Optimal investment for a pension fund under inflation risk

JOURNAL ARTICLE published April 2010 in Mathematical Methods of Operations Research

Authors: Aihua Zhang | Christian-Oliver Ewald

Sample-path average optimality for Markov control processes

JOURNAL ARTICLE published 1999 in IEEE Transactions on Automatic Control

Authors: J.B. Lasserre

On sufficient second order optimality conditions in multiobjective optimization

JOURNAL ARTICLE published February 2006 in Mathematical Methods of Operations Research

Authors: Giancarlo Bigi

NON-DISCOUNTED OPTIMAL POLICIES IN CONTROLLED MARKOV SET-CHAINS

JOURNAL ARTICLE published 1999 in Journal of the Operations Research Society of Japan

Authors: Masanori Hosaka | Masami Kurano

Adaptive control of a partially observed controlled Markov chain

BOOK CHAPTER published in Stochastic Theory and Adaptive Control

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

Nonparametric adaptive control for discrete-time Markov processes with unbounded costs under average criterion

JOURNAL ARTICLE published 1999 in Applicationes Mathematicae

Authors: J. Minjárez-Sosa

Optimal payout policy in presence of downside risk

JOURNAL ARTICLE published March 2009 in Mathematical Methods of Operations Research

Authors: Luis H. R. Alvarez | Teppo A. Rakkolainen

Ruin problems for a discrete time risk model with random interest rate

JOURNAL ARTICLE published May 2006 in Mathematical Methods of Operations Research

Authors: Hailiang Yang | Lihong Zhang

Generalized average shadow prices and bottlenecks

JOURNAL ARTICLE published August 2018 in Mathematical Methods of Operations Research

Authors: Alejandro Crema

Controlled Markov processes on the infinite planning horizon: Weighted and overtaking cost criteria

JOURNAL ARTICLE published June 1994 in ZOR Zeitschrift f� Operations Research Methods and Models of Operations Research

Authors: Emmanuel Fern�ndez-Gaucherand | Mrinal K. Ghosh | Steven I. Marcus

Multicriteria impulsive control of jump Markov processes

JOURNAL ARTICLE published September 2004 in Mathematical Methods of Operational Research

Authors: A. B. Piunovskiy

Conditions for the uniqueness of optimal policies of discounted Markov decision processes

JOURNAL ARTICLE published December 2004 in Mathematical Methods of Operational Research

Authors: Daniel Cruz-Su�rez | Ra�l Montes-de-Oca | Francisco Salem-Silva

On strong average optimality of markov decision processes with unbounded costs

JOURNAL ARTICLE published March 1992 in Operations Research Letters

Authors: Mrinal K Ghosh | Steven I Marcus

Sufficient optimality conditions for problems controlled by ordinary differential equations with behavior of blowup

JOURNAL ARTICLE published July 2020 in Optimal Control Applications and Methods

Authors: Andrzej Nowakowski

Value iteration for controlled Markov chains with risk sensitive cost criterion

PROCEEDINGS ARTICLE published in Proceedings of the 38th IEEE Conference on Decision and Control (Cat. No.99CH36304)

Authors: T. Bielecki | D. Hernandez-Hernandez | S.R. Pliska

Optimal investment for insurance company with exponential utility and wealth-dependent risk aversion coefficient

JOURNAL ARTICLE published February 2019 in Mathematical Methods of Operations Research

Authors: Łukasz Delong

APPROXIMATION OF BLOWING UP SOLUTIONS TO SEMILINEAR PARABOLIC EQUATIONS USING "MASS CONTROLLED" PARABOLIC SYSTEMS

JOURNAL ARTICLE published October 1999 in Mathematical Models and Methods in Applied Sciences

Authors: D. FAYYAD | N. NASSIF

Optimal Consumption-Investment Decisions Allowing for Bankruptcy: A Brief Survey

BOOK CHAPTER published 2002 in Markov Processes and Controlled Markov Chains

Authors: Suresh P. Sethi

Conditional Markov equilibria in discounted dynamic games

JOURNAL ARTICLE published August 2013 in Mathematical Methods of Operations Research

Authors: Mitri Kitti

Optimality of (s, S) policies for jump inventory models

JOURNAL ARTICLE published December 2012 in Mathematical Methods of Operations Research

Authors: Lakdere Benkherouf | Michael Johnson