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4OR : a quarterly journal of operations research
INFORMS journal on computing : JOC
European journal of operational research : EJOR
16
Journal of economic dynamics & control
13
Journal of economic theory
11
Dynamic games and applications : DGA
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International review of financial analysis
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1
Finite horizon risk-sensitive
continuous-time
Markov decision processes with unbounded transition and cost rates
Guo, Xin
;
Liu, Qiuli
;
Zhang, Yi
- In:
4OR : a quarterly journal of operations research
17
(
2019
)
4
,
pp. 427-442
Persistent link: https://www.econbiz.de/10012132940
Saved in:
2
Computable error bounds of Laplace inversion for pricing asian options
Song, Yingda
;
Cai, Ning
;
Kou, Steven
- In:
INFORMS journal on computing : JOC
30
(
2018
)
4
,
pp. 634-645
Persistent link: https://www.econbiz.de/10011966537
Saved in:
3
Finite approximation for finite-horizon
continuous-time
Markov decision processes
Wei, Qingda
- In:
4OR : a quarterly journal of operations research
15
(
2017
)
1
,
pp. 67-84
Persistent link: https://www.econbiz.de/10011719615
Saved in:
4
Optimization of industrial-scale assemble-to-order systems
Jaarsveld, Willem van
;
Scheller-Wolf, Alan
- In:
INFORMS journal on computing : JOC
27
(
2015
)
3
,
pp. 544-560
Persistent link: https://www.econbiz.de/10011387583
Saved in:
5
Discounted
continuous-time
Markov decision processes with unbounded rates and randomized history-dependent policies : the dynamic programming approach
Piunovskiy, Alexey
;
Zhang, Yi
- In:
4OR : a quarterly journal of operations research
12
(
2014
)
1
,
pp. 49-75
Persistent link: https://www.econbiz.de/10010339175
Saved in:
6
Computing the distribution for the number of renewals with bulk arrivals
Fisher, Brent
;
Chaudhry, Mohan
- In:
INFORMS journal on computing : JOC
26
(
2014
)
4
,
pp. 885-892
Persistent link: https://www.econbiz.de/10010477688
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