Narrow search
Showing 1 - 10 of 251
Cover Image
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
Cover Image
Optimal double control problem for a PDE model of goodwill dynamics
Górajski, Mariusz; Machowska, Dominika - In: Mathematical methods of operations research 85 (2017) 3, pp. 425-452
Persistent link: https://www.econbiz.de/10011714514
Cover Image
Regular finite fuel stochastic control problems with exit time
Rochlin, Dmitri B.; Mironenko, Georgii - In: Mathematical methods of operations research 84 (2016) 1, pp. 105-127
Persistent link: https://www.econbiz.de/10011673445
Cover Image
An envelope theorem and some applications to discounted Markov decision processes
Cruz-Suárez, Hugo; Montes-de-Oca, Raúl - In: Mathematical methods of operations research 67 (2008) 2, pp. 299-321
Persistent link: https://www.econbiz.de/10003681564
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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