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1
A market impact game under transient price impact
Schied, Alexander
;
Zhang, Tao
- In:
Mathematics of operations research
44
(
2019
)
1
,
pp. 102-121
Persistent link: https://www.econbiz.de/10012001072
Saved in:
2
Delay analysis of the max-weight policy under heavy-tailed traffic via fluid approximations
Markakis, Mihalis G.
;
Modiano, Eytan
;
Tsitsiklis, John N.
- In:
Mathematics of operations research
43
(
2018
)
2
,
pp. 460-493
Persistent link: https://www.econbiz.de/10011868613
Saved in:
3
Empirical dynamic programming
Haskell, William B.
;
Jain, Rahul
;
Kalathil, Dileep
- In:
Mathematics of operations research
41
(
2016
)
2
,
pp. 402-429
Persistent link: https://www.econbiz.de/10011520433
Saved in:
4
A characterization of the optimal certainty equivalent of the average cost via the Arrow-Pratt sensitivity function
Cavazos-Cadena, Rolando
;
Hernández Hernández, Daniel
- In:
Mathematics of operations research
41
(
2016
)
1
,
pp. 224-235
Persistent link: https://www.econbiz.de/10011448358
Saved in:
5
On singular control for Lévy processes
Noba, Kei
;
Yamazaki, Kazutoshi
- In:
Mathematics of operations research
48
(
2023
)
3
,
pp. 1213-1234
Persistent link: https://www.econbiz.de/10014329210
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6
Exactness conditions for semidefinite programming relaxations of generalization of the extended trust region subproblem
Jiang, Rujun
;
Li, Duan
- In:
Mathematics of operations research
48
(
2023
)
3
,
pp. 1235-1253
Persistent link: https://www.econbiz.de/10014329218
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7
Optimality of independently randomized symmetric policies for exchangeable stochastic teams with infinitely many decision makers
Sanjari, Sina
;
Saldi, Naci
;
Yüksel, Serdar
- In:
Mathematics of operations research
48
(
2023
)
3
,
pp. 1254-1285
Persistent link: https://www.econbiz.de/10014329259
Saved in:
8
Liquidity provision with adverse selection and inventory costs
Herdegen, Martin
;
Muhle-Karbe, Johannes
;
Stebegg, Florian
- In:
Mathematics of operations research
48
(
2023
)
3
,
pp. 1286-1315
Persistent link: https://www.econbiz.de/10014329263
Saved in:
9
Sums of separable and quadratic polynomials
Ahmadi, Amir Ali
;
Dibek, Cemil
;
Hall, Georgina
- In:
Mathematics of operations research
48
(
2023
)
3
,
pp. 1316-1343
Persistent link: https://www.econbiz.de/10014329265
Saved in:
10
Overbooking with bounded loss
Freund, Daniel
;
Zhao, Jiayu
- In:
Mathematics of operations research
48
(
2023
)
3
,
pp. 1344-1363
Persistent link: https://www.econbiz.de/10014329274
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