| no |
title |
author |
magazine |
year |
volume |
issue |
page(s) |
type |
| 1 |
Computing tight bounds via piecewise linear functions through the example of circle cutting problems
|
Rebennack, Steffen
|
|
2016
|
84 |
1 |
p. 3-57
|
article
|
| 2 |
Editorial
|
Stein, Oliver
|
|
2016
|
84 |
1 |
p. 1
|
article
|
| 3 |
It is difficult to tell if there is a Condorcet spanning tree
|
Darmann, Andreas
|
|
2016
|
84 |
1 |
p. 93-104
|
article
|
| 4 |
On the overflow time of a fluid model
|
Löpker, Andreas
|
|
2016
|
84 |
1 |
p. 59-92
|
article
|
| 5 |
On the solution continuity of parametric set optimization problems
|
Xu, Y. D.
|
|
2016
|
84 |
1 |
p. 223-237
|
article
|
| 6 |
Optimal mean–variance reinsurance and investment in a jump-diffusion financial market with common shock dependence
|
Liang, Zhibin
|
|
2016
|
84 |
1 |
p. 155-181
|
article
|
| 7 |
Properties associated with the epigraph of the $$l_1$$l1 norm function of projection onto the nonnegative orthant
|
Liu, Yong-Jin
|
|
2016
|
84 |
1 |
p. 205-221
|
article
|
| 8 |
Regular finite fuel stochastic control problems with exit time
|
Rokhlin, Dmitry B.
|
|
2016
|
84 |
1 |
p. 105-127
|
article
|
| 9 |
Robust canonical duality theory for solving nonconvex programming problems under data uncertainty
|
Shen, Linsong
|
|
2016
|
84 |
1 |
p. 183-204
|
article
|
| 10 |
SAA method based on modified Newton method for stochastic variational inequality with second-order cone constraints and application in portfolio optimization
|
Chen, Shuang
|
|
2016
|
84 |
1 |
p. 129-154
|
article
|
Journal description