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Strong bounds on perturbations
Heidergott, Bernd; Hordijk, Arie; Leahu, Haralambie - In: Mathematical methods of operations research 70 (2009) 1, pp. 99-127
Persistent link: https://www.econbiz.de/10003881245
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Insuring against the shortfall risk associated with real options
Weisshaupt, Heinz - In: Decisions in economics and finance : DEF ; a journal of … 26 (2003) 2, pp. 81-96
Persistent link: https://www.econbiz.de/10001827948
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Undiscounted Markov decision chains with partial information : an algorithm for computing a locally optimal periodic policy
Hordijk, Arie - In: Zeitschrift für Operations-Research : ZOR ; … 40 (1994) 2, pp. 163-181
Persistent link: https://www.econbiz.de/10001173094
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Optimal service control against worst case admission policies : a multichained stochastic game
Hordijk, Arie - In: Mathematical methods of operations research 45 (1997) 2, pp. 281-301
Persistent link: https://www.econbiz.de/10001217952
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Analysis of a finite-source customer assigment model with no state information
Hordijk, Arie - In: Mathematical methods of operations research 47 (1998) 2, pp. 317-336
Persistent link: https://www.econbiz.de/10001242924
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Linear programming formulation of MDPs in countable state space : the multichain case
Hordijk, Arie - In: Zeitschrift für Operations-Research : ZOR ; … 40 (1994) 1, pp. 91-108
Persistent link: https://www.econbiz.de/10001164447
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Blackwell optimality in the class of stationary policies in Markov decision chains with a Borel state space and unbounded rewards
Hordijk, Arie; Juškevič, Aleksandr Adolʹfovič - In: Mathematical methods of operations research 49 (1999) 1, pp. 1-39
Persistent link: https://www.econbiz.de/10001415240
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Sensitivity estimation for Gaussian systems
Heidergott, Bernd; Vázquez-Abad, Felisa J.; … - In: European journal of operational research : EJOR 187 (2008) 1, pp. 193-207
Persistent link: https://www.econbiz.de/10003769181
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Weak differentiability of product measures
Heidergott, Bernd; Leahu, Haralambie - In: Mathematics of operations research 35 (2010) 1, pp. 27-51
Persistent link: https://www.econbiz.de/10003953597
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A coupling approach to estimating the Lyapunov exponent of stochastic max-plus linear systems
Goverde, Rob M. P.; Heidergott, Bernd; Merlet, Glenn - In: European journal of operational research : EJOR 210 (2011) 2, pp. 249-257
Persistent link: https://www.econbiz.de/10008841221