Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Mathematical programming"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Optimal control of excess-of-l...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Mathematical programming
Theorie
57
Theory
57
Portfolio selection
46
Portfolio-Management
43
Markov chain
20
Markov-Kette
20
Reinsurance
19
Rückversicherung
19
Mathematische Optimierung
18
Stochastic process
17
Stochastischer Prozess
17
Insurance
15
Versicherung
15
Decision
12
Dynamic programming
12
Entscheidung
12
Risiko
12
Risk
12
Risikoaversion
11
Risk aversion
11
Risikomodell
10
Risk model
10
Decision under uncertainty
8
Entscheidung unter Unsicherheit
8
Volatility
8
Volatilität
8
Discounting
7
Diskontierung
7
Dynamische Optimierung
7
Option pricing theory
7
Optionspreistheorie
7
Pension fund
7
Pensionskasse
7
Börsenkurs
6
Economics of insurance
6
Intertemporal choice
6
Intertemporale Entscheidung
6
Share price
6
Stochastic volatility
6
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
18
Type of publication (narrower categories)
All
Article in journal
16
Aufsatz in Zeitschrift
16
Aufsatz im Buch
1
Book section
1
Language
All
English
18
Author
All
Guo, Xianping
8
Li, Zhongfei
6
Zeng, Yan
6
Yao, Haixiang
4
Chen, Shumin
3
Huang, Yonghui
2
Ye, Liuer
2
Deng, Yinglu
1
Kang, Zhilin
1
Li, Danping
1
Li, Duan
1
Ng, Kai-Wang
1
Shen, Yang
1
Viens, Frederi G.
1
Wang, Xi
1
Wei, Qingda
1
Wu, Huiling
1
Yang, Hailiang
1
Yi, Bo
1
Yin, George
1
Zhang, Wenzhao
1
Zhang, Yi
1
more ...
less ...
Published in...
All
Economic modelling
3
European journal of operational research : EJOR
3
Insurance / Mathematics & economics
3
Mathematical methods of operations research
3
Mathematics of operations research
2
4OR : a quarterly journal of operations research
1
Internet and network economics : first international workshop, WINE 2005, Hong Kong, China, December 15-17, 2005 ; proceedings
1
Operations research letters
1
Scandinavian actuarial journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
18
Showing
1
-
10
of
18
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Constrained optimality for finite horizon semi-Markov decision processes in Polish spaces
Huang, Yonghui
;
Li, Zhongfei
;
Guo, Xianping
- In:
Operations research letters
42
(
2014
)
2
,
pp. 123-129
Persistent link: https://www.econbiz.de/10010364593
Saved in:
2
Robust optimal control for an insurer with reinsurance and investment under Heston's stochastic volatility model
Yi, Bo
;
Li, Zhongfei
;
Viens, Frederi G.
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 601-614
Persistent link: https://www.econbiz.de/10010227929
Saved in:
3
Nonstationary denumerable state Markov decision processes : with average variance criterion
Guo, Xianping
- In:
Mathematical methods of operations research
49
(
1999
)
1
,
pp. 87-96
Persistent link: https://www.econbiz.de/10001415267
Saved in:
4
New sufficient conditions for average optimality in continuous-time Markov decision processes
Ye, Liuer
;
Guo, Xianping
- In:
Mathematical methods of operations research
72
(
2010
)
1
,
pp. 75-94
Persistent link: https://www.econbiz.de/10008652561
Saved in:
5
Convergence of controlled models and finite-state approximation for discounted continuous-time Markov decision processes with constraints
Guo, Xianping
;
Zhang, Wenzhao
- In:
European journal of operational research : EJOR
238
(
2014
)
2
,
pp. 486-496
Persistent link: https://www.econbiz.de/10010400205
Saved in:
6
A mean-variance optimization problem for discounted Markov decision processes
Guo, Xianping
;
Ye, Liuer
;
Yin, George
- In:
European journal of operational research : EJOR
220
(
2012
)
2
,
pp. 423-429
Persistent link: https://www.econbiz.de/10009548843
Saved in:
7
Semi-Markov decision processes with variance minimization criterion
Wei, Qingda
;
Guo, Xianping
- In:
4OR : a quarterly journal of operations research
13
(
2015
)
1
,
pp. 59-79
Persistent link: https://www.econbiz.de/10010504956
Saved in:
8
Optimality of mixed policies for average continuous-time markov decision processes with constraints
Guo, Xianping
;
Zhang, Yi
- In:
Mathematics of operations research
41
(
2016
)
4
,
pp. 1276-1296
Persistent link: https://www.econbiz.de/10011595057
Saved in:
9
Multiconstrained finite-horizon piecewise deterministic Markov decision processes with unbounded transition rates
Huang, Yonghui
;
Guo, Xianping
- In:
Mathematics of operations research
45
(
2020
)
2
,
pp. 641-659
Persistent link: https://www.econbiz.de/10012242542
Saved in:
10
Multi-period mean-variance asset-liability management with uncontrolled cash flow and uncertain time-horizon
Yao, Haixiang
;
Zeng, Yan
;
Chen, Shumin
- In:
Economic modelling
30
(
2013
),
pp. 492-500
Persistent link: https://www.econbiz.de/10009708888
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
