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Discrete Wasserstein barycenters : optimal transport for discrete data
Anderes, Ethan; Borgwardt, Steffen; Miller, Jacob - In: Mathematical methods of operations research 84 (2016) 2, pp. 389-409
Persistent link: https://www.econbiz.de/10011673536
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The price of fairness with the extended Perles-Maschler solutions
Zhong, Feimin; Xie, Jinxing; Zhao, Xiaobo - In: Mathematical methods of operations research 80 (2014) 2, pp. 193-212
Persistent link: https://www.econbiz.de/10010431421
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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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Time consistent dynamic risk measures
Boda, Kang; Filar, Jerzy A. - In: Mathematical methods of operations research 63 (2006) 1, pp. 169-186
Persistent link: https://www.econbiz.de/10003285486
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Sample-path optimality and variance-maximization for Markov decision processes
Zhu, Q. X. - In: Mathematical methods of operations research 65 (2007) 3, pp. 519-538
Persistent link: https://www.econbiz.de/10003489791
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Risk-sensitive capacity control in revenue management C. Barz; K.-H. Waldmann
Barz, C.; Waldmann, Karl-Heinz - In: Mathematical methods of operations research 65 (2007) 3, pp. 565-579
Persistent link: https://www.econbiz.de/10003489796
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Neighbourhood search for constructing Pareto sets
Dorini, G.; Pierro, F. di; Savic, D.; Piunovskij, Alexei B. - In: Mathematical methods of operations research 65 (2007) 2, pp. 315-337
Persistent link: https://www.econbiz.de/10003463942
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Variance minimization and the overtaking optimality approach to continuous-time controlled Markov chains
Prieto-Rumeau, Tomás; Hernández-Lerma, Onésimo - In: Mathematical methods of operations research 70 (2009) 3, pp. 527-540
Persistent link: https://www.econbiz.de/10003909296
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Solutions of the average cost optimality equation for finite Markov decision chains: risk-sensitive and risk-neutral criteria
Cavazos-Cadena, Rolando - In: Mathematical methods of operations research 70 (2009) 3, pp. 541-566
Persistent link: https://www.econbiz.de/10003909304
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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