Search Results - subject:"markov processes"

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Time-varying structural vector autoregressions and monetary policy: a corrigendum

Negro, Marco Del; Primiceri, Giorgio - Federal Reserve Bank of New York - 2013

This note corrects a mistake in the estimation algorithm of the time-varying structural vector autoregression model of Primiceri (2005) and proposes a new algorithm that correctly applies the procedure proposed by Kim, Shephard, and Chib (1998) to the estimation of VAR or DSGE models with...

Persistent link: https://www.econbiz.de/10010659552

Dynamic pricing, leadtime quotation and due date based priority dispatching

Öner Közen, Miray; Minner, Stefan - In: International journal of production research 56 (2018) 15, pp. 5118-5130

Persistent link: https://www.econbiz.de/10011930757

Stochastic contagion models without immunity : their long term behaviour and the optimal level of treatment

Kovacevic, Raimund - In: Central European journal of operations research : CEJOR … 26 (2018) 2, pp. 395-421

Persistent link: https://www.econbiz.de/10011866126

Robust and stochastic multistage optimisation under Markovian uncertainty with applications to production/inventory problems

Minoux, Michel - In: International journal of production research 56 (2018) 1/2, pp. 565-583

Persistent link: https://www.econbiz.de/10011877073

Security screening queues with impatient applicants : a new model with a case study

Pala, Ali; Zhuang, Jun - In: European journal of operational research : EJOR 265 (2018) 3, pp. 919-930

Persistent link: https://www.econbiz.de/10011778570

Expected utility of the drawdown-based regime-switching risk model with state-dependent termination

Landriault, David; Li, Bin; Li, Shu - In: Insurance / Mathematics & economics 79 (2018), pp. 137-147

Persistent link: https://www.econbiz.de/10011825424

Customizing exponential semi-Markov decision processes under the discounted cost criterion

Çekyay, Bora - In: European journal of operational research : EJOR 266 (2018) 1, pp. 168-178

Persistent link: https://www.econbiz.de/10011811632

Piracy on the Internet : accommodate it or fight it? : a dynamic approach

Herings, Peter Jean-Jacques; Peeters, Ronald; Yang, … - In: European journal of operational research : EJOR 266 (2018) 1, pp. 328-339

Persistent link: https://www.econbiz.de/10011811708

Risk measurement and risk-averse control of partially observable discrete-time Markov systems

Fan, Jingnan; Ruszcy´nski, Andrzej - In: Mathematical methods of operations research 88 (2018) 2, pp. 161-184

Persistent link: https://www.econbiz.de/10011935391

Moments of renewal shot-noise processes and their applications

Jang, Jiwook; Dassios, Angelos; Zhao, Hongbiao - In: Scandinavian actuarial journal (2018) 8, pp. 727-752

Persistent link: https://www.econbiz.de/10011939737