Works matching IS 0364765X AND DT 2007 AND VI 32 AND IP 1
Results: 15
Lagrange Multipliers and Calmness Conditions of Order p.
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- Mathematics of Operations Research, 2007, v. 32, n. 1, p. 95, doi. 10.1287/moor.1060.0217
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Computation of the Lasserre Ranks of Some Polytopes.
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- Mathematics of Operations Research, 2007, v. 32, n. 1, p. 88, doi. 10.1287/moor.1060.0212
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Continuous-Time Markov Decision Processes with Discounted Rewards: The Case of Polish Spaces.
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- Mathematics of Operations Research, 2007, v. 32, n. 1, p. 73, doi. 10.1287/moor.1060.0210
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Solution and Forecast Horizons for Infinite-Horizon Nonhomogeneous Markov Decision Processes.
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- Mathematics of Operations Research, 2007, v. 32, n. 1, p. 51, doi. 10.1287/moor.1060.0224
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Variational Inequalities and Economic Equilibrium.
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- Mathematics of Operations Research, 2007, v. 32, n. 1, p. 32, doi. 10.1287/moor.1060.0233
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The Symmetric Traveling Salesman Polytope: New Facets from the Graphical Relaxation.
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- Mathematics of Operations Research, 2007, v. 32, n. 1, p. 233, doi. 10.1287/moor.1060.0244
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Topological Uniqueness of the Nash Equilibrium for Selfish Routing with Atomic Users.
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- Mathematics of Operations Research, 2007, v. 32, n. 1, p. 215, doi. 10.1287/moor.1060.0229
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Competition and Efficiency in Congested Markets.
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- Mathematics of Operations Research, 2007, v. 32, n. 1, p. 1, doi. 10.1287/moor.1060.0231
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Generalized Poincaré-Hopf Theorem for Compact Nonsmooth Regions.
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- Mathematics of Operations Research, 2007, v. 32, n. 1, p. 193, doi. 10.1287/moor.1060.0235
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On the Starting and Stopping Problem: Application in Reversible Investments.
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- Mathematics of Operations Research, 2007, v. 32, n. 1, p. 182, doi. 10.1287/moor.1060.0228
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Lagrange Multipliers in Nonsmooth Semi-Infinite Optimization Problems.
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- Mathematics of Operations Research, 2007, v. 32, n. 1, p. 168, doi. 10.1287/moor.1060.0234
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Uniqueness and Stability of Optimal Policies of Finite State Markov Decision Processes.
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- Mathematics of Operations Research, 2007, v. 32, n. 1, p. 156, doi. 10.1287/moor.1060.0232
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A Two-Sided Discrete-Concave Market with Possibly Bounded Side Payments: An Approach by Discrete Convex Analysis.
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- Mathematics of Operations Research, 2007, v. 32, n. 1, p. 136, doi. 10.1287/moor.1070.0227
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Stochastic Integer Programming: Limit Theorems and Confidence Intervals.
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- Mathematics of Operations Research, 2007, v. 32, n. 1, p. 118, doi. 10.1287/moor.1060.0222
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Optimal Strategies and Utility-Based Prices Converge When Agents' Preferences Do.
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- Mathematics of Operations Research, 2007, v. 32, n. 1, p. 102, doi. 10.1287/moor.1060.0220
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- Article