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~isPartOf:"Mathematics of operations research"
~subject:"Stochastischer Prozess"
~subject:"Wahrscheinlichkeitsrechnung"
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Search: subject_exact:"Markovscher Prozess"
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Stochastischer Prozess
Wahrscheinlichkeitsrechnung
Markov chain
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Markov-Kette
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Theorie
69
Theory
69
Stochastic process
29
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Bertsekas, Dimitri P.
2
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Yu, Huizhen
2
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1
Basu, Arnab
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Finance and stochastics
Mathematics of operations research
European journal of operational research : EJOR
43
Insurance / Mathematics & economics
27
International journal of theoretical and applied finance
21
International journal of production research
16
Operations research
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Journal of econometrics
14
Quantitative finance
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Risks : open access journal
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Journal of economic dynamics & control
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Computers & operations research : and their applications to problems of world concern ; an international journal
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Econometric reviews
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Energy economics
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Journal of forecasting
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Mathematical methods of operations research : ZOR
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Finance research letters
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Journal of risk and financial management : JRFM
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Opsearch : journal of the Operational Research Society of India
7
Scandinavian actuarial journal
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Annals of finance
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Applied mathematical finance
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Asia-Pacific financial markets
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Discussion paper / Tinbergen Institute
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Economics letters
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Quantitative economics : QE ; journal of the Econometric Society
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Review of quantitative finance and accounting
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of computational finance
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INFORMS journal on computing : JOC
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1
Faking Brownian motion with continuous Markov martingales
Beiglböck, Mathias
;
Lowther, George
;
Pammer, Gudmund
; …
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 259-284
Persistent link: https://www.econbiz.de/10014447742
Saved in:
2
A unifying framework for submodular mean field games
Dianetti, Jodi
;
Ferrari, Giorgio
;
Fischer, Markus
; …
- In:
Mathematics of operations research
48
(
2023
)
3
,
pp. 1679-1710
Persistent link: https://www.econbiz.de/10014329354
Saved in:
3
Lyapunov conditions for differentiability of Markov chain expectations
Rhee, Chang-Han
;
Glynn, Peter W.
- In:
Mathematics of operations research
48
(
2023
)
4
,
pp. 2019-2042
Persistent link: https://www.econbiz.de/10014437767
Saved in:
4
Sufficiency of Markov policies for continuous-time jump Markov decision processes
Feinberg, Eugene A.
;
Mandava, Manasa
;
Širjaev, Alʹbert N.
- In:
Mathematics of operations research
47
(
2022
)
2
,
pp. 1266-1286
Persistent link: https://www.econbiz.de/10013365293
Saved in:
5
On ruin probabilities with investments in a risky asset with a regime-switching price
Kabanov, Jurij M.
;
Pergamenščikov, Sergej M.
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 877-897
Persistent link: https://www.econbiz.de/10013440255
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6
Strong and weak equilibria for time-inconsistent stochastic control in continuous time
Huang, Yu-Jui
;
Zhou, Zhou
- In:
Mathematics of operations research
46
(
2021
)
2
,
pp. 428-451
Persistent link: https://www.econbiz.de/10012582175
Saved in:
7
Stochastic comparative statics in Markov decision processes
Light, Bar
- In:
Mathematics of operations research
46
(
2021
)
2
,
pp. 797-810
Persistent link: https://www.econbiz.de/10012582215
Saved in:
8
Infinite-dimensional polynomial processes
Cuchiero, Christa
;
Svaluto-Ferro, Sara
- In:
Finance and stochastics
25
(
2021
)
2
,
pp. 383-426
Persistent link: https://www.econbiz.de/10012499741
Saved in:
9
Reinforcement with fading memories
Xu, Kuang
;
Yun, Se-Young
- In:
Mathematics of operations research
45
(
2020
)
4
,
pp. 1258-1288
Persistent link: https://www.econbiz.de/10012320317
Saved in:
10
Stochastic recursive inclusions in two timescales with nonadditive iterate-dependent Markov noise
Yaji, Vinayaka G.
;
Bhatnagar, Shalabh
- In:
Mathematics of operations research
45
(
2020
)
4
,
pp. 1405-1444
Persistent link: https://www.econbiz.de/10012320330
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