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Markov-Kette
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Operations research letters
European journal of operational research : EJOR
134
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International journal of production research
45
Journal of economic dynamics & control
43
Mathematics of operations research
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Economics letters
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International journal of production economics
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Computers & operations research : and their applications to problems of world concern ; an international journal
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Economic theory : official journal of the Society for the Advancement of Economic Theory
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Journal of banking & finance
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Scandinavian actuarial journal
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IMA journal of management mathematics
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OR spectrum : quantitative approaches in management
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ECONIS (ZBW)
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1
The non-Markovian nature of nested logit choice
Li, Selena
;
Udwani, Rajan
- In:
Operations research letters
51
(
2023
)
4
,
pp. 461-467
Persistent link: https://www.econbiz.de/10014426591
Saved in:
2
Future memories are not needed for large classes of POMDPs
Cohen, Victor
;
Parmentier, Axel
- In:
Operations research letters
51
(
2023
)
3
,
pp. 270-277
Persistent link: https://www.econbiz.de/10014374858
Saved in:
3
Constrained Markov decision processes with uncertain costs
Varagapriya, V.
;
Vikas Vikram Singh
;
Lisser, Abdel
- In:
Operations research letters
50
(
2022
)
2
,
pp. 218-223
Persistent link: https://www.econbiz.de/10013192709
Saved in:
4
On the effective dimension and multilevel Monte Carlo
Kahalé, Nabil
- In:
Operations research letters
50
(
2022
)
4
,
pp. 415-421
Persistent link: https://www.econbiz.de/10013364126
Saved in:
5
A useful technique for piecewise deterministic Markov decision processes
Guo, Xin
;
Zhang, Yi
- In:
Operations research letters
49
(
2021
)
1
,
pp. 55-61
Persistent link: https://www.econbiz.de/10012486021
Saved in:
6
Age-based Markovian approximation of the G/M/1 queue
Legros, Benjamin
- In:
Operations research letters
49
(
2021
)
5
,
pp. 708-714
Persistent link: https://www.econbiz.de/10013207432
Saved in:
7
Condition-based maintenance optimization based on matrix algebra
Jonge, Bram de
- In:
Operations research letters
49
(
2021
)
5
,
pp. 741-747
Persistent link: https://www.econbiz.de/10013207435
Saved in:
8
MDPs with setwise continuous transition probabilities
Feinberg, Eugene A.
;
Kasʹjanov, Pavlo O.
- In:
Operations research letters
49
(
2021
)
5
,
pp. 734-740
Persistent link: https://www.econbiz.de/10013207440
Saved in:
9
Risk-sensitive finite-horizon piecewise deterministic Markov decision processes
Huang, Yonghui
;
Lian, Zhaotong
;
Guo, Xianping
- In:
Operations research letters
48
(
2020
)
1
,
pp. 96-103
Persistent link: https://www.econbiz.de/10012169614
Saved in:
10
Sampling from the complement of a polyhedron : an MCMC algorithm for data augmentation
Chan, Timothy C. Y.
;
Diamant, Adam
;
Mahmood, Rafid
- In:
Operations research letters
48
(
2020
)
6
,
pp. 744-751
Persistent link: https://www.econbiz.de/10012430104
Saved in:
11
Complexity bounds for approximately solving discounted MDPs by value iterations
Feinberg, Eugene A.
;
He, Gaojin
- In:
Operations research letters
48
(
2020
)
5
,
pp. 543-548
Persistent link: https://www.econbiz.de/10012303405
Saved in:
12
Discrete time Markov chain model for age of information
Alfa, Attahiru S.
- In:
Operations research letters
48
(
2020
)
5
,
pp. 552-557
Persistent link: https://www.econbiz.de/10012303407
Saved in:
13
An embedded Markov chain approach to stock rationing under batch orders
Fadıloğlu, Mehmet Murat
;
Bulut, Önder
- In:
Operations research letters
47
(
2019
)
2
,
pp. 92-98
Persistent link: https://www.econbiz.de/10012003270
Saved in:
14
Reduction of total-cost and average-cost MDPs with weakly continuous transition probabilities to discounted MDPs
Feinberg, Eugene A.
;
Huang, Jefferson
- In:
Operations research letters
46
(
2018
)
2
,
pp. 179-184
Persistent link: https://www.econbiz.de/10011824851
Saved in:
15
Eigenvalues of LRU via a linear algebraic approach
Tang, Dengwang
;
Subramanian, Vijay
- In:
Operations research letters
46
(
2018
)
2
,
pp. 193-198
Persistent link: https://www.econbiz.de/10011824879
Saved in:
16
Scheduling Markovian PERT networks to maximize the net present value : new results
Hermans, Ben
;
Leus, Roel
- In:
Operations research letters
46
(
2018
)
2
,
pp. 240-244
Persistent link: https://www.econbiz.de/10011824903
Saved in:
17
Max-weight scheduling across multiple timescales
Squillante, Mark S.
;
Ven, Peter M. van de
- In:
Operations research letters
46
(
2018
)
2
,
pp. 245-250
Persistent link: https://www.econbiz.de/10011824904
Saved in:
18
On geometric convergence rate of Markov search towards the fat target
Tarłowski, Dawid
- In:
Operations research letters
46
(
2018
)
1
,
pp. 33-36
Persistent link: https://www.econbiz.de/10011807905
Saved in:
19
Sensitivity-based nested partitions for solving finite-horizon Markov decision processes
Chen, Weiwei
- In:
Operations research letters
45
(
2017
)
5
,
pp. 481-487
Persistent link: https://www.econbiz.de/10011774697
Saved in:
20
Singularly perturbed linear programs and Markov decision processes
Avrachenkov, Konstantin
;
Filar, Jerzy A.
;
Gaitsgory, …
- In:
Operations research letters
44
(
2016
)
3
,
pp. 297-301
Persistent link: https://www.econbiz.de/10011505051
Saved in:
21
Robust response-guided dosing
Sinha, Saumya
;
Kotas, Jakob
;
Ghate, Archis
- In:
Operations research letters
44
(
2016
)
3
,
pp. 394-399
Persistent link: https://www.econbiz.de/10011506161
Saved in:
22
Verifiable conditions for average optimality of continuous-time Markov decision processes
Zou, Xiaolong
;
Huang, Yonghui
- In:
Operations research letters
44
(
2016
)
6
,
pp. 742-746
Persistent link: https://www.econbiz.de/10011622229
Saved in:
23
Optimal dynamic resource allocation to prevent defaults
Ayesta, U.
;
Erausquin, M.
;
Ferreira, Eva
;
Jacko, P.
- In:
Operations research letters
44
(
2016
)
4
,
pp. 451-456
Persistent link: https://www.econbiz.de/10011535335
Saved in:
24
Continuous-time Markov decision processes under the risk-sensitive average cost criterion
Wei, Qingda
;
Chen, Xian
- In:
Operations research letters
44
(
2016
)
4
,
pp. 457-462
Persistent link: https://www.econbiz.de/10011535337
Saved in:
25
Mean-variance portfolio selection with regime switching under shorting prohibition
Zhang, Miao
;
Chen, Ping
- In:
Operations research letters
44
(
2016
)
5
,
pp. 658-662
Persistent link: https://www.econbiz.de/10011596620
Saved in:
26
Improved bound on the worst case complexity of policy iteration
Hollanders, Romain
;
Gerencsér, Balászs
;
Delvenne, …
- In:
Operations research letters
44
(
2016
)
2
,
pp. 267-272
Persistent link: https://www.econbiz.de/10011457613
Saved in:
27
Optimal admission and preemption control in finite-source loss systems
Ali, Ahsan-Abbas
;
Wei, Shuangqing
;
Qian, Lijun
- In:
Operations research letters
43
(
2015
)
3
,
pp. 241-246
Persistent link: https://www.econbiz.de/10011309566
Saved in:
28
Inverse optimization in countably infinite linear programs
Ghate, Archis
- In:
Operations research letters
43
(
2015
)
3
,
pp. 231-235
Persistent link: https://www.econbiz.de/10011309570
Saved in:
29
A trade execution model under a composite dynamic coherent risk measure
Lin, Qihang
;
Chen, Xi
;
Peña, Javier
- In:
Operations research letters
43
(
2015
)
1
,
pp. 52-58
Persistent link: https://www.econbiz.de/10010486353
Saved in:
30
Modified policy iteration algorithms are not strongly polynomial for discounted dynamic programming
Feinberg, Eugene A.
;
Huang, Jefferson
;
Scherrer, Bruno
- In:
Operations research letters
42
(
2014
)
6/7
,
pp. 429-431
Persistent link: https://www.econbiz.de/10010428053
Saved in:
31
The value iteration algorithm is not strongly polynomial for discounted dynamic programming
Feinberg, Eugene A.
;
Huang, Jefferson
- In:
Operations research letters
42
(
2014
)
2
,
pp. 130-131
Persistent link: https://www.econbiz.de/10010364590
Saved in:
32
Extreme point characterization of constrained nonstationary infinite-horizon Markov decision processes with finite state space
Lee, Ilbin
;
Epelman, Marina A.
;
Romeijn, H. Edwin
; …
- In:
Operations research letters
42
(
2014
)
3
,
pp. 238-245
Persistent link: https://www.econbiz.de/10010383182
Saved in:
33
A characterization of stationary Nash equilibria of constrained stochastic games with independent state processes
Vikas Vikram Singh
;
Hemachandra, N.
- In:
Operations research letters
42
(
2014
)
1
,
pp. 48-52
Persistent link: https://www.econbiz.de/10010259252
Saved in:
34
Partially observed Markov decision processes with binomial observations
Ben-Zvi, Tal
;
Grosfeld-Nir, Abraham
- In:
Operations research letters
41
(
2013
)
2
,
pp. 201-206
Persistent link: https://www.econbiz.de/10009727685
Saved in:
35
Heavy-traffic asymptotics for stationary GI/G/1-type Markov chains
Kimura, Tatsuaki
;
Masuyama, Hiroyuki
;
Takahashi, Yutaka
- In:
Operations research letters
40
(
2012
)
3
,
pp. 185-189
Persistent link: https://www.econbiz.de/10009546522
Saved in:
36
Time consistency of dynamic risk measures
Shapiro, Alexander
- In:
Operations research letters
40
(
2012
)
6
,
pp. 436-439
Persistent link: https://www.econbiz.de/10009716583
Saved in:
37
Time aggregated Markov decision processes via standard dynamic programming
Arruda, Edilson Fernandes de
;
Fragoso, Marcelo D.
- In:
Operations research letters
39
(
2011
)
3
,
pp. 193-197
Persistent link: https://www.econbiz.de/10009160237
Saved in:
38
Markov decision processes with state-dependent discount factors and unbounded rewards/costs
Wei, Qingda
;
Guo, Xianping
- In:
Operations research letters
39
(
2011
)
5
,
pp. 369-374
Persistent link: https://www.econbiz.de/10009355631
Saved in:
39
Scheduling Markovian PERT networks to maximize the net present value
Creemers, Stefan
;
Leus, Roel
;
Lambrecht, Marc R.
- In:
Operations research letters
38
(
2010
)
1
,
pp. 51-56
Persistent link: https://www.econbiz.de/10003941996
Saved in:
40
Monotone optimal replacement policies for a Markovian deteriorating system in a controllable environment
Kurt, Murat
;
Kharoufeh, Jeffrey P.
- In:
Operations research letters
38
(
2010
)
4
,
pp. 273-279
Persistent link: https://www.econbiz.de/10003984240
Saved in:
41
An embedded Markov chain approach to stock rationing
Fadıloğlu, Mehmet Murat
;
Bulut, Önder
- In:
Operations research letters
38
(
2010
)
6
,
pp. 510-515
Persistent link: https://www.econbiz.de/10008737064
Saved in:
42
Augmented truncation approximations of discrete-time Markov chains
Liu, Yuanyuan
- In:
Operations research letters
38
(
2010
)
3
,
pp. 218-222
Persistent link: https://www.econbiz.de/10003968665
Saved in:
43
Markov decision processes with exponentially representable discounting
Carmon, Yair
;
Shwartz, Adam
- In:
Operations research letters
37
(
2009
)
1
,
pp. 51-55
Persistent link: https://www.econbiz.de/10003846263
Saved in:
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