yusuke1997/dblp-id-title huggingface dataset:
A method of bisection for discounted Markov decision problems
Perturbation of linear quadratic systems with jump parameters and hybrid controls
A quadratic programming algorithm
A dynamic programming algorithm for the single-machine scheduling problem with release dates and deteriorating processing times
Convex optimization via inertial algorithms with vanishing Tikhonov regularization: fast convergence to the minimum norm solution
Eine netzwerktheoretische Methode zur Untersuchung der Disjunktheit bestimmter endlicher Mengen großer Mächtigkeit
Exploiting damped techniques for nonlinear conjugate gradient methods
Inverse problem of minimum cuts
Adjustable robust counterpart of conic quadratic problems
Operations Research im Versicherungswesen
Untersuchungen zur Bestimmung der optimalen Organisation von Instandhaltungsarbeiten an Fertigungsmaschinen bei Werkstättenfertigung anhand eines Simulationsmodells
New product advertising in dynamic oligopolies
A private contributions game for joint replenishment
Optimal smooth consumption and its trade-offs
Stochastic orders and their applications in financial optimization
Die Übergangsfunktion des einfachen, von zwei Erneuerungsprozessen gesteuerten Bedienungskanals mit endlichem Warteraum
A controlled M / G /1 workload process with an application to perishable inventory systems
Nonlinear one-parametric bottleneck linear programming
Using Householder's method to improve the accuracy of the closed-form formulas for implied volatility
Directional and approximate efficiency in set optimization
Dualität bei konvexen Optimierungs-(Programmierungs-)Aufgaben
Correction on "Optimal portfolio selection when stock prices follow an jump-diffusion process"
Coupling proximal methods and variational convergence
An analysis of Klimov's problem with parallel servers
Note on two dominance principles in decision theory
Kurzberichte aus der DGOR-Arbeitsgruppe "Praxis der linearen Optimierung (PRALINE)" Über die Behandlung der Mehrperiodizität in linearen Planungsmodellen
Risk sensitive portfolio optimization
Newton methods for solving nonsmooth equations via a new subdifferential
Approximation algorithms for k -echelon extensions of the one warehouse multi-retailer problem
Zur Identifikation redundanter Nebenbedingungen in linearen Programmen
Stability analysis of GI/GI/c/K retrial queue with constant retrial rate
First exit times for compound Poisson dams with a general release rule
Erzeugung von Permutation im Rechenautomaten mittels zyklischer Operationen
Control policy of a hysteretic queueing system
Special issue in honor of Arie Hordijk Editorial introduction
(G/GI/N(+GI)) queues with service interruptions in the Halfin-Whitt regime
Cyclic Bernoulli polling
Dynamic inventory strategies for profit maximization in a service facility with stochastic service, demand and lead time
Controlled Markov chains with risk-sensitive criteria: Average cost, optimality equations, and optimal solutions
A new look at a smart polling model
Owen coalitional value without additivity axiom
General batch service disciplines - A product-form batch processing network with customer coalescence
Editorial announcement
Elektronische Rechenautomaten im Dienste der industriellen Unternehmensforschung
A partial ellipsoidal approximation scheme for nonconvex homogeneous quadratic optimization with quadratic constraints
Duality and admissible transformations in combinatorial optimization
Mehrplatzarbeit
Some duality theorems for the non-linear vector maximum problem
Robust optimal investment and reinsurance problem for a general insurance company under Heston model
Facets of the cone of totally balanced games
Stochastic scheduling problems II-set strategies-
Stability in vector-valued and set-valued optimization
Conflict and compatibility of wealth and welfare maximization
Vorteile einer Terminierung von Netzplänen mittels minimaler Vorgangsdauern
Designing sustainable diet plans by solving triobjective integer programs
Die HOWARDsche Berechnung optimalen Anschaffungs- und Betriebsalters für Kraftwagen: Ein ergänzender Befund mit deutschen Daten
On smoothness properties of optimal value functions at the boundary of their domain under complete convexity
Collision avoidance for nonrigid objects
Optimizing venture capital investments in a jump diffusion model
A forward algorithm for a generalized wheat trading model
Optimal portfolios for exponential Lévy processes
Optimale Schichtung bei proportionaler Aufteilung mit Hilfe eines iterativen Analogrechners
On duality in the vectorial control-approximation problem
Optimaler Wasserwirtschaftlicher Speicherbetrieb
Equivalent martingale measures for large financial markets in discrete time
ASTMOPF: Ein allgemeines stochastisches modell für die Optimierung von Fertigungsprozessen
Characterizing generalized trade-off directions
Stochastische Investitionsrechnung: Ein analytisches Verfahren zur Risikoanalyse
On dual minimum cost flow algorithms
Zur Theorie und Praxis der dynamischen Optimierung - Teil II
The cycle time distribution in a cycle of Bernoulli servers in discrete time
Performance analysis approximation in a queueing system of type M/G/1
Tandem Brownian queues
Chemical inventory and its relationship with the service level in an analytical lab
A decomposition algorithm for shortest paths in a network with many strongly connected components
Responsibility and sharing the cost of cleaning a polluted river
Stochastisches PERT - Eine vergleichende Untersuchung über die Effizienz eines Verfahrens zur stochastischen Projektplanung
Stochastic games with non-observable actions
An application of least cost acceptance sampling schemes
Discounted stochastic games for continuous-time jump processes with an uncountable state space
Ergodic and light traffic properties of a complex repairable system
Discrete Wasserstein barycenters: optimal transport for discrete data
"Unternehmensforschung - Operations Research" anläßlich der 27. Jahreshauptversammlung der Deutschen Statistischen Gesellschaft in Essen, 30. November 1956
Restricted component additive games
Well-posedness for vector equilibrium problems
Portfolio problems stopping at first hitting time with application to default risk
Application of the analysis of covariance to control input-output systems characterized by causal data bases
Bayesian models in actuarial mathematics
A note on optimal R.U. inventory management under inflation
Ein Rechenblatt für die Simplexmethode
A new second-order corrector interior-point algorithm for semidefinite programming
SIMODYPRETHE - Ein Simulationsmodell zur dynamischen Preistheorie für innovative Güter
Ruin problems for a discrete time risk model with random interest rate
Optimale adaptive Devisenarbitrage
Honorarordnung für Projektablaufplanung und -Steuerung
Weighted Banzhaf values
Improved models for operation modes of complex compressor stations
Portfolio optimization: not necessarily concave utility and constraints on wealth and allocation
Analyse, Beschreibung und Optimierung von unscharf formulierten Problemen
Risk management with multiple VaR constraints
Customer waiting times in an ( R, S ) inventory system with compound Poisson demand
Complexity of shop-scheduling problems with fixed number of jobs: a survey
Zur Bestimmung der wirtschaftlichen Bestellmenge bei Preisstaffeln
Bernt Øksendal and Agnès Sulem (2005) applied stochastic control of jump diffusions ISBN 3-540-14023-9, Springer Berlin
One-armed bandit models with continuous and delayed responses
The advantage of small machines in a stochastic fluid production process
How good is Howard's policy improvement algorithm?
Untersuchungen zum Optimum-Mix Problem
Nonstationary denumerable state Markov decision processes - with average variance criterion
A characterization of network representable polymatroids
Correction to: Computational analysis of GI [X] /D-MSP (a,b) /1 queueing system via RG-factorization
Note on the paper of H. Amato und G. Mensch: Rank restriction on the quadratic form in indefinite quadratic programming
A note on a journal selection problem
On the solution of the facility location problem when the dominance method fails
Graph problems arising from parameter identification of discrete dynamical systems
Population monotonic allocation schemes on externality games
Analysis of a discrete-time queue with general independent arrivals, general service demands and fixed service capacity
On the overflow time of a fluid model
Players indifferent to cooperate and characterizations of the Shapley value
Optimal control of arrivals in tandem queues of constant service time
Qualitative robustness of set-valued value-at-risk
Certification aspects of the fast gradient method for solving the dual of parametric convex programs
On computing average cost optimal policies with application to routing to parallel queues
Optimal price management in retail energy markets: an impulse control problem with asymptotic estimates
Convergence analysis of weighted expected residual method for nonlinear stochastic variational inequality problems
Undiscounted Markov decision chains with partial information; an algorithm for computing a locally optimal periodic policy
Markov Teams - An analytical approach to process migration in distributed computing systems
Efficient frontier of utility and CVaR
Generalized sequencing problem "Towers of Hanoi"
An inexact primal-dual algorithm for semi-infinite programming
Consumption and portfolio selection with labor income: A discrete-time approach
Book Review: Morco Dorigo and Thomas Stützle: Ant colony optimization (2004) ISBN 0-262-04219-3, MIT Press, Cambridge
Die Anwendung der Korrelationsrechnung im Arbeits- und Zeitstudienwesen
Optimal control of processes governed by partial differential equations part II: Vibrations
A new exchange property for matroids and its application to max-min-problems
Die Duoplex-Methode
Dynamic productivity improvement in a model with multiple processes
Approximation algorithms for TTP(2)
Nonsingularity in matrix conic optimization induced by spectral norm via a smoothing metric projector
Proof of permutationally convexity of MCSF games
Continuous-time Markov decision processes with risk-sensitive finite-horizon cost criterion
Transient solution of a non-empty chemical queueing system
Regressionsmodelle für gruppierte Verweildauern und Lebenszeiten
A problem in machine breakdown
Some optimal path problems subject to improvements
Location of a moving service facility
Optimization of preventive maintenance for two-unit cold standby redundant systems with a general cost structure
A multilevel model of the European entry-exit gas market
Eine spezielle Vorgangsdauerverteilung zur Netzplananalyse durch Simulation
Zur Optimierung der Bestellverteilung im Einkauf
A summary of optimum preventive maintenance policies for a two-unit standby redundant system
Zur Entwicklung exakter Modelle in der psychologischen Lerntheorie
Global optimization for the sum of generalized polynomial fractional functions
Some existence results for solutions of generalized vector quasi-equilibrium problems
Iterative solution of large systems of normal equations arising from the fitting of surfaces to irregularely spaced data
Die rationelle Erstellung von Großnetzen mit überwiegend schematischen Abläufen
Optimality in different strategy classes in zero-sum stochastic games
Irreversible investments with delayed reaction: an application to generation re-dispatch in power system operation
A note on weighted minimal cost flows
Maximizing upgrading and downgrading margins for ordinal regression
Comparison of duality models in fractional linear programming
Submodularity of some classes of the combinatorial optimization games
Robust unit commitment with \(n-1\) security criteria
Finite dams with double level of release
Aumann-Serrano index of risk in portfolio optimization
Optimal investments for the standard maximization problem with non-concave utility function in complete market model
Probleme des Produktionsausgleichs
A property of convex piecewise linear functions with applications to mathematical programming
Equivalence of various linearization algorithms for linear fractional programming
Adaptive discretization of convex multistage stochastic programs
Upper semicontinuity of closed-convex-valued multifunctions
Proper efficiency for set-valued vector optimization problems and vector variational inequalities
Are oil prices going to remain volatile?
Stability and well-posedness for parametric quasivariational inequality problem
An economic ¯X -chart approach to the joint control of the means of independent quality characteristics
On horizontal cooperation in linear production processes with a supplier that controls a limited resource
Dynamic mean-risk optimization in a binomial model
Order picking in an automatic warehouse: Solving online asymmetric TSPs
Operational considerations for mobile service units
Allgemeine Grundsätze zur Programmierung von Digital-Rechenautomaten
Constrained Semi-Markov decision processes with average rewards
Individual blocking probabilities in the loss system GI + M |[( M )\vec]| N |0
Die Simplexmethode zur Bestimmung einer Ausgangslösung bei bestimmten linearen Programmen
Project scheduling with inventory constraints
( s, S, U ) Lagerpolitik im dynamischen endlichstufigen Problem
Moment inequalities for the discrete-time bulk service queue
Stable modeling in energy risk management
Provably good solutions for the traveling salesman problem
Between a rock and a hard place: the two-to-one assignment problem
A connectivity game for graphs
Superlinear/quadratic one-step smoothing Newton method for P 0 -NCP without strict complementarity
Discrete kernels, loss functions and parametric models in discrete discrimination: A comparative study
Generalized light robustness and the trade-off between robustness and nominal quality
Analysis of an M/G/1 queue with vacations and multiple phases of operation
Increasing quasiconcave co-radiant functions with applications in mathematical economics
A game-theoretic analysis of the political structure of the Netherlands Antilles
Use of discrete transforms for the study of a GI/M/S queue with impatient customer phenomena
The canonical order and optimization problems
Graph models for scheduling systems with machine saturation property
Optimal scheduling of unit-time tasks on two uniform processors under tree-like precedence constraints
An asymptotically optimal algorithm for online stacking
Ein weiteres Rechenschema für die Simplexmethode
Planung der geringsten Kosten täglicher lokaler Lieferungen. Ein Beispiel für die Anwendung der Dynamischen Planung
A spline smoothing homotopy method for nonlinear programming problems with both inequality and equality constraints
Informationstheorie
A simpler characterization of a spectral lower bound on the clique number
An augmented Lagrangian filter method
Einige Bemerkungen zum Ernennungsproblem
A vector variational inequality and optimization over an efficient set
Praktische Anwendung linearer Wirtschaftsmodelle
The Problem of Capacity Addition in Multi-user Elastic Demand Communication Networks
On the unboundedness of facility layout problems
Bibliography in fractional programming
Optimal partial hedging in a discrete-time market as a knapsack problem
Almost sure Nash equilibrium strategies in evolutionary models of asset markets
A general approach to Bayesian portfolio optimization
Optimale Lagerhaltung bei bekannter Verteilung des Bedarfes und unter der Voraussetzung, daß diese Verteilung einen Jahresgang aufweist
A generalized Farkas lemma with applications to quasidifferentiable programming
Component importance based on dependence measures
Minimizing spectral risk measures applied to Markov decision processes
S. Nickel and J. Puerto: Location theory: a unified approach - Springer-Verlag, Berlin Heidelberg 2005
Solving optimal stopping problems of linear diffusions by applying convolution approximations
Conferances/Meetings
Linear arrangement problems on recursively partitioned graphs
Geleitwort
1987 European Meeting of the Psychometric Society Call for papers
Ein heuristisches Verfahren zur globalen Optimierung
Games on lattices, multichoice games and the shapley value: a new approach
Analysis of a finite-source customer assignment model with no state information
Minimaxprobleme und nichtlineare Optimierung
Generating structure editor interfaces for OR procedures
Choosing sets: preface to the special issue on set optimization and applications
Markov control processes with pathwise constraints
The Douglas-Rachford algorithm for convex and nonconvex feasibility problems
Portfolio selection with drawdown constraint on consumption: a generalization model
Continuous-time portfolio optimization under terminal wealth constraints
On optimality in abstract convex programming
Average optimality inequality for continuous-time Markov decision processes in Polish spaces
Zero-sum constrained stochastic games with independent state processes
An approximation algorithm for the stack-up problem
Ein neuer Gesichtspunkt bei der Erfolgsplanung und -kontrolle
Second-order asymptotic analysis for noncoercive convex optimization
Set-valued duality theory for multiple objective linear programs and application to mathematical finance
Extensions to the continuous ordered median problem
Own-company stockholding and work effort preferences of an unconstrained executive
A decision exclusion algorithm for a class of Markovian Decision Processes
Note on supplier-restricted order quantity under temporary price discounts
How to project onto the intersection of a closed affine subspace and a hyperplane
A minimization version of a directed subgraph homeomorphism problem
Ein heuristisches Verfahren zum Entwurf nachfrageorientierter Linienführung im öffentlichen Personennahverkehr
On the $M_t/M_t/K_t+M_t$ queue in heavy traffic
A feedback fluid queue with two congestion control thresholds
A mathematical approach to solve the network reconstruction problem
Random optimization on random sets
Resource leasing and optimal periodic capital investments
A note on equivalent systems of linear diophantine equations
A comparison of two approaches to the optimal positioning of a new product in an attribute space
Strategic bidding in price coupled regions
A set of successive approximation methods for discounted Markovian decision problems
Preface to the special issue on advances in continuous optimization on the occasion of EUROPT 2016
Ein Scoring-Modell bei mehrfacher Zielsetzung mit unsicheren oder fehlenden Daten und abhängigen Zielen
Markov decision processes under observability constraints
Duality for portfolio optimization with short sales
Computation of weighted sums of rewards for concurrent MDPs
Random reduction consistency of the Weber set, the core and the anti-core
A transportation problem with a permuted demand vector
Analysis at service completion times of buffers with output interruptions
Approximating multiobjective optimization problems: How exact can you be?
Peer-to-Peer Lending: a Growth-Collapse Model and its Steady-State Analysis
Equivalents of an approximate variational principle for vector-valued functions and applications
Barwert, Endwert und Effektivzins bei unterjährigen Zahlungen
Zur Bestimmung der Parameter der ( s, q )-Bestellpolitik bei laufender Lagerüberwachung
On a game in manufacturing
An application of sensitivity analysis to a linear programming problem
The minimax adjustment principle
An algorithm for minimax
Optimality equations and inequalities in a class of risk-sensitive average cost Markov decision chains
Design of tariff zones in public transportation networks: theoretical results and heuristics
Die Behandlung von Entscheidungsproblemen mit Hilfe des Dynamischen Programmierens
A Wiener-Hopf based approach to numerical computations in fluctuation theory for Lévy processes
Stochastic models for bidding strategies on oligopoly electricity market
Approximately solving multiobjective linear programmes in objective space and an application in radiotherapy treatment planning
Virtual allocation policies for many-server queues with abandonment
Optimal investment and consumption models with non-linear stock dynamics
Risk sensitive control of finite state Markov chains in discrete time, with applications to portfolio management
A time consistent dynamic bargaining procedure in differential games with hterogeneous discounting
Nonconcave robust optimization with discrete strategies under Knightian uncertainty
Reliability-Based Optimization of structural systems
Ein Modell zur kombinierten Kraftwerks- und Netzausbauplanung elektroenergetischer Systeme unter Anwendung der Gemischt-Ganzzahligen Programmierung
Periodic routing to parallel queues and billiard sequences
Algorithms for single-machine scheduling with stochastic outtree precedence relations to minimize expected weighted flow time or maximum expected lateness
Über eine asymptotische Formel in der Theorie der Warteschlangen
On the number of criteria needed to decide Pareto optimality
Zur Behandlung von Schwund in Lagerhaltungsmodellen
Linear programming via a quadratic penalty function
Reward functionals, salvage values, and optimal stopping
Beyond the cμ rule: Dynamic scheduling of a two-class loss queue
A convex dual approach to the computation of NMR complex spectra
Ein mathematisches Modell für die Lagerhaltung im ungarischen Binnenhandel
Repeated games and multinomial distributions
Global Convergence of a Smooth Approximation Method for Mathematical Programs with Complementarity Constraints
A symmetrization for finite two-person games
Special issue on Energy Networks
On the approximability of adjustable robust convex optimization under uncertainty
Generalized Pinwheel Problem
Some criteria for the minimality of pairs of compact convex sets
Inventory control and pricing for perishable products under age and price dependent stochastic demand
Solutions for subset sum problems with special digraph constraints
Range reliability in random walks
Adaptive policies for time-varying stochastic systems under discounted criterion
Optimal batch service of a polling system under partial information
Extended and strongly extended well-posedness of set-valued optimization problems
Recursive functions on the plane and FPTASs for production planning and scheduling problems with two facilities
Zum V. Jahrgang
A generalization of Fenchel duality in set-valued vector optimization
Long-term staffing based on qualification profiles
Die Methode der "direkten Koeffizientenanpassung" (μ-Form) des Separable Programming
Generalized benefit functions and measurement of utility
New axiomatizations of the Owen value
Present value and future value under uncertainty in the cost of capital
Interdiction's impact on the structure and behavior of the export-import sector for illicit drugs
An approximation approach to ergodic semi-Markov control processes
Bemerkungen zur Rationalisierung betriebswirtschaftlicher Entscheidungen mit Hilfe elektronischer Datenverarbeitungsmaschinen
Extensions of the sequential stochastic assignment problem
Optimal step length for the Newton method: case of self-concordant functions
Approximations for Pareto and Proper Pareto solutions and their KKT conditions
A note on factor substitution in industrial production processes
Perishable inventory systems with variable input and demand rates
J. Dreo, A. Petrowski, P. Siarry, E. Taillard: Metaheuristics for Hard Optimization - Springer, Berlin, ISBN 10 354023022X, 2006, 369 pages
Entwicklung eines flexiblen Verfahrens für Zuschneideprobleme in einem Kaltwalzwerk
Bivariate lifetime distributions and optimal replacement
Information collecting situations and bi-monotonic allocation schemes
Symmetric strong vector quasi-equilibrium problems
Optimal stopping in terminating one-sided processes with unbounded reward functions
A planning model for urban housing developments
Low-complexity algorithm for restless bandits with imperfect observations
Quantitative stability of mixed-integer two-stage quadratic stochastic programs
Conditions for boundedness in concave programming under reverse convex and convex constraints
The age of the arrival process in the G/M/1 and M/G/1 queues
Signal-to-noise matrix and model reduction in continuous-time hidden Markov models
Differential properties of Euclidean projection onto power cone