Mathematics of Operations Research

Papers
(The TQCC of Mathematics of Operations Research is 3. 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 2021-04-01 to 2025-04-01.)
ArticleCitations
Budget-Feasible Mechanism Design for Non-monotone Submodular Objectives: Offline and Online144
Correlated Equilibria and Mean Field Games: A Simple Model63
On Linear Programming for Constrained and Unconstrained Average-Cost Markov Decision Processes with Countable Action Spaces and Strictly Unbounded Costs53
Bridging Bayesian and Minimax Mean Square Error Estimation via Wasserstein Distributionally Robust Optimization41
Control of Fork-Join Processing Networks with Multiple Job Types and Parallel Shared Resources34
Conditional Uniformity and Hawkes Processes24
Sums of Separable and Quadratic Polynomials24
Solving Optimal Stopping Problems via Randomization and Empirical Dual Optimization22
Fair Integral Network Flows22
An Oblivious Ellipsoid Algorithm for Solving a System of (In)Feasible Linear Inequalities21
Editorial Board21
On the Diameter of the Stopped Spider Process19
Algorithms for Competitive Division of Chores16
Constrained Trading Networks15
A Convex Form That Is Not a Sum of Squares14
On Degenerate Doubly Nonnegative Projection Problems14
Data Exploration by Representative Region Selection: Axioms and Convergence14
Convexification of Bilinear Terms over Network Polytopes14
A Unified Framework for Bayesian and Non-Bayesian Decision Making and Inference13
A Class of Recursive Optimal Stopping Problems with Applications to Stock Trading13
The Folk Theorem for Repeated Games with Time-Dependent Discounting13
Corruption-Robust Exploration in Episodic Reinforcement Learning12
Editorial Board12
A Feasible Method for Solving an SDP Relaxation of the Quadratic Knapsack Problem12
Editorial Board12
Stateful Posted Pricing with Vanishing Regret via Dynamic Deterministic Markov Decision Processes12
Minimal and Locally Edge Minimal Fluid Models for Resource-Sharing Networks12
Strong Convexity of Feasible Sets in Off-line and Online Optimization11
Efficiency of Stochastic Coordinate Proximal Gradient Methods on Nonseparable Composite Optimization11
Distributional Transforms, Probability Distortions, and Their Applications11
Mixed-Integer Convex Representability11
Large Independent Sets in Recursive Markov Random Graphs11
Relaxed Equilibria for Time-Inconsistent Markov Decision Processes10
Ghost Penalties in Nonconvex Constrained Optimization: Diminishing Stepsizes and Iteration Complexity10
Fast Convex Optimization via Time Scale and Averaging of the Steepest Descent10
Generalization Bounds in the Predict-Then-Optimize Framework10
Optimal Stopping of a Random Sequence with Unknown Distribution9
Editorial Board9
Square-Root Regret Bounds for Continuous-Time Episodic Markov Decision Processes9
Online Bipartite Matching with Reusable Resources9
Provably Efficient Reinforcement Learning with Linear Function Approximation9
Convergence Rates for Regularized Optimal Transport via Quantization9
Asymptotic Optimality of Constant-Order Policies in Joint Pricing and Inventory Models9
A Policy Gradient Algorithm for the Risk-Sensitive Exponential Cost MDP9
On the Efficient Implementation of the Matrix Exponentiated Gradient Algorithm for Low-Rank Matrix Optimization9
Join-the-Shortest Queue with Abandonment: Critically Loaded and Heavily Overloaded Regimes9
Binary Extended Formulations and Sequential Convexification9
Algorithms for Persuasion with Limited Communication8
A Primal-Dual Smoothing Framework for Max-Structured Non-Convex Optimization8
Extension of Monotonic Functions and Representation of Preferences8
The Competition Complexity of Dynamic Pricing8
Posted Price Mechanisms and Optimal Threshold Strategies for Random Arrivals8
Solving Strong-Substitutes Product-Mix Auctions8
Bilateral Trade: A Regret Minimization Perspective7
Exactness of Parrilo’s Conic Approximations for Copositive Matrices and Associated Low Order Bounds for the Stability Number of a Graph7
Is Pessimism Provably Efficient for Offline Reinforcement Learning?7
A Complementary Pivot Algorithm for Competitive Allocation of a Mixed Manna7
A Stochastic Representation for Nonlocal Parabolic PDEs with Applications7
A Theory of Alternating Paths and Blossoms from the Perspective of Minimum Length7
Envy-Free Division of Multilayered Cakes7
Finite-Time High-Probability Bounds for Polyak–Ruppert Averaged Iterates of Linear Stochastic Approximation7
The Privacy Paradox and Optimal Bias–Variance Trade-offs in Data Acquisition7
Mean-Variance Portfolio Selection with Dynamic Targets for Expected Terminal Wealth6
Joint Mixability and Notions of Negative Dependence6
Deep Quadratic Hedging6
Polyhedral Clinching Auctions for Two-Sided Markets6
Langevin Dynamics Based Algorithm e-THεO POULA for Stochastic Optimization Problems with Discontinuous Stochastic Gradient6
Sampling from the Gibbs Distribution in Congestion Games6
A Dynamic Contagion Risk Model with Recovery Features6
Information Design and Sharing in Supply Chains6
Computation of Dynamic Equilibria in Series-Parallel Networks6
A Geometric Model of Opinion Polarization6
Lipschitz Bernoulli Utility Functions6
Bypassing the Monster: A Faster and Simpler Optimal Algorithm for Contextual Bandits Under Realizability6
On the Price of Anarchy for Flows over Time6
Convergence Analysis of Accelerated Stochastic Gradient Descent Under the Growth Condition6
Stochastic Graphon Games: I. The Static Case6
A Study of Convex Convex-Composite Functions via Infimal Convolution with Applications6
Scalable Computation of Dynamic Flow Problems via Multimarginal Graph-Structured Optimal Transport6
Primal-Dual Extrapolation Methods for Monotone Inclusions Under Local Lipschitz Continuity5
The Pareto Frontier of Inefficiency in Mechanism Design5
Asymptotic Properties of Stationary Solutions of Coupled Nonconvex Nonsmooth Empirical Risk Minimization5
Examples of Pathological Dynamics of the Subgradient Method for Lipschitz Path-Differentiable Functions5
Congruency-Constrained TU Problems Beyond the Bimodular Case5
Difference-of-Convex Algorithm with Extrapolation for Nonconvex, Nonsmooth Optimization Problems5
Percolation Games5
Universal Barrier Is n-Self-Concordant5
Slater Condition for Tangent Derivatives5
Unanimous and Strategy-Proof Probabilistic Rules for Single-Peaked Preference Profiles on Graphs5
Convergent Nested Alternating Minimization Algorithms for Nonconvex Optimization Problems5
Optimal Ratcheting of Dividends with Capital Injection5
Finite State Mean Field Games with Wright–Fisher Common Noise as Limits ofN-Player Weighted Games5
A Generalized Newton Method for Subgradient Systems5
Lyapunov Conditions for Differentiability of Markov Chain Expectations5
Distributionally Robust Inventory Control When Demand Is a Martingale5
Minimal-Access Rights in School Choice and the Deferred Acceptance Mechanism5
A General Framework for Bandit Problems Beyond Cumulative Objectives5
Dynamic Fair Resource Division5
Weak Approachability of Convex Sets in Absorbing Games5
Mean Field Contest with Singularity5
An Approximation to the Invariant Measure of the Limiting Diffusion of G/Ph/n + GI Queues in the Halfin–Whitt Regime and Related Asymptotics4
Quantitative Convergence for Displacement Monotone Mean Field Games with Controlled Volatility4
Dynamic Optimal Reinsurance and Dividend Payout in Finite Time Horizon4
Stationary Discounted and Ergodic Mean Field Games with Singular Controls4
Risk-Averse Markov Decision Processes Through a Distributional Lens4
Round-Robin Beyond Additive Agents: Existence and Fairness of Approximate Equilibria4
Tight Approximation for Unconstrained XOS Maximization4
Fully Polynomial-Time Approximation Schemes for Fair Rent Division4
Contextual Bandits with Cross-Learning4
Order Independence in Sequential, Issue-by-Issue Voting4
Penalty and Augmented Lagrangian Methods for Constrained DC Programming4
Liquid Welfare Guarantees for No-Regret Learning in Sequential Budgeted Auctions4
Parametric Computation of Minimum-Cost Flows with Piecewise Quadratic Costs4
Allocating Indivisible Goods to Strategic Agents: Pure Nash Equilibria and Fairness4
Compact Extended Formulations for Low-Rank Functions with Indicator Variables4
Asymptotically Optimal Sequential Design for Rank Aggregation4
The Secretary Problem with Predictions4
Learning Zero-Sum Simultaneous-Move Markov Games Using Function Approximation and Correlated Equilibrium4
Geometrical Bounds for Variance and Recentered Moments4
The Exact Modulus of the Generalized Concave Kurdyka-Łojasiewicz Property4
On Interim Envy-Free Allocation Lotteries4
The Core of Housing Markets from an Agent’s Perspective: Is It Worth Sprucing up Your Home?4
Optimistic Posterior Sampling for Reinforcement Learning: Worst-Case Regret Bounds4
Confidence Intervals for Piecewise Normal Distributions and Stochastic Variational Inequalities4
Minimization Fractional Prophet Inequalities for Sequential Procurement4
Conic Optimization with Spectral Functions on Euclidean Jordan Algebras4
Counting and Enumerating Optimum Cut Sets for Hypergraph k-Partitioning Problems for Fixed k4
Optimal Error Bounds in the Absence of Constraint Qualifications with Applications to p-Cones and Beyond4
Sufficient Optimality Conditions in Bilevel Programming4
On the Simplex Method for 0/1-Polytopes4
Strong Algorithms for the Ordinal Matroid Secretary Problem4
Heavy-Traffic Analysis of Queueing Systems with No Complete Resource Pooling4
Parabolic Regularity of Spectral Functions4
Robust Online Selection with Uncertain Offer Acceptance4
Neural Temporal Difference and Q Learning Provably Converge to Global Optima4
Random Perfect Information Games3
Optimal Correlated Equilibria in General-Sum Extensive-Form Games: Fixed-Parameter Algorithms, Hardness, and Two-Sided Column-Generation3
The Online Saddle Point Problem and Online Convex Optimization with Knapsacks3
A Primal–Dual Learning Algorithm for Personalized Dynamic Pricing with an Inventory Constraint3
Distributionally Robust Markov Decision Processes and Their Connection to Risk Measures3
Comparison Between Mean-Variance and Monotone Mean-Variance Preferences Under Jump Diffusion and Stochastic Factor Model3
Heavy-Traffic Insensitive Bounds for Weighted Proportionally Fair Bandwidth Sharing Policies3
Risk-Averse Optimal Control in Continuous Time by Nesting Risk Measures3
Pure Nash Equilibria and Best-Response Dynamics in Random Games3
Dynamic Set Values for Nonzero-Sum Games with Multiple Equilibriums3
Uniform Moment Bounds for Generalized Jackson Networks in Multiscale Heavy Traffic3
Fast Rates for the Regret of Offline Reinforcement Learning3
Convergence and Stability of Coupled Belief-Strategy Learning Dynamics in Continuous Games3
Improved Guarantees for the A Priori TSP3
Approximate Nash Equilibria in Large Nonconvex Aggregative Games3
The Big Match with a Clock and a Bit of Memory3
A Machine Learning Method for Stackelberg Mean Field Games3
Distributionally Robust Chance Constrained Geometric Optimization3
Convexification of Permutation-Invariant Sets and an Application to Sparse Principal Component Analysis3
The Buck-Passing Game3
A Variable Sample-Size Stochastic Quasi-Newton Method for Smooth and Nonsmooth Stochastic Convex Optimization3
Fluctuation Theory of Continuous-Time, Skip-Free Downward Markov Chains with Applications to Branching Processes with Immigration3
A Momentum-Based Linearized Augmented Lagrangian Method for Nonconvex Constrained Stochastic Optimization3
Dual Solutions in Convex Stochastic Optimization3
Online Estimation and Optimization of Utility-Based Shortfall Risk3
Linear Mean-Field Games with Discounted Cost3
Fair Allocation of Indivisible Goods: Improvement3
On a Network Centrality Maximization Game3
Consumption Smoothing and Discounting in Infinite-Horizon, Discrete-Choice Problems3
Mean-Field Multiagent Reinforcement Learning: A Decentralized Network Approach3
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