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Nash equilibria in a class of Markov stopping games with total reward criterion
Cavazos-Cadena, Rolando; Cantú-Sifuentes, Mario; … - In: Mathematical methods of operations research : ZOR 94 (2021) 2, pp. 319-340
Persistent link: https://www.econbiz.de/10012793525
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Bayesian estimation of switching ARMA models
Billio, Monica; Monfort, Alain; Robert, Christian P. - In: Journal of econometrics 93 (1999) 2, pp. 229-255
Persistent link: https://www.econbiz.de/10001406655
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Markov Switching GARCH models : filtering, approximations and duality
Billio, Monica; Cavicchioli, Maddalena - In: Mathematical and statistical methods for actuarial …, (pp. 59-72). 2017
Persistent link: https://www.econbiz.de/10012098763
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Discounted approximations in risk-sensitive average Markov cost chains with finite state space
Blancas-Rivera, Rubén; Cavazos-Cadena, Rolando; … - In: Mathematical methods of operations research : ZOR 91 (2020) 2, pp. 241-268
Persistent link: https://www.econbiz.de/10012229529
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Bayesian Markov switching tensor regression for time-varying networks
Billio, Monica; Casarin, Roberto; Iacopini, Matteo - 2018
Persistent link: https://www.econbiz.de/10011869070
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Characterization of the optimal risk-sensitive average cost in denumerable Markov decision chains
Cavazos-Cadena, Rolando - In: Mathematics of operations research 43 (2018) 3, pp. 1025-1050
Persistent link: https://www.econbiz.de/10011914392
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Modeling systemic risk with Markov switching graphical SUR models
Bianchi, Daniele; Billio, Monica; Casarin, Roberto; … - 2018 - This version: July, 2018
Persistent link: https://www.econbiz.de/10011920738
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Long term care and longevity
Gouriéroux, Christian; Lu, Yang - 2013
Persistent link: https://www.econbiz.de/10010234126
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Solution to the risk-sensitive average cost optimality equation in a class of Markov decision processes with finite state space
Cavazos-Cadena, Rolando - In: Mathematical methods of operations research 57 (2003) 2, pp. 263-285
Persistent link: https://www.econbiz.de/10001752193
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Value iteration and approximately optimal stationary policies in finite-state average Markov decision chains
Cavazos-Cadena, Rolando - In: Mathematical methods of operations research 56 (2002) 2, pp. 181-196
Persistent link: https://www.econbiz.de/10001717532