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Optimal consumption and investment with independent stochastic labor income
Bensoussan, Alain; Park, Seyoung - In: Mathematics of operations research 50 (2025) 1, pp. 356-389
Persistent link: https://www.econbiz.de/10015211707
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Entrepreneurial decisions on effort and project with a nonconcave objective function
Bensoussan, Alain; Cadenillas, Abel; Koo, Hyeng-keun - In: Mathematics of operations research 40 (2015) 4, pp. 902-914
Persistent link: https://www.econbiz.de/10011408979
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Diffusion Approximation for a Controlled Stochastic Manufacturing System with Average Cost Minimization
Krichagina, Elena V.; Lou, Sheldon X.C.; Sethi, Suresh P.; … - In: Mathematics of operations research 20 (1995) 4, pp. 895-922
Persistent link: https://www.econbiz.de/10006420795