Search Results - isPartOf:"Mathematical Methods of Operations Research"

Unboundedness in reverse convex and concave integer programming

Obuchowska, Wiesława T. - In: Mathematical methods of operations research 72 (2010) 2, pp. 187-204

Persistent link: https://www.econbiz.de/10008696636

Optimal partial hedging in a discrete-time market as a knapsack problem

Lindberg, Peter - In: Mathematical methods of operations research 72 (2010) 3, pp. 433-451

Persistent link: https://www.econbiz.de/10008748334

Optimal stochastic scheduling in a single server biclass retrial queueing system

Weichbold, Josef; Winkler, Anastasia - In: Mathematical methods of operations research 72 (2010) 3, pp. 405-431

Persistent link: https://www.econbiz.de/10008748336

A Perturbation approach for an inverse quadratic programming problem

Zhang, Jianzhong; Zhang, Liwei; Xiao, Xiantao - In: Mathematical methods of operations research 72 (2010) 3, pp. 379-404

Persistent link: https://www.econbiz.de/10008748339

Own-company stockholding and work effort preferences of an unconstrained executive

Desmettre, Sascha; Gould, John; Szimayer, Alexander - In: Mathematical methods of operations research 72 (2010) 3, pp. 347-378

Persistent link: https://www.econbiz.de/10008748341

A maximum principle for relaxed stochastic control of linear SDEs with application to bond portfolio optimization

Andersson, Daniel; Djehiche, Boualem - In: Mathematical Methods of Operations Research 72 (2010) 2, pp. 273-310

We study relaxed stochastic control problems where the state equation is a one dimensional linear stochastic differential equation with random and unbounded coefficients. The two main results are existence of an optimal relaxed control and necessary conditions for optimality in the form of a...

Persistent link: https://www.econbiz.de/10010999612

Global infimum of strictly convex quadratic functions with bounded perturbations

Phu, Hoang Xuan; Pho, Vo Minh - In: Mathematical methods of operations research 72 (2010) 2, pp. 327-346

Persistent link: https://www.econbiz.de/10008713141

Asymptotic expansions of defective renewal equations with applications to perturbed risk models and processor sharing queues

Blanchet, Jose; Zwart, Bert - In: Mathematical methods of operations research 72 (2010) 2, pp. 311-327

Persistent link: https://www.econbiz.de/10008713142

A maximum principle for relaxed stochastic control of linear SDEs with application to bond portfolio optimization

Andersson, Daniel; Djehiche, Boualem - In: Mathematical methods of operations research 72 (2010) 2, pp. 273-311

Persistent link: https://www.econbiz.de/10008713143

Irreversible capital accumulation under interest rate uncertainty

Alvarez, Luis H. R. - In: Mathematical methods of operations research 72 (2010) 2, pp. 249-272

Persistent link: https://www.econbiz.de/10008713144