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Asymptotic behavior of optimal quantities in symmetric transshipment coalitions
Hezarkhani, Behzad; Kubiak, Wieslaw; Hartman, Bruce - In: Operations research letters 42 (2014) 6/7, pp. 438-443
Persistent link: https://www.econbiz.de/10010428047
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Optimality gaps in asymptotic dimensioning of many-server systems
Sanders, Jaron; Borst, S. C.; Janssen, Augustus J.; … - In: Operations research letters 44 (2016) 3, pp. 359-365
Persistent link: https://www.econbiz.de/10011506135
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Portfolio optimization and stochastic volatility asymptotics
Fouque, Jean-Pierre; Sircar, Kaushik Ronnie; … - In: Mathematical finance : an international journal of … 27 (2017) 3, pp. 704-745
Persistent link: https://www.econbiz.de/10011764969
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An average-case asymptotic analysis of the container relocation problem
Galle, V.; Boroujeni, S. Borjian; Manshadi, Vahideh H.; … - In: Operations research letters 44 (2016) 6, pp. 723-728
Persistent link: https://www.econbiz.de/10011622220
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Asymptotic behavior of the quadratic knapsack problem
Schauer, Joachim - In: European journal of operational research : EJOR 255 (2016) 2, pp. 357-363
Persistent link: https://www.econbiz.de/10011532067
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Asymptotic analysis for a stochastic semidefinite programming
Zhang, Jie; Lin, Shuang; Zhang, Yi - In: Operations research letters 49 (2021) 2, pp. 164-170
Persistent link: https://www.econbiz.de/10012506602
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Dynamic pricing with finite price sets : a non-parametric approach
Avramidis, Athanassios N.; Boer, Arnoud V. den - In: Mathematical methods of operations research : ZOR 94 (2021) 1, pp. 1-34
Persistent link: https://www.econbiz.de/10012618967
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Expected utility approximation and portfolio optimisation
Fahrenwaldt, Matthias; Sun, Chaofan - In: Insurance / Mathematics & economics 93 (2020), pp. 301-314
Persistent link: https://www.econbiz.de/10012294137
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Quadratic expansions in optimal investment with respect to perturbations of the semimartingale model
Mostovyi, Oleksii; Sîrbu, Mihai - In: Finance and stochastics 28 (2024) 2, pp. 553-613
Persistent link: https://www.econbiz.de/10015130342
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Asymptotic optimality of semi-open-loop policies in Markov decision processes with large lead times
Bai, Xingyu; Chen, Xin; Li, Menglong; Stolyar, Alexander - In: Operations research 71 (2023) 6, pp. 2061-2077
Persistent link: https://www.econbiz.de/10014444901