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Utility indifference pricing and hedging for structured contracts in energy markets
Callegaro, Giorgia; Campi, Luciano; Giusto, Valeria; … - In: Mathematical methods of operations research 85 (2017) 2, pp. 265-303
Persistent link: https://www.econbiz.de/10011714437
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Component importance based on dependence measures
Hellmich, Mario - In: Mathematical methods of operations research 87 (2018) 2, pp. 229-250
Persistent link: https://www.econbiz.de/10011873986
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A first-passage problem with multiple costs
Wakuta, Kazuyoshi - In: Mathematical methods of operations research 51 (2000) 3, pp. 419-432
Persistent link: https://www.econbiz.de/10001519656
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Risk sensitive control of finite state Markov chains in discrete time, with applications to portfolio management
Bielecki, Thomas; Hernández-Hernández, Daniel; … - In: Mathematical methods of operations research 50 (1999) 2, pp. 167-188
Persistent link: https://www.econbiz.de/10001428073
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Semi-infinite Markov decision processes
Chen, Ming; Filar, Jerzy A.; Liu, Ke - In: Mathematical methods of operations research 51 (2000) 1, pp. 115-137
Persistent link: https://www.econbiz.de/10001488329
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On confidence intervals from simulation of finite Markov chains
Burnetas, Apostolos N. - In: Mathematical methods of operations research 46 (1997) 2, pp. 241-250
Persistent link: https://www.econbiz.de/10001230821
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Constrained Markov decision processes with total cost criteria: Lagrangian approach and dual linear program
Altman, Eitan - In: Mathematical methods of operations research 48 (1998) 3, pp. 387-417
Persistent link: https://www.econbiz.de/10001394492
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Nonzero-sum non-stationary discounted Markov game model
Jia, Rangcheng; Ding, Yuanyao - In: Mathematical methods of operations research 52 (2000) 2, pp. 265-270
Persistent link: https://www.econbiz.de/10001568127
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A new strong optimality criterion for nonstationary Markov decision processes
Guo, Xiangping; Shi, Peng; Zhu, Weiping - In: Mathematical methods of operations research 52 (2000) 2, pp. 287-306
Persistent link: https://www.econbiz.de/10001568139
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A multiobjective control approach to priority queues
Hernández-Lerma, Onésimo; Hoyos-Reyes, Luis F. - In: Mathematical methods of operations research 53 (2001) 2, pp. 265-277
Persistent link: https://www.econbiz.de/10001628003