Narrow search
Showing 1 - 10 of 192
Cover Image
Parameter estimation : the proper way to use Bayesian posterior processes with Brownian noise
Cohen, Asaf - In: Mathematics of operations research 40 (2015) 2, pp. 361-389
Persistent link: https://www.econbiz.de/10011282701
Cover Image
On error estimates for asymptotic expansions with Malliavin weights : application to stochastic volatility model
Takahashi, Akihiko; Yamada, Toshihiro - In: Mathematics of operations research 40 (2015) 3, pp. 513-541
Persistent link: https://www.econbiz.de/10011338705
Cover Image
Confidence regions for stochastic variational inequalities
Lu, Shu; Amarjit, Budhiraja - In: Mathematics of operations research 38 (2013) 3, pp. 545-568
Persistent link: https://www.econbiz.de/10009787363
Cover Image
Stabilization of stochastic iterative methods for singular and nearly singular linear systems
Wang, Mengdi; Bertsekas, Dimitri P. - In: Mathematics of operations research 39 (2014) 1, pp. 1-30
Persistent link: https://www.econbiz.de/10010345230
Cover Image
Affine point processes : approximation and efficient simulation
Zhang, Xiaowei; Blanchet, Jose; Giesecke, Kay; Glynn, … - In: Mathematics of operations research 40 (2015) 4, pp. 797-819
Persistent link: https://www.econbiz.de/10011408901
Cover Image
On the convergence rate for stochastic approximation in the nonsmooth setting
Lim, Eunji - In: Mathematics of operations research 36 (2011) 3, pp. 527-537
Persistent link: https://www.econbiz.de/10009300399
Cover Image
Statistics of robust optimization : a generalized empirical likelihood approach
Duchi, John C.; Glynn, Peter W.; Namkoog, Hongseok - In: Mathematics of operations research 46 (2021) 3, pp. 946-969
Persistent link: https://www.econbiz.de/10012625674
Cover Image
Robust sensitivity analysis for stochastic systems
Lam, Henry - In: Mathematics of operations research 41 (2016) 4, pp. 1248-1275
Persistent link: https://www.econbiz.de/10011595052
Cover Image
Sampling-based approximation schemes for capacitated stochastic inventory control models
Cheung, Wang Chi; Simchi-Levi, David - In: Mathematics of operations research 44 (2019) 2, pp. 668-692
Persistent link: https://www.econbiz.de/10012028641
Cover Image
Trimmed statistical estimation via variance reduction
Aravkin, Aleksandr; Davis, Damek - In: Mathematics of operations research 45 (2020) 1, pp. 292-322
Persistent link: https://www.econbiz.de/10012183043