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Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
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Optimization under rational expectations : a framework of fully coupled forward-backward stochastic linear quadratic systems
Hu, Mingshang
;
Ji, Shaolin
;
Xue, Xiaole
- In:
Mathematics of operations research
48
(
2023
)
3
,
pp. 1767-1790
Persistent link: https://www.econbiz.de/10014329362
Saved in:
2
Infinite horizon stochastic impulse control with delay and random coefficients
Djehiche, Boualem
;
Hamadène, Said
;
Hdhiri, Ibtissem
; …
- In:
Mathematics of operations research
47
(
2022
)
1
,
pp. 665-689
Persistent link: https://www.econbiz.de/10013364931
Saved in:
3
E-strong simulation of fractional brownian motion and related stochastic differential equations
Chen, Yi
;
Dong, Jing
;
Ni, Hao
- In:
Mathematics of operations research
46
(
2021
)
2
,
pp. 559-594
Persistent link: https://www.econbiz.de/10012582184
Saved in:
4
Future expectations modeling, random coefficient forward-backward stochastic differential equations, and stochastic viscosity solutions
Kartala, Xanthi-Isidora
;
Englezos, Nikolaos
; …
- In:
Mathematics of operations research
45
(
2020
)
2
,
pp. 403-433
Persistent link: https://www.econbiz.de/10012242504
Saved in:
5
The limit of stationary distributions of many-server queues in the Halfin-Whitt regime
Aghajani, Reza
;
Ramanan, Kavita
- In:
Mathematics of operations research
45
(
2020
)
3
,
pp. 1016-1055
Persistent link: https://www.econbiz.de/10012293367
Saved in:
6
A generalization of the Borkar-Meyn theorem for stochastic recursive inclusions
Ramaswamy, Arunselvan
;
Bhatnagar, Shalabh
- In:
Mathematics of operations research
42
(
2017
)
3
,
pp. 648-661
Persistent link: https://www.econbiz.de/10011742439
Saved in:
7
Localization and exact simulation of Brownian motion-driven stochastic differential equations
Chen, Nan
;
Huang, Zhengyu
- In:
Mathematics of operations research
38
(
2013
)
3
,
pp. 591-616
Persistent link: https://www.econbiz.de/10009787357
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