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Optimal risk and dividend distribution control models for an insurance company
Taksar, Michael I. - In: Mathematical methods of operations research 51 (2000) 1, pp. 1-42
Persistent link: https://www.econbiz.de/10001488491
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New product introduction: goodwill, time and advertising cost
Buratto, Alessandra; Viscolani, Bruno - In: Mathematical methods of operations research 55 (2002) 1, pp. 55-68
Persistent link: https://www.econbiz.de/10001656103
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Managing the reputation of an award to motivate performance
Gavrila, C.; Caulkins, Jonathan P.; Feichtinger, Gustav; … - In: Mathematical methods of operations research 61 (2005) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10002636149
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Minimum time problems in economics
Grosset, Luca; Viscolani, Bruno - In: Mathematical methods of operations research 61 (2005) 1, pp. 23-32
Persistent link: https://www.econbiz.de/10002636166
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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
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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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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
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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
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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
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Monte Carlo methods via a dual approach for some discrete time stochastic control problems
Gyurkó, Lajos Gergely; Hambly, Ben M.; Witte, Jan Hendrik - In: Mathematical methods of operations research 81 (2015) 1, pp. 109-135
Persistent link: https://www.econbiz.de/10010488925