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Optimality conditions in control problems with random state constraints in probabilistic or almost sure form
Geiersbach, Caroline; Henrion, René - In: Mathematics of operations research 50 (2025) 3, pp. 1654-1680
Persistent link: https://www.econbiz.de/10015444262
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Value functions and optimality conditions for nonconvex variational problems with an infinite horizon in banach spaces
Frankowska, Hélène; Sagara, Nobusumi - In: Mathematics of operations research 47 (2022) 1, pp. 320-340
Persistent link: https://www.econbiz.de/10013364866
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Infinite horizon stochastic impulse control with delay and random coefficients
Djehiche, Boualem; Hamadène, Said; Hdhiri, Ibtissem; … - In: Mathematics of operations research 47 (2022) 1, pp. 665-689
Persistent link: https://www.econbiz.de/10013364931
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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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Optimization under rational expectations : a framework of fully coupled forward-backward stochastic linear quadratic systems
Hu, Mingshang; Ji, Shaolin; Xue, Xiaole - In: Mathematics of operations research 48 (2023) 3, pp. 1767-1790
Persistent link: https://www.econbiz.de/10014329362
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Dynamic optimal reinsurance and dividend payout in finite time horizon
Guan, Chonghu; Xu, Zuo Quan; Zhou, Rui - In: Mathematics of operations research 48 (2023) 1, pp. 544-568
Persistent link: https://www.econbiz.de/10014312571
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Asymptotically optimal control of make-to-stock systems
Gao, Xuefeng; Huang, Junfei - In: Mathematics of operations research 49 (2024) 2, pp. 948-985
Persistent link: https://www.econbiz.de/10014564924
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Optimal boundary surface for irreversible investment with stochastic costs
De Angelis, Tiziano; Federico, Salvatore; Ferrari, Giorgio - In: Mathematics of operations research 42 (2017) 4, pp. 1135-1161
Persistent link: https://www.econbiz.de/10011773311
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Infinite-horizon average optimality of the N-network in the Halfin-Whitt regime
Arapostathis, Ari; Pang, Guodong - In: Mathematics of operations research 43 (2018) 3, pp. 838-866
Persistent link: https://www.econbiz.de/10011914370
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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