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Multivariate transient price impact and matrix-valued positive definite functions
Alfonsi, Aurélien; Klöck, Florian; Schied, Alexander - In: Mathematics of operations research 41 (2016) 3, pp. 914-934
Persistent link: https://www.econbiz.de/10011520739
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A polyhedral description of kernels
Chen, Qin; Chen, Xujin; Zang, Wenan - In: Mathematics of operations research 41 (2016) 3, pp. 969-990
Persistent link: https://www.econbiz.de/10011520783
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Robust polynomial-time approximation schemes for parallel machine scheduling with job arrivals and departures
Skutella, Martin; Verschae, José - In: Mathematics of operations research 41 (2016) 3, pp. 991-1021
Persistent link: https://www.econbiz.de/10011520791
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On the complexity of the FIFO stack-up problem
Gurski, Frank; Rethmann, Jochen; Wanke, Egon - In: Mathematical methods of operations research 83 (2016) 1, pp. 33-52
Persistent link: https://www.econbiz.de/10011446607
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Generation of interior points and polyhedral representations of cones in RN cut by M planes sharing a common point
Belyaev, Alexander - In: Mathematical methods of operations research 83 (2016) 1, pp. 71-85
Persistent link: https://www.econbiz.de/10011446619
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Optimal investment and consumption under partial information
Lindensjö, Kristoffer - In: Mathematical methods of operations research 83 (2016) 1, pp. 87-107
Persistent link: https://www.econbiz.de/10011446622
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A trust-region method with improved adaptive radius for systems of nonlinear equations
Esmaeili, Hamid; Kimiaei, Morteza - In: Mathematical methods of operations research 83 (2016) 1, pp. 109-125
Persistent link: https://www.econbiz.de/10011446624
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Maximization of nonconcave utility functions in discrete-time financial market models
Carassus, Laurence; Rásonyi, Miklós - In: Mathematics of operations research 41 (2016) 1, pp. 146-173
Persistent link: https://www.econbiz.de/10011448349
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Capacitated vehicle routing with nonuniform speeds
Gørtz, Inge Li; Molinaro, Marco; Nagarajan, Viswanath; … - In: Mathematics of operations research 41 (2016) 1, pp. 318-331
Persistent link: https://www.econbiz.de/10011448387
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Tight approximation for unconstrained XOS maximization
Filmus, Yuval; Kawase, Yasushi; Kobayashi, Yusuke; … - In: Mathematics of operations research 46 (2021) 4, pp. 1599-1610
Persistent link: https://www.econbiz.de/10012796668