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Time consistent dynamic risk measures
Boda, Kang
;
Filar, Jerzy A.
- In:
Mathematical methods of operations research
63
(
2006
)
1
,
pp. 169-186
Persistent link: https://www.econbiz.de/10003285486
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2
Refined MDP-based branche-and-fix algorithm for the Hamiltonian cycle problem
Ejov, Vladimir
;
Filar, Jerzy A.
;
Haythorpe, Michael
; …
- In:
Mathematics of operations research
34
(
2009
)
3
,
pp. 758-768
Persistent link: https://www.econbiz.de/10003892674
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3
Pricing financial derivatives on weather sensitive assets
Filar, Jerzy A.
;
Kang, Boda
;
Korolkiewicz, Malgorzata
-
2008
Persistent link: https://www.econbiz.de/10003857122
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4
On production and abatement time scales in sustainable development : can we loosen the sustainability screw?
Filar, Jerzy A.
;
Krawczyk, Jacek B.
;
Agrawal, Manju
-
2009
Persistent link: https://www.econbiz.de/10003859035
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5
Hamiltonian cycles, random walks, and discounted occupational measures
Eshragh, Ali
;
Filar, Jerzy A.
- In:
Mathematics of operations research
36
(
2011
)
2
,
pp. 258-270
Persistent link: https://www.econbiz.de/10009162072
Saved in:
6
A hybrid simulation-optimization algorithm for the Hamiltonian cycle problem
Eshragh, Ali
;
Filar, Jerzy A.
;
Haythorpe, Michael
-
2011
Persistent link: https://www.econbiz.de/10009305728
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7
Sustainability screw : role of relative production and abatement time scales
Filar, Jerzy A.
;
Krawczyk, Jacek B.
;
Agrawal, Manju R.
- In:
Journal of the Operational Research Society : OR
66
(
2015
)
8
,
pp. 1259-1269
Persistent link: https://www.econbiz.de/10011417188
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8
A new heuristic for detecting non-hamiltonicity in cubic graphs
Filar, Jerzy A.
;
Haythorpe, Michael
;
Rossomakhine, Serguei
- In:
Computers & operations research : and their …
64
(
2015
),
pp. 283-292
Persistent link: https://www.econbiz.de/10011373433
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9
On transition matrices of Markov chains corresponding to Hamiltonian cycles
Avrachenkov, Konstantin
;
Eshragh, Ali
;
Filar, Jerzy A.
- In:
Optimization models with economic and game theoretic …
,
(pp. 19-35)
.
2016
Persistent link: https://www.econbiz.de/10011532973
Saved in:
10
Singularly perturbed linear programs and Markov decision processes
Avrachenkov, Konstantin
;
Filar, Jerzy A.
;
Gaitsgory, …
- In:
Operations research letters
44
(
2016
)
3
,
pp. 297-301
Persistent link: https://www.econbiz.de/10011505051
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