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Mathematics of operations research
European journal of operational research : EJOR
941
International journal of theoretical and applied finance
591
Insurance / Mathematics & economics
368
Finance and stochastics
341
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Operations research letters
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211
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International journal of financial engineering
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NBER working paper series
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Energy economics
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Economics letters
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Transportation research / E : an international journal
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Bayesian switching multiple disorder problems
Gapeev, Pavel V.
- In:
Mathematics of operations research
41
(
2016
)
3
,
pp. 1108-1124
Persistent link: https://www.econbiz.de/10011520840
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72
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
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73
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
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74
Stochastic billiards for sampling from the boundary of a convex set
Dieker, A. B.
;
Vempala, Santosh S.
- In:
Mathematics of operations research
40
(
2015
)
4
,
pp. 888-901
Persistent link: https://www.econbiz.de/10011408940
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75
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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76
Optimal information blending with measurements in the L2 sphere
Defourny, Boris
;
Ryzhov, Ilya O.
;
Powell, Warren B.
- In:
Mathematics of operations research
40
(
2015
)
4
,
pp. 1060-1088
Persistent link: https://www.econbiz.de/10011409051
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77
Efficient simulation of high dimensional Gaussian vectors
Kahalé, Nabil
- In:
Mathematics of operations research
44
(
2019
)
1
,
pp. 58-73
Persistent link: https://www.econbiz.de/10012001060
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78
Incremental constraint projection methods for monotone stochastic variational inequalities
Iusem, Alfredo N.
;
Jofré, Alejandro
;
Thompson, Philip
- In:
Mathematics of operations research
44
(
2019
)
1
,
pp. 236-263
Persistent link: https://www.econbiz.de/10012001093
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79
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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80
Asymptotically optimal appointment schedules
Armony, Mor
;
Atar, Rami
;
Honnappa, Harsha
- In:
Mathematics of operations research
44
(
2019
)
4
,
pp. 1345-1380
Persistent link: https://www.econbiz.de/10012128367
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