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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"Operations research letters"
~subject:"Game theory"
~subject:"Stochastic process"
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Search: subject_exact:"Optimal control problem"
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28
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Management science : journal of the Institute for Operations Research and the Management Sciences
Operations research letters
Insurance / Mathematics & economics
32
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
22
Mathematics of operations research
20
European journal of operational research : EJOR
15
International journal of theoretical and applied finance
15
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Mathematical methods of operations research
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13
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9
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ECONIS (ZBW)
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1
Risk-averse stochastic optimal control : An efficiently computable statistical upper bound
Guigues, Vincent
;
Shapiro, Alexander
;
Cheng, Yi
- In:
Operations research letters
51
(
2023
)
4
,
pp. 393-400
Persistent link: https://www.econbiz.de/10014426574
Saved in:
2
Optimal stochastic control of the intensity of point processes
Kim, Bara
;
Kim, Jeongsim
;
Wang, Chia-Li
- In:
Operations research letters
50
(
2022
)
5
,
pp. 574-580
Persistent link: https://www.econbiz.de/10013449448
Saved in:
3
Dynamic credit-collections optimization
Chehrazi, Naveed
;
Glynn, Peter W.
;
Weber, Thomas A.
- In:
Management science : journal of the Institute for …
65
(
2019
)
6
,
pp. 2737-2769
Persistent link: https://www.econbiz.de/10012039876
Saved in:
4
Optimality of an affine intensity policy for maximizing the probability of an arrival count in point-process intensity control
Defourny, Boris
- In:
Operations research letters
46
(
2018
)
1
,
pp. 51-55
Persistent link: https://www.econbiz.de/10011807908
Saved in:
5
Dynamic learning of patient response types : an application to treating chronic diseases
Negoescu, Diana M.
;
Bimpikis, Kostas
;
Brandeau, Margaret L.
- In:
Management science : journal of the Institute for …
64
(
2018
)
8
,
pp. 3469-3488
Persistent link: https://www.econbiz.de/10011899846
Saved in:
6
Optimal contract to induce continued effort
Sun, Peng
;
Tian, Feng
- In:
Management science : journal of the Institute for …
64
(
2018
)
9
,
pp. 4193-4217
Persistent link: https://www.econbiz.de/10011921512
Saved in:
7
An approximation scheme for impulse control with random reaction periods
Perera, Sandun
;
Long, Hongwei
- In:
Operations research letters
45
(
2017
)
6
,
pp. 585-591
Persistent link: https://www.econbiz.de/10011782985
Saved in:
8
Optimal investment and risk control for an insurer with stochastic factor
Bo, Lijun
;
Wang, Shihua
- In:
Operations research letters
45
(
2017
)
3
,
pp. 259-265
Persistent link: https://www.econbiz.de/10011719330
Saved in:
9
Impact of Bayesian learning and externalities on strategic investment
Kwon, H. Dharma
;
Xu, Wenxin
;
Agrawal, Anupam
; …
- In:
Management science : journal of the Institute for …
62
(
2016
)
2
,
pp. 550-570
Persistent link: https://www.econbiz.de/10011446252
Saved in:
10
Optimal quality provision when reputation is subject to random inspections
Hirschmann, David
- In:
Operations research letters
42
(
2014
)
1
,
pp. 64-69
Persistent link: https://www.econbiz.de/10010259244
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