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Extensions of the sequential stochastic assignment problem
Khatibi, Arash; Baharian, Golshid; Behzad, Banafsheh; … - In: Mathematical methods of operations research 82 (2015) 3, pp. 317-340
Persistent link: https://www.econbiz.de/10011405954
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Scheduling at coal handling facilities using Simulated Annealing
Conradie, David G.; Morison, Leilani E.; Joubert, Johan W. - In: Mathematical methods of operations research 68 (2008) 2, pp. 277-293
Persistent link: https://www.econbiz.de/10003763855
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Portfolio problems stopping at first hitting time with application to default risk
Kraft, Holger; Steffensen, Mogens - In: Mathematical methods of operations research 63 (2006) 1, pp. 123-150
Persistent link: https://www.econbiz.de/10003285476
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Portfolio optimization in stochastic markets
Çakmak, U.; Özekici, S. - In: Mathematical methods of operations research 63 (2006) 1, pp. 151-168
Persistent link: https://www.econbiz.de/10003285483
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Robust static hedging of barrier options in stochastic volatility models
Maruhn, Jan H.; Sachs, Ekkehard - In: Mathematical methods of operations research 70 (2009) 3, pp. 405-433
Persistent link: https://www.econbiz.de/10003909254
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A stochastic approximation method for the single-leg revenue management problem with discrete demand distributions
Kunnumkal, Sumit; Topaloğlu, Hüseyin - In: Mathematical methods of operations research 70 (2009) 3, pp. 477-504
Persistent link: https://www.econbiz.de/10003909278
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Pricing American options for jump diffusions by iterating optimal stopping problems for diffusions
Bayraktar, Erhan; Xing, Hao - In: Mathematical methods of operations research 70 (2009) 3, pp. 505-525
Persistent link: https://www.econbiz.de/10003909291
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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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Tandem Brownian queues
Lieshout, P.; Mandjes, M. - In: Mathematical methods of operations research 66 (2007) 2, pp. 275-298
Persistent link: https://www.econbiz.de/10003564138
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Testing diffusion processes for non-stationarity
Hamrick, Jeff; Taqqu, Murad S. - In: Mathematical methods of operations research 69 (2009) 3, pp. 509-551
Persistent link: https://www.econbiz.de/10003858276