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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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Stationary discounted and ergodic mean field games with singular controls
Cao, Haoyang; Dianetti, Jodi; Ferrari, Giorgio - In: Mathematics of operations research 48 (2023) 4, pp. 1871-1898
Persistent link: https://www.econbiz.de/10014437738
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Percolation games
Garnier, Guillaume; Ziliotto, Bruno - In: Mathematics of operations research 48 (2023) 4, pp. 2156-2166
Persistent link: https://www.econbiz.de/10014437820
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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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Robustness of stochastic optimal control to approximate diffusion models under several cost evaluation criteria
Pradhan, Somnath; Yüksel, Serdar - In: Mathematics of operations research 49 (2024) 4, pp. 2049-2077
Persistent link: https://www.econbiz.de/10015197730
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A stochastic sequential quadratic optimization algorithm for nonlinear-equality-constrained optimization with rank-deficient Jacobians
Berahas, Albert S.; Curtis, Frank E.; O’Neill, Michael J. - In: Mathematics of operations research 49 (2024) 4, pp. 2212-2248
Persistent link: https://www.econbiz.de/10015197860
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Fluid limits for longest remaining time first queues
Kruk, Łukasz - In: Mathematics of operations research 49 (2024) 4, pp. 2271-2294
Persistent link: https://www.econbiz.de/10015197869
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Convergence analysis of accelerated stochastic gradient descent under the growth condition
Chen, You-Lin; Na, Sen; Kolar, Mladen - In: Mathematics of operations research 49 (2024) 4, pp. 2492-2526
Persistent link: https://www.econbiz.de/10015197960
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Scheduling in the high-uncertainty heavy traffic regime
Atar, Rami; Castiel, Eyal; Shadmi, Yonatan - In: Mathematics of operations research 50 (2025) 1, pp. 107-140
Persistent link: https://www.econbiz.de/10015211579
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Fluctuation theory of continuous-time, skip-free downward Markov chains with applications to branching processes with immigration
Loeffen, Ronnie; Patie, Pierre; Wang, Jian - In: Mathematics of operations research 50 (2025) 1, pp. 169-188
Persistent link: https://www.econbiz.de/10015211653