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Markov chain
Markov decision problem
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Rieder, Ulrich
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Arlotto, Alessandro
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Bäauerle, Nicole
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Bäuerle, Nicole
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Cheng, T. C. E.
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Guo, Xin
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Haijema, René
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Larrard, Adrien de
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Liu, Hengyu
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Neufeld, Ariel
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Ru, Yihong
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Mathematics of operations research
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European journal of operational research : EJOR
1
International journal of production economics
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Mathematics and financial economics
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ECONIS (ZBW)
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1
Markov decision processes under model uncertainty
Neufeld, Ariel
;
Sester, Julian
;
Ṥikić, Mario
- In:
Mathematical finance : an international journal of …
33
(
2023
)
3
,
pp. 618-665
Persistent link: https://www.econbiz.de/10014329899
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2
Optimal production-inventory policy for the multi-period fixed proportions co-production system
Liu, Hengyu
;
Zhang, Juliang
;
Cheng, T. C. E.
;
Ru, Yihong
- In:
European journal of operational research : EJOR
280
(
2020
)
2
,
pp. 469-478
Persistent link: https://www.econbiz.de/10012132421
Saved in:
3
Partially observable risk-sensitive Markov decision processes
Bäauerle, Nicole
;
Rieder, Ulrich
- In:
Mathematics of operations research
42
(
2017
)
4
,
pp. 1180-1196
Persistent link: https://www.econbiz.de/10011773314
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4
Optimal placement in a limit order book : an analytical approach
Guo, Xin
;
Larrard, Adrien de
;
Ruan, Zhao
- In:
Mathematics and financial economics
11
(
2017
)
2
,
pp. 189-213
Persistent link: https://www.econbiz.de/10011900541
Saved in:
5
A central limit theorem for temporally nonhomogeneous Markov chains with applications to dynamic programming
Arlotto, Alessandro
;
Steele, John Michael
- In:
Mathematics of operations research
41
(
2016
)
4
,
pp. 1448-1468
Persistent link: https://www.econbiz.de/10011595100
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6
More risk-sensitive Markov decision processes
Bäuerle, Nicole
;
Rieder, Ulrich
- In:
Mathematics of operations research
39
(
2014
)
1
,
pp. 105-120
Persistent link: https://www.econbiz.de/10010345222
Saved in:
7
A new class of stock-level dependent ordering policies for perishables with a short maximum shelf life
Haijema, René
- In:
International journal of production economics
143
(
2013
)
2
,
pp. 434-439
Persistent link: https://www.econbiz.de/10009755495
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