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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

Authors: Evgueni I. Gordienko | J. Adolfo Minjárez-Sosa

The critical node problem in stochastic networks with discrete-time Markov chain

JOURNAL ARTICLE published 4 April 2016 in Croatian Operational Research Review

Authors: Gholam Hassan Shirdel | Mohsen Abdolhosseinzadeh

On undiscounted semi-Markov decision processes with absorbing states

JOURNAL ARTICLE published April 2016 in Mathematical Methods of Operations Research

Authors: Prasenjit Mondal

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)

Authors: Lazar Obradović

The polyhedral projection problem

JOURNAL ARTICLE published February 2020 in Mathematical Methods of Operations Research

Authors: Benjamin Weißing

Heavy-tails and regime-switching in electricity prices

JOURNAL ARTICLE published July 2009 in Mathematical Methods of Operations Research

Authors: Rafał Weron

A Markov chain representation of the multiple testing problem

JOURNAL ARTICLE published February 2018 in Statistical Methods in Medical Research

Authors: Stefano Cabras

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

Authors: Patrick Kern | Axel Simroth | Henryk Zähle

Semi-infinite weighted Markov decision processes with perturbation

JOURNAL ARTICLE published October 2004 in Mathematical Methods of Operational Research

Authors: Mohammed Abbad | Khalid Rahhali

Viscosity Solutions for Mean Field Optimal Switching with a Two-Time-Scale Markov Chain

POSTED CONTENT published

Authors: Tian Chen | Guanxu Li | Zhen Wu

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)

Authors: Heinz-Uwe Küenle | Ronald Schurath

Iterated full information secretary problem

JOURNAL ARTICLE published October 2017 in Mathematical Methods of Operations Research

Authors: Małgorzata Kuchta

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

Authors: Emmanuel Fernández-Gaucherand | Aristotle Arapostathis | Steven I. Marcus

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

Authors: P. Kaczmarek | S. T. Kent | G. A. Rus | R. H. Stockbridge | B. A. Wade

Optimal stopping with random exercise lag

JOURNAL ARTICLE published June 2012 in Mathematical Methods of Operations Research

Authors: Jukka Lempa

Optimal sale strategies in illiquid markets

JOURNAL ARTICLE published June 2005 in Mathematical Methods of Operations Research

Authors: Martin Dahlgren

Continuous learning methods in two-buyer pricing problem

JOURNAL ARTICLE published June 2012 in Mathematical Methods of Operations Research

Authors: Kimmo Berg | Harri Ehtamo

Minimizing spectral risk measures applied to Markov decision processes

JOURNAL ARTICLE published August 2021 in Mathematical Methods of Operations Research

Authors: Nicole Bäuerle | Alexander Glauner

Sample-path optimality and variance-maximization for Markov decision processes

JOURNAL ARTICLE published June 2007 in Mathematical Methods of Operations Research

Authors: Q. X. Zhu

Semi-Markov modulated Poisson process: probabilistic and statistical analysis

JOURNAL ARTICLE published August 2006 in Mathematical Methods of Operations Research

Authors: S. Özekici | R. Soyer