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Mathematics of operations research
Journal of economic dynamics & control
60
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ECONIS (ZBW)
28
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1
Asymptotically optimal control of make-to-stock systems
Gao, Xuefeng
;
Huang, Junfei
- In:
Mathematics of operations research
49
(
2024
)
2
,
pp. 948-985
Persistent link: https://www.econbiz.de/10014564924
Saved in:
2
Managing customer churn via service mode control
Kanoria, Yash
;
Lobel, Ilan
;
Lu, Jiaqi
- In:
Mathematics of operations research
49
(
2024
)
2
,
pp. 1192-1222
Persistent link: https://www.econbiz.de/10014564974
Saved in:
3
Dynamic optimal reinsurance and dividend payout in finite time horizon
Guan, Chonghu
;
Xu, Zuo Quan
;
Zhou, Rui
- In:
Mathematics of operations research
48
(
2023
)
1
,
pp. 544-568
Persistent link: https://www.econbiz.de/10014312571
Saved in:
4
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
Saved in:
5
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:
6
Risk-averse optimal control in continuous time by nesting risk measures
Pichler, Alois
;
Schlotter, Ruben
- In:
Mathematics of operations research
48
(
2023
)
3
,
pp. 1657-1678
Persistent link: https://www.econbiz.de/10014329353
Saved in:
7
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:
8
Hamilton-Jacobi equations with semilinear costs and state constraints, with applications to large deviations in games
Sandholm, William H.
;
Tran, Hung V.
;
Arigapudi, Srinivas
- In:
Mathematics of operations research
47
(
2022
)
1
,
pp. 72-99
Persistent link: https://www.econbiz.de/10013364853
Saved in:
9
Value functions and optimality conditions for nonconvex variational problems with an infinite horizon in banach spaces
Frankowska, Hélène
;
Sagara, Nobusumi
- In:
Mathematics of operations research
47
(
2022
)
1
,
pp. 320-340
Persistent link: https://www.econbiz.de/10013364866
Saved in:
10
Nonzero-sum stochastic games and mean-field games with impulse controls
Basei, Matteo
;
Cao, Haoyang
;
Guo, Xin
- In:
Mathematics of operations research
47
(
2022
)
1
,
pp. 341-366
Persistent link: https://www.econbiz.de/10013364867
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11
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:
12
McKean-Vlasov optimal control : limit theory and equivalence between different formulations
Djete, Mao Fabrice
;
Possamaï, Dylan
;
Tan, Xiaolu
- In:
Mathematics of operations research
47
(
2022
)
4
,
pp. 2891-2930
Persistent link: https://www.econbiz.de/10014311392
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13
Strong and weak equilibria for time-inconsistent stochastic control in continuous time
Huang, Yu-Jui
;
Zhou, Zhou
- In:
Mathematics of operations research
46
(
2021
)
2
,
pp. 428-451
Persistent link: https://www.econbiz.de/10012582175
Saved in:
14
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:
15
Nonzero-sum stochastic differential games with impulse controls : a verification theorem with applications
Aïd, René
;
Basei, Matteo
;
Callegaro, Giorgia
;
Campi, …
- In:
Mathematics of operations research
45
(
2020
)
1
,
pp. 205-232
Persistent link: https://www.econbiz.de/10012183035
Saved in:
16
Approximate Markov-Nash equilibria for discrete-time risk-sensitive mean-field games
Saldi, Naci
;
BaÅŸar, Tamer
;
Raginsky, Maxim
- In:
Mathematics of operations research
45
(
2020
)
4
,
pp. 1596-1620
Persistent link: https://www.econbiz.de/10012320346
Saved in:
17
A solvable two-dimensional degenerate singular stochastic control problem with nonconvex costs
De Angelis, Tiziano
;
Ferrari, Giorgio
;
Moriarty, John
- In:
Mathematics of operations research
44
(
2019
)
2
,
pp. 512-531
Persistent link: https://www.econbiz.de/10012028632
Saved in:
18
Infinite-horizon average optimality of the N-network in the Halfin-Whitt regime
Arapostathis, Ari
;
Pang, Guodong
- In:
Mathematics of operations research
43
(
2018
)
3
,
pp. 838-866
Persistent link: https://www.econbiz.de/10011914370
Saved in:
19
Calculating principal eigen-functions of non-negative integral kernels : particle approximations and applications
Whiteley, Nick
;
Kantas, Nikolas
- In:
Mathematics of operations research
42
(
2017
)
4
,
pp. 1007-1034
Persistent link: https://www.econbiz.de/10011773301
Saved in:
20
Optimal boundary surface for irreversible investment with stochastic costs
De Angelis, Tiziano
;
Federico, Salvatore
;
Ferrari, Giorgio
- In:
Mathematics of operations research
42
(
2017
)
4
,
pp. 1135-1161
Persistent link: https://www.econbiz.de/10011773311
Saved in:
21
Optimal dynamic risk taking
Subramanian, Ajay
;
Yang, Baozhong
- In:
Mathematics of operations research
42
(
2017
)
3
,
pp. 599-625
Persistent link: https://www.econbiz.de/10011742432
Saved in:
22
Robust MDPs with k-rectangular uncertainty
Mannor, Shie
;
Mebel, Ofir
;
Xu, Huan
- In:
Mathematics of operations research
41
(
2016
)
4
,
pp. 1484-1509
Persistent link: https://www.econbiz.de/10011595106
Saved in:
23
Game of singular stochastic control and strategic exit
Kwon, H. Dharma
;
Zhang, Hongzhong
- In:
Mathematics of operations research
40
(
2015
)
4
,
pp. 869-887
Persistent link: https://www.econbiz.de/10011408931
Saved in:
24
A mixed value and policy iteration method for stochastic control with universally measurable policies
Yu, Huizhen
;
Bertsekas, Dimitri P.
- In:
Mathematics of operations research
40
(
2015
)
4
,
pp. 926-968
Persistent link: https://www.econbiz.de/10011409000
Saved in:
25
Optimal control of a Brownian production/inventory system with average cost criterion
Wu, Jingchen
;
Chao, Xiuli
- In:
Mathematics of operations research
39
(
2014
)
1
,
pp. 163-189
Persistent link: https://www.econbiz.de/10010345217
Saved in:
26
An explicit solution of a nonlinear-quadratic constrained stochastic control problem with jumps : optimal liquidation in dark pools with adverse selection
Kratz, Peter
- In:
Mathematics of operations research
39
(
2014
)
4
,
pp. 1198-1220
Persistent link: https://www.econbiz.de/10010462146
Saved in:
27
Dynamic scheduling of a two-server parallel server system with complete resource pooling and reneging in heavy traffic : asymptotic optimality of a two-threshold policy
Ghamami, Samim
;
Ward, Amy R.
- In:
Mathematics of operations research
38
(
2013
)
4
,
pp. 761-824
Persistent link: https://www.econbiz.de/10010210713
Saved in:
28
A computational method for stochastic impulse control problems
Feng, Haolin
;
Muthuraman, Kumar
- In:
Mathematics of operations research
35
(
2010
)
4
,
pp. 830-850
Persistent link: https://www.econbiz.de/10008823135
Saved in:
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