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Price systems constructed by optimal dynamic portfolios
Schäl, Manfred - In: Mathematical methods of operations research 51 (2000) 3, pp. 375-397
Persistent link: https://www.econbiz.de/10001519650
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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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On value preserving and growth optimal portfolios
Korn, Ralf; Schäl, Manfred - In: Mathematical methods of operations research 50 (1999) 2, pp. 189-218
Persistent link: https://www.econbiz.de/10001428084
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Portfolio optimization via stochastic programming : methods of output analysis
Dupačová, Jitka - In: Mathematical methods of operations research 50 (1999) 2, pp. 245-270
Persistent link: https://www.econbiz.de/10001428771
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Super-replication under proportional transaction costs : from discrete to continuous-time models
Touzi, Nizar - In: Mathematical methods of operations research 50 (1999) 2, pp. 297-320
Persistent link: https://www.econbiz.de/10001428812
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Stochastic orders and their applications in financial optimization
Kijima, Masaaki; Ohnishi, Masamitsu - In: Mathematical methods of operations research 50 (1999) 2, pp. 351-372
Persistent link: https://www.econbiz.de/10001428857
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Application of average dynamic programming to inventory systems
Vega-Amaya, Oscar - In: Mathematical methods of operations research 47 (1998) 3, pp. 451-471
Persistent link: https://www.econbiz.de/10001249031
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Dynamic order replenishment policy in internet-based supply chains
Berman, Oded; Kim, Eungab - In: Mathematical methods of operations research 53 (2001) 3, pp. 371-390
Persistent link: https://www.econbiz.de/10001628075
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Average cost per unit time control of stochastic manufacturing systems : revisited
Duncan, T. E.; Pasik-Duncan, B.; Stettner, Ł. - In: Mathematical methods of operations research 54 (2001) 2, pp. 259-278
Persistent link: https://www.econbiz.de/10001630590
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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