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Risk-sensitive finite-horizon piecewise deterministic Markov decision processes
Huang, Yonghui; Lian, Zhaotong; Guo, Xianping - In: Operations research letters 48 (2020) 1, pp. 96-103
Persistent link: https://www.econbiz.de/10012169614
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Optimal investment strategy under time-inconsistent preferences and high-water mark contract
A, Chunxiang; Li, Zhongfei; Wang, Fan - In: Operations research letters 44 (2016) 2, pp. 212-218
Persistent link: https://www.econbiz.de/10011457325
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Dividend optimization for jump-diffusion model with solvency constraints
Li, Yongwu; Li, Zhongfei; Wang, Shouyang; Xu, Zuo Quan - In: Operations research letters 48 (2020) 2, pp. 170-175
Persistent link: https://www.econbiz.de/10012254035
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Verifiable conditions for average optimality of continuous-time Markov decision processes
Zou, Xiaolong; Huang, Yonghui - In: Operations research letters 44 (2016) 6, pp. 742-746
Persistent link: https://www.econbiz.de/10011622229
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Bias optimality for multichain continuous-time Markov decision processes
Guo, Xianping; Song, Xin-Yuan; Zhang, Junyu - In: Operations research letters 37 (2009) 5, pp. 317-321
Persistent link: https://www.econbiz.de/10003932228
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Markov decision processes with state-dependent discount factors and unbounded rewards/costs
Wei, Qingda; Guo, Xianping - In: Operations research letters 39 (2011) 5, pp. 369-374
Persistent link: https://www.econbiz.de/10009355631
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Markov decision processes with state-dependent discount factors and unbounded rewards/costs
Wei, Qingda; Guo, Xianping - In: Operations research letters 39 (2011) 5, pp. 369-375
Persistent link: https://www.econbiz.de/10009328616
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Bias optimality for multichain continuous-time Markov decision processes
Guo, Xianping; Song, Xinyuan; Zhang, Junyu - In: Operations research letters 37 (2009) 5, pp. 317-321
Persistent link: https://www.econbiz.de/10008309001
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Bias optimality for multichain continuous-time Markov decision processes
Guo, Xianping; Song, XinYuan; Zhang, Junyu - In: Operations research letters 37 (2009) 5, pp. 317-322
Persistent link: https://www.econbiz.de/10008881921
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Oligopoly newsvendor competition with reference effects
Kirshner, Samuel N.; Li, Zhaolin - In: Operations research letters 48 (2020) 6, pp. 787-791
Persistent link: https://www.econbiz.de/10012430134