Mathematics of Operations Research

Article	Citations
Distributionally Robust Stochastic Optimization with Wasserstein Distance	68
Nonparametric Learning Algorithms for Joint Pricing and Inventory Control with Lost Sales and Censored Demand	53
The Proximal Alternating Direction Method of Multipliers in the Nonconvex Setting: Convergence Analysis and Rates	43
Statistics of Robust Optimization: A Generalized Empirical Likelihood Approach	38
Characterization, Robustness, and Aggregation of Signed Choquet Integrals	32
A Theory for Measures of Tail Risk	29
Strong and Weak Equilibria for Time-Inconsistent Stochastic Control in Continuous Time	27
Last-Mile Shared Delivery: A Discrete Sequential Packing Approach	22
A Mean Field Game of Optimal Portfolio Liquidation	19
On the Optimality of Affine Policies for Budgeted Uncertainty Sets	19
Steady-State Analysis of the Join-the-Shortest-Queue Model in the Halfin–Whitt Regime	19
Closing the Gap for Makespan Scheduling via Sparsification Techniques	18
Fast Hybrid Schemes for Fractional Riccati Equations (Rough Is Not So Tough)	18
Stochastic Graphon Games: I. The Static Case	17
A Dynamic Network Model of Interbank Lending—Systemic Risk and Liquidity Provisioning	15
Competitive Equilibrium with Indivisible Goods and Generic Budgets	14
A Block Successive Upper-Bound Minimization Method of Multipliers for Linearly Constrained Convex Optimization	14
Greed Works—Online Algorithms for Unrelated Machine Stochastic Scheduling	14
A Stochastic Analysis of Queues with Customer Choice and Delayed Information	14
Budgeted Prize-Collecting Traveling Salesman and Minimum Spanning Tree Problems	14
Power-of-d-Choices with Memory: Fluid Limit and Optimality	13
Epi-Regularization of Risk Measures	13
Bridging Bayesian and Minimax Mean Square Error Estimation via Wasserstein Distributionally Robust Optimization	12
The Running Intersection Relaxation of the Multilinear Polytope	12
Approximate Markov-Nash Equilibria for Discrete-Time Risk-Sensitive Mean-Field Games	12

Extrapolated Proximal Subgradient Algorithms for Nonconvex and Nonsmooth Fractional Programs	11
Entropy Regularization for Mean Field Games with Learning	11
Affine Storage and Insurance Risk Models	11
A Case Study on Stochastic Games on Large Graphs in Mean Field and Sparse Regimes	10
Posted Price Mechanisms and Optimal Threshold Strategies for Random Arrivals	10
Variational Analysis of Composite Models with Applications to Continuous Optimization	10
Optimal Retirement Under Partial Information	10
From Monetary to Nonmonetary Mechanism Design via Artificial Currencies	10
Synthesis and Generalization of Structural Results in Inventory Management: A Generalized Convexity Property	10
Distributional Transforms, Probability Distortions, and Their Applications	9
Polynomial Upper Bounds on the Number of Differing Columns of Δ-Modular Integer Programs	9
Game of Thrones: Fully Distributed Learning for Multiplayer Bandits	9
A Primal–Dual Learning Algorithm for Personalized Dynamic Pricing with an Inventory Constraint	9
Proximal-Like Incremental Aggregated Gradient Method with Linear Convergence Under Bregman Distance Growth Conditions	9
Asymptotic Optimality of Power-of-d Load Balancing in Large-Scale Systems	9
Pure Nash Equilibria and Best-Response Dynamics in Random Games	9
Inf-Convolution, Optimal Allocations, and Model Uncertainty for Tail Risk Measures	9
Geometrically Convergent Simulation of the Extrema of Lévy Processes	9
Optimal Transport-Based Distributionally Robust Optimization: Structural Properties and Iterative Schemes	8
Optimal Policy for Dynamic Assortment Planning Under Multinomial Logit Models	8
Heavy-Traffic Analysis of Queueing Systems with No Complete Resource Pooling	8
Optimal Electricity Demand Response Contracting with Responsiveness Incentives	8
Randomized Linear Programming Solves the Markov Decision Problem in Nearly Linear (Sometimes Sublinear) Time	8
Ghost Penalties in Nonconvex Constrained Optimization: Diminishing Stepsizes and Iteration Complexity	8
Accelerated Stochastic Algorithms for Convex-Concave Saddle-Point Problems	8
Stochastic Recursive Inclusions in Two Timescales with Nonadditive Iterate-Dependent Markov Noise	8
A Dynamic Contagion Risk Model with Recovery Features	8
Convergence of Finite Memory Q Learning for POMDPs and Near Optimality of Learned Policies Under Filter Stability	7
Regular Matroids Have Polynomial Extension Complexity	7
Mean Field Analysis of Deep Neural Networks	7
Distributed Stochastic Optimization with Large Delays	7
A Probabilistic Approach to Extended Finite State Mean Field Games	7
On the Existence of Pairwise Stable Weighted Networks	7
The Limit of Stationary Distributions of Many-Server Queues in the Halfin–Whitt Regime	7
General Error Estimates for the Longstaff–Schwartz Least-Squares Monte Carlo Algorithm	7
Nonzero-Sum Stochastic Games and Mean-Field Games with Impulse Controls	7
Strong Metric (Sub)regularity of Karush–Kuhn–Tucker Mappings for Piecewise Linear-Quadratic Convex-Composite Optimization and the Quadratic Convergence of Newton’s Method	7
The Exact Modulus of the Generalized Concave Kurdyka-Łojasiewicz Property	6
Provably Efficient Reinforcement Learning with Linear Function Approximation	6
McKean–Vlasov Optimal Control: Limit Theory and Equivalence Between Different Formulations	6
Envy-Free Division of Land	6
Quitting Games and Linear Complementarity Problems	6
Finite State Mean Field Games with Wright–Fisher Common Noise as Limits ofN-Player Weighted Games	6
A Verification Theorem for Threshold-Indexability of Real-State Discounted Restless Bandits	6
Bypassing the Monster: A Faster and Simpler Optimal Algorithm for Contextual Bandits Under Realizability	6
A Theoretical Framework for Instance Complexity of the Resource-Constrained Project Scheduling Problem	6
New Algorithms for Solving Zero-Sum Stochastic Games	6
Surplus-Invariant Risk Measures	6
Dynamic Set Values for Nonzero-Sum Games with Multiple Equilibriums	6
Fair Allocation of Indivisible Goods: Improvement	6

Multivariate Monotone Inclusions in Saddle Form	6
Equilibria and Systemic Risk in Saturated Networks	6
A Variable Sample-Size Stochastic Quasi-Newton Method for Smooth and Nonsmooth Stochastic Convex Optimization	6
Terminal Ranking Games	5
Popularity, Mixed Matchings, and Self-Duality	5
Heavy-Traffic Insensitive Bounds for Weighted Proportionally Fair Bandwidth Sharing Policies	5
On Optimality Conditions for Nonlinear Conic Programming	5
A New Augmented Lagrangian Method for MPCCs—Theoretical and Numerical Comparison with Existing Augmented Lagrangian Methods	5
Interactive Information Design	5
Rescaling Algorithms for Linear Conic Feasibility	5
A Study of Convex Convex-Composite Functions via Infimal Convolution with Applications	5
Proximal Gradient Methods with Adaptive Subspace Sampling	5
Robust Markov Decision Processes: Beyond Rectangularity	5
Future Expectations Modeling, Random Coefficient Forward–Backward Stochastic Differential Equations, and Stochastic Viscosity Solutions	5
Intertemporal Choice with Continuity Constraints	5
Approximation and Convergence of Large Atomic Congestion Games	5
Distributionally Robust Chance Constrained Geometric Optimization	5
Mean-Variance Portfolio Selection with Dynamic Targets for Expected Terminal Wealth	5
A Dynkin Game on Assets with Incomplete Information on the Return	5
Quasi-Popular Matchings, Optimality, and Extended Formulations	5
Dynkin Games with Incomplete and Asymmetric Information	4
Shapley–Snow Kernels, Multiparameter Eigenvalue Problems, and Stochastic Games	4
On Integer Programming, Discrepancy, and Convolution	4
Multiagent Online Learning in Time-Varying Games	4
On Uniform Exponential Ergodicity of Markovian Multiclass Many-Server Queues in the Halfin–Whitt Regime	4
Optimistic Posterior Sampling for Reinforcement Learning: Worst-Case Regret Bounds	4
Heavy Traffic Limits for Join-the-Shortest-Estimated-Queue Policy Using Delayed Information	4
Computation of Dynamic Equilibria in Series-Parallel Networks	4
Adaptive Bin Packing with Overflow	4
Prophet Inequalities for Independent and Identically Distributed Random Variables from an Unknown Distribution	4
Approximation Algorithms for D-optimal Design	4
Variance Regularization in Sequential Bayesian Optimization	4
Time-Varying Semidefinite Programs	4
Trust Your Data or Not—StQP Remains StQP: Community Detection via Robust Standard Quadratic Optimization	4
Stochastic Zeroth-Order Riemannian Derivative Estimation and Optimization	4
Unanimous and Strategy-Proof Probabilistic Rules for Single-Peaked Preference Profiles on Graphs	4
Stationary Discounted and Ergodic Mean Field Games with Singular Controls	4
Correlated Equilibria and Mean Field Games: A Simple Model	4
Core Nonemptiness of Stratified Pooling Games: A Structured Markov Decision Process Approach	4
A Discrete Convex Min-Max Formula for Box-TDI Polyhedra	4
Time-Consistent Conditional Expectation Under Probability Distortion	4
Control-Stopping Games for Market Microstructure and Beyond	4
Solving Nonsmooth and Nonconvex Compound Stochastic Programs with Applications to Risk Measure Minimization	4
Consensus Halving for Sets of Items	4
Stability and Instability of the MaxWeight Policy	4
Statistical Query Algorithms for Mean Vector Estimation and Stochastic Convex Optimization	4
Parametric Computation of Minimum-Cost Flows with Piecewise Quadratic Costs	4
Limit Equilibrium Payoffs in Stochastic Games	4
Acyclic Gambling Games	4
Second-Order Optimality Conditions for Nonconvex Set-Constrained Optimization Problems	4
Graphical Convergence of Subgradients in Nonconvex Optimization and Learning	4
Fluid Limits for Multiclass Many-Server Queues with General Reneging Distributions and Head-of-the-Line Scheduling	4
Efficient Online Linear Optimization with Approximation Algorithms	3
Edge-Weighted Online Windowed Matching	3
Hypergraph k-Cut for Fixed k in Deterministic Polynomial Time	3
Distributionally Robust Markov Decision Processes and Their Connection to Risk Measures	3
Analyzing Approximate Value Iteration Algorithms	3
Dynamic Optimal Reinsurance and Dividend Payout in Finite Time Horizon	3
Set Relations via Families of Scalar Functions and Approximate Solutions in Set Optimization	3
Strong Algorithms for the Ordinal Matroid Secretary Problem	3
Directional Necessary Optimality Conditions for Bilevel Programs	3
Universal Barrier Is n-Self-Concordant	3
Polyhedral Clinching Auctions for Two-Sided Markets	3
Large Fork-Join Queues with Nearly Deterministic Arrival and Service Times	3
Iteration Complexity of a Proximal Augmented Lagrangian Method for Solving Nonconvex Composite Optimization Problems with Nonlinear Convex Constraints	3
Sufficiency of Markov Policies for Continuous-Time Jump Markov Decision Processes	3
About the Structure of the Integer Cone and Its Application to Bin Packing	3
On Computing the Nonlinearity Interval in Parametric Semidefinite Optimization	3
Shapley–Scarf Housing Markets: Respecting Improvement, Integer Programming, and Kidney Exchange	3
Suboptimal Local Minima Exist for Wide Neural Networks with Smooth Activations	3
Distributionally Robust Inventory Control When Demand Is a Martingale	3
Stationary Waiting Time in Parallel Queues with Synchronization	3
Sufficient Optimality Conditions in Bilevel Programming	3
An Equilibrium Model for the Cross Section of Liquidity Premia	3
Asymptotic Properties of Stationary Solutions of Coupled Nonconvex Nonsmooth Empirical Risk Minimization	3
Convergence Rates for Regularized Optimal Transport via Quantization	3
Load Balancing Under Strict Compatibility Constraints	3
Geometric Rescaling Algorithms for Submodular Function Minimization	3
Stochastic Optimization with Decision-Dependent Distributions	3
Multiplayer Bandits Without Observing Collision Information	3

Parametric Shortest-Path Algorithms via Tropical Geometry	3
Satisficing in Time-Sensitive Bandit Learning	3
From Perspective Maps to Epigraphical Projections	3
A General Analysis of Sequential Social Learning	3
Coupled Learning Enabled Stochastic Programming with Endogenous Uncertainty	3
A Generalized Newton Method for Subgradient Systems	3
Guarantees in Fair Division: General or Monotone Preferences	3
Conic Optimization with Spectral Functions on Euclidean Jordan Algebras	3
Control Policies Approaching Hierarchical Greedy Ideal Performance in Heavy Traffic for Resource Sharing Networks	3
Monotonicity and Weighted Prenucleoli: A Characterization Without Consistency	3
Conditional Uniformity and Hawkes Processes	3
A Unifying Framework for Submodular Mean Field Games	3
Stochastic Load Balancing on Unrelated Machines	3
On Capacity-Filling and Substitutable Choice Rules	3
The Efficiency of Resource Allocation Mechanisms for Budget-Constrained Users	3