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An approximation scheme for impulse control with random reaction periods
Perera, Sandun; Long, Hongwei - In: Operations research letters 45 (2017) 6, pp. 585-591
Persistent link: https://www.econbiz.de/10011782985
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Impulse control with random reaction periods : a central bank intervention problem
Bensoussan, Alain; Long, Hongwei; Perera, Sandun; … - In: Operations research letters 40 (2012) 6, pp. 425-430
Persistent link: https://www.econbiz.de/10009716585
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Exercising control when confronted by a (Brownian) spider
Ernst, Philip - In: Operations research letters 44 (2016) 4, pp. 487-490
Persistent link: https://www.econbiz.de/10011535366
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A first passage time problem for spectrally positive Lévy processes and its application to a dynamic priority queue
Sarhangian, Vahid; Balcıog˜lu, Barış - In: Operations research letters 41 (2013) 6, pp. 659-663
Persistent link: https://www.econbiz.de/10010236055
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Quadratic hedging for sequential claims with random weights in discrete time
Deng, Jun; Zou, Bin - In: Operations research letters 49 (2021) 2, pp. 218-225
Persistent link: https://www.econbiz.de/10012506620
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Single observation adaptive search for discrete and continuous stochastic optimization
Kiatsupaibul, Seksan; Smith, Robert L.; Zabinsky, Zelda B. - In: Operations research letters 48 (2020) 5, pp. 666-673
Persistent link: https://www.econbiz.de/10012303435
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Optimality of an affine intensity policy for maximizing the probability of an arrival count in point-process intensity control
Defourny, Boris - In: Operations research letters 46 (2018) 1, pp. 51-55
Persistent link: https://www.econbiz.de/10011807908
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Optimal quality provision when reputation is subject to random inspections
Hirschmann, David - In: Operations research letters 42 (2014) 1, pp. 64-69
Persistent link: https://www.econbiz.de/10010259244
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A new method of proving structural properties for certain class of stochastic dynamic control problems
Zhuang, Weifen; Li, Michael Zhi-feng - In: Operations research letters 38 (2010) 5, pp. 462-467
Persistent link: https://www.econbiz.de/10008658770
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Risk-averse stochastic optimal control : An efficiently computable statistical upper bound
Guigues, Vincent; Shapiro, Alexander; Cheng, Yi - In: Operations research letters 51 (2023) 4, pp. 393-400
Persistent link: https://www.econbiz.de/10014426574