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Mathematics of operations research
Journal of economic dynamics & control
89
European journal of operational research : EJOR
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Insurance / Mathematics & economics
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Wirtschaftskybernetik und Systemanalyse
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Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
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International journal of theoretical and applied finance
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Ekonomický časopis : časopis pre ekonomickú teóriu, hospodársku politiku, spoločensko-ekonomické prognózovanie
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Research memorandum / Department of Economics, University of Amsterdam
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Sowjetwissenschaft / Gesellschaftswissenschaftliche Beiträge : Zeitschrift der Gesellschaft für Deutsch-Sowjetische Freundschaft
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Wissenschaftliche Jahrestagung der Gesellschaft für Wirtschafts- und Sozialkybernetik
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Annals of economic and social measurement : journal of computers, information retrieval, and research methodology
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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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5
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
Saved in:
6
Strong and weak equilibria for time-inconsistent stochastic control in continuous time
Huang, Yu-Jui
;
Zhou, Zhou
- In:
Mathematics of operations research
46
(
2021
)
2
,
pp. 428-451
Persistent link: https://www.econbiz.de/10012582175
Saved in:
7
Dynamic scheduling of a two-server parallel server system with complete resource pooling and reneging in heavy traffic : asymptotic optimality of a two-threshold policy
Ghamami, Samim
;
Ward, Amy R.
- In:
Mathematics of operations research
38
(
2013
)
4
,
pp. 761-824
Persistent link: https://www.econbiz.de/10010210713
Saved in:
8
Future expectations modeling, random coefficient forward-backward stochastic differential equations, and stochastic viscosity solutions
Kartala, Xanthi-Isidora
;
Englezos, Nikolaos
; …
- In:
Mathematics of operations research
45
(
2020
)
2
,
pp. 403-433
Persistent link: https://www.econbiz.de/10012242504
Saved in:
9
Robust MDPs with k-rectangular uncertainty
Mannor, Shie
;
Mebel, Ofir
;
Xu, Huan
- In:
Mathematics of operations research
41
(
2016
)
4
,
pp. 1484-1509
Persistent link: https://www.econbiz.de/10011595106
Saved in:
10
A solvable two-dimensional degenerate singular stochastic control problem with nonconvex costs
De Angelis, Tiziano
;
Ferrari, Giorgio
;
Moriarty, John
- In:
Mathematics of operations research
44
(
2019
)
2
,
pp. 512-531
Persistent link: https://www.econbiz.de/10012028632
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