Pub Date : 2022-03-26DOI: 10.1007/s00186-022-00775-z
Lukas Hümbs, Alexander Martin, L. Schewe
{"title":"Exploiting complete linear descriptions for decentralized power market problems with integralities","authors":"Lukas Hümbs, Alexander Martin, L. Schewe","doi":"10.1007/s00186-022-00775-z","DOIUrl":"https://doi.org/10.1007/s00186-022-00775-z","url":null,"abstract":"","PeriodicalId":49862,"journal":{"name":"Mathematical Methods of Operations Research","volume":"2 1","pages":"451 - 474"},"PeriodicalIF":1.2,"publicationDate":"2022-03-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"90785861","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2022-03-10DOI: 10.1007/s00186-023-00821-4
Nicolas Gast, B. Gaujal, K. Khun
{"title":"Testing indexability and computing Whittle and Gittins index in subcubic time","authors":"Nicolas Gast, B. Gaujal, K. Khun","doi":"10.1007/s00186-023-00821-4","DOIUrl":"https://doi.org/10.1007/s00186-023-00821-4","url":null,"abstract":"","PeriodicalId":49862,"journal":{"name":"Mathematical Methods of Operations Research","volume":"48 1","pages":"391-436"},"PeriodicalIF":1.2,"publicationDate":"2022-03-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"75673412","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2022-02-01DOI: 10.1007/s00186-022-00774-0
O. Bahchedjioglou, G. Shevchenko
{"title":"Optimal investments for the standard maximization problem with non-concave utility function in complete market model","authors":"O. Bahchedjioglou, G. Shevchenko","doi":"10.1007/s00186-022-00774-0","DOIUrl":"https://doi.org/10.1007/s00186-022-00774-0","url":null,"abstract":"","PeriodicalId":49862,"journal":{"name":"Mathematical Methods of Operations Research","volume":"4 1","pages":"163 - 181"},"PeriodicalIF":1.2,"publicationDate":"2022-02-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"74321458","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2022-02-01DOI: 10.1007/s00186-022-00772-2
M. Escobar-Anel, Michel Kschonnek, R. Zagst
{"title":"Portfolio optimization: not necessarily concave utility and constraints on wealth and allocation","authors":"M. Escobar-Anel, Michel Kschonnek, R. Zagst","doi":"10.1007/s00186-022-00772-2","DOIUrl":"https://doi.org/10.1007/s00186-022-00772-2","url":null,"abstract":"","PeriodicalId":49862,"journal":{"name":"Mathematical Methods of Operations Research","volume":"1 1","pages":"101 - 140"},"PeriodicalIF":1.2,"publicationDate":"2022-02-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"75512975","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2021-12-29DOI: 10.1007/s00186-021-00768-4
Jérôme De Boeck, L. Brotcorne, B. Fortz
{"title":"Strategic bidding in price coupled regions","authors":"Jérôme De Boeck, L. Brotcorne, B. Fortz","doi":"10.1007/s00186-021-00768-4","DOIUrl":"https://doi.org/10.1007/s00186-021-00768-4","url":null,"abstract":"","PeriodicalId":49862,"journal":{"name":"Mathematical Methods of Operations Research","volume":"13 1","pages":"365 - 407"},"PeriodicalIF":1.2,"publicationDate":"2021-12-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"82278856","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2021-12-28DOI: 10.1007/s00186-021-00767-5
S. Goebbels, Frank Gurski, Dominique Komander
{"title":"The knapsack problem with special neighbor constraints","authors":"S. Goebbels, Frank Gurski, Dominique Komander","doi":"10.1007/s00186-021-00767-5","DOIUrl":"https://doi.org/10.1007/s00186-021-00767-5","url":null,"abstract":"","PeriodicalId":49862,"journal":{"name":"Mathematical Methods of Operations Research","volume":"36 1","pages":"1 - 34"},"PeriodicalIF":1.2,"publicationDate":"2021-12-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"88552064","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2021-12-14DOI: 10.1007/s00186-021-00764-8
Holger Berthold, H. Heitsch, R. Henrion, Jan Schwientek
{"title":"On the algorithmic solution of optimization problems subject to probabilistic/robust (probust) constraints","authors":"Holger Berthold, H. Heitsch, R. Henrion, Jan Schwientek","doi":"10.1007/s00186-021-00764-8","DOIUrl":"https://doi.org/10.1007/s00186-021-00764-8","url":null,"abstract":"","PeriodicalId":49862,"journal":{"name":"Mathematical Methods of Operations Research","volume":"48 1","pages":"1 - 37"},"PeriodicalIF":1.2,"publicationDate":"2021-12-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"84794127","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2021-12-01DOI: 10.1007/s00186-021-00763-9
D. Miao, Xenos Chang-Shuo Lin, Chang-Yao Lin
{"title":"Using Householder’s method to improve the accuracy of the closed-form formulas for implied volatility","authors":"D. Miao, Xenos Chang-Shuo Lin, Chang-Yao Lin","doi":"10.1007/s00186-021-00763-9","DOIUrl":"https://doi.org/10.1007/s00186-021-00763-9","url":null,"abstract":"","PeriodicalId":49862,"journal":{"name":"Mathematical Methods of Operations Research","volume":"39 1","pages":"493 - 528"},"PeriodicalIF":1.2,"publicationDate":"2021-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"81389615","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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