Portfolio-optimization models for small investors

JOURNAL ARTICLE published June 2013 in Mathematical Methods of Operations Research

Authors: Philipp Baumann | Norbert Trautmann

Markov control processes with pathwise constraints

JOURNAL ARTICLE published June 2010 in Mathematical Methods of Operations Research

Authors: Armando F. Mendoza-Pérez | Onésimo Hernández-Lerma

Optimal investment and consumption under partial information

JOURNAL ARTICLE published February 2016 in Mathematical Methods of Operations Research

Authors: Kristoffer Lindensjö

Optimal decision under ambiguity for diffusion processes

JOURNAL ARTICLE published April 2013 in Mathematical Methods of Operations Research

Authors: Sören Christensen

Sensitivity analysis for discrete optimal control problems

JOURNAL ARTICLE published July 2006 in Mathematical Methods of Operations Research

Authors: Boban Marinković

Optimal discrete search with technological choice

JOURNAL ARTICLE published June 2015 in Mathematical Methods of Operations Research

Authors: Joseph B. Kadane

The average behaviour of greedy algorithms for the knapsack problem: General distributions

JOURNAL ARTICLE published August 2003 in Mathematical Methods of Operations Research

Authors: Gennady Diubin | Alexander Korbut

On estimates of solutions of the non-stationary Stokes problem in anisotropic Sobolev spaces and on estimates for the resolvent of the Stokes operator

JOURNAL ARTICLE published 30 April 2003 in Russian Mathematical Surveys

Authors: V A Solonnikov

Markov Chains: Limit Theorems

BOOK CHAPTER published 2003 in Image Analysis, Random Fields and Markov Chain Monte Carlo Methods

Authors: Gerhard Winkler

Markov chain Monte Carlo methods

JOURNAL ARTICLE published July 2003 in Resonance

Authors: K. B. Athreya | Mohan Delampady | T. Krishnan

Markov decision processes with risk-sensitive criteria: an overview

JOURNAL ARTICLE published April 2024 in Mathematical Methods of Operations Research

Authors: Nicole Bäuerle | Anna Jaśkiewicz

The pseudo-average rule: bankruptcy, cost allocation and bargaining

JOURNAL ARTICLE published February 2011 in Mathematical Methods of Operations Research

Authors: Txus Ortells | Juan Carlos Santos

Accelerated modified policy iteration algorithms for Markov decision processes

JOURNAL ARTICLE published August 2013 in Mathematical Methods of Operations Research

Authors: Oleksandr Shlakhter | Chi-Guhn Lee

Equivalence classes for optimizing risk models in Markov decision processes

JOURNAL ARTICLE published October 2004 in Mathematical Methods of Operational Research

Authors: Yoshio Ohtsubo | Kenji Toyonaga

Continuous-time Markov decision processes with risk-sensitive finite-horizon cost criterion

JOURNAL ARTICLE published December 2016 in Mathematical Methods of Operations Research

Authors: Qingda Wei

Non-randomized policies for constrained Markov decision processes

JOURNAL ARTICLE published 5 July 2007 in Mathematical Methods of Operations Research

Authors: Richard C. Chen | Eugene A. Feinberg

The stochastic interdiction median problem with disruption intensity levels

JOURNAL ARTICLE published December 2012 in Annals of Operations Research

Authors: Chaya Losada | M. Paola Scaparra | Richard L. Church | Mark S. Daskin

Optimal time to change premiums

JOURNAL ARTICLE published August 2008 in Mathematical Methods of Operations Research

Authors: Erhan Bayraktar | H. Vincent Poor

Complexity of the multiobjective minimum weight minimum stretch spanner problem

JOURNAL ARTICLE published 15 February 2024 in Mathematical Methods of Operations Research

Authors: Fritz Bökler | Henning Jasper

Stochastic Mitra–Wan forestry models analyzed as a mean field optimal control problem

JOURNAL ARTICLE published October 2023 in Mathematical Methods of Operations Research

Research funded by Consejo Nacional de Ciencia y Tecnología (Ciencia Frontera 2019-87787)

Authors: Carmen G. Higuera-Chan | Leonardo R. Laura-Guarachi | J. Adolfo Minjárez-Sosa