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Search: subject:"piecewise-deterministic"
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Markov chain
19
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12
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10
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piecewise deterministic process
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two-armed bandit
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piecewise-deterministic Markov processes
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Rady, Sven
17
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Dassios, Angelos
5
Guo, Xianping
4
Huang, Yonghui
4
Jang, Jiwook
4
Boucekkine, Raouf
3
Lian, Zhaotong
3
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2
Prieur, Fabien
2
Puzon, Klarizze
2
Seierstad, Atle
2
Zhao, Hongbiao
2
Bernhard, Pierre
1
Brandejsky, Adrien
1
Buchardt, Kristian
1
Bäuerle, Nicole
1
CAIRNS, BENJAMIN
1
Campi, Luciano
1
Clancy, Damian
1
Cojocaru, Ionica
1
Costa, Oswaldo Luiz do Valle
1
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1
Dawid, Herbert
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Deschamps, Marc
1
Faller, D.
1
Finke, Axel
1
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1
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Godfrey Keller
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Guo, Xin
1
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1
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1
Johansen, Adam
1
Keller, R Godfrey
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Keoula, Michel Y.
1
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1
Kort, Peter M.
1
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1
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
3
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1
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1
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1
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1
Toulouse School of Economics (TSE)
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Scandinavian actuarial journal
4
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4
Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems
2
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2
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2
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2
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2
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Stochastic Processes and their Applications
2
Theoretical economics : TE ; an open access journal in economic theory
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1
Applied mathematical finance
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CEPR Discussion Papers
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Dynamic games and applications : DGA
1
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1
Insurance: Mathematics and Economics
1
Journal of economic behavior & organization : JEBO
1
Mathematical Population Studies
1
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1
Mathematics and financial economics
1
Mathematics of operations research
1
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1
Memorandum / Økonomisk institutt, Universitetet i Oslo
1
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1
Münchener Wirtschaftswissenschaftliche Beiträge : VWL ; discussion papers
1
Operational research : an international journal
1
Physica A: Statistical Mechanics and its Applications
1
Statistics & Probability Letters
1
TSE Working Papers
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Theoretical economics : TE ; journal of the Econometric Society
1
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ECONIS (ZBW)
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RePEc
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EconStor
6
BASE
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1
Transaction time models in multi-state life insurance
Buchardt, Kristian
;
Furrer, Christian
;
Lunding …
- In:
Scandinavian actuarial journal
2023
(
2023
)
10
,
pp. 974-999
Persistent link: https://www.econbiz.de/10014384032
Saved in:
2
Optimal behavior under pollution irreversibility risk and distance to the irreversibility thresholds : a global approach
Boucekkine, Raouf
;
Ruan, Weihua
;
Zou, Benteng
-
2023
Persistent link: https://www.econbiz.de/10014472578
Saved in:
3
Zero-sum infinite-horizon discounted
piecewise
deterministic
Markov games
Huang, Yonghui
;
Lian, Zhaotong
;
Guo, Xianping
- In:
Mathematical methods of operations research : ZOR
97
(
2023
)
2
,
pp. 179-205
Persistent link: https://www.econbiz.de/10014334516
Saved in:
4
Optimal market making under partial information with general intensities
Campi, Luciano
;
Zabaljauregui, Diego
- In:
Applied mathematical finance
27
(
2020
)
1/2
,
pp. 1-45
Persistent link: https://www.econbiz.de/10012254093
Saved in:
5
Risk-sensitive infinite-horizon discounted
piecewise
deterministic
Markov decision processes
Huang, Yonghui
;
Lian, Zhaotong
;
Guo, Xianping
- In:
Operational research : an international journal
22
(
2022
)
5
,
pp. 5791-5816
Persistent link: https://www.econbiz.de/10013445644
Saved in:
6
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
Saved in:
7
Dynamic equilibrium with randomly arriving players
Bernhard, Pierre
;
Deschamps, Marc
- In:
Dynamic games and applications : DGA
11
(
2021
)
2
,
pp. 242-269
Persistent link: https://www.econbiz.de/10012584550
Saved in:
8
Integro-differential optimality equations for the risk-sensitive control of
piecewise
deterministic
Markov processes
Costa, Oswaldo Luiz do Valle
;
Dufour, François
- In:
Mathematical methods of operations research : ZOR
93
(
2021
)
2
,
pp. 327-357
Persistent link: https://www.econbiz.de/10012548532
Saved in:
9
Advertising and quality improving strategies in a supply chain when facing potential crises
Lu, Lijue
;
Navas, Jorge
- In:
European journal of operational research : EJOR
288
(
2021
)
3
,
pp. 839-851
Persistent link: https://www.econbiz.de/10012387373
Saved in:
10
A useful technique for
piecewise
deterministic
Markov decision processes
Guo, Xin
;
Zhang, Yi
- In:
Operations research letters
49
(
2021
)
1
,
pp. 55-61
Persistent link: https://www.econbiz.de/10012486021
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