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Markov decision process
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Schlosser, Rainer
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Chenavaz, Régis Y.
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Computers & operations research : and their applications to problems of world concern ; an international journal
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ECONIS (ZBW)
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Risk-sensitive control of Markov decision processes : a moment-based approach with target distributions
Schlosser, Rainer
- In:
Computers & operations research : and their …
123
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012286284
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2
Heuristic mean-variance optimization in Markov decision processes using state-dependent risk aversion
Schlosser, Rainer
- In:
IMA journal of management mathematics
33
(
2022
)
2
,
pp. 181-199
Persistent link: https://www.econbiz.de/10012798765
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3
Joint dynamic pricing and marketing-mix strategies for revenue management applications with stochastic demand
Schlosser, Rainer
;
Chenavaz, Régis Y.
- In:
International transactions in operational research : a …
32
(
2025
)
3
,
pp. 1566-1592
Persistent link: https://www.econbiz.de/10015338223
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4
Risk-averse dynamic pricing using mean-semivariance optimization
Schlosser, Rainer
;
Gönsch, Jochen
- In:
European journal of operational research : EJOR
310
(
2023
)
3
,
pp. 1151-1163
Persistent link: https://www.econbiz.de/10014471124
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