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A stochastic feedback model for optimal management of renewable resources

Sandal, Leif K. - In: Natural resource modeling : the official journal of the … 10 (1997) 1, pp. 31-52

Persistent link: https://www.econbiz.de/10001340352

Robust control of partially observable failing systems

Kim, Michael Jong - In: Operations research 64 (2016) 4, pp. 999-1014

Persistent link: https://www.econbiz.de/10011538583

A stochastic dynamic pricing and advertising model under risk aversion

Schlosser, Rainer - In: Journal of revenue and pricing management 14 (2015) 6, pp. 451-468

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Rectangular sets of probability measures

Shapiro, Alexander - In: Operations research 64 (2016) 2, pp. 528-541

Persistent link: https://www.econbiz.de/10011485624

A modeling framework for control of preventive services

Örmeci, E. Lerzan; Guneş, Evrim D.; Kunduzcu, Derya - In: Manufacturing & service operations management : M & SOM 18 (2016) 2, pp. 227-244

Persistent link: https://www.econbiz.de/10011487144

A unified pricing of variable annuity guarantees under the optimal stochastic control framework

Shevchenko, Pavel V.; Luo, Xiaolin - In: Risks : open access journal 4 (2016) 3, pp. 1-31

In this paper, we review pricing of the variable annuity living and death guarantees offered to retail investors in many countries. Investors purchase these products to take advantage of market growth and protect savings. We present pricing of these products via an optimal stochastic control...

Persistent link: https://www.econbiz.de/10011507624