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Mathematics of operations research
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1
Optimal oracle inequalities for projected fixed-point equations, with applications to policy evaluation
Mou, Wenlong
;
Pananjady, Ashwin
;
Wainwright, Martin J.
- In:
Mathematics of operations research
48
(
2023
)
4
,
pp. 2308-2336
Persistent link: https://www.econbiz.de/10014437828
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2
Strongly convergent homogeneous approximations to inhomogeneous Markov jump processes and applications
Bladt, Martin
;
Peralta, Oscar
- In:
Mathematics of operations research
50
(
2025
)
1
,
pp. 334-355
Persistent link: https://www.econbiz.de/10015211698
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3
Stochastic approximations of set-valued dynamical systems : convergence with positive probability to an attractor
Faure, Mathieu
;
Roth, Gregory
- In:
Mathematics of operations research
35
(
2010
)
3
,
pp. 624-640
Persistent link: https://www.econbiz.de/10008660769
Saved in:
4
Importance sampling for weighted-serve-the-longest-queue
Dupuis, Paul
;
Leder, Kevin
;
Wang, Hui
- In:
Mathematics of operations research
34
(
2009
)
3
,
pp. 642-660
Persistent link: https://www.econbiz.de/10003892602
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5
Convergence of stationary points of sample average two-stage stochastic programs : a generalized equation approach
Ralph, Daniel
;
Xu, Huifu
- In:
Mathematics of operations research
36
(
2011
)
3
,
pp. 568-592
Persistent link: https://www.econbiz.de/10009300389
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6
On the convergence rate for stochastic approximation in the nonsmooth setting
Lim, Eunji
- In:
Mathematics of operations research
36
(
2011
)
3
,
pp. 527-537
Persistent link: https://www.econbiz.de/10009300399
Saved in:
7
Confidence regions for stochastic variational inequalities
Lu, Shu
;
Amarjit, Budhiraja
- In:
Mathematics of operations research
38
(
2013
)
3
,
pp. 545-568
Persistent link: https://www.econbiz.de/10009787363
Saved in:
8
Stabilization of stochastic iterative methods for singular and nearly singular linear systems
Wang, Mengdi
;
Bertsekas, Dimitri P.
- In:
Mathematics of operations research
39
(
2014
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10010345230
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9
Parameter estimation : the proper way to use Bayesian posterior processes with Brownian noise
Cohen, Asaf
- In:
Mathematics of operations research
40
(
2015
)
2
,
pp. 361-389
Persistent link: https://www.econbiz.de/10011282701
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10
On error estimates for asymptotic expansions with Malliavin weights : application to stochastic volatility model
Takahashi, Akihiko
;
Yamada, Toshihiro
- In:
Mathematics of operations research
40
(
2015
)
3
,
pp. 513-541
Persistent link: https://www.econbiz.de/10011338705
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