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 2021-06-01 to 2025-06-01.)
ArticleCitations
Editorial Board156
A Policy Gradient Algorithm for the Risk-Sensitive Exponential Cost MDP56
Randomized Block-Coordinate Optimistic Gradient Algorithms for Root-Finding Problems42
On the Diameter of the Stopped Spider Process26
A Geometric Model of Opinion Polarization25
A Stochastic Representation for Nonlocal Parabolic PDEs with Applications25
Solving Strong-Substitutes Product-Mix Auctions25
Polyhedral Clinching Auctions for Two-Sided Markets23
Posted Price Mechanisms and Optimal Threshold Strategies for Random Arrivals23
Computation of Dynamic Equilibria in Series-Parallel Networks20
Control of Fork-Join Processing Networks with Multiple Job Types and Parallel Shared Resources19
Bridging Bayesian and Minimax Mean Square Error Estimation via Wasserstein Distributionally Robust Optimization19
A Feasible Method for Solving an SDP Relaxation of the Quadratic Knapsack Problem18
Exactness of Parrilo’s Conic Approximations for Copositive Matrices and Associated Low Order Bounds for the Stability Number of a Graph18
Constrained Trading Networks18
Uniform Moment Bounds for Generalized Jackson Networks in Multiscale Heavy Traffic16
Asymptotic Optimality of Constant-Order Policies in Joint Pricing and Inventory Models16
Fast Rates for the Regret of Offline Reinforcement Learning16
Stochastic Graphon Games: I. The Static Case16
The Online Saddle Point Problem and Online Convex Optimization with Knapsacks15
A Primal–Dual Learning Algorithm for Personalized Dynamic Pricing with an Inventory Constraint14
On the Simplex Method for 0/1-Polytopes14
Contextual Bandits with Cross-Learning14
Parametric Computation of Minimum-Cost Flows with Piecewise Quadratic Costs14
Robust Online Selection with Uncertain Offer Acceptance14
Slater Condition for Tangent Derivatives14
Pure Nash Equilibria and Best-Response Dynamics in Random Games14
A Machine Learning Method for Stackelberg Mean Field Games14
Finite State Mean Field Games with Wright–Fisher Common Noise as Limits ofN-Player Weighted Games13
Improved Guarantees for Offline Stochastic Matching via New Ordered Contention Resolution Schemes13
Difference-of-Convex Algorithm with Extrapolation for Nonconvex, Nonsmooth Optimization Problems13
Editorial Board13
Distributionally Robust Inventory Control When Demand Is a Martingale13
Equilibria in Multiclass and Multidimensional Atomic Congestion Games12
The Power of Subsampling in Submodular Maximization12
Many-Server Heavy-Traffic Limits for Queueing Systems with Perfectly Correlated Service and Patience Times12
Value Functions and Optimality Conditions for Nonconvex Variational Problems with an Infinite Horizon in Banach Spaces12
Optimal Partition for a Multi-Type Queueing System12
Suboptimal Local Minima Exist for Wide Neural Networks with Smooth Activations12
Approximation and Convergence of Large Atomic Congestion Games11
A Semidefinite Relaxation Method for Partially Symmetric Tensor Decomposition11
Managing Customer Churn via Service Mode Control11
Reduction of Potential-Based Flow Networks11
Variance-Reduced Accelerated First-Order Methods: Central Limit Theorems and Confidence Statements11
Well-Posedness and Sensitivity Analysis of a Fluid Model for Multiclass Many-Server Queues with Abandonment Under Global FCFS Discipline10
Contingent Capital with Stock Price Triggers in Interbank Networks10
A New Approach to Capacity Scaling Augmented with Unreliable Machine Learning Predictions10
A Riemannian Alternating Direction Method of Multipliers10
Steiner Cut Dominants10
Scalable Computation of Dynamic Flow Problems via Multimarginal Graph-Structured Optimal Transport10
Large Ranking Games with Diffusion Control10
Linear and Utilitarian Choice Functions: Revisiting Myerson’s Theorem9
Fair-Share Allocations for Agents with Arbitrary Entitlements9
Monotone Inclusions, Acceleration, and Closed-Loop Control9
An Adaptive Lagrangian-Based Scheme for Nonconvex Composite Optimization9
Scalar Multivariate Risk Measures with a Single Eligible Asset9
On Integer Programming, Discrepancy, and Convolution9
A First-Order Primal-Dual Method for Nonconvex Constrained Optimization Based on the Augmented Lagrangian9
Equilibria and Systemic Risk in Saturated Networks9
Multiplayer Bandits Without Observing Collision Information9
Optimization Under Rational Expectations: A Framework of Fully Coupled Forward-Backward Stochastic Linear Quadratic Systems9
Satiation in Fisher Markets and Approximation of Nash Social Welfare9
A Theory for Measures of Tail Risk8
A Classical Search Game in Discrete Locations8
Quasi-Polynomial Algorithms for Submodular Tree Orienteering and Directed Network Design Problems8
Multiagent Online Learning in Time-Varying Games8
Dissolving Constraints for Riemannian Optimization8
Asymptotic Nash Equilibria of Finite-State Ergodic Markovian Mean Field Games7
Semidefinite Approximations for Bicliques and Bi-Independent Pairs7
How to Design a Stable Serial Knockout Competition7
Maximizing Nash Social Welfare in 2-Value Instances: Delineating Tractability7
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 Fast Temporal Decomposition Procedure for Long-Horizon Nonlinear Dynamic Programming7
Rate-Optimal Bayesian Simple Regret in Best Arm Identification7
Diffusion of New Products with Heterogeneous Consumers7
Large Deviations for the Single-Server Queue and the Reneging Paradox6
Time-Varying Semidefinite Programs6
Polynomial Voting Rules6
Constrained Information Design6
Approximation Algorithms and Linear Programming Relaxations for Scheduling Problems Related to Min-Sum Set Cover6
A Label-State Formulation of Stochastic Graphon Games and Approximate Equilibria on Large Networks6
Multivariate Monotone Inclusions in Saddle Form6
A Mean Field Game of Optimal Portfolio Liquidation6
Towards Optimal Problem Dependent Generalization Error Bounds in Statistical Learning Theory6
Information Design and Sharing in Supply Chains6
A Polynomial-Time Algorithm for the Probabilistic Profitable Tour Problem on a Tree6
ρ-Arbitrage and ρ-Consistent Pricing for Star-Shaped Risk Measures6
Erratum to “Budgeted Prize-Collecting Traveling Salesman and Minimum Spanning Tree Problems”6
Many-Server Queues with Random Service Rates: A Unified Framework Based on Measure-Valued Processes6
Repeated Games with Incomplete Information over Predictable Systems6
A Characterization of Simultaneous Optimization, Majorization, and (Bi-)Submodular Polyhedra6
Stochastic Control Problems with State Reflections Arising from Relaxed Benchmark Tracking6
Distribution-Free Contextual Dynamic Pricing6
Convergence Analysis of Accelerated Stochastic Gradient Descent Under the Growth Condition5
Upper Bounds for All and Max-Gain Policy Iteration Algorithms on Deterministic MDPs5
On the Effect of Symmetry Requirement for Rendezvous on the Complete Graph5
Large Independent Sets in Recursive Markov Random Graphs5
Extension of Monotonic Functions and Representation of Preferences5
Stationary Discounted and Ergodic Mean Field Games with Singular Controls5
Convergent Nested Alternating Minimization Algorithms for Nonconvex Optimization Problems5
Order Independence in Sequential, Issue-by-Issue Voting5
Optimal Correlated Equilibria in General-Sum Extensive-Form Games: Fixed-Parameter Algorithms, Hardness, and Two-Sided Column-Generation5
The Folk Theorem for Repeated Games with Time-Dependent Discounting5
Relaxed Equilibria for Time-Inconsistent Markov Decision Processes5
Fluid Limits for Longest Job First Queues5
A Riemannian Smoothing Steepest Descent Method for Non-Lipschitz Optimization on Embedded Submanifolds of Rn5
Distributionally Robust Stochastic Optimization with Wasserstein Distance5
Conditional Uniformity and Hawkes Processes5
Improved Guarantees for the A Priori TSP5
Langevin Dynamics Based Algorithm e-THεO POULA for Stochastic Optimization Problems with Discontinuous Stochastic Gradient5
Penalty and Augmented Lagrangian Methods for Constrained DC Programming5
Online Estimation and Optimization of Utility-Based Shortfall Risk5
Editorial Board5
Deep Quadratic Hedging5
Naive Feature Selection: A Nearly Tight Convex Relaxation for Sparse Naive Bayes5
Tractable Relaxations of Composite Functions5
The Competition Complexity of Dynamic Pricing5
Sums of Separable and Quadratic Polynomials5
Sampling from the Gibbs Distribution in Congestion Games5
Optimal Ratcheting of Dividends with Capital Injection5
A Variable Sample-Size Stochastic Quasi-Newton Method for Smooth and Nonsmooth Stochastic Convex Optimization5
Submodular Functions and Perfect Graphs4
Editorial Board4
Exactness Conditions for Semidefinite Programming Relaxations of Generalization of the Extended Trust Region Subproblem4
Global Algorithms for Mean-Variance Optimization in Markov Decision Processes4
Reducing Bias in Event Time Simulations via Measure Changes4
Certainty-Equivalent Pricing with Dependent Demand and Limited Price-Changing Opportunities4
Inexact Bregman Proximal Gradient Method and Its Inertial Variant with Absolute and Partial Relative Stopping Criteria4
A Case Study on Stochastic Games on Large Graphs in Mean Field and Sparse Regimes4
Exploration Noise for Learning Linear-Quadratic Mean Field Games4
A Simple Characterization of Supply Correspondences4
A Squared Smoothing Newton Method for Semidefinite Programming4
The Cost of Nonconvexity in Deterministic Nonsmooth Optimization4
Dense Orbits of the Bayesian Updating Group Action4
From Perspective Maps to Epigraphical Projections4
(No-)Betting Pareto Optima Under Rank-Dependent Utility4
Quantitative Convergence for Displacement Monotone Mean Field Games with Controlled Volatility4
Bounding Residence Times for Atomic Dynamic Routings4
Robustness and Approximation of Discrete-Time Mean-Field Games Under Discounted Cost Criterion4
Secretaries with Advice4
Investment Timing and Technological Breakthroughs4
Dynkin Games with Incomplete and Asymmetric Information4
Strong Embeddings for Transitory Queueing Models4
Exit Game with Private Information4
Editorial Board4
Intersection Disjunctions for Reverse Convex Sets4
An Accelerated Newton–Dinkelbach Method and Its Application to Two Variables per Inequality Systems4
Convexification of Permutation-Invariant Sets and an Application to Sparse Principal Component Analysis4
Local Density Estimation in High Dimensions4
Fluid Limits for Longest Remaining Time First Queues4
Fair Cake Division Under Monotone Likelihood Ratios4
Efficient and Near-Optimal Online Portfolio Selection4
Diffusion-Based Staffing for Multitasking Service Systems with Many Servers4
Nontruthful Position Auctions Are More Robust to Misspecification4
A New Augmented Lagrangian Method for MPCCs—Theoretical and Numerical Comparison with Existing Augmented Lagrangian Methods4
A New Homotopy Proximal Variable-Metric Framework for Composite Convex Minimization4
On Optimality Conditions for Nonlinear Conic Programming3
Corrigendum to “Interim Rationalizable Implementation of Functions” (Kunimoto T, Saran R, Serrano R (2024) Mathematics of Operations Research 49(3):1791–1824)3
Accelerated Stochastic Algorithms for Convex-Concave Saddle-Point Problems3
On Polyhedral Approximations of the Positive Semidefinite Cone3
Fair Congested Assignment3
Efficiency of Stochastic Coordinate Proximal Gradient Methods on Nonseparable Composite Optimization3
An Optimal Streaming Algorithm for Submodular Maximization with a Cardinality Constraint3
Correlated Equilibria and Mean Field Games: A Simple Model3
Small-Loss Bounds for Online Learning with Partial Information3
Joint Mixability and Notions of Negative Dependence3
Linear Program-Based Policies for Restless Bandits: Necessary and Sufficient Conditions for (Exponentially Fast) Asymptotic Optimality3
Feasible Bases for a Polytope Related to the Hamilton Cycle Problem3
A Theoretical Framework for Instance Complexity of the Resource-Constrained Project Scheduling Problem3
Splitting Guarantees for Prophet Inequalities via Nonlinear Systems3
Editorial Board3
The Minimax Property in Infinite Two-Person Win-Lose Games3
Optimal Transport-Based Distributionally Robust Optimization: Structural Properties and Iterative Schemes3
Online Regret Bounds for Satisficing in Markov Decision Processes3
Generalization Bounds in the Predict-Then-Optimize Framework3
Hidden Integrality and Semirandom Robustness of SDP Relaxation for Sub-Gaussian Mixture Model3
On Degenerate Doubly Nonnegative Projection Problems3
Optimality of Independently Randomized Symmetric Policies for Exchangeable Stochastic Teams with Infinitely Many Decision Makers3
Fast Convergence of Frank-Wolfe Algorithms on Polytopes3
McKean–Vlasov Optimal Control: Limit Theory and Equivalence Between Different Formulations3
Estimating a Function and Its Derivatives Under a Smoothness Condition3
A Simple Integral Equation Approach for Optimal Investment Stopping Problems with Partial Information3
How Many Vertices Does a Random Walk Miss in a Network with a Moderately Increasing Number of Vertices?3
Infinite Horizon Stochastic Impulse Control with Delay and Random Coefficients3
Assortment Planning for Recommendations at Checkout Under Inventory Constraints3
Stochastic Approximation Proximal Method of Multipliers for Convex Stochastic Programming3
The Privacy Paradox and Optimal Bias–Variance Trade-offs in Data Acquisition3
Optimal Electricity Demand Response Contracting with Responsiveness Incentives3
A Convex Form That Is Not a Sum of Squares3
Zero-Sum Games and Linear Programming Duality3
Binary Extended Formulations and Sequential Convexification3
Rockafellian Relaxation and Stochastic Optimization Under Perturbations3
Prophet Matching with General Arrivals3
Oriented Calmness and Sweeping Process Dynamics3
Mixed-Integer Convex Representability3
A Superlinearly Convergent Subgradient Method for Sharp Semismooth Problems2
Optimal Investment Strategy for α-Robust Utility Maximization Problem2
Optimal Retirement Under Partial Information2
A Semismooth Newton-Type Method for the Nearest Doubly Stochastic Matrix Problem2
Learning-Augmented Mechanism Design: Leveraging Predictions for Facility Location2
Statistics of Robust Optimization: A Generalized Empirical Likelihood Approach2
Minimization Fractional Prophet Inequalities for Sequential Procurement2
Truthfulness of a Network Resource-Sharing Protocol2
Robust-to-Dynamics Optimization2
Comparison Between Mean-Variance and Monotone Mean-Variance Preferences Under Jump Diffusion and Stochastic Factor Model2
Necessary and Sufficient Conditions for Rank-One-Generated Cones2
Iteration Complexity of a Proximal Augmented Lagrangian Method for Solving Nonconvex Composite Optimization Problems with Nonlinear Convex Constraints2
Round-Robin Beyond Additive Agents: Existence and Fairness of Approximate Equilibria2
Affine Storage and Insurance Risk Models2
Fair Allocation of Indivisible Goods: Improvement2
SoS Certification for Symmetric Quadratic Functions and Its Connection to Constrained Boolean Hypercube Optimization2
Corruption-Robust Exploration in Episodic Reinforcement Learning2
A Unified Analysis of a Class of Proximal Bundle Methods for Solving Hybrid Convex Composite Optimization Problems2
The Competition Complexity of Prophet Inequalities2
Mean Field Analysis of Deep Neural Networks2
Polynomial Upper Bounds on the Number of Differing Columns of Δ-Modular Integer Programs2
Editorial Board2
A Perturbation Framework for Convex Minimization and Monotone Inclusion Problems with Nonlinear Compositions2
Uniform Mixed Equilibria in Network Congestion Games with Link Failures2
Pipeline Interventions2
Regret Analysis of a Markov Policy Gradient Algorithm for Multiarm Bandits2
Hidden Convexity, Optimization, and Algorithms on Rotation Matrices2
Approximate Nash Equilibria in Large Nonconvex Aggregative Games2
A General Framework for Learning Mean-Field Games2
A Mean-Field Control Problem of Optimal Portfolio Liquidation with Semimartingale Strategies2
A Generalized Newton Method for Subgradient Systems2
Newton-CG Methods for Nonconvex Unconstrained Optimization with Hölder Continuous Hessian2
Synchronization Games2
Online Stochastic Max-Weight Bipartite Matching: Beyond Prophet Inequalities2
Distributional Transforms, Probability Distortions, and Their Applications2
Numeraire-Invariant Quadratic Hedging and Mean–Variance Portfolio Allocation2
Probabilistic Analysis of Edge Elimination for Euclidean TSP2
A Homogeneous Second-Order Descent Method for Nonconvex Optimization2
Convergence of Finite Memory Q Learning for POMDPs and Near Optimality of Learned Policies Under Filter Stability2
Robust Markov Decision Processes: Beyond Rectangularity2
Nonzero-Sum Stochastic Games and Mean-Field Games with Impulse Controls2
Extreme-Case Distortion Risk Measures: A Unification and Generalization of Closed-Form Solutions2
Editorial Board2
Forbidden Transactions and Black Markets2
Fluctuation Theory of Continuous-Time, Skip-Free Downward Markov Chains with Applications to Branching Processes with Immigration2
A Unifying Framework for Submodular Mean Field Games2
Dual Solutions in Convex Stochastic Optimization2
Parametric Shortest-Path Algorithms via Tropical Geometry2
The Edgeworth Conjecture with Small Coalitions and Approximate Equilibria in Large Economies2
Dynamic Optimal Reinsurance and Dividend Payout in Finite Time Horizon2
Exact Optimal Stopping for Multidimensional Linear Switching Diffusions2
Budget-Feasible Mechanism Design for Non-monotone Submodular Objectives: Offline and Online2
Optimal Consumption and Investment with Independent Stochastic Labor Income2
Data Exploration by Representative Region Selection: Axioms and Convergence2
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