MATHEMATICS OF OPERATIONS RESEARCH Vol. 22, No. 4, November 1997 Printed in U.S.A AUTHOR INDEX OF VOLUME 22 ALANYALI, Murat. Analysis of Simple Algorithms for GOLDBERG, ANDREW V. Scaling Methods for Finding Dynamic Load Balancing, 840 a Maximum Free Multiflow of Minimum Cost, 90 ALTMAN, E. Contraction Conditions for Average and GOLDFARB, DONALD. Polynomial-Time Highest-Gain a-Discount Optimality in Countable State Augmenting Path Algorithms for the Generalized Markov Games with Unbounded Rewards, 588 Circulation Problem, 793 AMER, RAFEL. Cooperation Indices and Weighted GULER, OSMAN. Hyperbolic Polynomials and Interior Shapley Values, 955 Point Methods for Convex Programming, 350 ANSTREICHER, Kurt M. On Vaidya’s Volumetric HAppou, M. SEE AUSLENDER, A., 43 Cutting Plane Method for Convex Programming, HaJeK, BRUCE SEE ALANYALI, Murat, 840 63 HALL, Lestie A. Scheduling to Minimize Aver- AUSLENDER, A. Asymptotic Analysis for Penalty age Completion Time: Off-line and On-line and Barrier Methods in Convex and Linear Approximation Algorithms, 513 Programming, 43 Hart, Serciv. Potentials and Weighted Values of BARANY, Imre. Colourful Linear Programming and Its Nonatomic Games, 619 Relatives, 550 HEARN, DONALD W. SEE GiBBONS, LUANA E., 754 BAuER, Petra. The Circuit Polytope: Facets, 110 Horpbuk, A. SEE ALTMAN, E., 588 BONNANS, J. Frepéric. On the Convergence of HUANG, L. R. On Lower Bounds of the Second-Order the Iteration Sequence of Infeasible Path Directional Derivatives of Ben-Tal, Zowe, and Following Algorithms for Linear Complemen- Chaney, 747 tarity Problems, 378 Humes, C., Jr. The Delay of Open Markovian Browne, Sip. Survival and Growth with a Liability: Queueing Networks: Uniform Functional Bounds, Optimal Portfolio Strategies in Continuous Time, Heavy Traffic Pole Multiplicities, and Stability, 468 921 BuRNETAS, APOSTOLOS N. Optimal Adaptive Policies IBARAKI, TOSHIHIDE SEE NAGAMOCHI, HIROSHI, 146 for Markov Decision Processes, 222 Iwata, SATORU. A Fast Parametric Submodu- Carr, Rosert. Separating Clique Trees and lar Intersection Algorithm for Strong Map Bipartition Inequalities Having a Fixed Number Sequences, 803 of Handles and Teeth in Polynomial Time, 257 JAFFRAY, JEAN-YveS. On the Existence of Subjective CARRERAS, FRANCESC SEE AMER, RAFEL, 955 Upper and Lower Probabilities, 165 CarRrRizosA, EmiLio. Simpson Points in Planar JiANG, HOUYUAN SEE Q1, Ligun, 301 Problems with Locational Constraints. The Jin, H. The Throughput of Irreducible Closed Polyhedral-Gauge Case, 291 Markovian Queueing Networks: Functional CaRRIZOSA, EmiLio. Simpson Points in Planar Bounds, Asymptotic Loss, Efficiency, and the Problems with Locational Constraints. The Harrison-Wein Conjectures, 886 Round-Norm Case, 276 Jin, ZHIYING SEE GOLDFARB, DONALD, 793 CHEN, Honea. Stability of Multiclass Queueing KABUTOYA, NAOHISA SEE NAGAMOCHI, HIROSHI, 146 Networks Under FIFO Service Discipline, 691 KANNAN, RAVI SEE Dyer, MARTIN, 545 ComiInNeTTI, R. SEE AUSLENDER, A., 43 Karp, RICHARD M. SEE EL-YANIV, RAN, 814 ConbDE, EDUARDO SEE CARRIZOSA, EmiILio, 291 KARZANOV, ALEXANDER V. SEE GOLDBERG, ANDREW CONDE, EDUARDO SEE CARRIZOSA, EMILIO, 276 V., 90 Crouzeix, J. P. a-Convex Sets and Strong KATEHAKIS, MICHAEL N. SEE BURNETAS, APOSTOLOS Quasiconvexity, 998 N., 222 Dyer, Martin. On Barvinok’s Algorithm for KiwigL, Krzysztor C. Free-Steering Relaxation Counting Lattice Points in Fixed Dimension, 545 Methods for Problems with Strictly Convex Costs EL-YANIV, RAN. Nearly Optimal Competitive Online and Linear Constraints, 326 Replacement Policies, 814 KosIMA, MASAKAZU SEE SHIDA, MASAYUKI, 969 FERLAND, J. A. SEE CROUZEIX, J. P., 998 Korn, RAP. Optimal Impulse Control When Control FiLipowski, SHARON. On the Complexity of Solving Actions Have Random Consequences, 639 Sparse Symmetric Linear Programs Specified Kumak, P. R. see Humes, C., Jr., 921 with Approximate Data, 769 Kumar, P. R. SBE Jin, H., 886 Gissons, LuANA E. Continuous Characterizations of Lee, THOMAS (YEW SING). A Closed Form Solution the Maximum Clique Problem, 754 for the Asymmetric Random Polling System with GLASSERMAN, PAUL. Corrected Diffusion Approxi- Correlated Levy Input Process, 432 mations for a Multistage Production-inventory LeizAROwITz, ARIE SEE ZASLAVSKI, ALEXANDER J., System, 186 726 1023 0364-765 X/97/2204/1023/$05.00 Copyright © 1997, Institute for Operations Research and the Management Sciences 1024 AUTHOR INDEX OF VOLUME 22 Liu, TAl-WEN SEE GLASSERMAN, PAUL, 186 RAMANA, Morakuri V. SEE GipBons, LUANA E., MAGNANTI, THOMAS L. Averaging Schemes 754 for Variational Inequalities and Systems of Scuuiz, ANDREAS S. See HALL, Lesuie A., 513 Equations, 568 Scuuur, Peter C. Classification of Acceptance MCENEANEY, WILLIAM M. A _ Robust Control Criteria for the Simulated Annealing Algorithm, Framework for Option Pricing, 202 266 Monperer, Dov see Hart, Serciu, 619 Seccui, PiERCESARE. Stationary Strategies for Re- MOLLER, ALFRED. How Does the Value Function of a cursive Games, 494 Markov Decision Process Depend on the Supa, MASAyukI. Centers of Monotone Generalized Transition Probabilities?, 872 Complementarity Problems, 969 MuNoz-MARQUEZ, MANUEL SEE CARRIZOSA, EMILIO, SHIGENO, MAIKO SEE Iwata, SATORU, 803 291 SHINDOH, SUSUMU SEE SHIDA, MASAYUKI, 969 MuNoz-MARQUEZ, MANUEL SEE CARRIZOSA, EMILIO, Sumoys, Davin B. see HALL, Lesuie A., 513 276 SPiEKSMA, F. M. SEE ALTMAN, E., 588 Murota, KAzuo See Iwata, SAToruU, 803 Sturm, Jos F. On a Wide Region of Centers and NaGAmMocui, HirosHi. Complexity of the Minimum Primal-Dual Interior Point Algorithms for Linear Base Game on Matroids, 146 Programming, 408 Nesterov, Yu E. Self-scaled Barriers and Interior- Topp, M. J. see Nesterov, Yu E., 1 point Methods for Convex Programming, | WEIN, Joe see HALL, Lesué A., 513 No, K. F. see Huana, L. R., 747 Ye, J. J. Necessary Optimality Conditions Norpe, Henk. On the Determinateness of m X ™- for Optimization Problems with Variational Bimatrix Games, 631 Inequality Constraints, 977 ONN, SHMUEL SEE BARANY, Imre, 550 Ye, X. Y. see Ye, J. J., 977 Orin, James B. see GOLDFARB, DONALD, 793 YUSHKEVICH, ALEXANDER A. The Compactness of a Ou, J. see Humes, C., Jr., 921 Policy Space in Dynamic Programming via an Ou, J. see Jin, H., 886 Extension Theorem for Carathéodory Functions, PARDALOS, PANOs M. seEE GiBBons, LUANA E., 754 458 PERAKIS, GEORGIA SEE MAGNANTI, THOMAS L., 568 ZALINESCU, C. SEE CrouzeEIX, J. P., 998 PHILIPPE, FABRICE SEE JAFFRAY, JEAN-YVES, 165 ZASLAVSKI, ALEXANDER J. Optimal Solutions of PoTtrA, FLORIAN A. SEE BONNANS, J. Frépéric, 378 Linear Control Systems with Nonperiodic Potters, Jos see Norpe, Henk, 631 Convex Integrands, 726 Puerto, JusTO SEE CARRIZOSA, EmiILio, 291 ZENG, DAO-ZHi SEE NAGAMOCHI, Hirosui, 146 Puerto, Justo see CARRIZOSA, EMILIO, 276 ZHANG, HANQIN SEE CHEN, HONG, 691 Qi, Ligun. Semismooth Karush-Kuhn-Tucker Equa- ZHANG, SHUZHONG SEE STuRM, Jos F., 408 tions and Convergence Analysis of Newton and ZHANG, XIAO LAN. Numerical Analysis of Quasi-Newton Methods for Solving These American Option Pricing in a Jump-Diffusion Equations, 301 Model, 668