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Constrained maximum variance stopping for a finite horizon increasing random walk
Fontem, Belleh - In: Operations research letters 48 (2020) 4, pp. 493-499
Persistent link: https://www.econbiz.de/10012294803
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Risk-averse stochastic optimal control : An efficiently computable statistical upper bound
Guigues, Vincent; Shapiro, Alexander; Cheng, Yi - In: Operations research letters 51 (2023) 4, pp. 393-400
Persistent link: https://www.econbiz.de/10014426574
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Optimal retirement strategy with a negative wealth constraint
Park, Seyoung; Jang, Bong-gyu - In: Operations research letters 42 (2014) 3, pp. 208-212
Persistent link: https://www.econbiz.de/10010383190
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Optimality of an affine intensity policy for maximizing the probability of an arrival count in point-process intensity control
Defourny, Boris - In: Operations research letters 46 (2018) 1, pp. 51-55
Persistent link: https://www.econbiz.de/10011807908
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Optimal control of a queue under a quality-of-service constraint with bounded and unbounded rates
Ebrahimi, Abdolghani; Ghosh, Arka P. - In: Operations research letters 48 (2020) 6, pp. 737-743
Persistent link: https://www.econbiz.de/10012430101
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Central limit theorem and sample complexity of stationary stochastic programs
Shapiro, Alexander; Cheng, Yi - In: Operations research letters 49 (2021) 5, pp. 676-681
Persistent link: https://www.econbiz.de/10013207426
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Distributionally robust optimal control and MDP modeling
Shapiro, Alexander - In: Operations research letters 49 (2021) 5, pp. 809-814
Persistent link: https://www.econbiz.de/10013207452
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Optimal investment and risk control for an insurer with stochastic factor
Bo, Lijun; Wang, Shihua - In: Operations research letters 45 (2017) 3, pp. 259-265
Persistent link: https://www.econbiz.de/10011719330
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Dual SDDP for risk-averse multistage stochastic programs
Costa, Bernardo Freitas Paulo da; Leclère, Vincent - In: Operations research letters 51 (2023) 3, pp. 332-337
Persistent link: https://www.econbiz.de/10014374928
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On the complexity of the single machine scheduling problem minimizing total weighted delay penalty
Vásquez, Óscar C. - In: Operations research letters 42 (2014) 5, pp. 343-347
Persistent link: https://www.econbiz.de/10010404393