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Optimal workflow decisions for investigators in systems with interruptions

Dobson, Gregory; Tezcan, Tolga; Tilson, Vera - In: Management science : journal of the Institute for … 59 (2013) 5, pp. 1125-1141

Persistent link: https://www.econbiz.de/10009751183

Dynamic pricing and learning with finite inventories

Boer, Arnoud V. den; Zwart, Bert - In: Operations research 63 (2015) 4, pp. 965-978

Persistent link: https://www.econbiz.de/10011313165

Integration of stochastic approaches in the life cycle cost analysis of sewer pipe applications

Jin, Yongliang - In: International journal of production economics 179 (2016), pp. 35-43

Persistent link: https://www.econbiz.de/10011532260

Markov Games with Frequent Actions and Incomplete Information

Cardaliaguet, Pierre; Rainer, Catherine; Rosenberg, Dinah; … - HEC Paris (École des Hautes Études Commerciales) - 2013

We study a two-player, zero-sum, stochastic game with incomplete information on one side in which the players are …

Persistent link: https://www.econbiz.de/10010832941

Chapter 47 Stochastic games

Mertens, Jean-François - In: Handbook of game theory with economic applications : …, (pp. 1809-1832). 2002

Stochastic games model repeated play with symmetric information. We analyze their value in the zero-sum case, and …

Persistent link: https://www.econbiz.de/10014024498

Optimal surplus-dependent reinsurance under regime-switching in a Brownian risk model

Eisenberg, Julia; Fabrykowski, Lukas; Schmeck, Maren Diane - In: Risks 9 (2021) 4, pp. 1-25

In this paper, we consider a company that wishes to determine the optimal reinsurance strategy minimising the total expected discounted amount of capital injections needed to prevent the ruin. The company's surplus process is assumed to follow a Brownian motion with drift, and the reinsurance...

Persistent link: https://www.econbiz.de/10013200741