Narrow search
Showing 1 - 10 of 77
Cover Image
Optimal mean-variance investment/reinsurance withcommon shock in a regime-switching market
Bi, Junna; Liang, Zhibin; Yuen, Kam Chuen - In: Mathematical methods of operations research 90 (2019) 1, pp. 109-135
Persistent link: https://www.econbiz.de/10012116630
Cover Image
Full-information best choice game with hint
Skarupski, Marek - In: Mathematical methods of operations research 90 (2019) 2, pp. 153-168
Persistent link: https://www.econbiz.de/10012132706
Cover Image
Computiation of weighted sums of rewards for concurrent MDPs
Buchholz, Peter; Scheftelowitsch, Dimitri - In: Mathematical methods of operations research 89 (2019) 1, pp. 1-42
Persistent link: https://www.econbiz.de/10011991712
Cover Image
An M/PH/K queue with constant impatient time
He, Qi-ming; Zhang, Hao; Ye, Qingqing - In: Mathematical methods of operations research 87 (2018) 1, pp. 139-168
Persistent link: https://www.econbiz.de/10011873732
Cover Image
Risk measurement and risk-averse control of partially observable discrete-time Markov systems
Fan, Jingnan; Ruszcy´nski, Andrzej - In: Mathematical methods of operations research 88 (2018) 2, pp. 161-184
Persistent link: https://www.econbiz.de/10011935391
Cover Image
Nonzero-sum non-stationary discounted Markov game model
Jia, Rangcheng; Ding, Yuanyao - In: Mathematical methods of operations research 52 (2000) 2, pp. 265-270
Persistent link: https://www.econbiz.de/10001568127
Cover Image
A new strong optimality criterion for nonstationary Markov decision processes
Guo, Xiangping; Shi, Peng; Zhu, Weiping - In: Mathematical methods of operations research 52 (2000) 2, pp. 287-306
Persistent link: https://www.econbiz.de/10001568139
Cover Image
A first-passage problem with multiple costs
Wakuta, Kazuyoshi - In: Mathematical methods of operations research 51 (2000) 3, pp. 419-432
Persistent link: https://www.econbiz.de/10001519656
Cover Image
Threshold control policies for heterogeneous server systems
Luh, Hsing Paul; Viniotis, Ioannis - In: Mathematical methods of operations research 55 (2002) 1, pp. 121-142
Persistent link: https://www.econbiz.de/10001656109
Cover Image
A multicriteria competitive Markov decision process
Rodríguez-Chía, A. M.; Puerto, J.; Fernández, F. R. - In: Mathematical methods of operations research 55 (2002) 3, pp. 359-369
Persistent link: https://www.econbiz.de/10001678041