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Mathematical methods of operations research
European journal of operational research : EJOR
214
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116
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85
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80
Mathematics of operations research
75
Discussion paper / Tinbergen Institute
73
Journal of economic dynamics & control
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International journal of production research
69
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67
International journal of theoretical and applied finance
66
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62
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57
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55
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54
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International journal of production economics
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Computers & operations research : and their applications to problems of world concern ; an international journal
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
45
Journal of economic theory
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43
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International journal of forecasting
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Applied economics letters
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Risks : open access journal
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Dynamic games and applications : DGA
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Working paper / National Bureau of Economic Research, Inc.
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Journal of empirical finance
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International review of financial analysis
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Macroeconomic dynamics
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Finance and stochastics
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Journal of banking & finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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1
Computiation of weighted sums of rewards for concurrent MDPs
Buchholz, Peter
;
Scheftelowitsch, Dimitri
- In:
Mathematical methods of operations research
89
(
2019
)
1
,
pp. 1-42
Persistent link: https://www.econbiz.de/10011991712
Saved in:
2
Optimal mean-variance investment/reinsurance withcommon shock in a regime-switching market
Bi, Junna
;
Liang, Zhibin
;
Yuen, Kam Chuen
- In:
Mathematical methods of operations research
90
(
2019
)
1
,
pp. 109-135
Persistent link: https://www.econbiz.de/10012116630
Saved in:
3
Full-information best choice game with hint
Skarupski, Marek
- In:
Mathematical methods of operations research
90
(
2019
)
2
,
pp. 153-168
Persistent link: https://www.econbiz.de/10012132706
Saved in:
4
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
Saved in:
5
An M/PH/K queue with constant impatient time
He, Qi-ming
;
Zhang, Hao
;
Ye, Qingqing
- In:
Mathematical methods of operations research
87
(
2018
)
1
,
pp. 139-168
Persistent link: https://www.econbiz.de/10011873732
Saved in:
6
Error bound stochastic path problems
Hansen, Eric A.
- In:
Mathematical methods of operations research
86
(
2017
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011714369
Saved in:
7
A mathematical model for personalized advertisement in virtual reality environments
Kilic, Kemal
;
Saygi, Menekse G.
;
Sezer, Semih O.
- In:
Mathematical methods of operations research
85
(
2017
)
2
,
pp. 241-264
Persistent link: https://www.econbiz.de/10011714435
Saved in:
8
A maximum principle for Markov regime-switching forward-backward stochastic differential games and applications
Menoukeu-Pamen, Olivier
;
Momeya, Romuald Hervé
- In:
Mathematical methods of operations research
85
(
2017
)
3
,
pp. 349-388
Persistent link: https://www.econbiz.de/10011714509
Saved in:
9
Funtional central limit theorems for Markov-modulated infinite-server systems
Blom, J.
;
De Turck, Koen
;
Mandjes, Michel
- In:
Mathematical methods of operations research
83
(
2016
)
3
,
pp. 351-372
Persistent link: https://www.econbiz.de/10011673674
Saved in:
10
On pure stationary almost Markov Nash equilibria in nonzero-sum ARAT stochastic games
Jaśkiewicz, Anna
;
Nowak, Andrzej S.
- In:
Mathematical methods of operations research
81
(
2015
)
2
,
pp. 169-179
Persistent link: https://www.econbiz.de/10010526380
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11
Extensions of the sequential stochastic assignment problem
Khatibi, Arash
;
Baharian, Golshid
;
Behzad, Banafsheh
; …
- In:
Mathematical methods of operations research
82
(
2015
)
3
,
pp. 317-340
Persistent link: https://www.econbiz.de/10011405954
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12
Pricing electricity derivatives within a Markov regime-switching model : a risk premium approach
Janczura, Joanna
- In:
Mathematical methods of operations research
79
(
2014
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10010347963
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13
The stochastic shortest-path problem for Markov chains with infinite state space with applications to nearest-neighbor lattice chains
Lücking, Daniel
;
Stadje, Wolfgang
- In:
Mathematical methods of operations research
77
(
2013
)
2
,
pp. 239-264
Persistent link: https://www.econbiz.de/10009766707
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14
Conditional Markov equilibria in discounted dynamic games
Kitti, Mitri
- In:
Mathematical methods of operations research
78
(
2013
)
1
,
pp. 77-100
Persistent link: https://www.econbiz.de/10009774860
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15
Accelerated modified policy iteration algorithms for Markov decision processes
Shlakhter, Oleksandr
;
Lee, Chi-guhn
- In:
Mathematical methods of operations research
78
(
2013
)
1
,
pp. 61-76
Persistent link: https://www.econbiz.de/10009774861
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16
Optimality equations and inequalities in a class of risk-sensitive average cost Markov decision chains
Cavazos-Cadena, Rolando
- In:
Mathematical methods of operations research
71
(
2010
)
1
,
pp. 47-84
Persistent link: https://www.econbiz.de/10003958339
Saved in:
17
Markov control processes with pathwise constraints
Mendoza-Pérez, Armando F.
;
Hernández-Lerma, Onésimo
- In:
Mathematical methods of operations research
71
(
2010
)
3
,
pp. 477-502
Persistent link: https://www.econbiz.de/10003990391
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18
New sufficient conditions for average optimality in continuous-time Markov decision processes
Ye, Liuer
;
Guo, Xianping
- In:
Mathematical methods of operations research
72
(
2010
)
1
,
pp. 75-94
Persistent link: https://www.econbiz.de/10008652561
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19
Variance minimization and the overtaking optimality approach to continuous-time controlled Markov chains
Prieto-Rumeau, Tomás
;
Hernández-Lerma, Onésimo
- In:
Mathematical methods of operations research
70
(
2009
)
3
,
pp. 527-540
Persistent link: https://www.econbiz.de/10003909296
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20
Solutions of the average cost optimality equation for finite Markov decision chains: risk-sensitive and risk-neutral criteria
Cavazos-Cadena, Rolando
- In:
Mathematical methods of operations research
70
(
2009
)
3
,
pp. 541-566
Persistent link: https://www.econbiz.de/10003909304
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21
Optimal control of Markovian jump processes with partial information and applications to a parallel queueing model
Rieder, Ulrich
;
Winter, Jens Thorsten
- In:
Mathematical methods of operations research
70
(
2009
)
3
,
pp. 567-596
Persistent link: https://www.econbiz.de/10003909317
Saved in:
22
Heavy-tails and regime-switching in electricity prices
Weron, Rafał
- In:
Mathematical methods of operations research
69
(
2009
)
3
,
pp. 457-473
Persistent link: https://www.econbiz.de/10003858270
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23
Analytic study of multiserver buffers with two-state Markovian arrivals and constant service times of multiple slots
Gao, Peixia
;
Wittevrongel, Sabine
;
Walraevens, Joris
; …
- In:
Mathematical methods of operations research
67
(
2008
)
2
,
pp. 269-284
Persistent link: https://www.econbiz.de/10003681545
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24
Admission control of a service station when the arrivals are internal
Kuo, Yarlin
- In:
Mathematical methods of operations research
67
(
2008
)
2
,
pp. 285-297
Persistent link: https://www.econbiz.de/10003681554
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25
An envelope theorem and some applications to discounted Markov decision processes
Cruz-Suárez, Hugo
;
Montes-de-Oca, Raúl
- In:
Mathematical methods of operations research
67
(
2008
)
2
,
pp. 299-321
Persistent link: https://www.econbiz.de/10003681564
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26
Constrained continuous-time Markov decision processes with average criteria
Zhang, Lanlan
;
Guo, Xianping
- In:
Mathematical methods of operations research
67
(
2008
)
2
,
pp. 323-340
Persistent link: https://www.econbiz.de/10003681574
Saved in:
27
Discounted cost optimality problem : stability with respect to weak metrics
Gordienko, Evgueni
;
Lemus-Rodríguez, Enrique
; …
- In:
Mathematical methods of operations research
68
(
2008
)
1
,
pp. 77-96
Persistent link: https://www.econbiz.de/10003748386
Saved in:
28
Optimal time to change premiums
Bayraktar, Erhan
;
Poor, H. Vincent
- In:
Mathematical methods of operations research
68
(
2008
)
1
,
pp. 125-158
Persistent link: https://www.econbiz.de/10003748389
Saved in:
29
Sample-path optimality and variance-maximization for Markov decision processes
Zhu, Q. X.
- In:
Mathematical methods of operations research
65
(
2007
)
3
,
pp. 519-538
Persistent link: https://www.econbiz.de/10003489791
Saved in:
30
Risk-sensitive capacity control in revenue management C. Barz; K.-H. Waldmann
Barz, C.
;
Waldmann, Karl-Heinz
- In:
Mathematical methods of operations research
65
(
2007
)
3
,
pp. 565-579
Persistent link: https://www.econbiz.de/10003489796
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31
Neighbourhood search for constructing Pareto sets
Dorini, G.
;
Pierro, F. di
;
Savic, D.
;
Piunovskij, Alexei B.
- In:
Mathematical methods of operations research
65
(
2007
)
2
,
pp. 315-337
Persistent link: https://www.econbiz.de/10003463942
Saved in:
32
Non-randomized policies for constrained Markov decision processes
Chen, Richard C.
;
Feinberg, Eugene A.
- In:
Mathematical methods of operations research
66
(
2007
)
1
,
pp. 165-179
Persistent link: https://www.econbiz.de/10003526220
Saved in:
33
Average optimality inequality for continuous-time Markov decision processes in Polish spaces
Zhu, Quanxin
- In:
Mathematical methods of operations research
66
(
2007
)
2
,
pp. 299-313
Persistent link: https://www.econbiz.de/10003564143
Saved in:
34
Portfolio optimization in stochastic markets
Çakmak, U.
;
Özekici, S.
- In:
Mathematical methods of operations research
63
(
2006
)
1
,
pp. 151-168
Persistent link: https://www.econbiz.de/10003285483
Saved in:
35
Time consistent dynamic risk measures
Boda, Kang
;
Filar, Jerzy A.
- In:
Mathematical methods of operations research
63
(
2006
)
1
,
pp. 169-186
Persistent link: https://www.econbiz.de/10003285486
Saved in:
36
Semi-Markov modulated poisson process : probabilistic and statistical analysis
Özekici, S.
;
Soyer, R.
- In:
Mathematical methods of operations research
64
(
2006
)
1
,
pp. 125-144
Persistent link: https://www.econbiz.de/10003369335
Saved in:
37
Ergodic and adaptive control of hidden Markov models
Duncan, T. E.
;
Pasik-Duncan, B.
;
Stettner, L.
- In:
Mathematical methods of operations research
62
(
2005
)
2
,
pp. 297-318
Persistent link: https://www.econbiz.de/10003226180
Saved in:
38
On essential information in sequential decision processes
Feinberg, Eugene A.
- In:
Mathematical methods of operations research
62
(
2005
)
2
,
pp. 399-410
Persistent link: https://www.econbiz.de/10003232691
Saved in:
39
Staffing decisions for heterogeneous workers with turnover
Ahn, Hyun-soo
;
Righter, Rhonda
;
Shanthikumar, J. George
- In:
Mathematical methods of operations research
62
(
2005
)
2
,
pp. 499-514
Persistent link: https://www.econbiz.de/10003232701
Saved in:
40
Portfolio optimization under transaction costs in the CRR model
Sass, Jörn
- In:
Mathematical methods of operations research
61
(
2005
)
2
,
pp. 239-259
Persistent link: https://www.econbiz.de/10002858606
Saved in:
41
Nonzero-sum semi-Markov games with the expected average payoffs
Nowak, Andrzej S.
;
Jaśkiewicz, Anna
- In:
Mathematical methods of operations research
62
(
2005
)
1
,
pp. 23-40
Persistent link: https://www.econbiz.de/10003114481
Saved in:
42
Dynamic inventory strategies for profit maximization in a service facility with stochastic service, demand and lead time
Berman, Oded
;
Kim, Eungab
- In:
Mathematical methods of operations research
60
(
2004
)
3
,
pp. 497-521
Persistent link: https://www.econbiz.de/10002519878
Saved in:
43
Dynamic principal agent model based on CMDP
Ding, Yuanyao
;
Jia, Rangcheng
;
Tang, Shaoxiang
- In:
Mathematical methods of operations research
58
(
2003
)
1
,
pp. 149-157
Persistent link: https://www.econbiz.de/10001788408
Saved in:
44
Solution to the risk-sensitive average cost optimality equation in a class of Markov decision processes with finite state space
Cavazos-Cadena, Rolando
- In:
Mathematical methods of operations research
57
(
2003
)
2
,
pp. 263-285
Persistent link: https://www.econbiz.de/10001752193
Saved in:
45
Value iteration and approximately optimal stationary policies in finite-state average Markov decision chains
Cavazos-Cadena, Rolando
- In:
Mathematical methods of operations research
56
(
2002
)
2
,
pp. 181-196
Persistent link: https://www.econbiz.de/10001717532
Saved in:
46
The optimality equation and [phi]-optimal strategies in Markov games with average reward criterion
Küenle, Heinz-Uwe
;
Schurath, Roland
- In:
Mathematical methods of operations research
56
(
2002
)
3
,
pp. 451-471
Persistent link: https://www.econbiz.de/10001725937
Saved in:
47
Solution to the risk-sensitive average optimality equation in communicating Markov decision chains with finite state space : an alternative approach
Cavazos-Cadena, Rolando
;
Hernández-Hernández, Daniel
- In:
Mathematical methods of operations research
56
(
2002
)
3
,
pp. 473-479
Persistent link: https://www.econbiz.de/10001725939
Saved in:
48
Threshold control policies for heterogeneous server systems
Luh, Hsing Paul
;
Viniotis, Ioannis
- In:
Mathematical methods of operations research
55
(
2002
)
1
,
pp. 121-142
Persistent link: https://www.econbiz.de/10001656109
Saved in:
49
A multicriteria competitive Markov decision process
Rodríguez-Chía, A. M.
;
Puerto, J.
;
Fernández, F. R.
- In:
Mathematical methods of operations research
55
(
2002
)
3
,
pp. 359-369
Persistent link: https://www.econbiz.de/10001678041
Saved in:
50
Convergence of the optimal values of constrained Markov control processes
Alvarez-Mena, Jorge
;
Hernández-Lerma, Onésimo
- In:
Mathematical methods of operations research
55
(
2002
)
3
,
pp. 461-484
Persistent link: https://www.econbiz.de/10001678050
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