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~subject:"Mathematische Optimierung"
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Mathematische Optimierung
China
102
Theorie
84
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84
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33
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31
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22
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22
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Guo, Xianping
7
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5
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3
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2
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2
Yao, Haixiang
2
Ye, Liuer
2
Chan, Rebecca
1
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1
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1
Fu, Qi
1
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1
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1
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1
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1
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1
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1
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1
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1
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European journal of operational research : EJOR
4
Mathematical methods of operations research
3
Mathematics of operations research
2
Omega : the international journal of management science
2
Transportation research / E : an international journal
2
4OR : a quarterly journal of operations research
1
Annals of operations research
1
Economic modelling
1
Insurance / Mathematics & economics
1
International journal of production economics
1
Internet and network economics : first international workshop, WINE 2005, Hong Kong, China, December 15-17, 2005 ; proceedings
1
Journal of the Operational Research Society
1
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1
Operations research letters
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ECONIS (ZBW)
22
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1
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:
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
Continuous-time mean-variance portfolio selection with only risky assets
Yao, Haixiang
;
Li, Zhongfei
;
Chen, Shumin
- In:
Economic modelling
36
(
2014
),
pp. 244-251
Persistent link: https://www.econbiz.de/10010412352
Saved in:
4
Looking for arbitrage or term structures in frictional markets
Li, Zhongfei
;
Ng, Kai-Wang
- In:
Internet and network economics : first international …
,
(pp. 612-621)
.
2005
Persistent link: https://www.econbiz.de/10003276794
Saved in:
5
Multi-period mean-variance portfolio selection with stochastic interest rate and uncontrollable liability
Yao, Haixiang
;
Li, Zhongfei
;
Li, Duan
- In:
European journal of operational research : EJOR
252
(
2016
)
3
,
pp. 837-851
Persistent link: https://www.econbiz.de/10011472346
Saved in:
6
An exact solution to a robust portfolio choice problem with multiple risk measures under ambiguous distribution
Kang, Zhilin
;
Li, Zhongfei
- In:
Mathematical methods of operations research
87
(
2018
)
2
,
pp. 169-195
Persistent link: https://www.econbiz.de/10011873984
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7
Verifiable conditions for average optimality of continuous-time Markov decision processes
Zou, Xiaolong
;
Huang, Yonghui
- In:
Operations research letters
44
(
2016
)
6
,
pp. 742-746
Persistent link: https://www.econbiz.de/10011622229
Saved in:
8
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:
9
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:
10
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
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