yusuke1997/dblp-id-title huggingface dataset:
On the Power of Robust Solutions in Two-Stage Stochastic and Adaptive Optimization Problems
A New Approach to the Pareto Stable Matching Problem
Label-Setting Methods for Multimode Stochastic Shortest Path Problems on Graphs
Optimal Investment Policies for a Firm With a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin
Discrete Flow Networks: Bottleneck Analysis and Fluid Approximations
Robust Markov Decision Processes: Beyond Rectangularity
Gaussian Limits for a Fork-Join Network with Nonexchangeable Synchronization in Heavy Traffic
Improved Bounds and Containing Ellipsoids in Karmarkar's Linear Programming Algorithm
Integral Solutions of Linear Complementarity Problems
An Interior Point Cutting Plane Method for the Convex Feasibility Problem with Second-Order Cone Inequalities
A Heavy-Traffic Limit for the Cycle Counting Process in G/G/1, Optional Interruptions and Elastic Screen Brownian Motion
Stochastic Convexity and Concavity of Markov Processes
Quasi-Product Forms for Lévy-Driven Fluid Networks
Gale's Fixed Tax for Exchanging Houses
Truthful Generalized Assignments via Stable Matching
Tail Decay Rates in Double QBD Processes and Related Reflected Random Walks
Nonparametric Estimation of Market Distribution Functions in Electricity Pool Markets
Optimal Approximation for Submodular and Supermodular Optimization with Bounded Curvature
Constrained Discounted Markov Decision Processes and Hamiltonian Cycles
Fast Convex Optimization via Time Scale and Averaging of the Steepest Descent
A Differential Calculus for Random Matrices with Applications to (max, +)-Linear Stochastic Systems
Tractable Relaxations of Composite Functions
The Linear Order Complementarity Problem
The Principle of Optimality in Dynamic Programming with Returns in Partially Ordered Sets
Relaxation Method for Large Scale Linear Programming Using Decomposition
Conflict and Coincidence of Interest in Job Matching: Some New Results and Open Questions
Control of Fork-Join Processing Networks with Multiple Job Types and Parallel Shared Resources
The Hamilton Apportionment Method Is Between the Adams Method and the Jefferson Method
An Algorithm for Constrained Optimization with Semismooth Functions
Polychromatic Acyclic Tours in Colored Multigraphs
On the Sequential Quadratically Constrained Quadratic Programming Methods
Linear Stability of Generalized Equations, Part II: Applications to Nonlinear Programming
On the Augmented Lagrangian
On Randomized Approximation for Finding a Level Ideal of a Poset and the Generalized Median Stable Matchings
Lower Bounds for Bruss' Odds Problem with Multiple Stoppings
Tight Approximations of Dynamic Risk Measures
Polynomially Computable Bounds for the Probability of the Union of Events
Projection in Certain Spaces of Set Functions
Upper Bounds for Single Server Queues with Doubly Stochastic Poisson Arrivals
On the Complexity of Mean Flow Time Scheduling
Packing Feedback Arc Sets in Tournaments Exactly
A Computational Method for Stochastic Impulse Control Problems
Optimal Expected-Distance Separating Halfspace
Polynomial Voting Rules
On the Convergence Rate of Algorithms for Solving Equations that are Based on Methods of Complementary Pivoting
On Computing the Nucleolus of a Balanced Connected Game
Finitely Additive Dynamic Programming
Stochastic Decomposition: An Algorithm for Two-Stage Linear Programs with Recourse
Finite-Degree Utility Independence
Tight Bounds and Probabilistic Analysis of Two Heuristics for Parallel Processor Scheduling
An Exact Penalty Method for Mixed-Integer Programs
Random Perfect Information Games
Scheduling Equal-Length Tasks Under Treelike Precedence Constraints to Minimize Maximum Lateness
Stochastic Dominance on Unidimensional Grids
A Dynamic Contagion Risk Model with Recovery Features
The Circuit Polytope: Facets
A Fully Polynomial Approximation Scheme for Scheduling a Single Machine to Minimize Total Weighted Late Work
Explicit Solution of Inventory Problems with Delivery Lags
Sensitivity Analysis for the Stationary Distribution of Reflected Brownian Motion in a Convex Polyhedral Cone
Determining All Solutions to Certain Systems of Nonlinear Equations
Computing Equilibria in Finance Economies
On the Existence of an Arrow-Radner Equilibrium in the Case of Complete Markets. A Remark
Repeated Games with Incomplete Information over Predictable Systems
Risk-Averse Optimal Control in Continuous Time by Nesting Risk Measures
On the Relation Among Some Definitions of Strategic Stability
On an Extension of Condition Number Theory to Nonconic Convex Optimization
Dynamic Fair Resource Division
Efficient Allocations in Double Auction Markets
Semidefinite Programming Relaxations of the Traveling Salesman Problem and Their Integrality Gaps
Partially Observable Risk-Sensitive Markov Decision Processes
Variational Analysis of Composite Models with Applications to Continuous Optimization
The Power of Subsampling in Submodular Maximization
Additive Consistency of Risk Measures and Its Application to Risk-Averse Routing in Networks
Projecting an Extended Formulation for Mixed-Integer Covers on Bipartite Graphs
On the Number of Iterations of Piyavskii's Global Optimization Algorithm
The Value of Insight
Parametric Shortest-Path Algorithms via Tropical Geometry
Variance-Optimal Hedging in Discrete Time
Long-Term Values in Markov Decision Processes and Repeated Games, and a New Distance for Probability Spaces
On the Efficiency of Newton's Method in Approximating All Zeros of a System of Complex Polynomials
An Axiomatization of the Core of Market Games: A Correction
Counting Integral Points in Polytopes via Numerical Analysis of Contour Integration
Q-Learning for Risk-Sensitive Control
Unifying Condition Numbers for Linear Programming
Globally Convergent Newton Methods for Nonsmooth Equations
Persistently Optimal Policies in Stochastic Dynamic Programming with Generalized Discounting
Quotatone Apportionment Methods
On Line Bin Packing with Items of Random Size
On the Multichannel Rendezvous Problem: Fundamental Limits, Optimal Hopping Sequences, and Bounded Time-to-Rendezvous
Minimization Fractional Prophet Inequalities for Sequential Procurement
Stable Matchings, Optimal Assignments, and Linear Programming
Convergence Analysis of Some Algorithms for Solving Nonsmooth Equations
Open Queueing Systems in Light Traffic
An Asymptotic, Probabilistic Analysis of a Routing Problem
The Global Linear Convergence of a Noninterior Path-Following Algorithm for Linear Complementarity Problems
Opinion Dynamics on Directed Complex Networks
The UGC Hardness Threshold of the L p Grothendieck Problem
Shortest Integer Vectors
A Note on Approximation Schemes for Multidimensional Knapsack Problems
Random Walk and the Area Below its Path
Confidence Intervals for Piecewise Normal Distributions and Stochastic Variational Inequalities
Algorithms for Competitive Division of Chores
Reference Dependence and Market Participation
Mathematical Programs with Complementarity Constraints: Stationarity, Optimality, and Sensitivity
Solution Bases of Multiterminal Cut Problems
On the Complexity of Cooperative Solution Concepts
On the Douglas-Rachford Algorithm for Solving Possibly Inconsistent Optimization Problems
The Generalized Basis Reduction Algorithm
On the Optimality of Affine Policies for Budgeted Uncertainty Sets
Stochastic Target Games and Dynamic Programming via Regularized Viscosity Solutions
Probabilistic Analysis of the Held and Karp Lower Bound for the Euclidean Traveling Salesman Problem
A Fast Algorithm for the Decomposition of Graphs and Posets
An Efficient Interior-Point Method for Convex Multicriteria Optimization Problems
Relationship Between Strong Monotonicity Property, P 2 -Property, and the Gus-Property in Semidefinite Linear Complementarity Problems
Exponential Lower Bounds on a Class of Knapsack Algorithms
Segregating the Input to a Series of Buffers
Flows in Queueing Networks: A Martingale Approach
Homeomorphism Conditions for Coherently Oriented Piecewise Affine Mappings
On a Representation of the Matching Polytope Via Semidefinite Liftings
Hidden Integrality and Semirandom Robustness of SDP Relaxation for Sub-Gaussian Mixture Model
Robust-to-Dynamics Optimization
New Precedence Theorems for One-Machine Weighted Tardiness
On Computation of Generalized Derivatives of the Normal-Cone Mapping and Their Applications
Strategy-Proof Multidimensional Mechanism Design
Robust MDPs with k -Rectangular Uncertainty
Integrals of Set-Valued Functions with a Countable Range
Uniqueness of Clearing Payment Matrices in Financial Networks
Probability Distributions on Partially Ordered Sets and Network Interdiction Games
A Minimax Theorem
A Generalization of the Perfect Graph Theorem Under the Disjunctive Index
A 2-Approximation Algorithm for Stochastic Inventory Control Models with Lost Sales
Time-Consistent Decisions and Temporal Decomposition of Coherent Risk Functionals
Continuity of Generalized Gradients and Multipliers Under Perturbations
The Recruitment Trajectory Corresponding to Particular Stock Sequences in Markovian Person-Flow Models
Hardness and Approximation Results for L p -Ball Constrained Homogeneous Polynomial Optimization Problems
Optimal Boundary Surface for Irreversible Investment with Stochastic Costs
Probabilistic and Worst Case Analyses of Classical Problems of Combinatorial Optimization in Euclidean Space
Measure-Valued Differentiation for Stationary Markov Chains
An Explicit Solution of a Nonlinear-Quadratic Constrained Stochastic Control Problem with Jumps: Optimal Liquidation in Dark Pools with Adverse Selection
Implicit Functions, Lipschitz Maps, and Stability in Optimization
A Decomposition Methodology and a Class of Algorithms for the Solution of Nonlinear Equations
On ws-Convergence of Product Measures
A Theory on Extending Algorithms for Parametric Problems
Zero Investment in a High Yield Asset Can be Optimal
A Probabilistic Analysis of Tour Partitioning Heuristics for the Capacitated Vehicle Routing Problem with Unsplit Demands
When Is a Network Epidemic Hard to Eliminate?
Stochastic Optimization with Decision-Dependent Distributions
Duality for Multiple Objective Convex Programs
Extrapolated Proximal Subgradient Algorithms for Nonconvex and Nonsmooth Fractional Programs
On Paths Generated by Fixed Point Algorithms
A Classical Search Game in Discrete Locations
Stable Equilibria - A Reformulation. Part II. Discussion of the Definition, and Further Results
Comparing Policies in Markov Decision Processes: Mandl's Lemma Revisited
Diffusion Limit of Fair Resource Control - Stationarity and Interchange of Limits
Stable Equilibria - A Reformulation: Part I. Definition and Basic Properties
Improving Envy Freeness up to Any Good Guarantees Through Rainbow Cycle Number
Resistant Sets in the Unit Hypercube
On the Rank of Disjunctive Cuts
Approximations to the Lifetime Distribution of k -Out-of- n Systems with Cold Standby
The Uniqueness of Stationary Distributions for the GI / G / S Queue
A General Framework for Learning Mean-Field Games
Optimal Investments for Robust Utility Functionals in Complete Market Models
The Ellipsoid Method Generates Dual Variables
Coupled Learning Enabled Stochastic Programming with Endogenous Uncertainty
Robust Portfolio Choice and Indifference Valuation
On Equivalence of Semidefinite Relaxations for Quadratic Matrix Programming
Optimal Ordering Policy for Inventory Systems with Quantity-Dependent Setup Costs
The Cost of Achieving the Best Portfolio in Hindsight
The Mani-Walkup Spherical Counterexamples to the W v -Path Conjecture are Not Polytopal
Adopting a Plurality Vote Perspective
Risk, Ambiguity, and the Separation of Utility and Beliefs
A Solvable One-Dimensional Model of a Diffusion Inventory System
Regret in Online Combinatorial Optimization
Discounted Stochastic Fluid Programs
Investment Timing and Technological Breakthroughs
The Space of Polynomials in Measures is Internal
Fundamental Theorem of Asset Pricing Under Transaction Costs and Model Uncertainty
The Complexity of Markov Decision Processes
Weak Univalence and Connectedness of Inverse Images of Continuous Functions
A Theory of Alternating Paths and Blossoms from the Perspective of Minimum Length
Exchangeable Processes: de Finetti's Theorem Revisited
Homogeneous Games: Recursive Structure and Computation
The Strong Positivity Conditions
On the Behavior of the Optimal Value Operator of Dynamic Programming
Cyclic Schedules for Job Shops with Identical Jobs
Fair Allocation of Indivisible Goods: Improvement
Universal Barrier Is n -Self-Concordant
Construction of Stationary Markov Equilibria in a Strategic Market Game
Approximating Subdifferentials by Random Sampling of Gradients
Measurable Selection and Dynamic Programming
Full Stability in Finite-Dimensional Optimization
A Limit Theorem for Financial Markets with Inert Investors
Deterministic Pivoting Algorithms for Constrained Ranking and Clustering Problems
Parabolic ADI Methods for Pricing America Options on Two Stocks
A Randomly Weighted Minimum Arborescence with a Random Cost Constraint
Generic Optimality Conditions for Semialgebraic Convex Programs
Entrepreneurial Decisions on Effort and Project with a Nonconcave Objective Function
A General Class of Greedily Solvable Linear Programs
Optimality Conditions for Problems over Symmetric Cones and a Simple Augmented Lagrangian Method
A Stochastic Portfolio Optimization Model with Bounded Memory
Fair Shares: Feasibility, Domination, and Incentives
Tight Lower Bounds on the Sizes of Symmetric Extensions of Permutahedra and Similar Results
Using Expert Opinions in Bayesian Prediction of Component Lifetimes in a Shock Model
Asymptotic Analysis of Congested Communication Networks
A Two-Sided Discrete-Concave Market with Possibly Bounded Side Payments: An Approach by Discrete Convex Analysis
Unbiased Sensitivity Estimation of One-Dimensional Diffusion Processes
Online Estimation and Optimization of Utility-Based Shortfall Risk
An Approach to Homotopy and Degree Theory
A Linearly Convergent Dual-Based Gradient Projection Algorithm for Quadratically Constrained Convex Minimization
An Extension of Karmarkar Type Algorithm to a Class of Convex Separable Programming Problems with Global Linear Rate of Convergence
Fluctuation Theory of Continuous-Time, Skip-Free Downward Markov Chains with Applications to Branching Processes with Immigration
Intersection Disjunctions for Reverse Convex Sets
Multivariate Stochastic Orderings and Positive Dependence in Reliability Theory
Continuity Theorems in Stochastic Control Problems
Martingale Analysis for Assets with Discontinuous Returns
Refinement Derivatives and Values of Games
Properties of the Log-Barrier Function on Degenerate Nonlinear Programs
Sensitivity Analysis for Cone-Constrained Optimization Problems Under the Relaxed Constraint Qualifications
Infinite Channel Queueing System with Controlled Input
Facility Location with Client Latencies: LP-Based Techniques for Minimum-Latency Problems
Characterizing Polytopes in the 0/1-Cube with Bounded Chvátal-Gomory Rank
On the Equilibrium Distribution of a Class of Finite-State Generalized Semi-Markov Processes
Risk-Sensitive Control for the Multiclass Many-Server Queues in the Moderate Deviation Regime
Self-Scaled Barriers and Interior-Point Methods for Convex Programming
A Gauss-Newton Approach to Solving Generalized Inequalities
Optimal Transport-Based Distributionally Robust Optimization: Structural Properties and Iterative Schemes
The Asymptotic Optimality of the LPT Rule
Theoretical Efficiency of the Algorithm "Capacity" for the Maximum Flow Problem
On the Convergence of Policy Iteration in Finite State Undiscounted Markov Decision Processes: The Unichain Case
Note on Multimodularity and L-Convexity
Error Bounds for Perturbing Nonexponential Queues
A Retrospective Approximation Approach for Smooth Stochastic Optimization
Coordinating Inventory Control and Pricing Strategies with Random Demand and Fixed Ordering Cost: The Infinite Horizon Case
Generalized Poincaré-Hopf Theorem for Compact Nonsmooth Regions
On the Value of Some Infinite Matrix Games
Robust Polynomial-Time Approximation Schemes for Parallel Machine Scheduling with Job Arrivals and Departures
Risk-Sensitive Optimal Control for Markov Decision Processes with Monotone Cost
Strong Convexity of Feasible Sets in Off-line and Online Optimization
Probability Bounds for Polynomial Functions in Random Variables
The Shapes of Polyhedra
Discounted Stochastic Games
Solving SLP Recourse Problems with Arbitrary Multivariate Distributions - The Dependent Case
Provably Near-Optimal Balancing Policies for Multi-Echelon Stochastic Inventory Control Models
Solving Bargaining Games by Differential Equations
Polyhedral Combinatorics and Network Reliability
Dynamic Pricing with Multiple Products and Partially Specified Demand Distribution
Variational Inequalities with Generalized Monotone Operators
Semismooth Karush-Kuhn-Tucker Equations and Convergence Analysis of Newton and Quasi-Newton Methods for Solving these Equations
Penalty-Regulated Dynamics and Robust Learning Procedures in Games
Repeated Games with Incomplete Information on One Side: The Case of Different Discount Factors
Multiconstrained Finite-Horizon Piecewise Deterministic Markov Decision Processes with Unbounded Transition Rates
A New Lower Bound Via Projection for the Quadratic Assignment Problem
A Duality Theorem in Multiobjective Nonlinear Programming
Running Errands in Time: Approximation Algorithms for Stochastic Orienteering
An Analysis of Preemptive Multiprocessor Job Scheduling
Exactness Conditions for Semidefinite Programming Relaxations of Generalization of the Extended Trust Region Subproblem
Conditioning of Convex Programs from a Primal-Dual Perspective
On Sufficient Conditions in Nonsmooth Optimization
Gambling Problems with a Limit Inferior Payoff
Relative Frequencies of Generalized Simulated Annealing
Approximation Algorithms for Dynamic Assortment Optimization Models
On Abstract Integral Dependence
Corrigendum: Algebraic Linear Programming
The Complexity of Flowshop and Jobshop Scheduling
The Running Intersection Relaxation of the Multilinear Polytope
Monotonic Assignment Rules and Common Pricing
Constraint Aggregation in Infinite-Dimensional Spaces and Applications
Expected Residual Minimization Method for Stochastic Linear Complementarity Problems
A Cost-Shaping Linear Program for Average-Cost Approximate Dynamic Programming with Performance Guarantees
The Scenario Generation Algorithm for Multistage Stochastic Linear Programming
Generalized Cheney-Loeb-Dinkelbach-Type Algorithms
Free-Steering Relaxation Methods for Problems with Strictly Convex Costs and Linear Constraints
Unconstrained Convex Minimization in Relative Scale
Approximation Algorithms for Combinatorial Auctions with Complement-Free Bidders
Departures from a Queue with Many Busy Servers
The Strong Second-Order Sufficient Condition and Constraint Nondegeneracy in Nonlinear Semidefinite Programming and Their Implications
Congestion Games with Variable Demands
Shapley-Scarf Housing Markets: Respecting Improvement, Integer Programming, and Kidney Exchange
On the Value of Adaptive Solutions to Stochastic Scheduling Problems
Lagrangian Relaxation via Ballstep Subgradient Methods
A Fluid Limit for an Overloaded X Model via a Stochastic Averaging Principle
Separation Algorithms for Classes of STSP Inequalities Arising from a New STSP Relaxation
Solving a System of Linear Diophantine Equations with Lower and Upper Bounds on the Variables
Conic Optimization with Spectral Functions on Euclidean Jordan Algebras
Asymmetric Rendezvous on the Line Is a Double Linear Search Problem
Asymptotic Convergence Analysis of the Forward-Backward Splitting Algorithm
A Closed Form Solution for the Asymmetric Random Polling System with Correlated Levy Input Process
On Random Walks and Stable GI / G /1 Queues
Subsolutions of an Isaacs Equation and Efficient Schemes for Importance Sampling
Bounding the Expectation of a Saddle Function with Application to Stochastic Programming
A Near-Optimal Solution to a Two-Dimensional Cutting Stock Problem
An Analysis of Mixed Integer Linear Sets Based on Lattice Point Free Convex Sets
Asymptotic Semivalues and a Short Proof of Kannai's Theorem
Optimal Investment Strategy for α-Robust Utility Maximization Problem
On the Rank of Extreme Matrices in Semidefinite Programs and the Multiplicity of Optimal Eigenvalues
Bin Packing in Multiple Dimensions: Inapproximability Results and Approximation Schemes
Minimally Infeasible Set-Partitioning Problems with Balanced Constraints
Better-Reply Dynamics with Bounded Recall
An Upper Bound for the Equilibrium Mean Wait in a Stationary GI / G /1 Queue
Extended Matrix Cube Theorems with Applications to µ-Theory in Control
Rearrangement, Majorization and Stochastic Scheduling
A Fast Computational Procedure to Solve the Multi-Item Single Machine Lot Scheduling Optimization Problem: The Average Cost Case
Approximation Algorithms for the Capacitated Multi-Item Lot-Sizing Problem via Flow-Cover Inequalities
Convergence Rate Analysis for the Alternating Direction Method of Multipliers with a Substitution Procedure for Separable Convex Programming
Turnpike Optimality of Smith's Rule in Parallel Machines Stochastic Scheduling
Optimal Impulse Control of Portfolios
On Markov Jump Processes Imbedded at Jump Epochs and Their Queueing-Theoretic Applications
Substitution with Satiation: A New Class of Utility Functions and a Complementary Pivot Algorithm
Modified Wilson's Method for Nonlinear Programs with Nonunique Multipliers
Slater Condition for Tangent Derivatives
Matching Games: The Least Core and the Nucleolus
Optimal Retirement Under Partial Information
Option Pricing with a General Marked Point Process
On a Network Centrality Maximization Game
Loss Rates for Lévy Processes with Two Reflecting Barriers
On Multiple Choice Secretary Problems
Diffusion Approximations for G/M/n + GI Queues with State-Dependent Service Rates
A Semismooth Newton-Type Method for the Nearest Doubly Stochastic Matrix Problem
Liquidity Provision with Adverse Selection and Inventory Costs
Variance Regularization in Sequential Bayesian Optimization
On Generalized Gradients in Optimization Problems with Set-Valued Constraints
Repeated Games and Partial Differential Equations
Ordinary CLT and WLLN Versions of L = λ W
A Robust Control Framework for Option Pricing
Bounds and Heuristics for Capacitated Routing Problems
Relationships Between Some Notions Which are Common to Reliability Theory and Economics
Probabilistic Analysis of a Relaxation for the k -Median Problem
Linear Programming for Finite State Multi-Armed Bandit Problems
Lagrange Multipliers in Nonsmooth Semi-Infinite Optimization Problems
Delbert Ray Fulkerson (August 14, 1924-January 10, 1976)
Optimal Stopping of a Random Sequence with Unknown Distribution
Rounding of Polytopes in the Real Number Model of Computation
A Sequential Entry Problem with Forced Exits
Hermite Normal Form Computation Using Modulo Determinant Arithmetic
Equivalent N -Person Games and the Null Space of the Shapley Value
Asymptotic Stochastic Programs
Directional Stability Theorem and Directional Metric Regularity
Computing Stationary Nash Equilibria of Undiscounted Single-Controller Stochastic Games
First-Order Optimality Conditions for Degenerate Index Sets in Generalized Semi-Infinite Optimization
A Bound on the Proportion of Pure Strategy Equilibria in Generic Games
McKean-Vlasov Optimal Control: Limit Theory and Equivalence Between Different Formulations
Synthesis and Generalization of Structural Results in Inventory Management: A Generalized Convexity Property
Stability of Constrained Markov-Modulated Diffusions
Semivalues of Political Economic Games
Light Traffic Approximations in Queues
Uniform Continuity of the Value of Zero-Sum Games with Differential Information
Unanimous and Strategy-Proof Probabilistic Rules for Single-Peaked Preference Profiles on Graphs
Generalized Conjugate Gradient Methods for ℓ 1 Regularized Convex Quadratic Programming with Finite Convergence
Quadratic Convergence in a Primal-Dual Method
On the Facial Structure of Independence System Polyhedra
On Sums of Conditionally Independent Subexponential Random Variables
Continuous Characterizations of the Maximum Clique Problem