Narrow search
Showing 21 - 30 of 130
Cover Image
An explicit solution of a nonlinear-quadratic constrained stochastic control problem with jumps : optimal liquidation in dark pools with adverse selection
Kratz, Peter - In: Mathematics of operations research 39 (2014) 4, pp. 1198-1220
Persistent link: https://www.econbiz.de/10010462146
Cover Image
A combined stochastic programming and optimal control approach to peronal finance and pensions
Konicz, Agnieszka Karolina; Pisinger, David; Rasmussen, … - In: OR spectrum : quantitative approaches in management 37 (2015) 3, pp. 583-616
Persistent link: https://www.econbiz.de/10011296745
Cover Image
Allocation of intensive care unit beds in periods of high demand
Ouyang, Huiyin; Argon, Nilay; Ziya, Serhan - In: Operations research 68 (2020) 2, pp. 591-608
Persistent link: https://www.econbiz.de/10012213391
Cover Image
Optimal execution with dynamic risk adjustment
Cheng, Xue; Di Giacinto, Marina; Wang, Tai-Ho - In: Journal of the Operational Research Society 70 (2019) 10, pp. 1662-1677
Persistent link: https://www.econbiz.de/10012214354
Cover Image
Optimal control of water distribution networks without storage
Nerantzis, Dimitrios; Pecci, Filippo; Stoianov, Ivan - In: European journal of operational research : EJOR 284 (2020) 1, pp. 345-354
Persistent link: https://www.econbiz.de/10012238681
Cover Image
Optimal selection and release problem in software testing process : a continuous time stochastic control approach
Cao, Ping; Yang, Ke; Liu, Ke - In: European journal of operational research : EJOR 285 (2020) 1, pp. 211-222
Persistent link: https://www.econbiz.de/10012239541
Cover Image
On the dynamic representation of some time-inconsistent risk measures in a Brownian filtration
Backhoff-Veraguas, Julio; Tangpi, Ludovic - In: Mathematics and financial economics 14 (2020) 3, pp. 433-460
Persistent link: https://www.econbiz.de/10012240302
Cover Image
A class of linear quadratic dynamic optimization problems with state dependent constraints
Singh, Rajani; Wiszniewska-Matyszkiel, Agnieszka - In: Mathematical methods of operations research : ZOR 91 (2020) 2, pp. 325-355
Persistent link: https://www.econbiz.de/10012229544
Cover Image
Optimal exchange rates management using stochastic impulse control for geometric Lévy processes
Wu, Jinbiao - In: Mathematical methods of operations research 89 (2019) 2, pp. 257-280
Persistent link: https://www.econbiz.de/10012010370
Cover Image
The two-dimensional tree-grid method
Kossaczký, Igor; Ehrhardt, Matthias; Günther, Michael - In: The journal of computational finance 23 (2019) 2, pp. 29-57
Persistent link: https://www.econbiz.de/10012111259