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
Rajesh, R. Sustainability performance predictions in supply chains: grey and rough set theoretical approaches. (English) Zbl 1485.90015 Ann. Oper. Res. 310, No. 1, 171-200 (2022). MSC: 90B06 93A10 68T05 PDFBibTeX XMLCite \textit{R. Rajesh}, Ann. Oper. Res. 310, No. 1, 171--200 (2022; Zbl 1485.90015) 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
Crespi, Giovanni P.; Kuroiwa, Daishi; Rocca, Matteo Robust Nash equilibria in vector-valued games with uncertainty. (English) Zbl 1492.91018 Ann. Oper. Res. 289, No. 2, 185-193 (2020). MSC: 91A10 93D09 90C29 PDFBibTeX XMLCite \textit{G. P. Crespi} et al., Ann. Oper. Res. 289, No. 2, 185--193 (2020; Zbl 1492.91018) Full Text: DOI
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
Hingu, Dharini Asymptotic stability of strongly uninvadable sets. (English) Zbl 1437.91074 Ann. Oper. Res. 287, No. 2, 737-749 (2020). MSC: 91A22 91A05 91A70 93D20 PDFBibTeX XMLCite \textit{D. Hingu}, Ann. Oper. Res. 287, No. 2, 737--749 (2020; Zbl 1437.91074) 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
Cao, Huan; Li, Tian; Li, Shuxia; Fan, Tijun An integrated emergency response model for toxic gas release accidents based on cellular automata. (English) Zbl 1415.93181 Ann. Oper. Res. 255, No. 1-2, 617-638 (2017). MSC: 93C95 93C20 68Q80 PDFBibTeX XMLCite \textit{H. Cao} et al., Ann. Oper. Res. 255, No. 1--2, 617--638 (2017; Zbl 1415.93181) 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
Moser, Elke; Seidl, Andrea; Feichtinger, Gustav History-dependence in production-pollution-trade-off models: a multi-stage approach. (English) Zbl 1306.49035 Ann. Oper. Res. 222, 457-481 (2014). MSC: 49K15 91B76 93A30 49M30 PDFBibTeX XMLCite \textit{E. Moser} et al., Ann. Oper. Res. 222, 457--481 (2014; Zbl 1306.49035) 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
Shi, Jinghua; Alagoz, Oguzhan; Erenay, Fatih Safa; Su, Qiang A survey of optimization models on cancer chemotherapy treatment planning. (English) Zbl 1304.49002 Ann. Oper. Res. 221, 331-356 (2014). MSC: 49-02 92-02 49N90 92C50 49J15 93A30 PDFBibTeX XMLCite \textit{J. Shi} et al., Ann. Oper. Res. 221, 331--356 (2014; Zbl 1304.49002) 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
Khmelnitsky, Eugene; Presman, Ernst; Sethi, Suresh P. Optimal production control of a failure-prone machine. (English) Zbl 1209.90020 Ann. Oper. Res. 182, 67-86 (2011). MSC: 90B05 90B30 49K15 93C15 PDFBibTeX XMLCite \textit{E. Khmelnitsky} et al., Ann. Oper. Res. 182, 67--86 (2011; Zbl 1209.90020) 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
Moreno, Claudia Patricia; Thomson, Peter Design of an optimal tuned mass damper for a system with parametric uncertainty. (English) Zbl 1210.49038 Ann. Oper. Res. 181, 783-793 (2010). MSC: 49N30 34H05 93C10 49N35 PDFBibTeX XMLCite \textit{C. P. Moreno} and \textit{P. Thomson}, Ann. Oper. Res. 181, 783--793 (2010; Zbl 1210.49038) Full Text: DOI
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
Huang, Guangping; Li, Ling A mathematical model of infectious diseases. (English) Zbl 1179.92037 Ann. Oper. Res. 168, 41-80 (2009). MSC: 92C60 45J05 45G99 93A30 92D30 45D05 PDFBibTeX XMLCite \textit{G. Huang} and \textit{L. Li}, Ann. Oper. Res. 168, 41--80 (2009; Zbl 1179.92037) Full Text: DOI
Aragone, Laura S.; González, Roberto L. V.; Reyero, Gabriela F. Penalization techniques in \(L^{\infty}\) optimization problems with unbounded horizon. (English) Zbl 1167.49030 Ann. Oper. Res. 164, 17-27 (2008). MSC: 49M30 49K35 93C73 PDFBibTeX XMLCite \textit{L. S. Aragone} et al., Ann. Oper. Res. 164, 17--27 (2008; Zbl 1167.49030) 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
Kress, Moshe Policies for biodefense revisited: the prioritized vaccination process for smallpox. (English) Zbl 1104.92055 Ann. Oper. Res. 148, 5-23 (2006). MSC: 92D30 39A10 93C95 PDFBibTeX XMLCite \textit{M. Kress}, Ann. Oper. Res. 148, 5--23 (2006; Zbl 1104.92055) Full Text: DOI
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
Teodorović, Dušan; Varadarajan, Vijay; Popović, Jovan; Chinnaswamy, Mohan Raj; Ramaraj, Sharath Dynamic programming – neural network real-time traffic adaptive signal control algorithm. (English) Zbl 1122.93361 Ann. Oper. Res. 143, 123-131 (2006). MSC: 93C40 90C39 49L20 PDFBibTeX XMLCite \textit{D. Teodorović} et al., Ann. Oper. Res. 143, 123--131 (2006; Zbl 1122.93361) Full Text: DOI
Starke, Jens; Rübel, Jan; Lux, Christopher J. Modelling the dynamics of craniofacial growth. (English) Zbl 1013.92025 Ann. Oper. Res. 119, 75-100 (2003). MSC: 92C50 65K10 49M27 92C30 92-08 93B30 65K05 90C90 PDFBibTeX XMLCite \textit{J. Starke} et al., Ann. Oper. Res. 119, 75--100 (2003; Zbl 1013.92025) Full Text: DOI
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
Lin, Wen-Wei; Xu, Quan-Fu; Yeh, Fang-Bo Invariant subspace approach to linear \(H_\infty\)-control via measurement feedback. (English) Zbl 1009.93017 Ann. Oper. Res. 103, 379-388 (2001). Reviewer: V.Dragan (Bucureşti) MSC: 93B36 93D15 PDFBibTeX XMLCite \textit{W.-W. Lin} et al., Ann. Oper. Res. 103, 379--388 (2001; Zbl 1009.93017) Full Text: DOI
Caccetta, L.; Rumchev, V. G. A survey of reachability and controllability for positive linear systems. (English) Zbl 0972.93003 Ann. Oper. Res. 98, 101-122 (2000). Reviewer: Michael Tsatsomeros (Regina) MSC: 93B05 93C05 93-02 PDFBibTeX XMLCite \textit{L. Caccetta} and \textit{V. G. Rumchev}, Ann. Oper. Res. 98, 101--122 (2000; Zbl 0972.93003) Full Text: DOI
Blatt, M.; Schittkowski, K. Optimal control of one-dimensional partial differential algebraic equations with applications. (English) Zbl 0977.49001 Ann. Oper. Res. 98, 45-64 (2000). MSC: 49J20 93C20 65K05 65M20 90C30 PDFBibTeX XMLCite \textit{M. Blatt} and \textit{K. Schittkowski}, Ann. Oper. Res. 98, 45--64 (2000; Zbl 0977.49001) Full Text: DOI
Banks, S. P.; Dinesh, K. Approximate optimal control and stability of nonlinear finite- and infinite-dimensional systems. (English) Zbl 0989.49004 Ann. Oper. Res. 98, 19-44 (2000). MSC: 49J15 49J20 93D10 PDFBibTeX XMLCite \textit{S. P. Banks} and \textit{K. Dinesh}, Ann. Oper. Res. 98, 19--44 (2000; Zbl 0989.49004) Full Text: DOI
Scheffran, Jürgen; Pickl, Stefan Control and game-theoretic assessment of climate change: Options for Joint Implementation. (English) Zbl 0961.91029 Ann. Oper. Res. 97, 203-212 (2000). MSC: 91B62 91A50 91B76 93C55 93C95 PDFBibTeX XMLCite \textit{J. Scheffran} and \textit{S. Pickl}, Ann. Oper. Res. 97, 203--212 (2000; Zbl 0961.91029) Full Text: DOI
Weiss, Gideon An algorithm for minimum wait draining of two-station fluid re-entrant line. (English) Zbl 0958.90008 Ann. Oper. Res. 92, 65-86 (1999). MSC: 90B22 68M20 60K25 93B36 PDFBibTeX XMLCite \textit{G. Weiss}, Ann. Oper. Res. 92, 65--86 (1999; Zbl 0958.90008) 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
Lee, C. S.; Leitmann, G. On one aspect of science policy based on an uncertain model. (English) Zbl 0941.93045 Ann. Oper. Res. 88, 199-214 (1999). Reviewer: W.H.Schmidt (Greifswald) MSC: 93C95 93D21 49N90 91C99 90B85 PDFBibTeX XMLCite \textit{C. S. Lee} and \textit{G. Leitmann}, Ann. Oper. Res. 88, 199--214 (1999; Zbl 0941.93045) Full Text: DOI
Pasetta, Vesna Dynamics in divide the money game with bribing. (English) Zbl 0932.91011 Ann. Oper. Res. 88, 361-377 (1999). MSC: 91A99 47S20 93B25 PDFBibTeX XMLCite \textit{V. Pasetta}, Ann. Oper. Res. 88, 361--377 (1999; Zbl 0932.91011) Full Text: DOI
González-Alcón, Carlos; Sicilia, Joaquín; Álvarez, José A. Cooperative solutions in an economic growth game. (English) Zbl 0915.90058 Ann. Oper. Res. 84, 209-230 (1998). MSC: 91B62 91A23 91A40 93C95 PDFBibTeX XMLCite \textit{C. González-Alcón} et al., Ann. Oper. Res. 84, 209--230 (1998; Zbl 0915.90058) Full Text: DOI
Lee, Tae-Eog; Lee, Jin-Hwan A two-phase approach for design of supervisory controllers for robot cells: Model checking and Markov decision models. (English) Zbl 0895.90107 Ann. Oper. Res. 77, 157-182 (1998). MSC: 90B30 90C90 90C40 68Q60 93A10 PDFBibTeX XMLCite \textit{T.-E. Lee} and \textit{J.-H. Lee}, Ann. Oper. Res. 77, 157--182 (1998; Zbl 0895.90107) Full Text: DOI
Rasch, Ronald H.; Hansen, James V. A design approach for analyzing interorganizational information systems. (English) Zbl 0893.90107 Ann. Oper. Res. 71, 95-113 (1997). MSC: 90B50 93C95 PDFBibTeX XMLCite \textit{R. H. Rasch} and \textit{J. V. Hansen}, Ann. Oper. Res. 71, 95--113 (1997; Zbl 0893.90107) Full Text: DOI
Kogan, Konstantin; Shtub, Avraham; Levit, Vadim E. DGAP – The dynamic generalized assignment problem. (English) Zbl 0880.90076 Ann. Oper. Res. 69, 227-239 (1997). MSC: 90B35 93C95 90B05 PDFBibTeX XMLCite \textit{K. Kogan} et al., Ann. Oper. Res. 69, 227--239 (1997; Zbl 0880.90076) Full Text: DOI
Amman, Hans M.; Kendrick, David A. Forward-looking variables in deterministic control. (English) Zbl 0873.93058 Ann. Oper. Res. 68, 141-159 (1996). Reviewer: I.Randvee (Tallinn) MSC: 93C55 49N10 93A30 PDFBibTeX XMLCite \textit{H. M. Amman} and \textit{D. A. Kendrick}, Ann. Oper. Res. 68, 141--159 (1996; Zbl 0873.93058) Full Text: DOI
Toth, Paolo; Vigo, Daniele An exact algorithm for the capacitated shortest spanning arborescence. (English) Zbl 0844.90104 Ann. Oper. Res. 61, 121-141 (1995). MSC: 90C35 93C10 PDFBibTeX XMLCite \textit{P. Toth} and \textit{D. Vigo}, Ann. Oper. Res. 61, 121--141 (1995; Zbl 0844.90104) Full Text: DOI
Codina, E.; Barceló, J. Dynamic traffic assignment: Considerations on some deterministic modelling approaches. (English) Zbl 0839.90028 Ann. Oper. Res. 60, 1-58 (1995). MSC: 90B06 93C95 PDFBibTeX XMLCite \textit{E. Codina} and \textit{J. Barceló}, Ann. Oper. Res. 60, 1--58 (1995; Zbl 0839.90028) 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
Meybodi, Mohammad Z.; Foote, Bobbie L. Hierarchical production planning and scheduling with random demand and production failure. (English) Zbl 0836.90089 Ann. Oper. Res. 59, 259-280 (1995). MSC: 90B30 90B35 93A13 90C15 90C90 PDFBibTeX XMLCite \textit{M. Z. Meybodi} and \textit{B. L. Foote}, Ann. Oper. Res. 59, 259--280 (1995; Zbl 0836.90089) 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
Cuninghame-Green, R. A.; Butkovič, P. Discrete-event dynamic systems: The strictly convex case. (English) Zbl 0826.93016 Ann. Oper. Res. 57, 45-63 (1995). MSC: 93B20 93A10 93C30 93B15 PDFBibTeX XMLCite \textit{R. A. Cuninghame-Green} and \textit{P. Butkovič}, Ann. Oper. Res. 57, 45--63 (1995; Zbl 0826.93016) Full Text: DOI
Schäfer, Martin Exploitation of natural resources and pollution. Some differential game models. (English) Zbl 0824.90042 Ann. Oper. Res. 54, 237-262 (1994). MSC: 91B76 93C95 91A23 91A80 91B62 PDFBibTeX XMLCite \textit{M. Schäfer}, Ann. Oper. Res. 54, 237--262 (1994; Zbl 0824.90042) Full Text: DOI
Pethig, Rüdiger Optimal pollution control, irreversibilities, and the value of future information. (English) Zbl 0824.90040 Ann. Oper. Res. 54, 217-235 (1994). MSC: 91B76 91B62 93C95 PDFBibTeX XMLCite \textit{R. Pethig}, Ann. Oper. Res. 54, 217--235 (1994; Zbl 0824.90040) Full Text: DOI
Karmann, A. Multiple-task and multiple-agent models: Incentive contracts and an application to point pollution control. (English) Zbl 0826.90030 Ann. Oper. Res. 54, 57-78 (1994). MSC: 91B76 91B14 93C95 PDFBibTeX XMLCite \textit{A. Karmann}, Ann. Oper. Res. 54, 57--78 (1994; Zbl 0826.90030) 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
Shirakawa, Hiroshi; Kassai, Hiromichi Optimal consumption and arbitrage in incomplete, finite state security markets. (English) Zbl 0806.90005 Ann. Oper. Res. 45, No. 1-4, 349-372 (1993). Reviewer: S.Jorgensen (Odense) MSC: 91B28 90C90 93C95 PDFBibTeX XMLCite \textit{H. Shirakawa} and \textit{H. Kassai}, Ann. Oper. Res. 45, No. 1--4, 349--372 (1993; Zbl 0806.90005) Full Text: DOI
Dupuis, Paul; Nagurney, Anna Dynamical systems and variational inequalities. (English) Zbl 0785.93044 Ann. Oper. Res. 44, No. 1-4, 9-42 (1993). MSC: 93C15 90B99 PDFBibTeX XMLCite \textit{P. Dupuis} and \textit{A. Nagurney}, Ann. Oper. Res. 44, No. 1--4, 9--42 (1993; Zbl 0785.93044) Full Text: DOI
Knobloch, H. W. Control under uncertain dynamics. (English) Zbl 0854.93078 Ann. Oper. Res. 37, No. 1-4, 415-422 (1992). Reviewer: S.Stefani (MR 93i:93079) MSC: 93C41 93B30 93B35 PDFBibTeX XMLCite \textit{H. W. Knobloch}, Ann. Oper. Res. 37, No. 1--4, 415--422 (1992; Zbl 0854.93078) 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