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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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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
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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
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Continuous-time portfolio choice under monotone mean-variance preferences : stochastic factor case
Trybuła, Jakub; Zawisza, Dariusz - In: Mathematics of operations research 44 (2019) 3, pp. 966-987
Persistent link: https://www.econbiz.de/10012105828
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Optimal dynamic risk taking
Subramanian, Ajay; Yang, Baozhong - In: Mathematics of operations research 42 (2017) 3, pp. 599-625
Persistent link: https://www.econbiz.de/10011742432
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Optimal dividend strategies of two collaborating businesses in the diffusion approximation model
Gu, Jia-Wen; Steffensen, Mogens; Zheng, Harry - In: Mathematics of operations research 43 (2018) 2, pp. 377-398
Persistent link: https://www.econbiz.de/10011868610
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Managing customer churn via service mode control
Kanoria, Yash; Lobel, Ilan; Lu, Jiaqi - In: Mathematics of operations research 49 (2024) 2, pp. 1192-1222
Persistent link: https://www.econbiz.de/10014564974
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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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On singular control for Lévy processes
Noba, Kei; Yamazaki, Kazutoshi - In: Mathematics of operations research 48 (2023) 3, pp. 1213-1234
Persistent link: https://www.econbiz.de/10014329210
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An analysis of monotone follower problems for diffusion processes
Bayraktar, Erhan; Egami, Masahiko - In: Mathematics of operations research 33 (2008) 2, pp. 336-350
Persistent link: https://www.econbiz.de/10003732436