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A unified algorithm framework for mean-variance optimization in discounted Markov decision processes
Ma, Shuai; Ma, Xiaoteng; Xia, Li - In: European journal of operational research : EJOR 311 (2023) 3, pp. 1057-1067
Persistent link: https://www.econbiz.de/10014440200
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Approximation of multistage stochastic programming problems by smoothed quantization
Šmíd, Martin; Kozmík, Václav - In: Review of managerial science : RMS 18 (2024) 7, pp. 2079-2114
Persistent link: https://www.econbiz.de/10015134060
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Portfolio optimization in a regime-switching market with derivatives
Fu, Jun; Wei, Jiaqin; Yang, Hailiang - In: European journal of operational research : EJOR 233 (2014) 1, pp. 184-192
Persistent link: https://www.econbiz.de/10010225264
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Optimal production and admission control for a stochastic SOM system with demands for product and PSS
Wang, Kangzhou; Jiang, Zhibin; Li, Na; Geng, Na - In: International journal of production research 51 (2013) 23/24, pp. 7270-7288
Persistent link: https://www.econbiz.de/10010229337
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Dividend optimization for regime-switching general diffusions
Zhu, Jinxia; Chen, Fen - In: Insurance / Mathematics & economics 53 (2013) 2, pp. 439-456
Persistent link: https://www.econbiz.de/10010195911
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Algorithmic aspects of mean–variance optimization in Markov decision processes
Mannor, Shie; Tsitsiklis, John N. - In: European journal of operational research : EJOR 231 (2013) 3, pp. 645-653
Persistent link: https://www.econbiz.de/10009787362
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A stochastic dynamic programming approach for multi-site capacity planning in TFT-LCD manufacturing under demand uncertainty
Lindley, James T.; Chen, Tzu-li; Chu, Hsiao-ching - In: International journal of production economics 148 (2014), pp. 21-36
Persistent link: https://www.econbiz.de/10010251555
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A new class of stock-level dependent ordering policies for perishables with a short maximum shelf life
Haijema, René - In: International journal of production economics 143 (2013) 2, pp. 434-439
Persistent link: https://www.econbiz.de/10009755495
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Dynamic scheduling with due dates and time windows : an application to chemotherapy patient appointment booking
Gocgun, Yasin; Puterman, Martin L. - In: Health care management science 17 (2014) 1, pp. 60-76
Persistent link: https://www.econbiz.de/10010357254
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Dynamic portfolio optimization with a defaultable security and regime-switching
Capponi, Agostino; Figueroa-López, José E. - In: Mathematical finance : an international journal of … 24 (2014) 2, pp. 207-249
Persistent link: https://www.econbiz.de/10010357378