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A computational method for stochastic impulse control problems
Feng, Haolin; Muthuraman, Kumar - In: Mathematics of operations research 35 (2010) 4, pp. 830-850
Persistent link: https://www.econbiz.de/10008823135
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A fair policy for the G/GI/N queue with multiple server pools
Reed, Josh; Shaki, Yair - In: Mathematics of operations research 40 (2015) 3, pp. 558-595
Persistent link: https://www.econbiz.de/10011338701
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On boundedness of Q-learning iterates for stochastic shortest path problems
Yu, Huizhen; Bertsekas, Dimitri P. - In: Mathematics of operations research 38 (2013) 2, pp. 209-227
Persistent link: https://www.econbiz.de/10009751534
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Optimal control of a Brownian production/inventory system with average cost criterion
Wu, Jingchen; Chao, Xiuli - In: Mathematics of operations research 39 (2014) 1, pp. 163-189
Persistent link: https://www.econbiz.de/10010345217
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Bayesian switching multiple disorder problems
Gapeev, Pavel V. - In: Mathematics of operations research 41 (2016) 3, pp. 1108-1124
Persistent link: https://www.econbiz.de/10011520840
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The asymptotic value in finite stochastic games
Oliu-Barton, Miquel - In: Mathematics of operations research 39 (2014) 3, pp. 712-721
Persistent link: https://www.econbiz.de/10010402961
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Game of singular stochastic control and strategic exit
Kwon, H. Dharma; Zhang, Hongzhong - In: Mathematics of operations research 40 (2015) 4, pp. 869-887
Persistent link: https://www.econbiz.de/10011408931
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Stochastic billiards for sampling from the boundary of a convex set
Dieker, A. B.; Vempala, Santosh S. - In: Mathematics of operations research 40 (2015) 4, pp. 888-901
Persistent link: https://www.econbiz.de/10011408940
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A mixed value and policy iteration method for stochastic control with universally measurable policies
Yu, Huizhen; Bertsekas, Dimitri P. - In: Mathematics of operations research 40 (2015) 4, pp. 926-968
Persistent link: https://www.econbiz.de/10011409000
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An explicit solution of a nonlinear-quadratic constrained stochastic control problem with jumps : optimal liquidation in dark pools with adverse selection
Kratz, Peter - In: Mathematics of operations research 39 (2014) 4, pp. 1198-1220
Persistent link: https://www.econbiz.de/10010462146