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Power forward performance in semimartingale markets with stochastic integrated factors
Bo, Lijun; Capponi, Agostino; Zhou, Chao - In: Mathematics of operations research 48 (2023) 1, pp. 288-312
Persistent link: https://www.econbiz.de/10014312552
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Optimization under rational expectations : a framework of fully coupled forward-backward stochastic linear quadratic systems
Hu, Mingshang; Ji, Shaolin; Xue, Xiaole - In: Mathematics of operations research 48 (2023) 3, pp. 1767-1790
Persistent link: https://www.econbiz.de/10014329362
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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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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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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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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
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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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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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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
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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