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Search: subject_exact:"Markovscher Prozeß"
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Journal of banking & finance
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116
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ECONIS (ZBW)
162
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1
Regret analysis of a Markov policy gradient algorithm for multiarm bandits
Walton, Neil
;
Denisov, Denis
- In:
Mathematics of operations research
48
(
2023
)
3
,
pp. 1553-1588
Persistent link: https://www.econbiz.de/10014329345
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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
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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
Asymptotic optimality of semi-open-loop policies in Markov decision processes with large lead times
Bai, Xingyu
;
Chen, Xin
;
Li, Menglong
;
Stolyar, Alexander
- In:
Operations research
71
(
2023
)
6
,
pp. 2061-2077
Persistent link: https://www.econbiz.de/10014444901
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5
Technical note: average cost optimality in partially observable lost-sales inventory systems
Bai, Xingyu
;
Chen, Xin
;
Stolyar, Alexander L.
- In:
Operations research
71
(
2023
)
6
,
pp. 2390-2396
Persistent link: https://www.econbiz.de/10014445046
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6
Price discovery in equity markets : a state-dependent analysis of spot and futures markets
Kuck, Konstantin
;
Schweikert, Karsten
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462550
Saved in:
7
Technical note: optimal procurement in remanufacturing systems with uncertain used-item condition
Nadar, Emre
;
Akan, Mustafa
;
Debo, Laurens
; …
- In:
Operations research
71
(
2023
)
5
,
pp. 1441-1453
Persistent link: https://www.econbiz.de/10014393144
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8
Using hospital admission predictions at triage for improving patient length of stay in emergency departments
Chen, Wanyi
;
Argon, Nilay
;
Bohrmann, Tommy
;
Linthicum, …
- In:
Operations research
71
(
2023
)
5
,
pp. 1733-1755
Persistent link: https://www.econbiz.de/10014393169
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9
Dynamic pricing and matching for two-sided queues
Varma, Sushil Mahavir
;
Bumpensanti, Pornpawee
; …
- In:
Operations research
71
(
2023
)
1
,
pp. 83-100
Persistent link: https://www.econbiz.de/10014308293
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10
A first-order approach to accelerated value iteration
Goyal, Vineet
;
Grand-Clément, Julien
- In:
Operations research
71
(
2023
)
2
,
pp. 517-535
Persistent link: https://www.econbiz.de/10014308610
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