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Equimeasurable rearrangements with capacities
Ghossoub, Mario - In: Mathematics of operations research 40 (2015) 2, pp. 429-445
Persistent link: https://www.econbiz.de/10011282696
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Maximizing expected utility for stochastic combinatorial optimization problems
Li, Jian; Deshpande, Amol - In: Mathematics of operations research 44 (2019) 1, pp. 354-375
Persistent link: https://www.econbiz.de/10012001128
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More risk-sensitive Markov decision processes
Bäuerle, Nicole; Rieder, Ulrich - In: Mathematics of operations research 39 (2014) 1, pp. 105-120
Persistent link: https://www.econbiz.de/10010345222
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Characterizations of smooth ambiguity based on continuous and discrete data
Minardi, Stefania; Savochkin, Andrei - In: Mathematics of operations research 42 (2017) 1, pp. 167-178
Persistent link: https://www.econbiz.de/10011654617
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Models for minimax stochastic linear optimization problems with risk aversion
Bertsimas, Dimitris; Doan, Xuan Vinh; Natarajan, Karthik; … - In: Mathematics of operations research 35 (2010) 3, pp. 580-602
Persistent link: https://www.econbiz.de/10008660776
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Proper efficiency and tradeoffs in multiple criteria and stochastic optimization
Engau, Alexander - In: Mathematics of operations research 42 (2017) 1, pp. 119-134
Persistent link: https://www.econbiz.de/10011654582
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Brownian control problems for a multiclass M/M/1 queueing problem with model uncertainty
Cohen, Asaf - In: Mathematics of operations research 44 (2019) 2, pp. 739-766
Persistent link: https://www.econbiz.de/10012028708
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Optimal stopping under uncertainty in drift and jump intensity
Krätschmer, Volker; Ladkau, Marcel; Laeven, Roger J. A.; … - In: Mathematics of operations research 43 (2018) 4, pp. 1177-1209
Persistent link: https://www.econbiz.de/10011956978
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Dynamic asset allocation with uncertain jump risks : a pathwise optimization approach
Jin, Xing; Luo, Dan; Zeng, Xudong - In: Mathematics of operations research 43 (2018) 2, pp. 347-376
Persistent link: https://www.econbiz.de/10011868609
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Stochastic approximation proximal method of multipliers for convex stochastic programming
Zhang, Liwei; Zhang, Yule; Xiao, Xiantao; Wu, Jia - In: Mathematics of operations research 48 (2023) 1, pp. 177-193
Persistent link: https://www.econbiz.de/10014312542