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accessRights:"restricted"
~person:"Chang, Kuang-Liang"
~person:"Robbins, Matthew J."
~person:"Yang, Hailiang"
~subject:"Theorie"
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Search: subject_exact:"Markov chain"
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6
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Chang, Kuang-Liang
Robbins, Matthew J.
Yang, Hailiang
Tsionas, Efthymios G.
12
Serletis, Apostolos
8
Feinberg, Eugene A.
7
Xu, Libo
7
Cavicchioli, Maddalena
6
Elliott, Robert J.
6
Goyal, Vineet
6
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5
Guérin, Pierre
5
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5
Li, Yong
5
Lunday, Brian J.
5
Marcellino, Massimiliano
5
Siu, Tak Kuen
5
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4
Billio, Monica
4
Creemers, Stefan
4
Cui, Lirong
4
D'Amico, Guglielmo
4
Dimitrakopoulos, Stefanos
4
Dufays, Arnaud
4
Gerlach, Richard
4
Kang, Kyu Ho
4
Lee, Hsiang-Tai
4
Lesage, James P.
4
Maheu, John M.
4
Wang, Chao
4
Yang, Qiao
4
Zhang, Hao
4
Assaf, A. Georges
3
Badescu, Andrei L.
3
Bianchi, Francesco
3
Boute, Robert N.
3
Buchholz, Peter
3
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3
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3
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3
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European journal of operational research : EJOR
4
Insurance / Mathematics & economics
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Health care management science
1
International review of economics & finance : IREF
1
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1
Omega : the international journal of management science
1
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ECONIS (ZBW)
12
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1
Improving defensive air battle management by solving a stochastic dynamic assignment problem via approximate dynamic programming
Liles, Joseph M.
;
Robbins, Matthew J.
;
Lunday, Brian J.
- In:
European journal of operational research : EJOR
305
(
2023
)
3
,
pp. 1435-1449
Persistent link: https://www.econbiz.de/10013499046
Saved in:
2
The low-magnitude and high-magnitude asymmetries in tail dependence structures in international equity markets and the role of bilateral exchange rate
Chang, Kuang-Liang
- In:
Journal of international money and finance
133
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014304729
Saved in:
3
A hybrid deep learning method for optimal insurance strategies : algorithms and convergence analysis
Zhuo, Jin
;
Yang, Hailiang
;
Yin, George G.
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 262-275
Persistent link: https://www.econbiz.de/10012482892
Saved in:
4
Approximate dynamic programming for the military aeromedical evacuation dispatching, preemption-rerouting, and redeployment problem
Jenkins, Phillip R.
;
Robbins, Matthew J.
;
Lunday, Brian J.
- In:
European journal of operational research : EJOR
290
(
2021
)
1
,
pp. 132-143
Persistent link: https://www.econbiz.de/10012435804
Saved in:
5
An investigation on mixed housing-cycle structures and asymmetric tail dependences
Chang, Kuang-Liang
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012658920
Saved in:
6
The asymmetric spillover effect of the Markov switching mechanism from the futures market to the spot market
Chang, Kuang-Liang
;
Lee, Chingnun
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 374-388
Persistent link: https://www.econbiz.de/10012486979
Saved in:
7
Optimal insurance strategies : a hybrid deep learning Markov chain approximation approach
Cheng, Xiang
;
Zhuo, Jin
;
Yang, Hailiang
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
2
,
pp. 449-477
Persistent link: https://www.econbiz.de/10012243372
Saved in:
8
Approximate dynamic programming for the aeromedical evacuation dispatching problem : value function approximation utilizing multiple level aggregation
Robbins, Matthew J.
;
Jenkins, Phillip R.
;
Bastian, …
- In:
Omega : the international journal of management science
91
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012151709
Saved in:
9
Optimal consumption and investment strategies with liquidity risk and lifetime uncertainty for Markov regime-switching jump diffusion models
Zhuo, Jin
;
Liu, Guo
;
Yang, Hailiang
- In:
European journal of operational research : EJOR
280
(
2020
)
3
,
pp. 1130-1143
Persistent link: https://www.econbiz.de/10012132524
Saved in:
10
Approximate dynamic programming for missile defense interceptor fire control
Davis, Michael T.
;
Robbins, Matthew J.
;
Lunday, Brian J.
- In:
European journal of operational research : EJOR
259
(
2017
)
3
,
pp. 873-886
Persistent link: https://www.econbiz.de/10011695326
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