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1
Dynamic portfolio optimization with transaction costs and state-dependent drift
Palczewski, Jan
;
Poulsen, Rolf
;
Schenk-Hoppé, Klaus Reiner
- In:
European journal of operational research : EJOR
243
(
2015
)
3
,
pp. 921-931
Persistent link: https://www.econbiz.de/10010513816
Saved in:
2
Dynamic asset allocation for varied financial markets under regime switching framework
Bae, Geum Il
;
Kim, Woo Chang
;
Mulvey, John M.
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 450-458
Persistent link: https://www.econbiz.de/10010356729
Saved in:
3
A unified algorithm framework for mean-variance optimization in discounted Markov decision processes
Ma, Shuai
;
Ma, Xiaoteng
;
Xia, Li
- In:
European journal of operational research : EJOR
311
(
2023
)
3
,
pp. 1057-1067
Persistent link: https://www.econbiz.de/10014440200
Saved in:
4
Optimal investment decision under switching regimes of subsidy support
Oliveira, Carlos
;
Perkowski, Nicolas
- In:
European journal of operational research : EJOR
285
(
2020
)
1
,
pp. 120-132
Persistent link: https://www.econbiz.de/10012239489
Saved in:
5
The minmax regret gradual covering location problem on a network with incomplete information of demand weights
Berman, Oded
;
Wang, Jiamin
- In:
European journal of operational research : EJOR
208
(
2011
)
3
,
pp. 233-238
Persistent link: https://www.econbiz.de/10008798019
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6
Two-stage stochastic linear programs with incomplete information on uncertainty
Ang, James
;
Meng, Fanwen
;
Sun, Jie
- In:
European journal of operational research : EJOR
233
(
2014
)
1
,
pp. 16-22
Persistent link: https://www.econbiz.de/10010224943
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7
Effective truckload dispatch decision methods with incomplete advance load information
Zolfagharinia, Hossein
;
Haughton, Michael
- In:
European journal of operational research : EJOR
252
(
2016
)
1
,
pp. 103-121
Persistent link: https://www.econbiz.de/10011449138
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8
Optimization of a special case of continuous-time Markov decision processes with compact action set
Hao, Tang
;
Zhou, Lei
;
Tamio, Arai
- In:
European journal of operational research : EJOR
187
(
2008
)
1
,
pp. 113-119
Persistent link: https://www.econbiz.de/10003769121
Saved in:
9
A mean-variance optimization problem for discounted Markov decision processes
Guo, Xianping
;
Ye, Liuer
;
Yin, George
- In:
European journal of operational research : EJOR
220
(
2012
)
2
,
pp. 423-429
Persistent link: https://www.econbiz.de/10009548843
Saved in:
10
Algorithmic aspects of mean–variance optimization in Markov decision processes
Mannor, Shie
;
Tsitsiklis, John N.
- In:
European journal of operational research : EJOR
231
(
2013
)
3
,
pp. 645-653
Persistent link: https://www.econbiz.de/10009787362
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