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New sufficient conditions for average optimality in continuous-time Markov decision processes
Ye, Liuer; Guo, Xianping - In: Mathematical methods of operations research 72 (2010) 1, pp. 75-94
Persistent link: https://www.econbiz.de/10008652561
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Average optimality in nonhomogeneous infinite horizon Markov decision processes
Wachs, Allise O.; Schochetman, Irwin E.; Smith, Robert L. - In: Mathematics of operations research 36 (2011) 1, pp. 147-164
Persistent link: https://www.econbiz.de/10009007256
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Time aggregated Markov decision processes via standard dynamic programming
Arruda, Edilson Fernandes de; Fragoso, Marcelo D. - In: Operations research letters 39 (2011) 3, pp. 193-197
Persistent link: https://www.econbiz.de/10009160237
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Strict concavity of the value function for a family of dynamic accumulation models
Bobenrieth H., Eugenio S.; Bobenrieth H., Juan R. A.; … - In: The B.E. journal of theoretical economics 12 (2012) 1, pp. 1-9
Persistent link: https://www.econbiz.de/10009546647
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A mean-variance optimization problem for discounted Markov decision processes
Guo, Xianping; Ye, Liuer; Yin, George - In: European journal of operational research : EJOR 220 (2012) 2, pp. 423-429
Persistent link: https://www.econbiz.de/10009548843
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Optimal investment under dual risk model and Markov modulated financial market
Xu, Lin; Zhang, Liming; Zhu, Dongjin - In: Journal of mathematical finance 5 (2015) 2, pp. 157-171
Persistent link: https://www.econbiz.de/10011398985
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Dynamic portfolio optimization with transaction costs and state-dependent drift
Palczewski, Jan; Poulsen, Rolf; Schenk-Hoppé, Klaus Reiner - In: European journal of operational research : EJOR 243 (2015) 3, pp. 921-931
Persistent link: https://www.econbiz.de/10010513816
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Elective patient admission and scheduling under multiple resource constraints
Barz, Christiane; Rajaram, Kumar - In: Production and operations management : an international … 24 (2015) 12, pp. 1907-1930
Persistent link: https://www.econbiz.de/10011428155
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Inverse optimization in countably infinite linear programs
Ghate, Archis - In: Operations research letters 43 (2015) 3, pp. 231-235
Persistent link: https://www.econbiz.de/10011309570
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On boundedness of Q-learning iterates for stochastic shortest path problems
Yu, Huizhen; Bertsekas, Dimitri P. - In: Mathematics of operations research 38 (2013) 2, pp. 209-227
Persistent link: https://www.econbiz.de/10009751534