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A stochastic control approach to bid-ask price modelling
Dela Vega, Engel John C.; Elliott, Robert J. - In: International journal of theoretical and applied … 25 (2022) 4/5, pp. 1-30
Persistent link: https://www.econbiz.de/10013371064
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Single-dimensional leg-level dynamic programming with booking-time dependent cancellation probabilities for revenue management
Hopman, Daniel; Koole, Ger M.; Mei, R. D. van der - In: International journal of revenue management : IJRM 13 (2022) 1/2, pp. 99-123
Persistent link: https://www.econbiz.de/10014227853
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Stabilization of stochastic iterative methods for singular and nearly singular linear systems
Wang, Mengdi; Bertsekas, Dimitri P. - In: Mathematics of operations research 39 (2014) 1, pp. 1-30
Persistent link: https://www.econbiz.de/10010345230
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Provably near-optimal approximation schemes for implicit stochastic and sample-based dynamic programs
Halman, Nir - In: INFORMS journal on computing : JOC 32 (2020) 4, pp. 1157-1181
Persistent link: https://www.econbiz.de/10012390216
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A solution algorithm for multi-period bi-level channel optimization with dynamic price-dependent stochastic demand
Gholami, Reza Azad; Sandal, Leif K.; Ubøe, Jan - In: Omega : the international journal of management science 102 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10012514441
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Explicit solution algorithms for order and price postponement in multiperiodic channel optimization
Gholami, Reza Azad; Sandal, Leif K.; Ubøe, Jan - 2019
Persistent link: https://www.econbiz.de/10012178841
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Central limit theorem and sample complexity of stationary stochastic programs
Shapiro, Alexander; Cheng, Yi - In: Operations research letters 49 (2021) 5, pp. 676-681
Persistent link: https://www.econbiz.de/10013207426
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Deep learning for solving dynamic economic models.
Maliar, Lilia; Maliar, Serguei; Winant, Pablo - In: Journal of monetary economics 122 (2021), pp. 76-101
Persistent link: https://www.econbiz.de/10013269349
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M/G/∞ with exponentially distributed setup times
Haji, Babak; Ross, Sheldon M. - In: Operations research letters 43 (2015) 1, pp. 26-28
Persistent link: https://www.econbiz.de/10010486376
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Maintaining secure and reliable distributed control systems
Sleptchenko, Andrei; Johnson, M. Eric - In: INFORMS journal on computing : JOC 27 (2015) 1, pp. 103-117
Persistent link: https://www.econbiz.de/10010505082