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Markov decision problem
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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
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2
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
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3
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
Saved in:
4
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
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5
Computational bounds for elevator control policies by large scale linear programming
Heinz, Stefan
;
Rambau, Jörg
;
Tuchscherer, Andreas
- In:
Mathematical methods of operations research
79
(
2014
)
1
,
pp. 87-117
Persistent link: https://www.econbiz.de/10010347960
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6
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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