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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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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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Mean-variance optimization in finite horizon Markov decision processes and its application to revenue management
Schlosser, Rainer; Gönsch, Jochen - In: European journal of operational research : EJOR 325 (2025) 3, pp. 516-524
Persistent link: https://www.econbiz.de/10015433319
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Scalable relaxation techniques to solve stochastic dynamic multi-product pricing problems with substitution effects
Schlosser, Rainer - In: Journal of revenue and pricing management 20 (2021) 1, pp. 54-65
Persistent link: https://www.econbiz.de/10012487097