Zhang, Gongqiu; Li, Lingfei Analysis of Markov chain approximation for option pricing and hedging: grid design and convergence behavior. (English) Zbl 1455.91259 Oper. Res. 67, No. 2, 407-427 (2019). MSC: 91G20 60J28 PDFBibTeX XMLCite \textit{G. Zhang} and \textit{L. Li}, Oper. Res. 67, No. 2, 407--427 (2019; Zbl 1455.91259) Full Text: DOI
Mills, Alex F.; Argon, Nilay Tanık; Ziya, Serhan Dynamic distribution of patients to medical facilities in the aftermath of a disaster. (English) Zbl 1443.90223 Oper. Res. 66, No. 3, 716-732 (2018). MSC: 90B50 90B06 90C40 90C59 PDFBibTeX XMLCite \textit{A. F. Mills} et al., Oper. Res. 66, No. 3, 716--732 (2018; Zbl 1443.90223) Full Text: DOI
Feldman, Jacob B.; Topaloglu, Huseyin Revenue management under the Markov chain choice model. (English) Zbl 1411.91497 Oper. Res. 65, No. 5, 1322-1342 (2017). MSC: 91G10 60J20 90C05 PDFBibTeX XMLCite \textit{J. B. Feldman} and \textit{H. Topaloglu}, Oper. Res. 65, No. 5, 1322--1342 (2017; Zbl 1411.91497) Full Text: DOI Link
Negahban, Sahand; Oh, Sewoong; Shah, Devavrat Rank centrality: ranking from pairwise comparisons. (English) Zbl 1414.91133 Oper. Res. 65, No. 1, 266-287 (2017). MSC: 91B14 60G50 60J20 PDFBibTeX XMLCite \textit{S. Negahban} et al., Oper. Res. 65, No. 1, 266--287 (2017; Zbl 1414.91133) Full Text: DOI arXiv Link
Li, Hongmin; Zhang, Hao; Fine, Charles H. Dynamic business share allocation in a supply chain with competing suppliers. (English) Zbl 1269.90004 Oper. Res. 61, No. 2, 280-297 (2013). MSC: 90B05 91A20 91B40 90C40 PDFBibTeX XMLCite \textit{H. Li} et al., Oper. Res. 61, No. 2, 280--297 (2013; Zbl 1269.90004) Full Text: DOI Link
Parker, Rodney P.; Kapuściński, Roman Managing a noncooperative supply chain with limited capacity. (English) Zbl 1233.90037 Oper. Res. 59, No. 4, 866-881 (2011). MSC: 90B05 90B22 PDFBibTeX XMLCite \textit{R. P. Parker} and \textit{R. Kapuściński}, Oper. Res. 59, No. 4, 866--881 (2011; Zbl 1233.90037) Full Text: DOI
Chen, Jie; Jackson, Peter L.; Muckstadt, John A. Exact analysis of a lost sales model under stuttering Poisson demand. (English) Zbl 1217.90066 Oper. Res. 59, No. 1, 249-253 (2011). MSC: 90B22 90B05 PDFBibTeX XMLCite \textit{J. Chen} et al., Oper. Res. 59, No. 1, 249--253 (2011; Zbl 1217.90066) Full Text: DOI
Papier, Felix; Thonemann, Ulrich W. Capacity rationing in stochastic rental systems with advance demand information. (English) Zbl 1233.90070 Oper. Res. 58, No. 2, 274-288 (2010). MSC: 90B06 90C40 60K20 PDFBibTeX XMLCite \textit{F. Papier} and \textit{U. W. Thonemann}, Oper. Res. 58, No. 2, 274--288 (2010; Zbl 1233.90070) Full Text: DOI
Dobson, Gregory; Lee, Hsiao-Hui; Pinker, Edieal A model of ICU bumping. (English) Zbl 1238.90083 Oper. Res. 58, No. 6, 1564-1576 (2010). MSC: 90B70 60K20 92C50 PDFBibTeX XMLCite \textit{G. Dobson} et al., Oper. Res. 58, No. 6, 1564--1576 (2010; Zbl 1238.90083) Full Text: DOI Link
Baumert, Stephen; Ghate, Archis; Kiatsupaibul, Seksan; Shen, Yanfang; Smith, Robert L.; Zabinsky, Zelda B. Discrete hit-and-run for sampling points from arbitrary distributions over subsets of integer hyperrectangles. (English) Zbl 1228.60081 Oper. Res. 57, No. 3, 727-739 (2009). MSC: 60J22 60E05 65C05 60J20 PDFBibTeX XMLCite \textit{S. Baumert} et al., Oper. Res. 57, No. 3, 727--739 (2009; Zbl 1228.60081) Full Text: DOI
Huang, Boray; Iravani, Seyed M. R. A make-to-stock system with multiple customer classes and batch ordering. (English) Zbl 1167.90380 Oper. Res. 56, No. 5, 1312-1320 (2008). MSC: 90B06 90C40 PDFBibTeX XMLCite \textit{B. Huang} and \textit{S. M. R. Iravani}, Oper. Res. 56, No. 5, 1312--1320 (2008; Zbl 1167.90380) Full Text: DOI
Adelman, Daniel Price-directed control of a closed logistics queueing network. (English) Zbl 1167.90371 Oper. Res. 55, No. 6, 1022-1038 (2007). MSC: 90B06 90B22 90C35 90C40 PDFBibTeX XMLCite \textit{D. Adelman}, Oper. Res. 55, No. 6, 1022--1038 (2007; Zbl 1167.90371) Full Text: DOI Link
Chao, Xiuli; Miyazawa, Masakiyo On quasi-reversibility and local balance: An alternative derivation of the product-form results. (English) Zbl 0987.90021 Oper. Res. 46, No. 6, 927-933 (1998). MSC: 90B22 60K25 PDFBibTeX XMLCite \textit{X. Chao} and \textit{M. Miyazawa}, Oper. Res. 46, No. 6, 927--933 (1998; Zbl 0987.90021) Full Text: DOI
Sethi, Suresh P.; Cheng, Feng Optimality of \((s,S)\) policies in inventory models with Markovian demand. (English) Zbl 0895.90079 Oper. Res. 45, No. 6, 931-939 (1997). MSC: 90B05 PDFBibTeX XMLCite \textit{S. P. Sethi} and \textit{F. Cheng}, Oper. Res. 45, No. 6, 931--939 (1997; Zbl 0895.90079) Full Text: DOI Link
Bukiet, Bruce; Harold, Elliotte Rusty; Palacios, José Luis A Markov chain approach to baseball. (English) Zbl 0892.90124 Oper. Res. 45, No. 1, 14-23 (1997). MSC: 90B90 PDFBibTeX XMLCite \textit{B. Bukiet} et al., Oper. Res. 45, No. 1, 14--23 (1997; Zbl 0892.90124) Full Text: DOI Link
Peterson, Michael D.; Bertsimas, Dimitris J.; Odoni, Amedeo R. Decomposition algorithms for analyzing transient phenomena in multiclass queueing networks in air transportation. (English) Zbl 0854.90066 Oper. Res. 43, No. 6, 995-1011 (1995). MSC: 90B22 60K20 90B06 90B90 93E03 PDFBibTeX XMLCite \textit{M. D. Peterson} et al., Oper. Res. 43, No. 6, 995--1011 (1995; Zbl 0854.90066) Full Text: DOI
Fishman, George S. Markov chain sampling and the product estimator. (English) Zbl 0822.60066 Oper. Res. 42, No. 6, 1137-1145 (1994). MSC: 60J20 65C10 PDFBibTeX XMLCite \textit{G. S. Fishman}, Oper. Res. 42, No. 6, 1137--1145 (1994; Zbl 0822.60066) Full Text: DOI
Glasserman, Paul; Tayur, Sridhar The stability of a capacitated, multi-echelon production-inventory system under a base-stock policy. (English) Zbl 0815.90080 Oper. Res. 42, No. 5, 913-925 (1994). MSC: 90B30 90B05 PDFBibTeX XMLCite \textit{P. Glasserman} and \textit{S. Tayur}, Oper. Res. 42, No. 5, 913--925 (1994; Zbl 0815.90080) Full Text: DOI Link
Bailey, Michael P. Solving a class of stochastic minimization problems. (English) Zbl 0810.90097 Oper. Res. 42, No. 3, 428-438 (1994). MSC: 90C15 90B18 PDFBibTeX XMLCite \textit{M. P. Bailey}, Oper. Res. 42, No. 3, 428--438 (1994; Zbl 0810.90097) Full Text: DOI
Song, Jing-Sheng; Zipkin, Paul Inventory control in a fluctuating demand environment. (English) Zbl 0798.90035 Oper. Res. 41, No. 2, 351-370 (1993). Reviewer: R.Rempała (Warszawa) MSC: 90B05 90C39 PDFBibTeX XMLCite \textit{J.-S. Song} and \textit{P. Zipkin}, Oper. Res. 41, No. 2, 351--370 (1993; Zbl 0798.90035) Full Text: DOI
Minkoff, Alan S. A Markov decision model and decomposition heuristic for dynamic vehicle dispatching. (English) Zbl 0771.90038 Oper. Res. 41, No. 1, 77-90 (1993). MSC: 90B06 90C40 PDFBibTeX XMLCite \textit{A. S. Minkoff}, Oper. Res. 41, No. 1, 77--90 (1993; Zbl 0771.90038) Full Text: DOI
Bailey, Michael Page Constant acces systems: A general framework for greedy optimization on stochastic networks. (English) Zbl 0761.90041 Oper. Res. 40, No. 3, Suppl. 2, S195-S209 (1992). Reviewer: J.Kamburowski (Toledo) MSC: 90B15 60J27 90C35 90-08 90C40 PDFBibTeX XMLCite \textit{M. P. Bailey}, Oper. Res. 40, No. 3, S195--S209 (1992; Zbl 0761.90041) Full Text: DOI
Corea, G. A.; Kulkarni, V. G. Minimum cost routing on stochastic networks. (English) Zbl 0708.90030 Oper. Res. 38, No. 3, 527-536 (1990). Reviewer: J.Kamburowski MSC: 90B15 90B06 PDFBibTeX XMLCite \textit{G. A. Corea} and \textit{V. G. Kulkarni}, Oper. Res. 38, No. 3, 527--536 (1990; Zbl 0708.90030) Full Text: DOI
Sheskin, Theodore J. Successive approximations in value determination for a Markov decision process. (English) Zbl 0636.90093 Oper. Res. 35, No. 5, 784-786 (1987). MSC: 90C40 65K05 PDFBibTeX XMLCite \textit{T. J. Sheskin}, Oper. Res. 35, 784--786 (1987; Zbl 0636.90093) Full Text: DOI
Powell, Warren B.; Humblet, Pierre The bulk service queue with a general control strategy: Theoretical analysis and a new computational procedure. (English) Zbl 0612.60090 Oper. Res. 34, 267-275 (1986). MSC: 60K25 90B22 PDFBibTeX XMLCite \textit{W. B. Powell} and \textit{P. Humblet}, Oper. Res. 34, 267--275 (1986; Zbl 0612.60090) Full Text: DOI
Schoenfelder, John R.; Shachtman, Richard H.; Johnston, Gordon J. The comparison of life table and Markov chain techniques for follow-up studies. (English) Zbl 0571.60080 Oper. Res. 33, 126-133 (1985). MSC: 60J20 62M05 60J10 PDFBibTeX XMLCite \textit{J. R. Schoenfelder} et al., Oper. Res. 33, 126--133 (1985; Zbl 0571.60080) Full Text: DOI Link
Sheskin, Theodore J. A Markov chain partitioning algorithm for computing steady state probabilities. (English) Zbl 0569.90092 Oper. Res. 33, 228-235 (1985). MSC: 90C40 60K15 60J27 PDFBibTeX XMLCite \textit{T. J. Sheskin}, Oper. Res. 33, 228--235 (1985; Zbl 0569.90092) Full Text: DOI
Assaf, David; Langberg, Naftali A.; Savits, Thomas H.; Shaked, Moshe Multivariate phase-type distributions. (English) Zbl 0558.60070 Oper. Res. 32, 688-702 (1984). Reviewer: S.N.U.A.Kirmani MSC: 60K10 62N05 60E99 60J10 62E99 PDFBibTeX XMLCite \textit{D. Assaf} et al., Oper. Res. 32, 688--702 (1984; Zbl 0558.60070) Full Text: DOI
Sennott, Linn I.; Humblet, Pierre A.; Tweedie, Richard L. Mean drifts and the non-ergodicity of Markov chains. (English) Zbl 0525.60072 Oper. Res. 31, 783-789 (1983). MSC: 60J10 PDFBibTeX XMLCite \textit{L. I. Sennott} et al., Oper. Res. 31, 783--789 (1983; Zbl 0525.60072) Full Text: DOI
Fishman, George S. Accelerated accuracy in the simulation of Markov chains. (English) Zbl 0511.60068 Oper. Res. 31, 466-487 (1983). MSC: 60J20 65C20 PDFBibTeX XMLCite \textit{G. S. Fishman}, Oper. Res. 31, 466--487 (1983; Zbl 0511.60068) Full Text: DOI
Gershwin, Stanley B.; Schick, Irvin C. Modeling and analysis of three-stage transfer lines with unreliable machines and finite buffers. (English) Zbl 0507.90042 Oper. Res. 31, 354-380 (1983). MSC: 90B30 60K30 90B22 90B05 60K25 90B25 PDFBibTeX XMLCite \textit{S. B. Gershwin} and \textit{I. C. Schick}, Oper. Res. 31, 354--380 (1983; Zbl 0507.90042) Full Text: DOI
Evans, Richard V. Markov chain design problems. (English) Zbl 0467.90030 Oper. Res. 29, 959-970 (1981). MSC: 90B22 60K25 60J20 60J10 90C90 90C40 PDFBibTeX XMLCite \textit{R. V. Evans}, Oper. Res. 29, 959--970 (1981; Zbl 0467.90030) Full Text: DOI