Risk-sensitive discounted cost criterion for continuous-time Markov decision processes on a general state space

JOURNAL ARTICLE published April 2022 in Mathematical Methods of Operations Research

Authors: Subrata Golui | Chandan Pal

Compactness of the space of non-randomized policies in countable-state sequential decision processes

JOURNAL ARTICLE published April 2010 in Mathematical Methods of Operations Research

Authors: Richard C. Chen | Eugene A. Feinberg

Book Review

JOURNAL ARTICLE published December 2004 in Mathematical Methods of Operational Research

Authors: Holger H�ller

Lipschitz Continuity of Convex Functions

JOURNAL ARTICLE published October 2021 in Applied Mathematics & Optimization

Research funded by Fondo Nacional de Desarrollo Científico y Tecnológico (Postdoc Grant 3180080) | Comisión Nacional de Investigación Científica y Tecnológica (Basal Program CMM-AFB 170001) | National Foundation for Science and Technology Development (101.01-2017.325)

Authors: Bao Tran Nguyen | Pham Duy Khanh

Markovian assignment decision process

JOURNAL ARTICLE published 1992 in RAIRO - Operations Research

Authors: S. Geetha | K. P. K. Nair

Managing the reputation of an award to motivate performance

JOURNAL ARTICLE published March 2005 in Mathematical Methods of Operations Research

Authors: C. Gavrila | J.P. Caulkins | G. Feichtinger | G. Tragler | R.F. Hartl

Cooperative Decision-Making to Minimize Biased Perceived Value Effect on Business Process Decisions Using Partially Observable Markov Decision Processes

JOURNAL ARTICLE published June 2022 in Operations Research Forum

Research funded by fundação para a ciência e a tecnologia (UIDB/50021/2020) | horizon 2020 framework programme (822404)

Authors: Sérgio Luís Proença Duarte Guerreiro

Properties of certain moduli of continuity of integrable functions in $L_p$ spaces

JOURNAL ARTICLE published 2 August 2014 in Researches in Mathematics

Authors: V.V. Sedunova

On the computation of Whittle’s index for Markovian restless bandits

JOURNAL ARTICLE published February 2021 in Mathematical Methods of Operations Research

Research funded by Agence Nationale de la Recherche (ANR-15-CE25-0004) | ANR (ANR-11-LABX-0040-CIMI)

Authors: Urtzi Ayesta | Manu K. Gupta | Ina Maria Verloop

Supremizers of inner γ-convex functions

JOURNAL ARTICLE published April 2008 in Mathematical Methods of Operations Research

Authors: Hoang Xuan Phu

Sensitivity of constrained Markov decision processes

JOURNAL ARTICLE published December 1991 in Annals of Operations Research

Authors: Eitan Altman | Adam Shwartz

Optimal sale strategies in illiquid markets

JOURNAL ARTICLE published June 2005 in Mathematical Methods of Operations Research

Authors: Martin Dahlgren

LIPSCHITZ CONTINUITY FOR H-CONVEX FUNCTIONS IN CARNOT GROUPS

JOURNAL ARTICLE published February 2006 in Communications in Contemporary Mathematics

Authors: MINGBAO SUN | XIAOPING YANG

Investment optimization under constraints

JOURNAL ARTICLE published October 2004 in Mathematical Methods of Operational Research

Authors: Nguyen-Thanh Long

On the solution continuity of parametric set optimization problems

JOURNAL ARTICLE published August 2016 in Mathematical Methods of Operations Research

Research funded by National Natural Science Foundation of China (CN) (11426055) | Basic and Advanced Research Project of CQ CSTC (cstc2014jcyjA00044) | National Natural Science Foundation of China (11571055)

Authors: Y. D. Xu | S. J. Li

Lipschitz-continuity of Spherically Convex Functions

JOURNAL ARTICLE published February 2023 in Acta Mathematica Sinica, English Series

Authors: Yin Zhang | Qi Guo

Lipschitz continuity of quantile functions on spaces of random variables

JOURNAL ARTICLE published August 2008 in Journal of Mathematical Sciences

Authors: V. N. Sudakov

Dual methods for probabilistic optimization problems*

JOURNAL ARTICLE published October 2004 in Mathematical Methods of Operational Research

Authors: Darinka Dentcheva | Bogumila Lai | Andrzej Ruszczyński

New axiomatizations of the Owen value

JOURNAL ARTICLE published June 2021 in Mathematical Methods of Operations Research

Research funded by National Nature Science Foundation of China (71901076) | National Social Science Fund of China (18ZDA043) | National Nature Science Foundation of China (71871206)

Authors: Xun-Feng Hu

Multi-criteria decision making via multivariate quantiles

JOURNAL ARTICLE published February 2020 in Mathematical Methods of Operations Research

Authors: Daniel Kostner