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The non-Markovian nature of nested logit choice
Li, Selena; Udwani, Rajan - In: Operations research letters 51 (2023) 4, pp. 461-467
Persistent link: https://www.econbiz.de/10014426591
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Future memories are not needed for large classes of POMDPs
Cohen, Victor; Parmentier, Axel - In: Operations research letters 51 (2023) 3, pp. 270-277
Persistent link: https://www.econbiz.de/10014374858
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A geometric convergence formula for the level-increment-truncation approximation of M/G/1-type Markov chains
Ouchi, Katsuhisa; Masuyama, Hiroyuki - In: Operations research letters 51 (2023) 3, pp. 364-369
Persistent link: https://www.econbiz.de/10014374995
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Asymptotic analysis of option pricing in a Markov modulated market
Basu, Arnab; Ghosh, Mrinal K. - In: Operations research letters 37 (2009) 6, pp. 415-419
Persistent link: https://www.econbiz.de/10003905576
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Augmented truncation approximations of discrete-time Markov chains
Liu, Yuanyuan - In: Operations research letters 38 (2010) 3, pp. 218-222
Persistent link: https://www.econbiz.de/10003968665
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On the validity of the batch quantile method for Markov chains
Muñoz, David F. - In: Operations research letters 38 (2010) 3, pp. 223-226
Persistent link: https://www.econbiz.de/10003968667
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Monotone optimal replacement policies for a Markovian deteriorating system in a controllable environment
Kurt, Murat; Kharoufeh, Jeffrey P. - In: Operations research letters 38 (2010) 4, pp. 273-279
Persistent link: https://www.econbiz.de/10003984240
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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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Sell or hold : a simple two-stage stochastic combinatorial optimization problem
He, Qie; Ahmed, Shabbir; Nemhauser, George L. - In: Operations research letters 40 (2012) 2, pp. 69-73
Persistent link: https://www.econbiz.de/10009507916