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Optimal and Neuro—Dynamic Programming Solutions for a Stochastic Inventory Transportation Problem BOOK CHAPTER published 2001 in Models, Methods and Decision Support for Management |
LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING BOOK CHAPTER published 1975 in Stochastic Optimization Models in Finance |
Deterministic, Heuristic and Univariate Stochastic Models Used for Optimizing Mineral Exploration BOOK CHAPTER published 1987 in Statistical Models for Optimizing Mineral Exploration |
On submodular value functions and complex dynamic programming JOURNAL ARTICLE published January 1998 in Communications in Statistics. Stochastic Models |
A systems approach to the calibration of deterministic dynamic nonlinear simultaneous equation models with incomplete data JOURNAL ARTICLE published January 1994 in Applied Stochastic Models and Data Analysis |
Multi-class M/PH/1 queues with deterministic impatience times JOURNAL ARTICLE published 2 January 2017 in Stochastic Models |
Unrestricted consumption under a deterministic wealth and an Ornstein–Uhlenbeck process as a discount rate JOURNAL ARTICLE published 3 April 2018 in Stochastic Models Research funded by Austrian Science Fund (P26487) |
General dynamic programming algorithms applied to polling systems JOURNAL ARTICLE published January 1998 in Communications in Statistics. Stochastic Models |
Chapter 13 Dynamic programming and stochastic control BOOK CHAPTER published 1982 in Stochastic models, estimation, and control |
Extremes of Stationary Sequences with Failures JOURNAL ARTICLE published September 2006 in Stochastic Models |
Hasselmann’s program revisited: the analysis of stochasticity in deterministic climate models BOOK CHAPTER published 2001 in Stochastic Climate Models |
Matrix geometric solutions in stochastic models JOURNAL ARTICLE published January 1987 in Communications in Statistics. Stochastic Models |
A Comparison of Some Deterministic and Stochastic Models of Population Growth BOOK CHAPTER published 1983 in Life Science Models |
Dynamic Programming for Stochastic Optimization BOOK CHAPTER published in Springer Finance |
Dynamic Optimization in Stochastic Models BOOK CHAPTER published 1 May 2023 in Fundamentals of Stochastic Models |
On age composition of dynamic heterogeneous populations JOURNAL ARTICLE published 19 October 2023 in Stochastic Models Research funded by National Research Foundation of Korea (2019R1A6A1A11051177) |
A simulation‐based approach to stochastic dynamic programming JOURNAL ARTICLE published March 2011 in Applied Stochastic Models in Business and Industry |
Populations with interaction and environmental dependence: From few, (almost) independent, members into deterministic evolution of high densities JOURNAL ARTICLE published 3 April 2019 in Stochastic Models Research funded by Australian Research Council (DP150102758) |
A LINEAR PROGRAMMING APPROACH TO THE STEADY-STATE ANALYSIS OF REFLECTED BROWNIAN MOTION JOURNAL ARTICLE published 31 July 2001 in Stochastic Models |
Parameter estimation by deterministic approximation of a solution of a stochastic differential equation JOURNAL ARTICLE published January 1990 in Communications in Statistics. Stochastic Models |