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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
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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
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Asymptotic convergence of optimal policies for resource management with application to harvesting of multiple species forest
Cominetti, Roberto; Piazza, Adriana - In: Mathematics of operations research 34 (2009) 3, pp. 576-593
Persistent link: https://www.econbiz.de/10003892408
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Stochastic combinatorial optimization with controllable risk aversion level
So, Anthony Man-Cho; Zhang, Jiawei; Ye, Yinyu - In: Mathematics of operations research 34 (2009) 3, pp. 522-537
Persistent link: https://www.econbiz.de/10003892392
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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
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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
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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
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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
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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
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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