Soma, Tasuku; Yoshida, Yuichi Online risk-averse submodular maximization. (English) Zbl 1512.91176 Ann. Oper. Res. 320, No. 1, 393-414 (2023). MSC: 91G70 93E20 68W27 PDFBibTeX XMLCite \textit{T. Soma} and \textit{Y. Yoshida}, Ann. Oper. Res. 320, No. 1, 393--414 (2023; Zbl 1512.91176) Full Text: DOI arXiv
Bensoussan, A.; Feng, Q.; Sethi, S. P. Integrating equipment investment strategy with maintenance operations under uncertain failures. (English) Zbl 1501.90021 Ann. Oper. Res. 317, No. 2, 353-386 (2022). MSC: 90B25 93E20 90C15 90C39 90B30 PDFBibTeX XMLCite \textit{A. Bensoussan} et al., Ann. Oper. Res. 317, No. 2, 353--386 (2022; Zbl 1501.90021) Full Text: DOI
Hewitt, Mike; Ortmann, Janosch; Rei, Walter Decision-based scenario clustering for decision-making under uncertainty. (English) Zbl 1500.91054 Ann. Oper. Res. 315, No. 2, 747-771 (2022). MSC: 91B06 90B50 90B15 93E20 PDFBibTeX XMLCite \textit{M. Hewitt} et al., Ann. Oper. Res. 315, No. 2, 747--771 (2022; Zbl 1500.91054) Full Text: DOI
Shao, Jinghai; Mitra, Sovan; Karathanasopoulos, Andreas Optimal feedback control of stock prices under credit risk dynamics. (English) Zbl 1494.91145 Ann. Oper. Res. 313, No. 2, 1285-1318 (2022). MSC: 91G15 91G40 91G45 93E20 93B52 PDFBibTeX XMLCite \textit{J. Shao} et al., Ann. Oper. Res. 313, No. 2, 1285--1318 (2022; Zbl 1494.91145) Full Text: DOI
Ftiti, Zied; Tissaoui, Kais; Boubaker, Sahbi On the relationship between oil and gas markets: a new forecasting framework based on a machine learning approach. (English) Zbl 07553140 Ann. Oper. Res. 313, No. 2, 915-943 (2022). MSC: 62Mxx 91Bxx 93Exx PDFBibTeX XMLCite \textit{Z. Ftiti} et al., Ann. Oper. Res. 313, No. 2, 915--943 (2022; Zbl 07553140) Full Text: DOI
Antunes, Jorge; Gupta, Rangan; Mukherjee, Zinnia; Wanke, Peter Information entropy, continuous improvement, and US energy performance: a novel stochastic-entropic analysis for ideal solutions (SEA-IS). (English) Zbl 1494.91103 Ann. Oper. Res. 313, No. 1, 289-318 (2022). MSC: 91B74 93E20 90B50 PDFBibTeX XMLCite \textit{J. Antunes} et al., Ann. Oper. Res. 313, No. 1, 289--318 (2022; Zbl 1494.91103) Full Text: DOI Link
Savku, E.; Weber, G.-W. Stochastic differential games for optimal investment problems in a Markov regime-switching jump-diffusion market. (English) Zbl 1492.91339 Ann. Oper. Res. 312, No. 2, 1171-1196 (2022). MSC: 91G10 91A15 91A80 49L20 93E20 PDFBibTeX XMLCite \textit{E. Savku} and \textit{G. W. Weber}, Ann. Oper. Res. 312, No. 2, 1171--1196 (2022; Zbl 1492.91339) Full Text: DOI
Barron, Yonit A probabilistic approach to the stochastic fluid cash management balance problem. (English) Zbl 1491.90007 Ann. Oper. Res. 312, No. 2, 607-645 (2022). MSC: 90B05 90B50 60K25 93E20 91B06 60K10 91B62 PDFBibTeX XMLCite \textit{Y. Barron}, Ann. Oper. Res. 312, No. 2, 607--645 (2022; Zbl 1491.90007) Full Text: DOI
Geissel, S.; Graf, H.; Herbinger, J.; Seifried, F. T. Portfolio optimization with optimal expected utility risk measures. (English) Zbl 1482.91195 Ann. Oper. Res. 309, No. 1, 59-77 (2022). MSC: 91G10 93E20 91G70 62M10 PDFBibTeX XMLCite \textit{S. Geissel} et al., Ann. Oper. Res. 309, No. 1, 59--77 (2022; Zbl 1482.91195) Full Text: DOI
Bi, Junna; Cai, Jun; Zeng, Yan Equilibrium reinsurance-investment strategies with partial information and common shock dependence. (English) Zbl 1478.91160 Ann. Oper. Res. 307, No. 1-2, 1-24 (2021). MSC: 91G05 62P05 93E20 PDFBibTeX XMLCite \textit{J. Bi} et al., Ann. Oper. Res. 307, No. 1--2, 1--24 (2021; Zbl 1478.91160) Full Text: DOI
Chen, An; Nguyen, Thai; Rach, Manuel A collective investment problem in a stochastic volatility environment: the impact of sharing rules. (English) Zbl 1475.91325 Ann. Oper. Res. 302, No. 1, 85-109 (2021). MSC: 91G10 91G05 93E20 PDFBibTeX XMLCite \textit{A. Chen} et al., Ann. Oper. Res. 302, No. 1, 85--109 (2021; Zbl 1475.91325) Full Text: DOI
Lucheroni, Carlo; Mari, Carlo Internal hedging of intermittent renewable power generation and optimal portfolio selection. (English) Zbl 1476.91156 Ann. Oper. Res. 299, No. 1-2, 873-893 (2021). MSC: 91G10 91B76 93E20 PDFBibTeX XMLCite \textit{C. Lucheroni} and \textit{C. Mari}, Ann. Oper. Res. 299, No. 1--2, 873--893 (2021; Zbl 1476.91156) Full Text: DOI Link
Altay, Sühan; Colaneri, Katia; Eksi, Zehra Optimal convergence trading with unobservable pricing errors. (English) Zbl 1474.91174 Ann. Oper. Res. 299, No. 1-2, 133-161 (2021). MSC: 91G10 93E20 PDFBibTeX XMLCite \textit{S. Altay} et al., Ann. Oper. Res. 299, No. 1--2, 133--161 (2021; Zbl 1474.91174) Full Text: DOI arXiv
Colaneri, Katia; Herzel, Stefano; Nicolosi, Marco The value of knowing the market price of risk. (English) Zbl 1476.91144 Ann. Oper. Res. 299, No. 1-2, 101-131 (2021). MSC: 91G10 93E20 60G44 PDFBibTeX XMLCite \textit{K. Colaneri} et al., Ann. Oper. Res. 299, No. 1--2, 101--131 (2021; Zbl 1476.91144) Full Text: DOI arXiv
Ferrari, Giorgio; Vargiolu, Tiziano On the singular control of exchange rates. (English) Zbl 1454.91136 Ann. Oper. Res. 292, No. 2, 795-832 (2020). MSC: 91B64 93E20 60J60 60G40 PDFBibTeX XMLCite \textit{G. Ferrari} and \textit{T. Vargiolu}, Ann. Oper. Res. 292, No. 2, 795--832 (2020; Zbl 1454.91136) Full Text: DOI arXiv
Yang, Yi; Wang, Jianan; Chen, Youhua; Chen, Zhiyuan; Liu, Yanchu Optimal procurement strategies for contractual assembly systems with fluctuating procurement price. (English) Zbl 1447.90007 Ann. Oper. Res. 291, No. 1-2, 1027-1059 (2020). MSC: 90B05 91G20 60G40 90B30 91G60 93E20 PDFBibTeX XMLCite \textit{Y. Yang} et al., Ann. Oper. Res. 291, No. 1--2, 1027--1059 (2020; Zbl 1447.90007) Full Text: DOI
Nystrup, Peter; Boyd, Stephen; Lindström, Erik; Madsen, Henrik Multi-period portfolio selection with drawdown control. (English) Zbl 1430.91088 Ann. Oper. Res. 282, No. 1-2, 245-271 (2019). MSC: 91G10 93B45 93E20 PDFBibTeX XMLCite \textit{P. Nystrup} et al., Ann. Oper. Res. 282, No. 1--2, 245--271 (2019; Zbl 1430.91088) Full Text: DOI Link
Bellalah, Mondher; Zhang, Detao An intertemporal capital asset pricing model under incomplete information and short sales. (English) Zbl 1430.91119 Ann. Oper. Res. 281, No. 1-2, 143-159 (2019). MSC: 91G30 93E20 90C39 PDFBibTeX XMLCite \textit{M. Bellalah} and \textit{D. Zhang}, Ann. Oper. Res. 281, No. 1--2, 143--159 (2019; Zbl 1430.91119) Full Text: DOI
Ferrari, Giorgio; Koch, Torben On a strategic model of pollution control. (English) Zbl 1426.91182 Ann. Oper. Res. 275, No. 2, 297-319 (2019). MSC: 91B76 91A15 93E20 91B70 PDFBibTeX XMLCite \textit{G. Ferrari} and \textit{T. Koch}, Ann. Oper. Res. 275, No. 2, 297--319 (2019; Zbl 1426.91182) Full Text: DOI arXiv
Temocin, Busra Zeynep; Korn, Ralf; Selcuk-Kestel, A. Sevtap Constant proportion portfolio insurance in defined contribution pension plan management. (English) Zbl 1417.91286 Ann. Oper. Res. 266, No. 1-2, 329-348 (2018). MSC: 91B30 93E20 91G10 PDFBibTeX XMLCite \textit{B. Z. Temocin} et al., Ann. Oper. Res. 266, No. 1--2, 329--348 (2018; Zbl 1417.91286) Full Text: DOI Link
La Torre, D.; Mendivil, F. Portfolio optimization under partial uncertainty and incomplete information: a probability multimeasure-based approach. (English) Zbl 1416.91355 Ann. Oper. Res. 267, No. 1-2, 267-279 (2018). MSC: 91G10 28B20 93E20 PDFBibTeX XMLCite \textit{D. La Torre} and \textit{F. Mendivil}, Ann. Oper. Res. 267, No. 1--2, 267--279 (2018; Zbl 1416.91355) Full Text: DOI
Ji, Ran; Lejeune, Miguel A. Risk-budgeting multi-portfolio optimization with portfolio and marginal risk constraints. (English) Zbl 1416.91352 Ann. Oper. Res. 262, No. 2, 547-578 (2018). MSC: 91G10 90C15 90C11 93E20 91B30 PDFBibTeX XMLCite \textit{R. Ji} and \textit{M. A. Lejeune}, Ann. Oper. Res. 262, No. 2, 547--578 (2018; Zbl 1416.91352) Full Text: DOI
Perera, Sandun; Buckley, Winston; Long, Hongwei Market-reaction-adjusted optimal central bank intervention policy in a forex market with jumps. (English) Zbl 1391.91127 Ann. Oper. Res. 262, No. 1, 213-238 (2018). MSC: 91B64 91G80 60J75 93E20 PDFBibTeX XMLCite \textit{S. Perera} et al., Ann. Oper. Res. 262, No. 1, 213--238 (2018; Zbl 1391.91127) Full Text: DOI
Spartà, Gaetano T.; Stabile, Gabriele Tax compliance with uncertain income: a stochastic control model. (English) Zbl 1404.91218 Ann. Oper. Res. 261, No. 1-2, 289-301 (2018). MSC: 91B64 93E20 PDFBibTeX XMLCite \textit{G. T. Spartà} and \textit{G. Stabile}, Ann. Oper. Res. 261, No. 1--2, 289--301 (2018; Zbl 1404.91218) Full Text: DOI Link
Pinheiro, S. Optimal harvesting for a logistic growth model with predation and a constant elasticity of variance. (English) Zbl 1404.91225 Ann. Oper. Res. 260, No. 1-2, 461-480 (2018). MSC: 91B76 93E20 92D25 90C39 PDFBibTeX XMLCite \textit{S. Pinheiro}, Ann. Oper. Res. 260, No. 1--2, 461--480 (2018; Zbl 1404.91225) Full Text: DOI
Kamihigashi, Takashi 41 counterexamples to property (B) of the discrete time bomber problem. (English) Zbl 1357.90170 Ann. Oper. Res. 248, No. 1-2, 579-588 (2017). MSC: 90C40 62L05 93E20 PDFBibTeX XMLCite \textit{T. Kamihigashi}, Ann. Oper. Res. 248, No. 1--2, 579--588 (2017; Zbl 1357.90170) Full Text: DOI
Cadenillas, Abel; Huamán-Aguilar, Ricardo Explicit formula for the optimal government debt ceiling. (English) Zbl 1356.93096 Ann. Oper. Res. 247, No. 2, 415-449 (2016). MSC: 93E20 91B70 93A30 60H10 PDFBibTeX XMLCite \textit{A. Cadenillas} and \textit{R. Huamán-Aguilar}, Ann. Oper. Res. 247, No. 2, 415--449 (2016; Zbl 1356.93096) Full Text: DOI
Mahajan, Aditya; Mannan, Mehnaz Decentralized stochastic control. (English) Zbl 1348.93281 Ann. Oper. Res. 241, No. 1-2, 109-126 (2016). MSC: 93E20 PDFBibTeX XMLCite \textit{A. Mahajan} and \textit{M. Mannan}, Ann. Oper. Res. 241, No. 1--2, 109--126 (2016; Zbl 1348.93281) Full Text: DOI arXiv
Sheu, Shey-Huei; Liu, Tzu-Hsin; Zhang, Zhe-George; Tsai, Hsin-Nan; Chen, Jung-Chih Optimal two-threshold replacement policy in a cumulative damage model. (English) Zbl 1347.93239 Ann. Oper. Res. 244, No. 1, 23-47 (2016). MSC: 93E03 93E20 90B25 PDFBibTeX XMLCite \textit{S.-H. Sheu} et al., Ann. Oper. Res. 244, No. 1, 23--47 (2016; Zbl 1347.93239) Full Text: DOI
Wells, Charles E. Bounds on uptime distribution based on aging for systems with finite lifetimes. (English) Zbl 1336.93147 Ann. Oper. Res. 235, 757-769 (2015). MSC: 93E03 90B25 PDFBibTeX XMLCite \textit{C. E. Wells}, Ann. Oper. Res. 235, 757--769 (2015; Zbl 1336.93147) Full Text: DOI
Leonelli, Manuele; Smith, James Q. Bayesian decision support for complex systems with many distributed experts. (English) Zbl 1336.93146 Ann. Oper. Res. 235, 517-542 (2015). MSC: 93E03 93A10 93C41 PDFBibTeX XMLCite \textit{M. Leonelli} and \textit{J. Q. Smith}, Ann. Oper. Res. 235, 517--542 (2015; Zbl 1336.93146) Full Text: DOI Link
Dobson, Gregory; Tezcan, Tolga Optimal sampling strategies in the coupon collector’s problem with unknown population size. (English) Zbl 1331.60022 Ann. Oper. Res. 233, 77-99 (2015). MSC: 60C05 93E20 PDFBibTeX XMLCite \textit{G. Dobson} and \textit{T. Tezcan}, Ann. Oper. Res. 233, 77--99 (2015; Zbl 1331.60022) Full Text: DOI
Li, Qicai; Gu, Mengdi; Liang, Zhibing Optimal excess-of-loss reinsurance and investment polices under the CEV model. (English) Zbl 1307.91099 Ann. Oper. Res. 223, 273-290 (2014). MSC: 91B30 93E20 PDFBibTeX XMLCite \textit{Q. Li} et al., Ann. Oper. Res. 223, 273--290 (2014; Zbl 1307.91099) Full Text: DOI
Herbon, Avi; Kogan, Konstantin Time-dependent and independent control rules for coordinated production and pricing under demand uncertainty and finite planning horizons. (English) Zbl 1307.91109 Ann. Oper. Res. 223, 195-216 (2014). MSC: 91B38 91B24 49N90 93E20 PDFBibTeX XMLCite \textit{A. Herbon} and \textit{K. Kogan}, Ann. Oper. Res. 223, 195--216 (2014; Zbl 1307.91109) Full Text: DOI
Canbolat, Pelin G. Optimal halting policies in Markov population decision chains with constant risk posture. (English) Zbl 1306.60103 Ann. Oper. Res. 222, 227-237 (2014). MSC: 60J10 93E20 90C39 PDFBibTeX XMLCite \textit{P. G. Canbolat}, Ann. Oper. Res. 222, 227--237 (2014; Zbl 1306.60103) Full Text: DOI
Li, Xindan; Tang, Dan; Wang, Yongjin; Yang, Xuewei Optimal processing rate and buffer size of a jump-diffusion processing system. (English) Zbl 1306.49031 Ann. Oper. Res. 217, 319-335 (2014). MSC: 49J55 49M30 60J60 60J75 60K25 93E20 PDFBibTeX XMLCite \textit{X. Li} et al., Ann. Oper. Res. 217, 319--335 (2014; Zbl 1306.49031) Full Text: DOI
Bi, Junna; Meng, Qingbin; Zhang, Yongji Dynamic mean-variance and optimal reinsurance problems under the no-bankruptcy constraint for an insurer. (English) Zbl 1291.91092 Ann. Oper. Res. 212, 43-59 (2014). MSC: 91B30 91G10 93E20 PDFBibTeX XMLCite \textit{J. Bi} et al., Ann. Oper. Res. 212, 43--59 (2014; Zbl 1291.91092) Full Text: DOI
Fonteneau, Raphael; Murphy, Susan A.; Wehenkel, Louis; Ernst, Damien Batch mode reinforcement learning based on the synthesis of artificial trajectories. (English) Zbl 1276.68134 Ann. Oper. Res. 208, 383-416 (2013). MSC: 68T05 93E35 PDFBibTeX XMLCite \textit{R. Fonteneau} et al., Ann. Oper. Res. 208, 383--416 (2013; Zbl 1276.68134) Full Text: DOI Link
Carpentier, Pierre; Chancelier, Jean-Philippe; Cohen, Guy; De Lara, Michel; Girardeau, Pierre Dynamic consistency for stochastic optimal control problems. (English) Zbl 1255.90124 Ann. Oper. Res. 200, 247-263 (2012). MSC: 90C39 93E20 PDFBibTeX XMLCite \textit{P. Carpentier} et al., Ann. Oper. Res. 200, 247--263 (2012; Zbl 1255.90124) Full Text: DOI arXiv
Topan, Engin; Avṣar, Zeynep Müge An approximation for kanban controlled assembly systems. (English) Zbl 1210.93070 Ann. Oper. Res. 182, 133-162 (2011). MSC: 93E03 93E25 93A30 PDFBibTeX XMLCite \textit{E. Topan} and \textit{Z. M. Avṣar}, Ann. Oper. Res. 182, 133--162 (2011; Zbl 1210.93070) Full Text: DOI
Tan, Barış; Gershwin, Stanley B. Modelling and analysis of Markovian continuous flow systems with a finite buffer. (English) Zbl 1210.93069 Ann. Oper. Res. 182, 5-30 (2011). MSC: 93E03 93A30 PDFBibTeX XMLCite \textit{B. Tan} and \textit{S. B. Gershwin}, Ann. Oper. Res. 182, 5--30 (2011; Zbl 1210.93069) Full Text: DOI Link
Bayraktar, Erhan; Young, Virginia R. Optimal investment strategy to minimize occupation time. (English) Zbl 1233.91235 Ann. Oper. Res. 176, 389-408 (2010). MSC: 91G10 93E20 35R35 PDFBibTeX XMLCite \textit{E. Bayraktar} and \textit{V. R. Young}, Ann. Oper. Res. 176, 389--408 (2010; Zbl 1233.91235) Full Text: DOI arXiv
Elliott, Robert J.; Siu, Tak Kuen On risk minimizing portfolios under a Markovian regime-switching Black-Scholes economy. (English) Zbl 1233.91242 Ann. Oper. Res. 176, 271-291 (2010). MSC: 91G10 93E20 91A23 91B30 PDFBibTeX XMLCite \textit{R. J. Elliott} and \textit{T. K. Siu}, Ann. Oper. Res. 176, 271--291 (2010; Zbl 1233.91242) Full Text: DOI
Battocchio, Paolo; Menoncin, Francesco; Scaillet, Olivier Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases. (English) Zbl 1132.91456 Ann. Oper. Res. 152, 141-165 (2007). MSC: 91G10 91B30 62P05 91B70 93E20 PDFBibTeX XMLCite \textit{P. Battocchio} et al., Ann. Oper. Res. 152, 141--165 (2007; Zbl 1132.91456) Full Text: DOI Link
Frosinin, Dimitri; Breuer, Lothar Threshold policies for controlled retrial queues with heterogeneous servers. (English) Zbl 1114.90020 Ann. Oper. Res. 141, 139-162 (2006). MSC: 90B22 60K25 93E20 PDFBibTeX XMLCite \textit{D. Frosinin} and \textit{L. Breuer}, Ann. Oper. Res. 141, 139--162 (2006; Zbl 1114.90020) Full Text: DOI
Korf, Lisa A. Approximating infinite horizon stochastic optimal control in discrete time with constraints. (English) Zbl 1122.93084 Ann. Oper. Res. 142, 165-186 (2006). MSC: 93E20 46N10 49N15 49J53 PDFBibTeX XMLCite \textit{L. A. Korf}, Ann. Oper. Res. 142, 165--186 (2006; Zbl 1122.93084) Full Text: DOI
Barty, K.; Chancelier, J.-P.; Cohen, G.; De Lara, M.; Guilbaud, T.; Carpentier, P. Dual effect free stochastic controls. (English) Zbl 1122.93424 Ann. Oper. Res. 142, 41-62 (2006). MSC: 93E20 49K45 PDFBibTeX XMLCite \textit{K. Barty} et al., Ann. Oper. Res. 142, 41--62 (2006; Zbl 1122.93424) Full Text: DOI Link
Dudin, Alexander; Chakravarthy, Srinivas Optimal hysteretic control for the \(\text{BMAP}/G/1\) system with single and group service modes. (English) Zbl 1013.90031 Ann. Oper. Res. 112, 153-169 (2002). MSC: 90B22 60K25 60K20 93E20 PDFBibTeX XMLCite \textit{A. Dudin} and \textit{S. Chakravarthy}, Ann. Oper. Res. 112, 153--169 (2002; Zbl 1013.90031) Full Text: DOI
Majumdar, Mukul; Rotar, Vladimir Some general results on equilibrium prices in large random exchange economies. (English) Zbl 1119.91338 Ann. Oper. Res. 114, 245-261 (2002). Reviewer: Alfred Göpfert (Halle) MSC: 91B50 91B24 93E20 91B70 49K45 PDFBibTeX XMLCite \textit{M. Majumdar} and \textit{V. Rotar}, Ann. Oper. Res. 114, 245--261 (2002; Zbl 1119.91338) Full Text: DOI
Borm, Peter; van den Brink, René; Slikker, Marco An iterative procedure for evaluating digraph competitions. (English) Zbl 1007.91003 Ann. Oper. Res. 109, 61-75 (2002). MSC: 91A12 05C20 93E20 PDFBibTeX XMLCite \textit{P. Borm} et al., Ann. Oper. Res. 109, 61--75 (2002; Zbl 1007.91003) Full Text: DOI
Nicolato, Elisa; Runggaldier, Wolfgang J. A Bayesian dynamic programming approach to optimal maintenance combined with burn-in. (English) Zbl 0958.90013 Ann. Oper. Res. 91, 105-122 (1999). MSC: 90B25 90C39 62N05 93E20 62C10 62L15 PDFBibTeX XMLCite \textit{E. Nicolato} and \textit{W. J. Runggaldier}, Ann. Oper. Res. 91, 105--122 (1999; Zbl 0958.90013) Full Text: DOI
Dawid, H. (ed.); Feichtinger, G. (ed.); Hartl, R. F. (ed.) Nonlinear dynamical systems and adaptive methods. 6th Viennese workshop on Optimal control, dynamic games, nonlinear dynamics and adaptive systems, held in Vienna, Austria, May 1997. (English) Zbl 0928.00061 Ann. Oper. Res. 89, 329 p. (1999). MSC: 00B25 93-06 49-06 37-06 91-06 91A25 93E35 PDFBibTeX XMLCite \textit{H. Dawid} (ed.) et al., Ann. Oper. Res. 89, 329~p. (1999; Zbl 0928.00061) Full Text: DOI
Dawid, H. (ed.); Feichtinger, G. (ed.); Hartl, R.f. (ed.) Optimal control and differential games. 6th Viennese workshop on Optimal control, dynamic games, nonlinear dynamics and adaptive systems, held in Vienna, Austria, May 1997. (English) Zbl 0928.00060 Ann. Oper. Res. 88, 380 p. (1999). MSC: 00B25 93-06 49-06 91-06 91A25 91A26 93E20 49N90 PDFBibTeX XMLCite \textit{H. Dawid} (ed.) et al., Ann. Oper. Res. 88, 380~p. (1999; Zbl 0928.00060)
Farid, Mohammad; Davis, Mark H. A. Optimal consumption and exploration: A case study in piecewise-deterministic Markov modelling. (English) Zbl 0959.91046 Ann. Oper. Res. 88, 121-137 (1999). Reviewer: Wu Chengxun (Shanghai) MSC: 91B60 93E20 PDFBibTeX XMLCite \textit{M. Farid} and \textit{M. H. A. Davis}, Ann. Oper. Res. 88, 121--137 (1999; Zbl 0959.91046) Full Text: DOI
Dai Pra, P.; Di Masi, G. B.; Trivellato, B. Almost sure optimality and optimality in probability for stochastic control problems over an infinite time horizon. (English) Zbl 0951.93076 Ann. Oper. Res. 88, 161-171 (1999). Reviewer: H.Hering (Göttingen) MSC: 93E20 49K45 60H30 PDFBibTeX XMLCite \textit{P. Dai Pra} et al., Ann. Oper. Res. 88, 161--171 (1999; Zbl 0951.93076) Full Text: DOI
Montrucchio, Luigi; Privileggi, Fabio Fractal steady states in stochastic optimal control models. (English) Zbl 0939.93042 Ann. Oper. Res. 88, 183-197 (1999). Reviewer: H.Pragarauskas (Vilnius) MSC: 93E20 91B70 91B62 49N45 PDFBibTeX XMLCite \textit{L. Montrucchio} and \textit{F. Privileggi}, Ann. Oper. Res. 88, 183--197 (1999; Zbl 0939.93042) Full Text: DOI
Neck, Reinhard; Karbuz, Sohbet Optimal budgetary and monetary policies under uncertainty: A stochastic control approach. (English) Zbl 0836.90064 Ann. Oper. Res. 58, 379-402 (1995). MSC: 91B64 93E20 62P20 91B84 91B62 PDFBibTeX XMLCite \textit{R. Neck} and \textit{S. Karbuz}, Ann. Oper. Res. 58, 379--402 (1995; Zbl 0836.90064) Full Text: DOI
Sagastizábal, C. A. A vindication of centralized controls in inventory management. (English) Zbl 0841.90061 Ann. Oper. Res. 58, 361-378 (1995). MSC: 90B05 93E20 49J40 90B30 93E03 PDFBibTeX XMLCite \textit{C. A. Sagastizábal}, Ann. Oper. Res. 58, 361--378 (1995; Zbl 0841.90061) Full Text: DOI
Gutierrez, Genaro J.; Kouvelis, Panagiotis A robustness approach to international sourcing. (English) Zbl 0836.90025 Ann. Oper. Res. 59, 165-193 (1995). MSC: 91B60 90B50 90C90 93E03 PDFBibTeX XMLCite \textit{G. J. Gutierrez} and \textit{P. Kouvelis}, Ann. Oper. Res. 59, 165--193 (1995; Zbl 0836.90025) Full Text: DOI
Jacobs, Jonathan; Freeman, Gary; Grygier, Jan; Morton, David; Schultz, Gary; Staschus, Konstantin; Stedinger, Jery SOCRATES: A system for scheduling hydroelectric generation under uncertainty. (English) Zbl 0836.90113 Ann. Oper. Res. 59, 99-133 (1995). MSC: 90B90 93E03 PDFBibTeX XMLCite \textit{J. Jacobs} et al., Ann. Oper. Res. 59, 99--133 (1995; Zbl 0836.90113) Full Text: DOI
Knopov, P. S.; Kasitskaya, E. J. Properties of empirical estimates in stochastic optimization and identification problems. (English) Zbl 0835.90057 Ann. Oper. Res. 56, 225-239 (1995). MSC: 90C15 90C48 93E12 PDFBibTeX XMLCite \textit{P. S. Knopov} and \textit{E. J. Kasitskaya}, Ann. Oper. Res. 56, 225--239 (1995; Zbl 0835.90057) Full Text: DOI
Hernández-Lerma, O.; Piovesan, C.; Runggaldier, W. J. Numerical aspects of monotone approximations in convex stochastic control problems. (English) Zbl 0832.93062 Ann. Oper. Res. 56, 135-156 (1995). Reviewer: M.Kohlmann (Bonn) MSC: 93E20 PDFBibTeX XMLCite \textit{O. Hernández-Lerma} et al., Ann. Oper. Res. 56, 135--156 (1995; Zbl 0832.93062) Full Text: DOI
Gallagher, Mark A.; Bauer, Kenneth W. jun.; Maybeck, Peter S. Initial data truncation for multivariate output of discrete-event simulation using the Kalman filter. (English) Zbl 0819.93075 Ann. Oper. Res. 53, 419-441 (1994). MSC: 93E99 93E11 93E10 93E25 93C05 93C55 PDFBibTeX XMLCite \textit{M. A. Gallagher} et al., Ann. Oper. Res. 53, 419--441 (1994; Zbl 0819.93075) Full Text: DOI
Matulka, Josef; Neck, Reinhard OPTCON: An algorithm for the optimal control of nonlinear stochastic models. (English) Zbl 0782.93095 Ann. Oper. Res. 37, No. 1-4, 375-401 (1992). Reviewer: D.Lepingle (Orléans) MSC: 93E20 PDFBibTeX XMLCite \textit{J. Matulka} and \textit{R. Neck}, Ann. Oper. Res. 37, No. 1--4, 375--401 (1992; Zbl 0782.93095) Full Text: DOI
McLeish, D. L.; Rollans, S. Conditioning for variance reduction in estimating the sensitivity of simulations. (English) Zbl 0776.93085 Ann. Oper. Res. 39, 157-172 (1992). MSC: 93E03 PDFBibTeX XMLCite \textit{D. L. McLeish} and \textit{S. Rollans}, Ann. Oper. Res. 39, 157--172 (1992; Zbl 0776.93085) Full Text: DOI
L’Ecuyer, Pierre Convergence rates for steady-state derivative estimators. (English) Zbl 0778.93105 Ann. Oper. Res. 39, 121-136 (1992). Reviewer: Wu Chengxun (Shanghai) MSC: 93E10 93B35 60K25 PDFBibTeX XMLCite \textit{P. L'Ecuyer}, Ann. Oper. Res. 39, 121--136 (1992; Zbl 0778.93105) Full Text: DOI
Cavazos-Cadena, Rolando Nonparametric estimation and adaptive control in a class of finite Markov decision chains. (English) Zbl 0736.90077 Ann. Oper. Res. 28, No. 1-4, 169-184 (1991). Reviewer: G.Hübner (Hamburg) MSC: 90C40 93E10 93C40 PDFBibTeX XMLCite \textit{R. Cavazos-Cadena}, Ann. Oper. Res. 28, No. 1--4, 169--184 (1991; Zbl 0736.90077) Full Text: DOI
Altman, Eitan; Shwartz, Adam Adaptive control of constrained Markov chains: Criteria and policies. (English) Zbl 0762.90086 Ann. Oper. Res. 28, No. 1-4, 101-134 (1991). MSC: 90C40 60J10 93E10 90-08 PDFBibTeX XMLCite \textit{E. Altman} and \textit{A. Shwartz}, Ann. Oper. Res. 28, No. 1--4, 101--134 (1991; Zbl 0762.90086) Full Text: DOI
Mandl, Petr; Laušmanová, Monika Two extensions of asymptotic methods in controlled Markov chains. (English) Zbl 0754.60081 Ann. Oper. Res. 28, No. 1-4, 67-79 (1991). MSC: 60J20 93E20 PDFBibTeX XMLCite \textit{P. Mandl} and \textit{M. Laušmanová}, Ann. Oper. Res. 28, No. 1--4, 67--79 (1991; Zbl 0754.60081) Full Text: DOI
Dembo, Ron S. Scenario optimization. (English) Zbl 0734.90061 Ann. Oper. Res. 30, 63-80 (1991). MSC: 90C15 91B28 93E03 90C90 90-08 PDFBibTeX XMLCite \textit{R. S. Dembo}, Ann. Oper. Res. 30, 63--80 (1991; Zbl 0734.90061) Full Text: DOI
Sethi, Suresh; Sorger, Gerhard A theory of rolling horizon decision making. (English) Zbl 0732.93084 Ann. Oper. Res. 29, No. 1-4, 387-415 (1991). Reviewer: T.Duncan (Lawrence) MSC: 93E20 90C39 90C40 PDFBibTeX XMLCite \textit{S. Sethi} and \textit{G. Sorger}, Ann. Oper. Res. 29, No. 1--4, 387--415 (1991; Zbl 0732.93084) Full Text: DOI
Haurie, A.; Van Delft, Ch. Turnpike properties for a class of piecewise deterministic systems arising in manufacturing flow control. (English) Zbl 0723.93083 Ann. Oper. Res. 29, No. 1-4, 351-373 (1991). Reviewer: K.Marti (Neubiberg) MSC: 93E20 90C40 90B30 PDFBibTeX XMLCite \textit{A. Haurie} and \textit{Ch. Van Delft}, Ann. Oper. Res. 29, No. 1--4, 351--373 (1991; Zbl 0723.93083) Full Text: DOI
Borkar, Vivek S. A remark on control of partially observed Markov chains. (English) Zbl 0722.93082 Ann. Oper. Res. 29, No. 1-4, 429-438 (1991). Reviewer: M.Breger (Berlin) MSC: 93E20 90C39 PDFBibTeX XMLCite \textit{V. S. Borkar}, Ann. Oper. Res. 29, No. 1--4, 429--438 (1991; Zbl 0722.93082) Full Text: DOI
Fernández-Gaucherand, Emmanuel; Arapostathis, Aristotle; Marcus, Steven I. On the average cost optimality equation and the structure of optimal policies for partially observable Markov decision processes. (English) Zbl 0717.90094 Ann. Oper. Res. 29, No. 1-4, 439-469 (1991). MSC: 90C40 93E20 60J10 90B25 PDFBibTeX XMLCite \textit{E. Fernández-Gaucherand} et al., Ann. Oper. Res. 29, No. 1--4, 439--469 (1991; Zbl 0717.90094) Full Text: DOI
Glazebrook, K. D.; Boys, R. J.; Fay, N. A. On the evaluation of strategies for branching bandit processes. (English) Zbl 0738.90084 Ann. Oper. Res. 30, 299-319 (1991). MSC: 90C40 90B35 90-08 90C15 60G40 93E03 PDFBibTeX XMLCite \textit{K. D. Glazebrook} et al., Ann. Oper. Res. 30, 299--319 (1991; Zbl 0738.90084) Full Text: DOI
Girlich, Hans-Joachim; Sokolichin, A. A. Estimation and control in multichain processes. (English) Zbl 0746.90079 Ann. Oper. Res. 32, 23-33 (1991). Reviewer: R.Rempała (Warszawa) MSC: 90C40 93E20 PDFBibTeX XMLCite \textit{H.-J. Girlich} and \textit{A. A. Sokolichin}, Ann. Oper. Res. 32, 23--33 (1991; Zbl 0746.90079) Full Text: DOI
Helgason, Thorkell; Wallace, Stein W. Approximate scenario solutions in the progressive hedging algorithm. A numerical study with an application to fisheries management. (English) Zbl 0739.90047 Ann. Oper. Res. 31, 425-444 (1991). Reviewer: L.Paditz (Dresden) MSC: 90C15 91B76 93E20 93C95 90C90 90-08 93C55 49L20 PDFBibTeX XMLCite \textit{T. Helgason} and \textit{S. W. Wallace}, Ann. Oper. Res. 31, 425--444 (1991; Zbl 0739.90047) Full Text: DOI
Rubinstein, R. How to optimize discrete-event systems from a single sample path by the score function method. (English) Zbl 0714.93063 Ann. Oper. Res. 27, 175-212 (1990). MSC: 93E20 90C90 93C55 PDFBibTeX XMLCite \textit{R. Rubinstein}, Ann. Oper. Res. 27, 175--212 (1990; Zbl 0714.93063) Full Text: DOI
Duff, Iain S. The solution of large-scale least-squares problems on supercomputers. (English) Zbl 0705.90064 Ann. Oper. Res. 22, 241-252 (1990). MSC: 90C20 90C06 65K05 90-08 93E24 PDFBibTeX XMLCite \textit{I. S. Duff}, Ann. Oper. Res. 22, 241--252 (1990; Zbl 0705.90064) Full Text: DOI