Mathematics of Operations Research

Papers
(The TQCC of Mathematics of Operations Research is 4. 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 2022-01-01 to 2026-01-01.)
ArticleCitations
Online Allocation of Reusable Resources in Nonstationary Environments240
Optimality Conditions at Infinity in Semialgebraic Vector Optimization37
A New Finite Approximation Method for Evaluating Steady-State Performance of a Continuous-State Markov Chain with an Application to Queues with Customer Abandonment36
Randomized Block-Coordinate Optimistic Gradient Algorithms for Root-Finding Problems32
Editorial Board29
Computation of Dynamic Equilibria in Series-Parallel Networks28
Polyhedral Clinching Auctions for Two-Sided Markets28
Many-Server Asymptotics for Join-the-Shortest-Queue in the Super-Halfin-Whitt Scaling Window27
On the Diameter of the Stopped Spider Process27
A Feasible Method for Solving an SDP Relaxation of the Quadratic Knapsack Problem26
Exactness of Parrilo’s Conic Approximations for Copositive Matrices and Associated Low Order Bounds for the Stability Number of a Graph23
A Geometric Model of Opinion Polarization23
Solving Strong-Substitutes Product-Mix Auctions22
Constrained Trading Networks20
A Stochastic Representation for Nonlocal Parabolic PDEs with Applications20
Asymptotic Optimality of Constant-Order Policies in Joint Pricing and Inventory Models19
Bridging Bayesian and Minimax Mean Square Error Estimation via Wasserstein Distributionally Robust Optimization19
Stochastic Graphon Games: I. The Static Case19
Control of Fork-Join Processing Networks with Multiple Job Types and Parallel Shared Resources19
A Policy Gradient Algorithm for the Risk-Sensitive Exponential Cost MDP17
Distributionally Robust Inventory Control When Demand Is a Martingale16
Difference-of-Convex Algorithm with Extrapolation for Nonconvex, Nonsmooth Optimization Problems16
Slater Condition for Tangent Derivatives16
The Information Projection in Moment Inequality Models: Existence, Dual Representation, and Approximation16
Robust Online Selection with Uncertain Offer Acceptance16
Finite State Mean Field Games with Wright–Fisher Common Noise as Limits ofN-Player Weighted Games16
Uniform Moment Bounds for Generalized Jackson Networks in Multiscale Heavy Traffic15
Contextual Bandits with Cross-Learning15
Parametric Computation of Minimum-Cost Flows with Piecewise Quadratic Costs15
Lower Complexity Bounds of First-Order Methods for Affinely Constrained Composite Nonconvex Problems15
A Machine Learning Method for Stackelberg Mean Field Games14
A Primal–Dual Learning Algorithm for Personalized Dynamic Pricing with an Inventory Constraint14
Fast Rates for the Regret of Offline Reinforcement Learning14
Editorial Board13
The Online Saddle Point Problem and Online Convex Optimization with Knapsacks13
Suboptimal Local Minima Exist for Wide Neural Networks with Smooth Activations13
On the Simplex Method for 0/1-Polytopes13
Reduction of Potential-Based Flow Networks13
The Complexity of Recognizing Facets for the Knapsack Polytope13
A Semidefinite Relaxation Method for Partially Symmetric Tensor Decomposition12
Optimal Partition for a Multi-Type Queueing System12
A New Approach to Capacity Scaling Augmented with Unreliable Machine Learning Predictions12
Many-Server Heavy-Traffic Limits for Queueing Systems with Perfectly Correlated Service and Patience Times12
Equilibria in Multiclass and Multidimensional Atomic Congestion Games11
Scalable Computation of Dynamic Flow Problems via Multimarginal Graph-Structured Optimal Transport11
The Power of Subsampling in Submodular Maximization11
Variance-Reduced Accelerated First-Order Methods: Central Limit Theorems and Confidence Statements11
Managing Customer Churn via Service Mode Control11
Value Functions and Optimality Conditions for Nonconvex Variational Problems with an Infinite Horizon in Banach Spaces11
Approximation and Convergence of Large Atomic Congestion Games11
Improved Guarantees for Offline Stochastic Matching via New Ordered Contention Resolution Schemes11
Steiner Cut Dominants10
A First-Order Primal-Dual Method for Nonconvex Constrained Optimization Based on the Augmented Lagrangian9
Linear and Utilitarian Choice Functions: Revisiting Myerson’s Theorem9
Monotone Inclusions, Acceleration, and Closed-Loop Control9
Dissolving Constraints for Riemannian Optimization9
Multiagent Online Learning in Time-Varying Games9
Contingent Capital with Stock Price Triggers in Interbank Networks9
Satiation in Fisher Markets and Approximation of Nash Social Welfare9
Well-Posedness and Sensitivity Analysis of a Fluid Model for Multiclass Many-Server Queues with Abandonment Under Global FCFS Discipline9
Equilibria and Systemic Risk in Saturated Networks9
On Integer Programming, Discrepancy, and Convolution9
Multiplayer Bandits Without Observing Collision Information9
Scalar Multivariate Risk Measures with a Single Eligible Asset9
Large Ranking Games with Diffusion Control9
Unbiased Least Squares Regression via Averaged Stochastic Gradient Descent9
Quasi-Polynomial Algorithms for Submodular Tree Orienteering and Directed Network Design Problems8
An Adaptive Lagrangian-Based Scheme for Nonconvex Composite Optimization8
Semidefinite Approximations for Bicliques and Bi-Independent Pairs8
A Fast Temporal Decomposition Procedure for Long-Horizon Nonlinear Dynamic Programming8
Fair-Share Allocations for Agents with Arbitrary Entitlements8
Optimization Under Rational Expectations: A Framework of Fully Coupled Forward-Backward Stochastic Linear Quadratic Systems8
Repeated Games with Incomplete Information over Predictable Systems8
A Riemannian Alternating Direction Method of Multipliers8
A Classical Search Game in Discrete Locations8
Asymptotic Nash Equilibria of Finite-State Ergodic Markovian Mean Field Games8
ρ-Arbitrage and ρ-Consistent Pricing for Star-Shaped Risk Measures8
Rate-Optimal Bayesian Simple Regret in Best Arm Identification7
Information Design and Sharing in Supply Chains7
On the Effect of Symmetry Requirement for Rendezvous on the Complete Graph7
Bounds on the Optimal Radius When Covering a Set with Minimum Radius Identical Disks7
Large Deviations for the Single-Server Queue and the Reneging Paradox7
Game on Random Environment, Mean-Field Langevin System, and Neural Networks7
Distribution-Free Contextual Dynamic Pricing7
Polynomial Voting Rules7
A Label-State Formulation of Stochastic Graphon Games and Approximate Equilibria on Large Networks7
How to Design a Stable Serial Knockout Competition7
Diffusion of New Products with Heterogeneous Consumers7
Erratum to “Budgeted Prize-Collecting Traveling Salesman and Minimum Spanning Tree Problems”7
Tractable Relaxations of Composite Functions7
Maximizing Nash Social Welfare in 2-Value Instances: Delineating Tractability7
Multivariate Monotone Inclusions in Saddle Form7
A Riemannian Smoothing Steepest Descent Method for Non-Lipschitz Optimization on Embedded Submanifolds of Rn6
Fluid Limits for Longest Job First Queues6
A Single-Loop Algorithm for Decentralized Bilevel Optimization6
Constrained Information Design6
Many-Server Queues with Random Service Rates: A Unified Framework Based on Measure-Valued Processes6
A Polynomial-Time Algorithm for the Probabilistic Profitable Tour Problem on a Tree6
Stochastic Control Problems with State Reflections Arising from Relaxed Benchmark Tracking6
Distributionally Robust Stochastic Optimization with Wasserstein Distance6
Approximation Algorithms and Linear Programming Relaxations for Scheduling Problems Related to Min-Sum Set Cover6
Towards Optimal Problem Dependent Generalization Error Bounds in Statistical Learning Theory6
A Characterization of Simultaneous Optimization, Majorization, and (Bi-)Submodular Polyhedra6
Naive Feature Selection: A Nearly Tight Convex Relaxation for Sparse Naive Bayes6
Quantitative Convergence for Displacement Monotone Mean Field Games with Controlled Volatility5
Convergent Nested Alternating Minimization Algorithms for Nonconvex Optimization Problems5
Conditional Uniformity and Hawkes Processes5
The Competition Complexity of Dynamic Pricing5
Sums of Separable and Quadratic Polynomials5
A Variable Sample-Size Stochastic Quasi-Newton Method for Smooth and Nonsmooth Stochastic Convex Optimization5
Robustness and Approximation of Discrete-Time Mean-Field Games Under Discounted Cost Criterion5
(No-)Betting Pareto Optima Under Rank-Dependent Utility5
The Cost of Nonconvexity in Deterministic Nonsmooth Optimization5
Online Estimation and Optimization of Utility-Based Shortfall Risk5
Stationary Discounted and Ergodic Mean Field Games with Singular Controls5
Order Independence in Sequential, Issue-by-Issue Voting5
Relaxed Equilibria for Time-Inconsistent Markov Decision Processes5
Convergence Analysis of Accelerated Stochastic Gradient Descent Under the Growth Condition5
Large Independent Sets in Recursive Markov Random Graphs5
Langevin Dynamics Based Algorithm e-THεO POULA for Stochastic Optimization Problems with Discontinuous Stochastic Gradient5
Optimal Correlated Equilibria in General-Sum Extensive-Form Games: Fixed-Parameter Algorithms, Hardness, and Two-Sided Column-Generation5
Fluid Limits for Longest Remaining Time First Queues5
Reducing Bias in Event Time Simulations via Measure Changes5
Local Density Estimation in High Dimensions5
Optimal Ratcheting of Dividends with Capital Injection5
Penalty and Augmented Lagrangian Methods for Constrained DC Programming5
Can Learning Be Explained by Local Optimality in Robust Low-Rank Matrix Recovery?5
Deep Quadratic Hedging5
The Folk Theorem for Repeated Games with Time-Dependent Discounting5
Editorial Board5
Upper Bounds for All and Max-Gain Policy Iteration Algorithms on Deterministic MDPs5
Sampling from the Gibbs Distribution in Congestion Games5
Exactness Conditions for Semidefinite Programming Relaxations of Generalization of the Extended Trust Region Subproblem5
Bounding Residence Times for Atomic Dynamic Routings5
Improved Guarantees for the A Priori TSP5
Improved Bounds for Single-Nomination Impartial Selection4
Inexact Bregman Proximal Gradient Method and Its Inertial Variant with Absolute and Partial Relative Stopping Criteria4
A New Augmented Lagrangian Method for MPCCs—Theoretical and Numerical Comparison with Existing Augmented Lagrangian Methods4
Stochastic Approximation Proximal Method of Multipliers for Convex Stochastic Programming4
Certainty-Equivalent Pricing with Dependent Demand and Limited Price-Changing Opportunities4
A Simple 1.5-Approximation Algorithm for a Wide Range of Maximum-Size Stable Matching Problems4
Two Typical Implementable Semismooth* Newton Methods for Generalized Equations Are G-Semismooth Newton Methods4
Exit Game with Private Information4
A New Homotopy Proximal Variable-Metric Framework for Composite Convex Minimization4
A Simple Characterization of Supply Correspondences4
Fair Congested Assignment4
Intersection Disjunctions for Reverse Convex Sets4
Diffusion-Based Staffing for Multitasking Service Systems with Many Servers4
Analysis of the Primal-Dual Central Path for Nonlinear Semidefinite Optimization Without the Nondegeneracy Condition4
Approximately Stationary Bandits with Knapsacks4
Efficient and Near-Optimal Online Portfolio Selection4
Robustly Stable Accelerated Momentum Methods with a Near-Optimal L2 Gain and H∞ Performance4
Convexification of Permutation-Invariant Sets and an Application to Sparse Principal Component Analysis4
Unichain and Aperiodicity Are Sufficient for Asymptotic Optimality of Average-Reward Restless Bandits4
Fair Cake Division Under Monotone Likelihood Ratios4
An Accelerated Newton–Dinkelbach Method and Its Application to Two Variables per Inequality Systems4
Online Regret Bounds for Satisficing in Markov Decision Processes4
Strong Embeddings for Transitory Queueing Models4
Exploration Noise for Learning Linear-Quadratic Mean Field Games4
Optimality of Independently Randomized Symmetric Policies for Exchangeable Stochastic Teams with Infinitely Many Decision Makers4
Dense Orbits of the Bayesian Updating Group Action4
Secretaries with Advice4
Global Algorithms for Mean-Variance Optimization in Markov Decision Processes4
A Case Study on Stochastic Games on Large Graphs in Mean Field and Sparse Regimes4
Editorial Board4
Submodular Functions and Perfect Graphs4
A Squared Smoothing Newton Method for Semidefinite Programming4
A Stable-Set Bound and Maximal Numbers of Nash Equilibria in Bimatrix Games4
From Perspective Maps to Epigraphical Projections4
Robust Solutions to a System of Stochastic Vertical Linear Complementarity Problems4
Algorithms for Budget-Constrained D-Optimal Design4
Nontruthful Position Auctions Are More Robust to Misspecification4
The Minimax Property in Infinite Two-Person Win-Lose Games4
Cardinal-Utility Matching Markets: The Quest for Envy-Freeness, Pareto-Optimality, and Efficient Computability4
Editorial Board4
Editorial Board4
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