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New Exact Algorithm for the integrated train timetabling and rolling stock circulation planning problem with stochastic demand
Pan, Hanchuan; Yang, Lixing; Liang, Zhe; Yang, Hai - In: European journal of operational research : EJOR 316 (2024) 3, pp. 906-929
Persistent link: https://www.econbiz.de/10014576830
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Routing problem for Unmanned Aerial Vehicle Patrolling missions : a progressive hedging algorithm
Rajan, Sudarshan; Sundar, Kaarthik; Gautam, Natarajan - In: Computers & operations research : and their … 142 (2022), pp. 1-18
Persistent link: https://www.econbiz.de/10013197709
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Joint dynamic pricing and marketing-mix strategies for revenue management applications with stochastic demand
Schlosser, Rainer; Chenavaz, Régis Y. - In: International transactions in operational research : a … 32 (2025) 3, pp. 1566-1592
Persistent link: https://www.econbiz.de/10015338223
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Particle Filters for Markov Switching Stochastic Volatility Models
Yun, Bao; Chiarella, Carl; Kang, Boda - 2012
This paper proposes an auxiliary particle filter algorithm for inference in regime switching stochastic volatility …-based algorithm is presented for the method which demonstrated that we are able to estimate a class of models in which the probability …
Persistent link: https://www.econbiz.de/10014164616
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A policy gradient algorithm for the risk-sensitive exponential cost MDP
Moharrami, Mehrdad; Murthy, Yashaswini; Roy, Arghyadip; … - In: Mathematics of operations research 50 (2025) 1, pp. 431-458
Persistent link: https://www.econbiz.de/10015211728
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Viterbi algorithms for hidden semi-Markov models with application to DNA Analysis
Pertsinidou, Christina-Elisavet; Limnios, Nikolaos - In: RAIRO / Operations research 49 (2015) 3, pp. 511-526
Persistent link: https://www.econbiz.de/10011509361
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Particle filters for Markov switching stochastic volatility models
Yun, Bao; Chiarella, Carl; Kang, Boda - In: The Oxford handbook of computational economics and finance, (pp. 249-266). 2018
Persistent link: https://www.econbiz.de/10011952212
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Importance sampling in stochastic programming : a Markov chain Monte Carlo approach
Parpas, Panos; Ustun, Berk; Webster, Mort; Tran, Quang Kha - In: INFORMS journal on computing : JOC 27 (2015) 2, pp. 358-377
Persistent link: https://www.econbiz.de/10011291297
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A hybrid deep learning method for optimal insurance strategies : algorithms and convergence analysis
Jin, Zhuo; Yang, Hailiang; Yin, George G. - In: Insurance / Mathematics & economics 96 (2021), pp. 262-275
Persistent link: https://www.econbiz.de/10012482892
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Particle Filters for Markov Switching Stochastic Volatility Models
Yun, Bao; Chiarella, Carl; Kang, Boda - In: The Oxford handbook of computational economics and finance. 2018
Persistent link: https://www.econbiz.de/10013475840