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Stochastic recursive inclusions in two timescales with nonadditive iterate-dependent Markov noise
Yaji, Vinayaka G.; Bhatnagar, Shalabh - In: Mathematics of operations research 45 (2020) 4, pp. 1405-1444
Persistent link: https://www.econbiz.de/10012320330
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Robust adaptive routing under uncertainty
Flajolet, Arthur; Blandin, Sébastien; Jaillet, Patrick - In: Operations research 66 (2018) 1, pp. 210-229
Persistent link: https://www.econbiz.de/10011818621
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A partitioning algorithm for Markov decision processes with applications to market microstructure
Chen, Ningyuan; Kou, Steven; Wang, Chun - In: Management science : journal of the Institute for … 64 (2018) 2, pp. 784-803
Persistent link: https://www.econbiz.de/10011823146
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Optimal mean-variance portfolio selection
Pedersen, Jesper Lund; Peskir, Goran - In: Mathematics and financial economics 11 (2017) 2, pp. 137-160
Persistent link: https://www.econbiz.de/10011900522
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Bayesian failure-rate modeling and preventive maintenance optimization
Belyi, Dmitriy; Popova, Elmira; Morton, David P.; … - In: European journal of operational research : EJOR 262 (2017) 3, pp. 1085-1093
Persistent link: https://www.econbiz.de/10011802470
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Reference policies for non-myopic sequential network design and timing problems
Chow, Joseph Y. J.; Sayarshad, Hamid R. - In: Networks and spatial economics : a journal of … 16 (2016) 4, pp. 1183-1209
Persistent link: https://www.econbiz.de/10011658637
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Optimal trend-following rules in two-state regime-switching models
Zakamulin, Valeriy; Giner, Javier - In: The journal of asset management : a major new, … 25 (2024) 4, pp. 327-348
Persistent link: https://www.econbiz.de/10014583459
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Condition-based production for stochastically deteriorating systems : optimal policies and learning
Drent, Collin; Drent, Melvin; Arts, Joachim - In: Manufacturing & service operations management : M & SOM 26 (2024) 3, pp. 1137-1156
Persistent link: https://www.econbiz.de/10014536811
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A monotone approximate dynamic programming approach for the stochastic scheduling, allocation, and inventory replenishment problem : applications to drone and electric vehicle batt...
Asadi, Amin; Nurre Pinkley, Sarah - In: Transportation science 56 (2022) 4, pp. 1085-1110
Persistent link: https://www.econbiz.de/10013365652
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Solving large-scale dynamic vehicle routing problems with stochastic requests
Zhang, Jian; Luo, Kelin; Florio, Alexandre M.; Van … - In: European journal of operational research : EJOR 306 (2023) 2, pp. 596-614
Persistent link: https://www.econbiz.de/10014279044