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Stochastic impulse control with regime-switching dynamics
Korn, Ralf; Melnyk, Yaroslav; Seilfried, Frank Thomas - In: European journal of operational research : EJOR 260 (2017) 3, pp. 1024-1042
Persistent link: https://www.econbiz.de/10011714277
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Time-inconsistent multistage stochastic programs : martingale bounds
Pflug, Georg; Pichler, Alois - In: European journal of operational research : EJOR 249 (2016) 1, pp. 155-163
Persistent link: https://www.econbiz.de/10011434903
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Dynamic mean-risk portfolio selection with multiple risk measures in continuous-time
Gao, Jianjun; Xiong, Yan; Li, Duan - In: European journal of operational research : EJOR 249 (2016) 2, pp. 647-656
Persistent link: https://www.econbiz.de/10011436797
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A stochastic control formalism for dynamic biologically conformal radiation therapy
Kim, Minsung; Ghate, Archis; Phillips, Mark H. - In: European journal of operational research : EJOR 219 (2012) 3, pp. 541-556
Persistent link: https://www.econbiz.de/10009526680
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Mean-variance portfolio selection in presence of infrequently traded stocks
Castellano, Rosella; Cerqueti, Roy - In: European journal of operational research : EJOR 234 (2014) 2, pp. 442-449
Persistent link: https://www.econbiz.de/10010356733
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Income drawdown option with minimum guarantee
Di Giacinto, Marina; Federico, Salvatore; Gozzi, Fausto; … - In: European journal of operational research : EJOR 234 (2014) 3, pp. 610-624
Persistent link: https://www.econbiz.de/10010360497
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Optimal savings management for individuals with defined contribution pension plans
Konicz, Agnieszka Karolina; Mulvey, John M. - In: European journal of operational research : EJOR 243 (2015) 1, pp. 233-247
Persistent link: https://www.econbiz.de/10010492965
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Optimal bookmaking
Loring, Matthew; Zhou, Zhou; Zou, Bin - In: European journal of operational research : EJOR 295 (2021) 2, pp. 560-574
Persistent link: https://www.econbiz.de/10013205968
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Near-optimal asset allocation in financial markets with trading constraints
Kamma, Thijs; Pelsser, Antoon André Jean - In: European journal of operational research : EJOR 297 (2022) 2, pp. 766-781
Persistent link: https://www.econbiz.de/10013259935
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Statistical learning for probability-constrained stochastic optimal control
Balata, Alessandro; Ludkovski, Michael; Maheshwari, Aditya - In: European journal of operational research : EJOR 290 (2021) 2, pp. 640-656
Persistent link: https://www.econbiz.de/10012495210