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~isPartOf:"Mathematical methods of operations research : ZOR"
~subject:"Nash equilibrium"
~subject:"Stochastischer Prozess"
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Mathematical methods of operations research : ZOR
European journal of operational research : EJOR
38
Insurance / Mathematics & economics
22
International journal of theoretical and applied finance
20
Mathematics of operations research
20
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1
A singular stochastic control problem with direction switching cost
Kruk, Łukasz
- In:
Mathematical methods of operations research : ZOR
98
(
2023
)
3
,
pp. 325-349
Persistent link: https://www.econbiz.de/10014514912
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2
Signal-to-noise matrix and model reduction in continuous-time hidden Markov models
Leoff, Elisabeth
;
Ruderer, Leonie
;
Sass, Jörn
- In:
Mathematical methods of operations research : ZOR
95
(
2022
)
2
,
pp. 327-359
Persistent link: https://www.econbiz.de/10013454890
Saved in:
3
A multi-objective approach for PH-graphs with applications to stochastic shortest paths
Buchholz, Peter
;
Dohndorf, Iryna
- In:
Mathematical methods of operations research : ZOR
93
(
2021
)
1
,
pp. 153-178
Persistent link: https://www.econbiz.de/10012488888
Saved in:
4
Some results on optimal stopping under phase-type distributed implementation delay
Lempa, Jukka
- In:
Mathematical methods of operations research : ZOR
91
(
2020
)
3
,
pp. 559-583
Persistent link: https://www.econbiz.de/10012301640
Saved in:
5
Discounted stochastic games for continuous-time jump processes with an uncountable state space
Wei, Qingda
;
Chen, Xian
- In:
Mathematical methods of operations research : ZOR
95
(
2022
)
2
,
pp. 187-218
Persistent link: https://www.econbiz.de/10013454868
Saved in:
6
Analysis of Markov chain approximation for Asian options and occupation-time derivatives : Greeks and convergence rates
Yang, Wensheng
;
Ma, Jingtang
;
Cui, Zhenyu
- In:
Mathematical methods of operations research : ZOR
93
(
2021
)
2
,
pp. 359-412
Persistent link: https://www.econbiz.de/10012548535
Saved in:
7
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
Saved in:
8
An asymptotically optimal strategy for constrained multi-armed bandit problems
Chang, Hyeong Soo
- In:
Mathematical methods of operations research : ZOR
91
(
2020
)
3
,
pp. 545-557
Persistent link: https://www.econbiz.de/10012301631
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