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Mathematical programming
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Hertog, Dirk den
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Nickel, Stefan
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Talman, Dolf
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Delage, Erick
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Leus, Roel
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33
Carrizosa, Emilio
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Chu, Feng
33
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985
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EURO journal on computational optimization
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EconStor
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1
Necessary and sufficient conditions in the problem of optimal investment with intermediate consumption
Mostovyi, Oleksii
- In:
Finance and stochastics
19
(
2015
)
1
,
pp. 135-159
Persistent link: https://www.econbiz.de/10011417138
Saved in:
2
Utility maximization in a large market
Mostovyi, Oleksii
- In:
Mathematical finance : an international journal of …
28
(
2018
)
1
,
pp. 106-118
Persistent link: https://www.econbiz.de/10011969163
Saved in:
3
Optimal investment with intermediate consumption and random endowment
Mostovyi, Oleksii
- In:
Mathematical finance : an international journal of …
27
(
2017
)
1
,
pp. 96-114
Persistent link: https://www.econbiz.de/10011739444
Saved in:
4
Facelifting in utility maximization
Larsen, Kasper
;
Soner, Halil Mete
;
Žitković, Gordan
- In:
Finance and stochastics
20
(
2016
)
1
,
pp. 99-121
Persistent link: https://www.econbiz.de/10011460007
Saved in:
5
Optimal grid selection for the numerical solution of dynamic stochastic optimization problems
Chipeniuk, Karsten O.
- In:
Computational economics
56
(
2020
)
4
,
pp. 883-928
Persistent link: https://www.econbiz.de/10012390486
Saved in:
6
An expansion in the model space in the context of utility maximization
Larsen, Kasper
;
Mostovyi, Oleksii
;
Žitković, Gordan
- In:
Finance and stochastics
22
(
2018
)
2
,
pp. 297-326
Persistent link: https://www.econbiz.de/10011945713
Saved in:
7
M/G/∞ with exponentially distributed setup times
Haji, Babak
;
Ross, Sheldon M.
- In:
Operations research letters
43
(
2015
)
1
,
pp. 26-28
Persistent link: https://www.econbiz.de/10010486376
Saved in:
8
On endogenous
compactness
of the individual state space in the Huggett model
Kam, Timothy
-
2010
Persistent link: https://www.econbiz.de/10003940904
Saved in:
9
Discounted cost optimality problem : stability with respect to weak metrics
Gordienko, Evgueni
;
Lemus-Rodríguez, Enrique
; …
- In:
Mathematical methods of operations research
68
(
2008
)
1
,
pp. 77-96
Persistent link: https://www.econbiz.de/10003748386
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10
A hybrid biobjective Markov chain based optimization model for sustainable aggregate production planning
Tirkolaee, Erfan Babaee
;
Aydın, Nadi Serhan
;
Mahdavi, Iraj
- In:
IEEE transactions on engineering management : EM ; a …
71
(
2024
),
pp. 4273-4283
Persistent link: https://www.econbiz.de/10015407828
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