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 2021-11-01 to 2025-11-01.)
ArticleCitations
Online Allocation of Reusable Resources in Nonstationary Environments219
Optimality Conditions at Infinity in Semialgebraic Vector Optimization34
A New Finite Approximation Method for Evaluating Steady-State Performance of a Continuous-State Markov Chain with an Application to Queues with Customer Abandonment33
Randomized Block-Coordinate Optimistic Gradient Algorithms for Root-Finding Problems30
Editorial Board27
Computation of Dynamic Equilibria in Series-Parallel Networks26
Polyhedral Clinching Auctions for Two-Sided Markets25
Exactness of Parrilo’s Conic Approximations for Copositive Matrices and Associated Low Order Bounds for the Stability Number of a Graph25
Bridging Bayesian and Minimax Mean Square Error Estimation via Wasserstein Distributionally Robust Optimization25
A Feasible Method for Solving an SDP Relaxation of the Quadratic Knapsack Problem24
On the Diameter of the Stopped Spider Process24
Many-Server Asymptotics for Join-the-Shortest-Queue in the Super-Halfin-Whitt Scaling Window23
Solving Strong-Substitutes Product-Mix Auctions21
Control of Fork-Join Processing Networks with Multiple Job Types and Parallel Shared Resources20
A Stochastic Representation for Nonlocal Parabolic PDEs with Applications20
Constrained Trading Networks20
Stochastic Graphon Games: I. The Static Case19
A Policy Gradient Algorithm for the Risk-Sensitive Exponential Cost MDP19
A Geometric Model of Opinion Polarization17
Posted Price Mechanisms and Optimal Threshold Strategies for Random Arrivals17
Asymptotic Optimality of Constant-Order Policies in Joint Pricing and Inventory Models17
Fast Rates for the Regret of Offline Reinforcement Learning16
The Information Projection in Moment Inequality Models: Existence, Dual Representation, and Approximation15
Contextual Bandits with Cross-Learning15
Difference-of-Convex Algorithm with Extrapolation for Nonconvex, Nonsmooth Optimization Problems15
Finite State Mean Field Games with Wright–Fisher Common Noise as Limits ofN-Player Weighted Games15
Robust Online Selection with Uncertain Offer Acceptance15
Slater Condition for Tangent Derivatives15
Uniform Moment Bounds for Generalized Jackson Networks in Multiscale Heavy Traffic15
Lower Complexity Bounds of First-Order Methods for Affinely Constrained Composite Nonconvex Problems14
Parametric Computation of Minimum-Cost Flows with Piecewise Quadratic Costs14
A Primal–Dual Learning Algorithm for Personalized Dynamic Pricing with an Inventory Constraint14
A Machine Learning Method for Stackelberg Mean Field Games14
The Online Saddle Point Problem and Online Convex Optimization with Knapsacks14
Pure Nash Equilibria and Best-Response Dynamics in Random Games14
Distributionally Robust Inventory Control When Demand Is a Martingale13
Editorial Board13
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
Value Functions and Optimality Conditions for Nonconvex Variational Problems with an Infinite Horizon in Banach Spaces12
Optimal Partition for a Multi-Type Queueing System12
Variance-Reduced Accelerated First-Order Methods: Central Limit Theorems and Confidence Statements12
Many-Server Heavy-Traffic Limits for Queueing Systems with Perfectly Correlated Service and Patience Times12
Equilibria in Multiclass and Multidimensional Atomic Congestion Games12
Improved Guarantees for Offline Stochastic Matching via New Ordered Contention Resolution Schemes12
Steiner Cut Dominants11
The Power of Subsampling in Submodular Maximization11
Scalable Computation of Dynamic Flow Problems via Multimarginal Graph-Structured Optimal Transport11
A Semidefinite Relaxation Method for Partially Symmetric Tensor Decomposition11
Approximation and Convergence of Large Atomic Congestion Games11
Optimization Under Rational Expectations: A Framework of Fully Coupled Forward-Backward Stochastic Linear Quadratic Systems11
A New Approach to Capacity Scaling Augmented with Unreliable Machine Learning Predictions11
Managing Customer Churn via Service Mode Control11
Linear and Utilitarian Choice Functions: Revisiting Myerson’s Theorem10
Contingent Capital with Stock Price Triggers in Interbank Networks10
Multiplayer Bandits Without Observing Collision Information10
Satiation in Fisher Markets and Approximation of Nash Social Welfare10
On Integer Programming, Discrepancy, and Convolution9
Equilibria and Systemic Risk in Saturated Networks9
An Adaptive Lagrangian-Based Scheme for Nonconvex Composite Optimization9
Scalar Multivariate Risk Measures with a Single Eligible Asset9
A First-Order Primal-Dual Method for Nonconvex Constrained Optimization Based on the Augmented Lagrangian9
Large Ranking Games with Diffusion Control9
Monotone Inclusions, Acceleration, and Closed-Loop Control9
Quasi-Polynomial Algorithms for Submodular Tree Orienteering and Directed Network Design Problems9
Well-Posedness and Sensitivity Analysis of a Fluid Model for Multiclass Many-Server Queues with Abandonment Under Global FCFS Discipline9
Fair-Share Allocations for Agents with Arbitrary Entitlements9
Repeated Games with Incomplete Information over Predictable Systems8
Asymptotic Nash Equilibria of Finite-State Ergodic Markovian Mean Field Games8
Multiagent Online Learning in Time-Varying Games8
Diffusion of New Products with Heterogeneous Consumers8
Bounds on the Optimal Radius When Covering a Set with Minimum Radius Identical Disks8
Semidefinite Approximations for Bicliques and Bi-Independent Pairs8
Dissolving Constraints for Riemannian Optimization8
A Classical Search Game in Discrete Locations8
A Mean Field Game of Optimal Portfolio Liquidation8
Rate-Optimal Bayesian Simple Regret in Best Arm Identification8
A Fast Temporal Decomposition Procedure for Long-Horizon Nonlinear Dynamic Programming8
A Riemannian Alternating Direction Method of Multipliers8
Game on Random Environment, Mean-Field Langevin System, and Neural Networks8
ρ-Arbitrage and ρ-Consistent Pricing for Star-Shaped Risk Measures8
A Characterization of Simultaneous Optimization, Majorization, and (Bi-)Submodular Polyhedra7
Constrained Information Design7
Erratum to “Budgeted Prize-Collecting Traveling Salesman and Minimum Spanning Tree Problems”7
A Label-State Formulation of Stochastic Graphon Games and Approximate Equilibria on Large Networks7
Naive Feature Selection: A Nearly Tight Convex Relaxation for Sparse Naive Bayes7
Tractable Relaxations of Composite Functions7
How to Design a Stable Serial Knockout Competition7
Distributionally Robust Stochastic Optimization with Wasserstein Distance7
Large Deviations for the Single-Server Queue and the Reneging Paradox7
Information Design and Sharing in Supply Chains7
On the Effect of Symmetry Requirement for Rendezvous on the Complete Graph7
Maximizing Nash Social Welfare in 2-Value Instances: Delineating Tractability7
Polynomial Voting Rules7
Multivariate Monotone Inclusions in Saddle Form7
Distribution-Free Contextual Dynamic Pricing7
Towards Optimal Problem Dependent Generalization Error Bounds in Statistical Learning Theory6
Stochastic Control Problems with State Reflections Arising from Relaxed Benchmark Tracking6
Deep Quadratic Hedging6
A Riemannian Smoothing Steepest Descent Method for Non-Lipschitz Optimization on Embedded Submanifolds of Rn6
A Polynomial-Time Algorithm for the Probabilistic Profitable Tour Problem on a Tree6
Fluid Limits for Longest Job First Queues6
Approximation Algorithms and Linear Programming Relaxations for Scheduling Problems Related to Min-Sum Set Cover6
Conditional Uniformity and Hawkes Processes6
A Single-Loop Algorithm for Decentralized Bilevel Optimization6
Many-Server Queues with Random Service Rates: A Unified Framework Based on Measure-Valued Processes6
Sums of Separable and Quadratic Polynomials6
Editorial Board6
The Cost of Nonconvexity in Deterministic Nonsmooth Optimization5
Optimal Ratcheting of Dividends with Capital Injection5
Online Estimation and Optimization of Utility-Based Shortfall Risk5
A Variable Sample-Size Stochastic Quasi-Newton Method for Smooth and Nonsmooth Stochastic Convex Optimization5
Extension of Monotonic Functions and Representation of Preferences5
Large Independent Sets in Recursive Markov Random Graphs5
Quantitative Convergence for Displacement Monotone Mean Field Games with Controlled Volatility5
Order Independence in Sequential, Issue-by-Issue Voting5
Exactness Conditions for Semidefinite Programming Relaxations of Generalization of the Extended Trust Region Subproblem5
(No-)Betting Pareto Optima Under Rank-Dependent Utility5
Convergent Nested Alternating Minimization Algorithms for Nonconvex Optimization Problems5
Optimal Correlated Equilibria in General-Sum Extensive-Form Games: Fixed-Parameter Algorithms, Hardness, and Two-Sided Column-Generation5
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
Sampling from the Gibbs Distribution in Congestion Games5
Relaxed Equilibria for Time-Inconsistent Markov Decision Processes5
Robustness and Approximation of Discrete-Time Mean-Field Games Under Discounted Cost Criterion5
Local Density Estimation in High Dimensions5
Bounding Residence Times for Atomic Dynamic Routings5
Stationary Discounted and Ergodic Mean Field Games with Singular Controls5
Improved Guarantees for the A Priori TSP5
Penalty and Augmented Lagrangian Methods for Constrained DC Programming5
The Competition Complexity of Dynamic Pricing5
The Folk Theorem for Repeated Games with Time-Dependent Discounting5
Convergence Analysis of Accelerated Stochastic Gradient Descent Under the Growth Condition5
Langevin Dynamics Based Algorithm e-THεO POULA for Stochastic Optimization Problems with Discontinuous Stochastic Gradient5
Fluid Limits for Longest Remaining Time First Queues5
Reducing Bias in Event Time Simulations via Measure Changes5
Online Regret Bounds for Satisficing in Markov Decision Processes4
Analysis of the Primal-Dual Central Path for Nonlinear Semidefinite Optimization Without the Nondegeneracy Condition4
Efficient and Near-Optimal Online Portfolio Selection4
Cardinal-Utility Matching Markets: The Quest for Envy-Freeness, Pareto-Optimality, and Efficient Computability4
Editorial Board4
Exit Game with Private Information4
A Simple 1.5-Approximation Algorithm for a Wide Range of Maximum-Size Stable Matching Problems4
Fair Cake Division Under Monotone Likelihood Ratios4
Two Typical Implementable Semismooth* Newton Methods for Generalized Equations Are G-Semismooth Newton Methods4
Dense Orbits of the Bayesian Updating Group Action4
A New Homotopy Proximal Variable-Metric Framework for Composite Convex Minimization4
Hidden Integrality and Semirandom Robustness of SDP Relaxation for Sub-Gaussian Mixture Model4
Diffusion-Based Staffing for Multitasking Service Systems with Many Servers4
Exploration Noise for Learning Linear-Quadratic Mean Field Games4
Submodular Functions and Perfect Graphs4
Optimal Electricity Demand Response Contracting with Responsiveness Incentives4
Stochastic Approximation Proximal Method of Multipliers for Convex Stochastic Programming4
A Squared Smoothing Newton Method for Semidefinite Programming4
Fair Congested Assignment4
Inexact Bregman Proximal Gradient Method and Its Inertial Variant with Absolute and Partial Relative Stopping Criteria4
Intersection Disjunctions for Reverse Convex Sets4
From Perspective Maps to Epigraphical Projections4
An Accelerated Newton–Dinkelbach Method and Its Application to Two Variables per Inequality Systems4
A Case Study on Stochastic Games on Large Graphs in Mean Field and Sparse Regimes4
Algorithms for Budget-Constrained D-Optimal Design4
Small-Loss Bounds for Online Learning with Partial Information4
Nontruthful Position Auctions Are More Robust to Misspecification4
An Optimal Streaming Algorithm for Submodular Maximization with a Cardinality Constraint4
Editorial Board4
A New Augmented Lagrangian Method for MPCCs—Theoretical and Numerical Comparison with Existing Augmented Lagrangian Methods4
Optimality of Independently Randomized Symmetric Policies for Exchangeable Stochastic Teams with Infinitely Many Decision Makers4
Secretaries with Advice4
Improved Bounds for Single-Nomination Impartial Selection4
Certainty-Equivalent Pricing with Dependent Demand and Limited Price-Changing Opportunities4
Editorial Board4
Convexification of Permutation-Invariant Sets and an Application to Sparse Principal Component Analysis4
Global Algorithms for Mean-Variance Optimization in Markov Decision Processes4
The Minimax Property in Infinite Two-Person Win-Lose Games4
Dynkin Games with Incomplete and Asymmetric Information4
Strong Embeddings for Transitory Queueing Models4
A Simple Characterization of Supply Correspondences4
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