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Technical note: on matrix exponential differentiation with application to weighted sum distributions
Das, Milan Kumar
;
Tsai, Henghsiu
;
Kyriakou, Ioannis
; …
- In:
Operations research
70
(
2022
)
4
,
pp. 1984-1995
Persistent link: https://www.econbiz.de/10013366400
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Unified moment-based modeling of integrated stochastic processes
Kyriakou, Ioannis
;
Brignone, Riccardo
;
Fusai, Gianluca
- In:
Operations research
72
(
2024
)
4
,
pp. 1630-1653
Persistent link: https://www.econbiz.de/10015045661
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