Narrow search
Showing 1 - 10 of 157
Cover Image
On asymptotic optimization of a class of nonlinear stochastic hybrid systems
Shi, Peng; Altman, Eitan; Gaitsgory, Vladimir - In: Mathematical Methods of Operations Research 47 (1998) 2, pp. 289-315
We consider the problem of control for continuous time stochastic hybrid systems in finite time horizon. The systems considered are nonlinear: the state evolution is a nonlinear function of both the control and the state. The control parameters change at discrete times according to an underlying...
Persistent link: https://www.econbiz.de/10010950071
Cover Image
Stability and singular perturbations in constrained Markov decision problems
Altman, Eitan; Gaitsgory, Vladimir A. - 1991
Persistent link: https://www.econbiz.de/10000856260
Cover Image
On nonzero-sum game considered on solutions of a hybrid system with frequent random jumps
Brunetti, Ilaria; Gaitsgory, Vladimir A.; Altman, Eitan - In: Dynamic games and applications : DGA 7 (2017) 3, pp. 386-401
Persistent link: https://www.econbiz.de/10011805123
Cover Image
On Asymptotic Optimization of a Class of Nonlinear Stochastic Hybrid Systems
Shi, Peng; Altmann, Eitan; Gaitsgory, Vladimir - In: Mathematical methods of operations research 47 (1998) 2, pp. 289-316
Persistent link: https://www.econbiz.de/10006628950
Cover Image
Multivariate longitudinal modeling of insurance company expenses
Shi, Peng - In: Insurance / Mathematics & economics 51 (2012) 1, pp. 204-215
Persistent link: https://www.econbiz.de/10009558135
Cover Image
A multivariate analysis of intercompany loss triangles
Shi, Peng - In: The journal of risk and insurance : the journal of the … 84 (2017) 2, pp. 717-737
Persistent link: https://www.econbiz.de/10011705848
Cover Image
A folk theorem for dynamic games
Gaitsgory, Vladimir; Nitzan, Shmuel - In: Journal of Mathematical Economics 23 (1994) 2, pp. 167-178
Persistent link: https://www.econbiz.de/10005374281
Cover Image
Private provision of public goods in differential games
Gaitsgory, Vladimir A.; Nitsan, Shemuʾel - 1992
Persistent link: https://www.econbiz.de/10000856527
Cover Image
A folk theorem for dynamic games
Gaitsgory, Vladimir A. - In: Journal of mathematical economics 23 (1994) 2, pp. 167-178
Persistent link: https://www.econbiz.de/10001161871
Cover Image
On a class of Nash equilibria with memory strategies for nonzero-sum differential games
Coulomb, Jean-Michel; Gaitsgory, Vladimir A. - In: International game theory review 2 (2000) 2/3, pp. 173-192
Persistent link: https://www.econbiz.de/10001613965