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~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"FAU discussion papers in economics"
~subject:"Finance"
~subject:"Markov decision process"
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Markov decision process
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European journal of operational research : EJOR
FAU discussion papers in economics
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14
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Computers & operations research : and their applications to problems of world concern ; an international journal
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ECONIS (ZBW)
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1
Risk-averse dynamic pricing using mean-semivariance optimization
Schlosser, Rainer
;
Gönsch, Jochen
- In:
European journal of operational research : EJOR
310
(
2023
)
3
,
pp. 1151-1163
Persistent link: https://www.econbiz.de/10014471124
Saved in:
2
A defined benefit pension plan game with Brownian and Poisson jumps uncertainty
Josa-Fombellida, Ricardo
;
López-Casado, Paula
- In:
European journal of operational research : EJOR
310
(
2023
)
3
,
pp. 1294-1311
Persistent link: https://www.econbiz.de/10014471166
Saved in:
3
A unified algorithm framework for mean-variance optimization in discounted Markov decision processes
Ma, Shuai
;
Ma, Xiaoteng
;
Xia, Li
- In:
European journal of operational research : EJOR
311
(
2023
)
3
,
pp. 1057-1067
Persistent link: https://www.econbiz.de/10014440200
Saved in:
4
Managing production-inventory-maintenance systems with condition monitoring
Feng, Haofang
;
Zhang, Sheng Hao
;
Zhang, Yong
- In:
European journal of operational research : EJOR
310
(
2023
)
2
,
pp. 698-711
Persistent link: https://www.econbiz.de/10014340772
Saved in:
5
Hybrid equity swap, cap, and floor pricing under stochastic interest by Markov chain approximation
Kirkby, J. Lars
- In:
European journal of operational research : EJOR
305
(
2023
)
2
,
pp. 961-978
Persistent link: https://www.econbiz.de/10013482166
Saved in:
6
Modelling the influence of returns for an omni-channel retailer
Goedhart, Joost
;
Haijema, René
;
Akkerman, Renzo
- In:
European journal of operational research : EJOR
306
(
2023
)
3
,
pp. 1248-1263
Persistent link: https://www.econbiz.de/10014279747
Saved in:
7
Joint condition-based maintenance and spare provisioning policy for a K-out-of-N system with failures during inspection intervals
Zheng, Meimei
;
Lin, Jie
;
Xia, Tangbin
;
Liu, Yu
;
Pan, Ershun
- In:
European journal of operational research : EJOR
308
(
2023
)
3
,
pp. 1220-1232
Persistent link: https://www.econbiz.de/10014311888
Saved in:
8
Improving defensive air battle management by solving a stochastic dynamic assignment problem via approximate dynamic programming
Liles, Joseph M.
;
Robbins, Matthew J.
;
Lunday, Brian J.
- In:
European journal of operational research : EJOR
305
(
2023
)
3
,
pp. 1435-1449
Persistent link: https://www.econbiz.de/10013499046
Saved in:
9
A numerical study of Markov decision process algorithms for multi-component replacement problems
Andersen, Jesper Fink
;
Andersen, Anders Reenberg
; …
- In:
European journal of operational research : EJOR
299
(
2022
)
3
,
pp. 898-909
Persistent link: https://www.econbiz.de/10013207183
Saved in:
10
A dynamic "predict, then optimize" preventive maintenance approach using operational intervention data
Van Staden, Heletjé E.
;
Deprez, Laurens
;
Boute, Robert N.
- In:
European journal of operational research : EJOR
302
(
2022
)
3
,
pp. 1079-1096
Persistent link: https://www.econbiz.de/10013363827
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