Analyzing Approximate Value Iteration Algorithms

JOURNAL ARTICLE published August 2022 in Mathematics of Operations Research

Authors: Arunselvan Ramaswamy | Shalabh Bhatnagar

An Analysis of Monotone Follower Problems for Diffusion Processes

JOURNAL ARTICLE published May 2008 in Mathematics of Operations Research

Authors: Erhan Bayraktar | Masahiko Egami

On the Invariance Principle for the First Passage Time

JOURNAL ARTICLE published November 1994 in Mathematics of Operations Research

Authors: A. Puhalskii

Generalized Semi-Markov Processes: Antimatroid Structure and Second-Order Properties

JOURNAL ARTICLE published May 1992 in Mathematics of Operations Research

Authors: Paul Glasserman | David D. Yao

Least Controls for a Class of Constrained Linear Stochastic Systems

JOURNAL ARTICLE published May 1993 in Mathematics of Operations Research

Authors: Ping Yang

Boundedness Theorems for the Relaxation Method

JOURNAL ARTICLE published November 2005 in Mathematics of Operations Research

Authors: Edoardo Amaldi | Raphael Hauser

On Waiting for Simultaneous Access to Two Resources

JOURNAL ARTICLE published November 1989 in Mathematics of Operations Research

Authors: Michael L. Honig | Teunis J. Ott

Discrete Fixed Points: Models, Complexities, and Applications

JOURNAL ARTICLE published November 2011 in Mathematics of Operations Research

Authors: Xiaotie Deng | Qi Qi | Amin Saberi | Jie Zhang

Subgame-Perfection in Quitting Games with Perfect Information and Differential Equations

JOURNAL ARTICLE published February 2005 in Mathematics of Operations Research

Authors: Eilon Solan

A Fast Computational Procedure to Solve the Multi-Item Single Machine Lot Scheduling Optimization Problem: The Average Cost Case

JOURNAL ARTICLE published August 2000 in Mathematics of Operations Research

Authors: L. S. Aragone | R. L. V. González

Forward Recursion for Markov Decision Processes with Skip-Free-to-the-Right Transitions, Part I: Theory and Algorithm

JOURNAL ARTICLE published May 1986 in Mathematics of Operations Research

Authors: Jacob Wijngaard | Shaler Stidham

The Preservation of Continuity and Lipschitz Continuity by Optimal Reward Operators

JOURNAL ARTICLE published August 2004 in Mathematics of Operations Research

Authors: Rida Laraki | William D. Sudderth

Error Bound Moduli for Conic Convex Systems on Banach Spaces

JOURNAL ARTICLE published May 2004 in Mathematics of Operations Research

Authors: Xi Yin Zheng | Kung Fu Ng

The Empirical Bayes Envelope and Regret Minimization in Competitive Markov Decision Processes

JOURNAL ARTICLE published May 2003 in Mathematics of Operations Research

Authors: Shie Mannor | Nahum Shimkin

Noncoercive Optimization Problems

JOURNAL ARTICLE published November 1996 in Mathematics of Operations Research

Authors: Alfred Auslender

On The Marginal Function in Nonlinear Programming

JOURNAL ARTICLE published May 1984 in Mathematics of Operations Research

Authors: Bernhard Gollan

Multi-Parameter Surfaces of Analytic Centers and Long-Step Surface-Following Interior Point Methods

JOURNAL ARTICLE published February 1998 in Mathematics of Operations Research

Authors: Yu. Nesterov | A. Nemirovski

Equivalence of Convex Problem Geometry and Computational Complexity in the Separation Oracle Model

JOURNAL ARTICLE published November 2009 in Mathematics of Operations Research

Authors: Robert M. Freund | Jorge R. Vera

Exploiting Known Structures to Approximate Normal Cones

JOURNAL ARTICLE published November 2013 in Mathematics of Operations Research

Authors: Chad Davis | Warren Hare

In Memoriam

JOURNAL ARTICLE published May 2012 in Mathematics of Operations Research