Mathematics of Operations Research

Aims & Scope✦ Inferred from recent articles

Mathematics of Operations Research publishes research on stochastic optimization, including adaptive submodular functions and their approximation ratios. It also covers opinion dynamics and polarization models, nonlinear least squares problems over smooth varieties, and dynamic bipartite matching markets. Further topics include set-valued mappings, time-inconsistent mean field control problems, and queueing systems in heavy traffic. The journal also features work on optimal consumption and investment, stochastic cone linear complementarity problems, and the theory of e-variables. Additional areas include stochastic exchangeable teams, multidimensional mechanism design, nonparametric choice models, and games of optimal portfolio liquidation. The scope extends to gradient flows on Hadamard manifolds, consumption-portfolio optimization with habit formation, and minimizing functions on algebraic varieties of matrices. It also addresses bilevel programming, L1 regularization methods, risk budgeting portfolios, and generalized metric subregularity. Finally, the journal includes research on dynamic Bayesian persuasion models and expected utility maximization in financial markets with endogenous market impacts.

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Source: OpenAlex · Note: citations accumulate over time so older years appear higher

SJR Quartile by Discipline

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Subject Classification