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Chasing demand : learning and earning in a changing environment
Keskin, N. Bora; Zeevi, Assaf - In: Mathematics of operations research 42 (2017) 2, pp. 277-307
Persistent link: https://www.econbiz.de/10011684396
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Robust sensitivity analysis for stochastic systems
Lam, Henry - In: Mathematics of operations research 41 (2016) 4, pp. 1248-1275
Persistent link: https://www.econbiz.de/10011595052
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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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Utility maximization with proportional transaction costs under model uncertainty
Deng, Shuoqing; Tan, Xiaolu; Yu, Xiang - In: Mathematics of operations research 45 (2020) 4, pp. 1210-1236
Persistent link: https://www.econbiz.de/10012319659
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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