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Mathematical methods of operations research
Journal of economic dynamics & control
93
European journal of operational research : EJOR
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Insurance
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Wirtschaftskybernetik und Systemanalyse
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Ekonomický časopis : časopis pre ekonomickú teóriu, hospodársku politiku, spoločensko-ekonomické prognózovanie
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1
Risk sensitive impulse control of non-Markovian processes
Hdhiri, Ibtissam
;
Karouf, Monia
- In:
Mathematical methods of operations research
74
(
2011
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10009270445
Saved in:
2
Constrained continuous-time Markov decision processes with average criteria
Zhang, Lanlan
;
Guo, Xianping
- In:
Mathematical methods of operations research
67
(
2008
)
2
,
pp. 323-340
Persistent link: https://www.econbiz.de/10003681574
Saved in:
3
An optimal investment strategy with maximal risk aversion and its ruin probability
Fernández, Begoña
;
Hernández-Hernández, Daniel
; …
- In:
Mathematical methods of operations research
68
(
2008
)
1
,
pp. 159-179
Persistent link: https://www.econbiz.de/10003748390
Saved in:
4
Dynamic mean-variance problem with constrained risk control for the insurers
Bai, Lihua
;
Zhang, Huayue
- In:
Mathematical methods of operations research
68
(
2008
)
1
,
pp. 181-205
Persistent link: https://www.econbiz.de/10003748393
Saved in:
5
Optimizing venture capital investments in a jump diffusion model
Bayraktar, Erhan
;
Egami, Masahiko
- In:
Mathematical methods of operations research
67
(
2008
)
1
,
pp. 21-42
Persistent link: https://www.econbiz.de/10003643541
Saved in:
6
Optimal control of Markovian jump processes with partial information and applications to a parallel queueing model
Rieder, Ulrich
;
Winter, Jens Thorsten
- In:
Mathematical methods of operations research
70
(
2009
)
3
,
pp. 567-596
Persistent link: https://www.econbiz.de/10003909317
Saved in:
7
A maximum principle for relaxed stochastic control of linear SDEs with application to bond portfolio optimization
Andersson, Daniel
;
Djehiche, Boualem
- In:
Mathematical methods of operations research
72
(
2010
)
2
,
pp. 273-310
Persistent link: https://www.econbiz.de/10008696632
Saved in:
8
Stochastic control problems with delay
Bauer, Harald
;
Rieder, Ulrich
- In:
Mathematical methods of operations research
62
(
2005
)
2
,
pp. 411-427
Persistent link: https://www.econbiz.de/10003232697
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9
Optimal portfolio selection when stock prices follow an jump-diffusion process
Guo, Wenjing
;
Xu, Chengming
- In:
Mathematical methods of operations research
60
(
2004
)
3
,
pp. 485-496
Persistent link: https://www.econbiz.de/10002519857
Saved in:
10
Dynamic inventory strategies for profit maximization in a service facility with stochastic service, demand and lead time
Berman, Oded
;
Kim, Eungab
- In:
Mathematical methods of operations research
60
(
2004
)
3
,
pp. 497-521
Persistent link: https://www.econbiz.de/10002519878
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