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 2022-06-01 to 2026-06-01.)
ArticleCitations
Online Allocation of Reusable Resources in Nonstationary Environments295
Optimality Conditions at Infinity in Semialgebraic Vector Optimization47
On the Diameter of the Stopped Spider Process42
Many-Server Asymptotics for Join-the-Shortest-Queue in the Super-Halfin-Whitt Scaling Window38
Solving Strong-Substitutes Product-Mix Auctions32
A Geometric Model of Opinion Polarization32
Constrained Trading Networks31
On the Equivalence of Zero-Sum Games and Conic Programs30
Randomized Block-Coordinate Optimistic Gradient Algorithms for Root-Finding Problems29
Asymptotic Optimality of Constant-Order Policies in Joint Pricing and Inventory Models27
Exactness of Parrilo’s Conic Approximations for Copositive Matrices and Associated Low Order Bounds for the Stability Number of a Graph27
A Stochastic Representation for Nonlocal Parabolic PDEs with Applications24
Bridging Bayesian and Minimax Mean Square Error Estimation via Wasserstein Distributionally Robust Optimization23
A New Finite Approximation Method for Evaluating Steady-State Performance of a Continuous-State Markov Chain with an Application to Queues with Customer Abandonment23
A Policy Gradient Algorithm for the Risk-Sensitive Exponential Cost MDP22
A Feasible Method for Solving an SDP Relaxation of the Quadratic Knapsack Problem22
Contextual Bandits with Cross-Learning19
Difference-of-Convex Algorithm with Extrapolation for Nonconvex, Nonsmooth Optimization Problems19
The Information Projection in Moment Inequality Models: Existence, Dual Representation, and Approximation19
Slater Condition for Tangent Derivatives19
Uniform Moment Bounds for Generalized Jackson Networks in Multiscale Heavy Traffic18
The Complexity of Recognizing Facets for the Knapsack Polytope16
Fast Rates for the Regret of Offline Reinforcement Learning16
Lower Complexity Bounds of First-Order Methods for Affinely Constrained Composite Nonconvex Problems16
A Machine Learning Method for Stackelberg Mean Field Games16
Finite State Mean Field Games with Wright–Fisher Common Noise as Limits ofN-Player Weighted Games14
On the Simplex Method for 0/1-Polytopes14
Distributionally Robust Inventory Control When Demand Is a Martingale14
The Online Saddle Point Problem and Online Convex Optimization with Knapsacks14
Nonregular McKean–Vlasov Equations and Calibration Problem in Local Stochastic Volatility Models14
Reduction of Potential-Based Flow Networks13
Equilibria in Multiclass and Multidimensional Atomic Congestion Games13
A Semidefinite Relaxation Method for Partially Symmetric Tensor Decomposition13
Developing Lagrangian-Based Methods for Nonsmooth Nonconvex Optimization13
Robust Online Selection with Uncertain Offer Acceptance13
A Primal–Dual Learning Algorithm for Personalized Dynamic Pricing with an Inventory Constraint13
Variance-Reduced Accelerated First-Order Methods: Central Limit Theorems and Confidence Statements12
Optimal Partition for a Multi-Type Queueing System11
Fair and Efficient Multi-resource Allocation for Cloud Computing: Beyond Dominant Resource Fairness11
A New Approach to Capacity Scaling Augmented with Unreliable Machine Learning Predictions11
Scalable Computation of Dynamic Flow Problems via Multimarginal Graph-Structured Optimal Transport11
Suboptimal Local Minima Exist for Wide Neural Networks with Smooth Activations11
Approximation and Convergence of Large Atomic Congestion Games11
Improved Guarantees for Offline Stochastic Matching via New Ordered Contention Resolution Schemes11
Many-Server Heavy-Traffic Limits for Queueing Systems with Perfectly Correlated Service and Patience Times11
Managing Customer Churn via Service Mode Control11
Steiner Cut Dominants10
Unbiased Least Squares Regression via Averaged Stochastic Gradient Descent10
Editorial Board10
Satiation in Fisher Markets and Approximation of Nash Social Welfare10
Equilibria and Systemic Risk in Saturated Networks10
Monotone Inclusions, Acceleration, and Closed-Loop Control10
Fair-Share Allocations for Agents with Arbitrary Entitlements10
A First-Order Primal-Dual Method for Nonconvex Constrained Optimization Based on the Augmented Lagrangian10
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 Networks9
A Riemannian Alternating Direction Method of Multipliers9
On Integer Programming, Discrepancy, and Convolution9
An Adaptive Lagrangian-Based Scheme for Nonconvex Composite Optimization9
Optimization Under Rational Expectations: A Framework of Fully Coupled Forward-Backward Stochastic Linear Quadratic Systems9
A Fast Temporal Decomposition Procedure for Long-Horizon Nonlinear Dynamic Programming8
Repeated Games with Incomplete Information over Predictable Systems8
How to Design a Stable Serial Knockout Competition8
Large Ranking Games with Diffusion Control8
Multiagent Online Learning in Time-Varying Games8
Distribution-Free Contextual Dynamic Pricing8
Dissolving Constraints for Riemannian Optimization8
Semidefinite Approximations for Bicliques and Bi-Independent Pairs8
Game on Random Environment, Mean-Field Langevin System, and Neural Networks8
Utility Maximization Under Endogenous Pricing8
A Classical Search Game in Discrete Locations8
ρ-Arbitrage and ρ-Consistent Pricing for Star-Shaped Risk Measures7
Diffusion of New Products with Heterogeneous Consumers7
A Single-Loop Algorithm for Decentralized Bilevel Optimization7
A Polynomial-Time Algorithm for the Probabilistic Profitable Tour Problem on a Tree7
On the Effect of Symmetry Requirement for Rendezvous on the Complete Graph7
A Label-State Formulation of Stochastic Graphon Games and Approximate Equilibria on Large Networks7
Rate-Optimal Bayesian Simple Regret in Best Arm Identification7
Maximizing Nash Social Welfare in Two-Value Instances: Delineating Tractability7
Approximation Algorithms and Linear Programming Relaxations for Scheduling Problems Related to Min-Sum Set Cover7
A Characterization of Simultaneous Optimization, Majorization, and (Bi-)Submodular Polyhedra7
Bounds on the Optimal Radius When Covering a Set with Minimum Radius Identical Disks7
Erratum to “Budgeted Prize-Collecting Traveling Salesman and Minimum Spanning Tree Problems”7
Asymptotic Nash Equilibria of Finite-State Ergodic Markovian Mean Field Games7
Naive Feature Selection: A Nearly Tight Convex Relaxation for Sparse Naive Bayes7
Towards Optimal Problem Dependent Generalization Error Bounds in Statistical Learning Theory7
The Competition Complexity of Dynamic Pricing6
Stochastic Control Problems with State Reflections Arising from Relaxed Benchmark Tracking6
Fluid Limits for Longest Job First Queues6
Relaxed Equilibria for Time-Inconsistent Markov Decision Processes6
Convergence Analysis of Accelerated Stochastic Gradient Descent Under the Growth Condition6
A Riemannian Smoothing Steepest Descent Method for Non-Lipschitz Optimization on Embedded Submanifolds of Rn6
Distributionally Robust Stochastic Optimization with Wasserstein Distance6
Constrained Information Design6
Editorial Board6
Deep Quadratic Hedging6
Sums of Separable and Quadratic Polynomials6
Polynomial Voting Rules6
Information Design and Sharing in Supply Chains6
Many-Server Queues with Random Service Rates: A Unified Framework Based on Measure-Valued Processes6
Large Independent Sets in Recursive Markov Random Graphs6
Conditional Uniformity and Hawkes Processes6
Editorial Board5
Certainty-Equivalent Pricing with Dependent Demand and Limited Price-Changing Opportunities5
Unichain and Aperiodicity Are Sufficient for Asymptotic Optimality of Average-Reward Restless Bandits5
From Perspective Maps to Epigraphical Projections5
Bounding Residence Times for Atomic Dynamic Routings5
A Simple 1.5-Approximation Algorithm for a Wide Range of Maximum-Size Stable Matching Problems5
Convergent Nested Alternating Minimization Algorithms for Nonconvex Optimization Problems5
Quantitative Convergence for Displacement Monotone Mean Field Games with Controlled Volatility5
Order Independence in Sequential, Issue-by-Issue Voting5
Local Density Estimation in High Dimensions5
Stationary Discounted and Ergodic Mean Field Games with Singular Controls5
An Accelerated Newton–Dinkelbach Method and Its Application to Two Variables per Inequality Systems5
Global Algorithms for Mean-Variance Optimization in Markov Decision Processes5
Robustness and Approximation of Discrete-Time Mean-Field Games Under Discounted Cost Criterion5
Coderivatives at Infinity of Set-Valued Mappings with Applications to Optimization5
A Stable-Set Bound and Maximal Numbers of Nash Equilibria in Bimatrix Games5
Convexification of Permutation-Invariant Sets and an Application to Sparse Principal Component Analysis5
The Cost of Nonconvexity in Deterministic Nonsmooth Optimization5
Lipschitz Stability of Least-Squares Problems Regularized by Functions with C2-Cone Reducible Conjugates5
Improved Guarantees for the A Priori TSP5
Sampling from the Gibbs Distribution in Congestion Games5
Online Estimation and Optimization of Utility-Based Shortfall Risk5
(No-)Betting Pareto Optima Under Rank-Dependent Utility5
Exactness Conditions for Semidefinite Programming Relaxations of Generalization of the Extended Trust Region Subproblem5
Editorial Board5
Fluid Limits for Longest Remaining Time First Queues5
Robust Solutions to a System of Stochastic Vertical Linear Complementarity Problems5
Fair Cake Division Under Monotone Likelihood Ratios5
Optimal Correlated Equilibria in General-Sum Extensive-Form Games: Fixed-Parameter Algorithms, Hardness, and Two-Sided Column-Generation5
Two Typical Implementable Semismooth* Newton Methods for Generalized Equations Are G-Semismooth Newton Methods5
Optimal Ratcheting of Dividends with Capital Injection5
Editor’s Comments on the 50th Anniversary of Mathematics of Operations Research5
Langevin Dynamics Based Algorithm e-THεO POULA for Stochastic Optimization Problems with Discontinuous Stochastic Gradient5
Can Learning Be Explained by Local Optimality in Robust Low-Rank Matrix Recovery?5
Upper Bounds for All and Max-Gain Policy Iteration Algorithms on Deterministic MDPs5
Penalty and Augmented Lagrangian Methods for Constrained DC Programming5
Inexact Bregman Proximal Gradient Method and Its Inertial Variant with Absolute and Partial Relative Stopping Criteria5
Exploration Noise for Learning Linear-Quadratic Mean Field Games4
Hidden Integrality and Semirandom Robustness of SDP Relaxation for Sub-Gaussian Mixture Model4
Small-Loss Bounds for Online Learning with Partial Information4
Investment Timing and Technological Breakthroughs4
Editorial Board4
Algorithms for Budget-Constrained D-Optimal Design4
Exit Game with Private Information4
The Minimax Property in Infinite Two-Person Win-Lose Games4
Optimality of Independently Randomized Symmetric Policies for Exchangeable Stochastic Teams with Infinitely Many Decision Makers4
A Simple Integral Equation Approach for Optimal Investment Stopping Problems with Partial Information4
Optimal Electricity Demand Response Contracting with Responsiveness Incentives4
Estimating a Function and Its Derivatives Under a Smoothness Condition4
Cardinal-Utility Matching Markets: The Quest for Envy-Freeness, Pareto-Optimality, and Efficient Computability4
Stochastic Approximation Proximal Method of Multipliers for Convex Stochastic Programming4
Online Regret Bounds for Satisficing in Markov Decision Processes4
A Squared Smoothing Newton Method for Semidefinite Programming4
Submodular Functions and Perfect Graphs4
Approximately Stationary Bandits with Knapsacks4
Analysis of the Primal-Dual Central Path for Nonlinear Semidefinite Optimization Without the Nondegeneracy Condition4
Diffusion-Based Staffing for Multitasking Service Systems with Many Servers4
Oriented Calmness and Sweeping Process Dynamics4
Market Design with Distributional Objectives4
Secretaries with Advice4
An Optimal Streaming Algorithm for Submodular Maximization with a Cardinality Constraint4
Improved Bounds for Single-Nomination Impartial Selection4
Fair Congested Assignment4
Efficient and Near-Optimal Online Portfolio Selection4
Generalized Ellipsoids4
Robustly Stable Accelerated Momentum Methods with a Near-Optimal L2 Gain and H∞ Performance4
A Simple Characterization of Supply Correspondences4
Nontruthful Position Auctions Are More Robust to Misspecification4
Editorial Board4
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