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Optimal stopping of linear diffusions with random discounting
Dayanik, Savas - In: Mathematics of operations research 33 (2008) 3, pp. 645-661
Persistent link: https://www.econbiz.de/10003766307
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Approximating the stochastic knapsack problem : the benefit of adaptivity
Dean, Brian C.; Goemans, Michel X.; Vondrák, Jan - In: Mathematics of operations research 33 (2008) 4, pp. 945-964
Persistent link: https://www.econbiz.de/10003791292
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Stochastic combinatorial optimization with controllable risk aversion level
So, Anthony Man-Cho; Zhang, Jiawei; Ye, Yinyu - In: Mathematics of operations research 34 (2009) 3, pp. 522-537
Persistent link: https://www.econbiz.de/10003892392
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Stochastic depletion problems : effective myopic policies for a class of dynamic optimization problems
Chan, Carri W.; Farias, Vivek F. - In: Mathematics of operations research 34 (2009) 2, pp. 333-350
Persistent link: https://www.econbiz.de/10003870284
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An information-based approximation scheme for stochastic optimization problems in continuous time
Kuhn, Daniel - In: Mathematics of operations research 34 (2009) 2, pp. 418-444
Persistent link: https://www.econbiz.de/10003870296
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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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On the power of robust solutions in two-stage stochastic and adaptive optimization problems
Bertsimas, Dimitris; Goyal, Vineet - In: Mathematics of operations research 35 (2010) 2, pp. 284-305
Persistent link: https://www.econbiz.de/10003985683
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A geometric characterization of the power of finite adaptability in multistage stochastic and adaptive optimization
Bertsimas, Dimitris; Goyal, Vineet; Sun, Xu Andy - In: Mathematics of operations research 36 (2011) 1, pp. 24-54
Persistent link: https://www.econbiz.de/10009007268
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Convex duality in stochastic optimization and mathematical finance
Pennanen, Teemu - In: Mathematics of operations research 36 (2011) 2, pp. 340-362
Persistent link: https://www.econbiz.de/10009162067
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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