many-Server Asymptotics for Join-the-Shortest-Queue in the Super-Halfin-Whitt Scaling Window	38
A Geometric Model of Opinion Polarization	32
Solving Strong-Substitutes Product-Mix Auctions	32
Constrained Trading Networks	31
On the Equivalence of Zero-Sum Games and Conic Programs	30
Randomized Block-Coordinate Optimistic Gradient Algorithms for Root-Finding Problems	29
Exactness of Parrilo’s Conic Approximations for Copositive Matrices and Associated Low Order Bounds for the Stability Number of a Graph	27
Asymptotic Optimality of Constant-Order Policies in Joint Pricing and Inventory Models	27
A Stochastic Representation for Nonlocal Parabolic PDEs with Applications	24
A New Finite Approximation Method for Evaluating Steady-State Performance of a Continuous-State Markov Chain with an Application to Queues with Customer Abandonment	23
Bridging Bayesian and Minimax Mean Square Error Estimation via Wasserstein Distributionally Robust Optimization	23
A Policy Gradient Algorithm for the Risk-Sensitive Exponential Cost MDP	22
A Feasible Method for Solving an SDP Relaxation of the Quadratic Knapsack Problem	22
The Information Projection in Moment Inequality Models: Existence, Dual Representation, and Approximation	19
Slater Condition for Tangent Derivatives	19
Contextual Bandits with Cross-Learning	19
Difference-of-Convex Algorithm with Extrapolation for Nonconvex, Nonsmooth Optimization Problems	19
Uniform Moment Bounds for Generalized Jackson Networks in Multiscale Heavy Traffic	18
Fast Rates for the Regret of Offline Reinforcement Learning	16
Lower Complexity Bounds of First-Order Methods for Affinely Constrained Composite Nonconvex Problems	16
A Machine Learning Method for Stackelberg Mean Field Games	16
The Complexity of Recognizing Facets for the Knapsack Polytope	16

The Online Saddle Point Problem and Online Convex Optimization with Knapsacks	14
Nonregular McKean–Vlasov Equations and Calibration Problem in Local Stochastic Volatility Models	14
Finite State Mean Field Games with Wright–Fisher Common Noise as Limits ofN-Player Weighted Games	14
On the Simplex Method for 0/1-Polytopes	14
Distributionally Robust Inventory Control When Demand Is a Martingale	14
Robust Online Selection with Uncertain Offer Acceptance	13
A Primal–Dual Learning Algorithm for Personalized Dynamic Pricing with an Inventory Constraint	13
Reduction of Potential-Based Flow Networks	13
Equilibria in Multiclass and Multidimensional Atomic Congestion Games	13
A Semidefinite Relaxation Method for Partially Symmetric Tensor Decomposition	13
Developing Lagrangian-Based Methods for Nonsmooth Nonconvex Optimization	13
Variance-Reduced Accelerated First-Order Methods: Central Limit Theorems and Confidence Statements	12
Scalable Computation of Dynamic Flow Problems via Multimarginal Graph-Structured Optimal Transport	11
Suboptimal Local Minima Exist for Wide Neural Networks with Smooth Activations	11
Approximation and Convergence of Large Atomic Congestion Games	11
Improved Guarantees for Offline Stochastic Matching via New Ordered Contention Resolution Schemes	11
Many-Server Heavy-Traffic Limits for Queueing Systems with Perfectly Correlated Service and Patience Times	11
Managing Customer Churn via Service Mode Control	11
Optimal Partition for a Multi-Type Queueing System	11
Fair and Efficient Multi-resource Allocation for Cloud Computing: Beyond Dominant Resource Fairness	11
A New Approach to Capacity Scaling Augmented with Unreliable Machine Learning Predictions	11
Satiation in Fisher Markets and Approximation of Nash Social Welfare	10
Equilibria and Systemic Risk in Saturated Networks	10
Monotone Inclusions, Acceleration, and Closed-Loop Control	10
Fair-Share Allocations for Agents with Arbitrary Entitlements	10
A First-Order Primal-Dual Method for Nonconvex Constrained Optimization Based on the Augmented Lagrangian	10
Well-Posedness and Sensitivity Analysis of a Fluid Model for Multiclass Many-Server Queues with Abandonment Under Global FCFS Discipline	10
Steiner Cut Dominants	10
Unbiased Least Squares Regression via Averaged Stochastic Gradient Descent	10
Editorial Board	10
On Integer Programming, Discrepancy, and Convolution	9
An Adaptive Lagrangian-Based Scheme for Nonconvex Composite Optimization	9
Optimization Under Rational Expectations: A Framework of Fully Coupled Forward-Backward Stochastic Linear Quadratic Systems	9
Contingent Capital with Stock Price Triggers in Interbank Networks	9
A Riemannian Alternating Direction Method of Multipliers	9
Dissolving Constraints for Riemannian Optimization	8
Semidefinite Approximations for Bicliques and Bi-Independent Pairs	8
Game on Random Environment, Mean-Field Langevin System, and Neural Networks	8
Utility Maximization Under Endogenous Pricing	8
A Classical Search Game in Discrete Locations	8
A Fast Temporal Decomposition Procedure for Long-Horizon Nonlinear Dynamic Programming	8
Repeated Games with Incomplete Information over Predictable Systems	8
How to Design a Stable Serial Knockout Competition	8
Large Ranking Games with Diffusion Control	8
Multiagent Online Learning in Time-Varying Games	8
Distribution-Free Contextual Dynamic Pricing	8
A Label-State Formulation of Stochastic Graphon Games and Approximate Equilibria on Large Networks	7
Rate-Optimal Bayesian Simple Regret in Best Arm Identification	7
Maximizing Nash Social Welfare in Two-Value Instances: Delineating Tractability	7
Approximation Algorithms and Linear Programming Relaxations for Scheduling Problems Related to Min-Sum Set Cover	7

A Characterization of Simultaneous Optimization, Majorization, and (Bi-)Submodular Polyhedra	7
Bounds on the Optimal Radius When Covering a Set with Minimum Radius Identical Disks	7
Erratum to “Budgeted Prize-Collecting Traveling Salesman and Minimum Spanning Tree Problems”	7
Asymptotic Nash Equilibria of Finite-State Ergodic Markovian Mean Field Games	7
Naive Feature Selection: A Nearly Tight Convex Relaxation for Sparse Naive Bayes	7
Towards Optimal Problem Dependent Generalization Error Bounds in Statistical Learning Theory	7
ρ-Arbitrage and ρ-Consistent Pricing for Star-Shaped Risk Measures	7
Diffusion of New Products with Heterogeneous Consumers	7
A Single-Loop Algorithm for Decentralized Bilevel Optimization	7
A Polynomial-Time Algorithm for the Probabilistic Profitable Tour Problem on a Tree	7
On the Effect of Symmetry Requirement for Rendezvous on the Complete Graph	7
Many-Server Queues with Random Service Rates: A Unified Framework Based on Measure-Valued Processes	6
Large Independent Sets in Recursive Markov Random Graphs	6
Conditional Uniformity and Hawkes Processes	6
Stochastic Control Problems with State Reflections Arising from Relaxed Benchmark Tracking	6
Fluid Limits for Longest Job First Queues	6
Relaxed Equilibria for Time-Inconsistent Markov Decision Processes	6
Sums of Separable and Quadratic Polynomials	6
Convergence Analysis of Accelerated Stochastic Gradient Descent Under the Growth Condition	6
A Riemannian Smoothing Steepest Descent Method for Non-Lipschitz Optimization on Embedded Submanifolds of Rn	6
Distributionally Robust Stochastic Optimization with Wasserstein Distance	6
Constrained Information Design	6
Editorial Board	6
The Competition Complexity of Dynamic Pricing	6
Deep Quadratic Hedging	6
Polynomial Voting Rules	6
Information Design and Sharing in Supply Chains	6
Can Learning Be Explained by Local Optimality in Robust Low-Rank Matrix Recovery?	5
Upper Bounds for All and Max-Gain Policy Iteration Algorithms on Deterministic MDPs	5
Penalty and Augmented Lagrangian Methods for Constrained DC Programming	5
Inexact Bregman Proximal Gradient Method and Its Inertial Variant with Absolute and Partial Relative Stopping Criteria	5
Editorial Board	5
Certainty-Equivalent Pricing with Dependent Demand and Limited Price-Changing Opportunities	5
Unichain and Aperiodicity Are Sufficient for Asymptotic Optimality of Average-Reward Restless Bandits	5
Bounding Residence Times for Atomic Dynamic Routings	5
From Perspective Maps to Epigraphical Projections	5
Convergent Nested Alternating Minimization Algorithms for Nonconvex Optimization Problems	5
A Simple 1.5-Approximation Algorithm for a Wide Range of Maximum-Size Stable Matching Problems	5
Quantitative Convergence for Displacement Monotone Mean Field Games with Controlled Volatility	5
Order Independence in Sequential, Issue-by-Issue Voting	5
Local Density Estimation in High Dimensions	5
Stationary Discounted and Ergodic Mean Field Games with Singular Controls	5
An Accelerated Newton–Dinkelbach Method and Its Application to Two Variables per Inequality Systems	5
Global Algorithms for Mean-Variance Optimization in Markov Decision Processes	5
Robustness and Approximation of Discrete-Time Mean-Field Games Under Discounted Cost Criterion	5
Coderivatives at Infinity of Set-Valued Mappings with Applications to Optimization	5
A Stable-Set Bound and Maximal Numbers of Nash Equilibria in Bimatrix Games	5
The Cost of Nonconvexity in Deterministic Nonsmooth Optimization	5
Convexification of Permutation-Invariant Sets and an Application to Sparse Principal Component Analysis	5
Lipschitz Stability of Least-Squares Problems Regularized by Functions with C2-Cone Reducible Conjugates	5
Improved Guarantees for the A Priori TSP	5
Sampling from the Gibbs Distribution in Congestion Games	5
Online Estimation and Optimization of Utility-Based Shortfall Risk	5
(No-)Betting Pareto Optima Under Rank-Dependent Utility	5
Exactness Conditions for Semidefinite Programming Relaxations of Generalization of the Extended Trust Region Subproblem	5
Editorial Board	5
Fluid Limits for Longest Remaining Time First Queues	5
Robust Solutions to a System of Stochastic Vertical Linear Complementarity Problems	5
Optimal Correlated Equilibria in General-Sum Extensive-Form Games: Fixed-Parameter Algorithms, Hardness, and Two-Sided Column-Generation	5
Fair Cake Division Under Monotone Likelihood Ratios	5
Optimal Ratcheting of Dividends with Capital Injection	5
Two Typical Implementable Semismooth* Newton Methods for Generalized Equations Are G-Semismooth Newton Methods	5
Editor’s Comments on the 50th Anniversary of Mathematics of Operations Research	5
Langevin Dynamics Based Algorithm e-THεO POULA for Stochastic Optimization Problems with Discontinuous Stochastic Gradient	5
Robustly Stable Accelerated Momentum Methods with a Near-Optimal L2 Gain and H∞ Performance	4
A Simple Characterization of Supply Correspondences	4
Nontruthful Position Auctions Are More Robust to Misspecification	4
Editorial Board	4
Exploration Noise for Learning Linear-Quadratic Mean Field Games	4
Hidden Integrality and Semirandom Robustness of SDP Relaxation for Sub-Gaussian Mixture Model	4
Small-Loss Bounds for Online Learning with Partial Information	4
Investment Timing and Technological Breakthroughs	4
Editorial Board	4
Algorithms for Budget-Constrained D-Optimal Design	4
Exit Game with Private Information	4
The Minimax Property in Infinite Two-Person Win-Lose Games	4
Optimality of Independently Randomized Symmetric Policies for Exchangeable Stochastic Teams with Infinitely Many Decision Makers	4
A Simple Integral Equation Approach for Optimal Investment Stopping Problems with Partial Information	4
Optimal Electricity Demand Response Contracting with Responsiveness Incentives	4
Estimating a Function and Its Derivatives Under a Smoothness Condition	4

Cardinal-Utility Matching Markets: The Quest for Envy-Freeness, Pareto-Optimality, and Efficient Computability	4
Stochastic Approximation Proximal Method of Multipliers for Convex Stochastic Programming	4
Online Regret Bounds for Satisficing in Markov Decision Processes	4
A Squared Smoothing Newton Method for Semidefinite Programming	4
Submodular Functions and Perfect Graphs	4
Approximately Stationary Bandits with Knapsacks	4
Analysis of the Primal-Dual Central Path for Nonlinear Semidefinite Optimization Without the Nondegeneracy Condition	4
Diffusion-Based Staffing for Multitasking Service Systems with Many Servers	4
Oriented Calmness and Sweeping Process Dynamics	4
Market Design with Distributional Objectives	4
Secretaries with Advice	4
An Optimal Streaming Algorithm for Submodular Maximization with a Cardinality Constraint	4
Improved Bounds for Single-Nomination Impartial Selection	4
Fair Congested Assignment	4
Efficient and Near-Optimal Online Portfolio Selection	4
Generalized Ellipsoids	4
Efficient Approximation Schemes for Stochastic Probing and Selection-Stopping Problems	3
Coordinate Descent Without Coordinates: Tangent Subspace Descent on Riemannian Manifolds	3
Dual Solutions in Convex Stochastic Optimization	3
A Convex Form That Is Not a Sum of Squares	3
Probabilistic Bounds on the k-Traveling Salesman Problem and the Traveling Repairman Problem	3
Budget-Feasible Mechanism Design for Non-monotone Submodular Objectives: Offline and Online	3
Regret Analysis of a Markov Policy Gradient Algorithm for Multiarm Bandits	3
Corruption-Robust Exploration in Episodic Reinforcement Learning	3
Single-Server Queues with State-Dependent Hawkes Arrivals	3
Combinatorial Auctions with Interdependent Valuations: SOS to the Rescue	3
Binary Extended Formulations and Sequential Convexification	3
The Circlet Inequalities: A New, Circulant-Based, Facet-Defining Inequality for the TSP	3
A Sampling-Based Gittins Index Approximation	3
How Many Vertices Does a Random Walk Miss in a Network with a Moderately Increasing Number of Vertices?	3
A Theoretical Framework for Instance Complexity of the Resource-Constrained Project Scheduling Problem	3
Fast Convergence of Frank-Wolfe Algorithms on Polytopes	3
Rockafellian Relaxation and Stochastic Optimization Under Perturbations	3
An Adaptive Forward-Backward-Forward Splitting Algorithm for Solving Pseudo-Monotone Inclusions	3
The Buck-Passing Game	3
Synchronization Games	3
Bilevel Gradient Methods and the Morse Parametric Qualification Condition	3
On Degenerate Doubly Nonnegative Projection Problems	3
Improving Envy Freeness up to Any Good Guarantees Through Rainbow Cycle Number	3
Correlated Equilibria and Mean Field Games: A Simple Model	3
Probabilistic Analysis of Edge Elimination for Euclidean TSP	3
Efficiency of Stochastic Coordinate Proximal Gradient Methods on Nonseparable Composite Optimization	3
A Generalized Newton Method for Subgradient Systems	3
Uniform Mixed Equilibria in Network Congestion Games with Link Failures	3
Linear Program-Based Policies for Restless Bandits: Necessary and Sufficient Conditions for (Exponentially Fast) Asymptotic Optimality	3
Round-Robin Beyond Additive Agents: Existence and Fairness of Approximate Equilibria	3
Branch-and-Bound Algorithms as Polynomial-Time Approximation Schemes	3
Zero-Sum Games and Linear Programming Duality	3
On Optimality Conditions for Nonlinear Conic Programming	3
Splitting Guarantees for Prophet Inequalities via Nonlinear Systems	3
McKean–Vlasov Optimal Control: Limit Theory and Equivalence Between Different Formulations	3
Approximate Nash Equilibria in Large Nonconvex Aggregative Games	3
Truthfulness of a Network Resource-Sharing Protocol	3
Joint Mixability and Notions of Negative Dependence	3
A Stochastic Sequential Quadratic Optimization Algorithm for Nonlinear-Equality-Constrained Optimization with Rank-Deficient Jacobians	3
Generalization Bounds in the Predict-Then-Optimize Framework	3
On Stability of the Scholtes Regularization for Mathematical Programs with Complementarity Constraints	3
The Privacy Paradox and Optimal Bias–Variance Trade-offs in Data Acquisition	3
Stochastic Subgradient Descent Escapes Active Strict Saddles on Weakly Convex Functions	3
Fluctuation Theory of Continuous-Time, Skip-Free Downward Markov Chains with Applications to Branching Processes with Immigration	3
Effort Decisions in Contests with Shared Attributes	3
Comparison Between Mean-Variance and Monotone Mean-Variance Preferences Under Jump Diffusion and Stochastic Factor Model	3
Corrigendum to “Interim Rationalizable Implementation of Functions” (Kunimoto T, Saran R, Serrano R (2024) Mathematics of Operations Research 49(3):1791–	3
Dynamic Optimal Reinsurance and Dividend Payout in Finite Time Horizon	3
Assortment Planning for Recommendations at Checkout Under Inventory Constraints	3
Editorial Board	3
Semistatic Variance-Optimal Hedging with Self-Exciting Jumps	3
Online Stochastic Max-Weight Bipartite Matching: Beyond Prophet Inequalities	2
Polynomial Upper Bounds on the Number of Differing Columns of Δ-Modular Integer Programs	2
Nonzero-Sum Optimal Stopping Game with Continuous vs. Periodic Exercise Opportunities	2
SoS Certification for Symmetric Quadratic Functions and Its Connection to Constrained Boolean Hypercube Optimization	2
Indefinite Linear-Quadratic Partially Observed Mean-Field Game	2
Bias and Extrapolation in Markovian Linear Stochastic Approximation with Constant Step Sizes	2
On Time-Inconsistent Extended Mean-Field Control Problems with Common Noise	2
Graphon Games with Multiple Equilibria: Analysis and Computation	2
A Semismooth Newton-Type Method for the Nearest Doubly Stochastic Matrix Problem	2
Mirror Descent Algorithms for Risk Budgeting Portfolios	2
Robust Markov Decision Processes: Beyond Rectangularity	2
Gale’s Fixed Tax for Exchanging Houses	2
Algorithms for Competitive Division of Chores	2
Bypassing the Monster: A Faster and Simpler Optimal Algorithm for Contextual Bandits Under Realizability	2
Convergence of Finite Memory Q Learning for POMDPs and Near Optimality of Learned Policies Under Filter Stability	2
Interim Rationalizable Implementation of Functions	2
Robustness of Stochastic Optimal Control to Approximate Diffusion Models Under Several Cost Evaluation Criteria	2
Worst-Case Iteration Bounds for Log Barrier Methods on Problems with Nonconvex Constraints	2
A Unified Analysis of a Class of Proximal Bundle Methods for Solving Hybrid Convex Composite Optimization Problems	2
Forbidden Transactions and Black Markets	2
Sparse Integer Programming Is Fixed-Parameter Tractable	2
A Unifying Framework for Submodular Mean Field Games	2
Min-Cost Popular Matchings in a Hospitals/Residents Instance with Complete Preferences	2
Editorial Board	2
The Finite-Horizon Retirement Problem with Borrowing Constraint: A Zero-Sum Stopper Versus Singular-Controller Game	2
Sensitivity Analysis of the Maximal Value Function with Applications in Nonconvex Minimax Programs	2
Fair Integral Network Flows	2
Iteration Complexity of a Proximal Augmented Lagrangian Method for Solving Nonconvex Composite Optimization Problems with Nonlinear Convex Constraints	2