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~subject:"Mathematische Optimierung"
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Mathematische Optimierung
Theorie
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Börsenkurs
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Economics of insurance
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Guo, Xianping
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3
Huang, Yonghui
2
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Economic modelling
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European journal of operational research : EJOR
3
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3
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3
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4OR : a quarterly journal of operations research
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Internet and network economics : first international workshop, WINE 2005, Hong Kong, China, December 15-17, 2005 ; proceedings
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ECONIS (ZBW)
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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