Mathematics of Operations Research

Article	Citations
Editorial Board	178
A Policy Gradient Algorithm for the Risk-Sensitive Exponential Cost MDP	58
Polyhedral Clinching Auctions for Two-Sided Markets	45
Computation of Dynamic Equilibria in Series-Parallel Networks	31
A Geometric Model of Opinion Polarization	27
Posted Price Mechanisms and Optimal Threshold Strategies for Random Arrivals	26
Many-Server Asymptotics for Join-the-Shortest-Queue in the Super-Halfin-Whitt Scaling Window	26
Bridging Bayesian and Minimax Mean Square Error Estimation via Wasserstein Distributionally Robust Optimization	25
Solving Strong-Substitutes Product-Mix Auctions	23
A Stochastic Representation for Nonlocal Parabolic PDEs with Applications	22
A Feasible Method for Solving an SDP Relaxation of the Quadratic Knapsack Problem	22
Control of Fork-Join Processing Networks with Multiple Job Types and Parallel Shared Resources	22
Constrained Trading Networks	21
Exactness of Parrilo’s Conic Approximations for Copositive Matrices and Associated Low Order Bounds for the Stability Number of a Graph	19
Asymptotic Optimality of Constant-Order Policies in Joint Pricing and Inventory Models	19
A New Finite Approximation Method for Evaluating Steady-State Performance of a Continuous-State Markov Chain with an Application to Queues with Customer Abandonment	18
On the Diameter of the Stopped Spider Process	18
Online Allocation of Reusable Resources in Nonstationary Environments	17
Stochastic Graphon Games: I. The Static Case	17
Randomized Block-Coordinate Optimistic Gradient Algorithms for Root-Finding Problems	17
On the Simplex Method for 0/1-Polytopes	17
Finite State Mean Field Games with Wright–Fisher Common Noise as Limits ofN-Player Weighted Games	16
The Online Saddle Point Problem and Online Convex Optimization with Knapsacks	15
Fast Rates for the Regret of Offline Reinforcement Learning	15
Parametric Computation of Minimum-Cost Flows with Piecewise Quadratic Costs	15

Pure Nash Equilibria and Best-Response Dynamics in Random Games	14
Robust Online Selection with Uncertain Offer Acceptance	14
Slater Condition for Tangent Derivatives	14
A Primal–Dual Learning Algorithm for Personalized Dynamic Pricing with an Inventory Constraint	14
Distributionally Robust Inventory Control When Demand Is a Martingale	14
Contextual Bandits with Cross-Learning	14
Difference-of-Convex Algorithm with Extrapolation for Nonconvex, Nonsmooth Optimization Problems	14
Editorial Board	13
Uniform Moment Bounds for Generalized Jackson Networks in Multiscale Heavy Traffic	13
A Machine Learning Method for Stackelberg Mean Field Games	13
Suboptimal Local Minima Exist for Wide Neural Networks with Smooth Activations	13
Lower Complexity Bounds of First-Order Methods for Affinely Constrained Composite Nonconvex Problems	13
A New Approach to Capacity Scaling Augmented with Unreliable Machine Learning Predictions	12
Value Functions and Optimality Conditions for Nonconvex Variational Problems with an Infinite Horizon in Banach Spaces	12
Equilibria in Multiclass and Multidimensional Atomic Congestion Games	12
Managing Customer Churn via Service Mode Control	12
Many-Server Heavy-Traffic Limits for Queueing Systems with Perfectly Correlated Service and Patience Times	12
Approximation and Convergence of Large Atomic Congestion Games	12
The Power of Subsampling in Submodular Maximization	12
Variance-Reduced Accelerated First-Order Methods: Central Limit Theorems and Confidence Statements	12
Reduction of Potential-Based Flow Networks	11
A Classical Search Game in Discrete Locations	11
A Semidefinite Relaxation Method for Partially Symmetric Tensor Decomposition	11
Optimal Partition for a Multi-Type Queueing System	11
Improved Guarantees for Offline Stochastic Matching via New Ordered Contention Resolution Schemes	11
Scalable Computation of Dynamic Flow Problems via Multimarginal Graph-Structured Optimal Transport	11
Steiner Cut Dominants	11
Contingent Capital with Stock Price Triggers in Interbank Networks	10
Multiplayer Bandits Without Observing Collision Information	10
Large Ranking Games with Diffusion Control	10
Optimization Under Rational Expectations: A Framework of Fully Coupled Forward-Backward Stochastic Linear Quadratic Systems	10
Equilibria and Systemic Risk in Saturated Networks	9
Quasi-Polynomial Algorithms for Submodular Tree Orienteering and Directed Network Design Problems	9
A First-Order Primal-Dual Method for Nonconvex Constrained Optimization Based on the Augmented Lagrangian	9
Scalar Multivariate Risk Measures with a Single Eligible Asset	9
Dissolving Constraints for Riemannian Optimization	9
Fair-Share Allocations for Agents with Arbitrary Entitlements	9
Linear and Utilitarian Choice Functions: Revisiting Myerson’s Theorem	9
Satiation in Fisher Markets and Approximation of Nash Social Welfare	9
An Adaptive Lagrangian-Based Scheme for Nonconvex Composite Optimization	8
Multiagent Online Learning in Time-Varying Games	8
Distribution-Free Contextual Dynamic Pricing	8
Well-Posedness and Sensitivity Analysis of a Fluid Model for Multiclass Many-Server Queues with Abandonment Under Global FCFS Discipline	8
A Riemannian Alternating Direction Method of Multipliers	8
Large Deviations for the Single-Server Queue and the Reneging Paradox	8
Monotone Inclusions, Acceleration, and Closed-Loop Control	8
A Theory for Measures of Tail Risk	8
Diffusion of New Products with Heterogeneous Consumers	8
On Integer Programming, Discrepancy, and Convolution	8
ρ-Arbitrage and ρ-Consistent Pricing for Star-Shaped Risk Measures	7

Repeated Games with Incomplete Information over Predictable Systems	7
Time-Varying Semidefinite Programs	7
Semidefinite Approximations for Bicliques and Bi-Independent Pairs	7
Game on Random Environment, Mean-Field Langevin System, and Neural Networks	7
Bounds on the Optimal Radius When Covering a Set with Minimum Radius Identical Disks	7
A Fast Temporal Decomposition Procedure for Long-Horizon Nonlinear Dynamic Programming	7
Rate-Optimal Bayesian Simple Regret in Best Arm Identification	7
How to Design a Stable Serial Knockout Competition	7
A Mean Field Game of Optimal Portfolio Liquidation	6
Stochastic Control Problems with State Reflections Arising from Relaxed Benchmark Tracking	6
Maximizing Nash Social Welfare in 2-Value Instances: Delineating Tractability	6
Convergence Analysis of Accelerated Stochastic Gradient Descent Under the Growth Condition	6
Asymptotic Nash Equilibria of Finite-State Ergodic Markovian Mean Field Games	6
A Characterization of Simultaneous Optimization, Majorization, and (Bi-)Submodular Polyhedra	6
Tractable Relaxations of Composite Functions	6
A Polynomial-Time Algorithm for the Probabilistic Profitable Tour Problem on a Tree	6
A Riemannian Smoothing Steepest Descent Method for Non-Lipschitz Optimization on Embedded Submanifolds of Rn	6
Fluid Limits for Longest Job First Queues	6
A Label-State Formulation of Stochastic Graphon Games and Approximate Equilibria on Large Networks	6
Approximation Algorithms and Linear Programming Relaxations for Scheduling Problems Related to Min-Sum Set Cover	6
Polynomial Voting Rules	6
Constrained Information Design	6
On the Effect of Symmetry Requirement for Rendezvous on the Complete Graph	6
Information Design and Sharing in Supply Chains	6
Multivariate Monotone Inclusions in Saddle Form	6
Distributionally Robust Stochastic Optimization with Wasserstein Distance	6
Erratum to “Budgeted Prize-Collecting Traveling Salesman and Minimum Spanning Tree Problems”	6
Towards Optimal Problem Dependent Generalization Error Bounds in Statistical Learning Theory	6
Naive Feature Selection: A Nearly Tight Convex Relaxation for Sparse Naive Bayes	6
Many-Server Queues with Random Service Rates: A Unified Framework Based on Measure-Valued Processes	6
Order Independence in Sequential, Issue-by-Issue Voting	5
Convexification of Permutation-Invariant Sets and an Application to Sparse Principal Component Analysis	5
Optimal Ratcheting of Dividends with Capital Injection	5
Langevin Dynamics Based Algorithm e-THεO POULA for Stochastic Optimization Problems with Discontinuous Stochastic Gradient	5
Penalty and Augmented Lagrangian Methods for Constrained DC Programming	5
Upper Bounds for All and Max-Gain Policy Iteration Algorithms on Deterministic MDPs	5
The Competition Complexity of Dynamic Pricing	5
Extension of Monotonic Functions and Representation of Preferences	5
Convergent Nested Alternating Minimization Algorithms for Nonconvex Optimization Problems	5
Can Learning Be Explained by Local Optimality in Robust Low-Rank Matrix Recovery?	5
Sampling from the Gibbs Distribution in Congestion Games	5
Bounding Residence Times for Atomic Dynamic Routings	5
Optimal Correlated Equilibria in General-Sum Extensive-Form Games: Fixed-Parameter Algorithms, Hardness, and Two-Sided Column-Generation	5
A Variable Sample-Size Stochastic Quasi-Newton Method for Smooth and Nonsmooth Stochastic Convex Optimization	5
Large Independent Sets in Recursive Markov Random Graphs	5
Sums of Separable and Quadratic Polynomials	5
Quantitative Convergence for Displacement Monotone Mean Field Games with Controlled Volatility	5
Deep Quadratic Hedging	5
Fluid Limits for Longest Remaining Time First Queues	5
Improved Guarantees for the A Priori TSP	5
Stationary Discounted and Ergodic Mean Field Games with Singular Controls	5
Online Estimation and Optimization of Utility-Based Shortfall Risk	5
Relaxed Equilibria for Time-Inconsistent Markov Decision Processes	5
Conditional Uniformity and Hawkes Processes	5
The Folk Theorem for Repeated Games with Time-Dependent Discounting	5
Editorial Board	5
Strong Embeddings for Transitory Queueing Models	4
Stochastic Approximation Proximal Method of Multipliers for Convex Stochastic Programming	4
Investment Timing and Technological Breakthroughs	4
Nontruthful Position Auctions Are More Robust to Misspecification	4
A Case Study on Stochastic Games on Large Graphs in Mean Field and Sparse Regimes	4
Analysis of the Primal-Dual Central Path for Nonlinear Semidefinite Optimization Without the Nondegeneracy Condition	4
Submodular Functions and Perfect Graphs	4
Inexact Bregman Proximal Gradient Method and Its Inertial Variant with Absolute and Partial Relative Stopping Criteria	4
Certainty-Equivalent Pricing with Dependent Demand and Limited Price-Changing Opportunities	4
From Perspective Maps to Epigraphical Projections	4
Fair Cake Division Under Monotone Likelihood Ratios	4
The Cost of Nonconvexity in Deterministic Nonsmooth Optimization	4
Dense Orbits of the Bayesian Updating Group Action	4
Hidden Integrality and Semirandom Robustness of SDP Relaxation for Sub-Gaussian Mixture Model	4
Diffusion-Based Staffing for Multitasking Service Systems with Many Servers	4
An Optimal Streaming Algorithm for Submodular Maximization with a Cardinality Constraint	4
Improved Bounds for Single-Nomination Impartial Selection	4
A New Homotopy Proximal Variable-Metric Framework for Composite Convex Minimization	4
Global Algorithms for Mean-Variance Optimization in Markov Decision Processes	4
Efficient and Near-Optimal Online Portfolio Selection	4
Exactness Conditions for Semidefinite Programming Relaxations of Generalization of the Extended Trust Region Subproblem	4
Reducing Bias in Event Time Simulations via Measure Changes	4
Local Density Estimation in High Dimensions	4
A New Augmented Lagrangian Method for MPCCs—Theoretical and Numerical Comparison with Existing Augmented Lagrangian Methods	4

Intersection Disjunctions for Reverse Convex Sets	4
Small-Loss Bounds for Online Learning with Partial Information	4
Dynkin Games with Incomplete and Asymmetric Information	4
Editorial Board	4
A Squared Smoothing Newton Method for Semidefinite Programming	4
An Accelerated Newton–Dinkelbach Method and Its Application to Two Variables per Inequality Systems	4
A Simple Characterization of Supply Correspondences	4
Exit Game with Private Information	4
Robustness and Approximation of Discrete-Time Mean-Field Games Under Discounted Cost Criterion	4
Two Typical Implementable Semismooth* Newton Methods for Generalized Equations Are G-Semismooth Newton Methods	4
(No-)Betting Pareto Optima Under Rank-Dependent Utility	4
Editorial Board	4