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Adaptive control for discrete-time Markov processes with unbounded costs: Average criterion JOURNAL ARTICLE published September 1998 in Mathematical Methods of Operations Research |
The critical node problem in stochastic networks with discrete-time Markov chain JOURNAL ARTICLE published 4 April 2016 in Croatian Operational Research Review |
On undiscounted semi-Markov decision processes with absorbing states JOURNAL ARTICLE published April 2016 in Mathematical Methods of Operations Research |
Robust best choice problem JOURNAL ARTICLE published December 2020 in Mathematical Methods of Operations Research Research funded by Deutsche Forschungsgemeinschaft (CRC 1283) | Universität Bielefeld (ZiF Research group: Robust Finance) |
The polyhedral projection problem JOURNAL ARTICLE published February 2020 in Mathematical Methods of Operations Research |
Heavy-tails and regime-switching in electricity prices JOURNAL ARTICLE published July 2009 in Mathematical Methods of Operations Research |
A Markov chain representation of the multiple testing problem JOURNAL ARTICLE published February 2018 in Statistical Methods in Medical Research |
First-order sensitivity of the optimal value in a Markov decision model with respect to deviations in the transition probability function JOURNAL ARTICLE published August 2020 in Mathematical Methods of Operations Research |
Semi-infinite weighted Markov decision processes with perturbation JOURNAL ARTICLE published October 2004 in Mathematical Methods of Operational Research |
Viscosity Solutions for Mean Field Optimal Switching with a Two-Time-Scale Markov Chain POSTED CONTENT published |
The optimality equation and ε-optimal strategies in Markov games with average reward criterion JOURNAL ARTICLE published 1 January 2003 in Mathematical Methods of Operations Research (ZOR) |
Iterated full information secretary problem JOURNAL ARTICLE published October 2017 in Mathematical Methods of Operations Research |
On the average cost optimality equation and the structure of optimal policies for partially observable Markov decision processes JOURNAL ARTICLE published December 1991 in Annals of Operations Research |
Numerical solution of a long-term average control problem for singular stochastic processes JOURNAL ARTICLE published 21 November 2007 in Mathematical Methods of Operations Research |
Optimal stopping with random exercise lag JOURNAL ARTICLE published June 2012 in Mathematical Methods of Operations Research |
Optimal sale strategies in illiquid markets JOURNAL ARTICLE published June 2005 in Mathematical Methods of Operations Research |
Continuous learning methods in two-buyer pricing problem JOURNAL ARTICLE published June 2012 in Mathematical Methods of Operations Research |
Minimizing spectral risk measures applied to Markov decision processes JOURNAL ARTICLE published August 2021 in Mathematical Methods of Operations Research |
Sample-path optimality and variance-maximization for Markov decision processes JOURNAL ARTICLE published June 2007 in Mathematical Methods of Operations Research |
Semi-Markov modulated Poisson process: probabilistic and statistical analysis JOURNAL ARTICLE published August 2006 in Mathematical Methods of Operations Research |