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Convergence analysis of weighted expected residual method for nonlinear stochastic variational inequality problems
Lu, Fang; Li, Shengjie; Yang, Jing - In: Mathematical methods of operations research 82 (2015) 2, pp. 229-242
Persistent link: https://www.econbiz.de/10011374621
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Generalized gap acceptance models for unsignalized intersections
Abhishek; Boon, Marko A. A.; Mandjes, Michel - In: Mathematical methods of operations research 89 (2019) 3, pp. 385-409
Persistent link: https://www.econbiz.de/10012035491
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Optimal dividend strategies in a delayed claim risk model with dividends discounted by stochastic interest rates
Tan, Jiyang; Li, Chun; Li, Ziqiang; Xiangqun, Yang; … - In: Mathematical methods of operations research 82 (2015) 1, pp. 61-83
Persistent link: https://www.econbiz.de/10011308397
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Decomposition approaches for block-structured chance-constrained programs with application to hydro-thermal unit commitment
Ackooij, Wim van - In: Mathematical methods of operations research 80 (2014) 3, pp. 227-253
Persistent link: https://www.econbiz.de/10010442262
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On pure stationary almost Markov Nash equilibria in nonzero-sum ARAT stochastic games
Jaśkiewicz, Anna; Nowak, Andrzej S. - In: Mathematical methods of operations research 81 (2015) 2, pp. 169-179
Persistent link: https://www.econbiz.de/10010526380
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Optimal control of electricity input given an uncertain demand
Göttlich, Simone; Korn, Ralf; Lux, Kerstin - In: Mathematical methods of operations research 90 (2019) 3, pp. 301-328
Persistent link: https://www.econbiz.de/10012153862
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An optimal stopping approach for the end-of-life inventory problem
Frenk, Johannes G.; Javadi, Sonya; Sezer, Semih O. - In: Mathematical methods of operations research 90 (2019) 3, pp. 329-363
Persistent link: https://www.econbiz.de/10012153864
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Optimal exchange rates management using stochastic impulse control for geometric Lévy processes
Wu, Jinbiao - In: Mathematical methods of operations research 89 (2019) 2, pp. 257-280
Persistent link: https://www.econbiz.de/10012010370
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Algorithms for non-linear and stochastic resource constrained shortest path
Parmentier, Axel - In: Mathematical methods of operations research 89 (2019) 2, pp. 281-317
Persistent link: https://www.econbiz.de/10012010371
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Optimal mean-variance investment/reinsurance withcommon shock in a regime-switching market
Bi, Junna; Liang, Zhibin; Yuen, Kam Chuen - In: Mathematical methods of operations research 90 (2019) 1, pp. 109-135
Persistent link: https://www.econbiz.de/10012116630