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Markov chain
Theorie
215
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195
continuous time
114
Stochastischer Prozess
102
Stochastic process
93
Continuous time
86
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66
Markov-Kette
65
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54
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50
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Cui, Zhenyu
5
Zhang, Yi
4
Elliott, Robert J.
3
Gapeev, Pavel V.
2
Guo, Xianping
2
Guo, Xin
2
Kirkby, J. Lars
2
Levy, Yehuda John
2
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2
Magnus, Jan R.
2
Montero, José-María
2
Pijls, Henk G. J.
2
Prieto-Rumeau, Tomás
2
Sentana, Enrique
2
Song, Yingda
2
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2
Zhou, Zhou
2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Costa, Oswaldo Luiz do Valle
1
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1
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1
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European journal of operational research : EJOR
5
Dynamic games and applications : DGA
4
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Operations research letters
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International journal of theoretical and applied finance
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Cahier / Départment de Sciences Économiques, Université de Montréal
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1
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Les cahiers du GERAD
1
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Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Omega : the international journal of management science
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Quantitative economics : QE ; journal of the Econometric Society
1
Stanford University Graduate School of Business research paper
1
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ECONIS (ZBW)
65
RePEc
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11
Analysis of VIX-linked fee incentives in variable annuities via
continuous-time
Markov chain approximation
MacKay, Anne
;
Vachon, Marie-Claude
;
Cui, Zhenyu
- In:
Quantitative finance
23
(
2023
)
7/8
,
pp. 1055-1078
Persistent link: https://www.econbiz.de/10014321664
Saved in:
12
Modelling, performance evaluation and optimisation of (s,Q) retrial inventory system with partial backlogging demands : a GSPN approach
Bazizi, Lydia
;
Rahmoune, Fazia
;
Lekadir, Ouiza
;
Labadi, …
- In:
European journal of industrial engineering : EJIE
17
(
2023
)
4
,
pp. 529-569
Persistent link: https://www.econbiz.de/10014306658
Saved in:
13
Analytically pricing exchange options with stochastic liquidity and regime switching
He, Xin-Jiang
;
Lin, Sha
- In:
The journal of futures markets
43
(
2023
)
5
,
pp. 662-676
Persistent link: https://www.econbiz.de/10014293179
Saved in:
14
Optimal timing of non-pharmaceutical interventions during an epidemic
Huberts, Nick F. D.
;
Thijssen, Jacco J. J.
- In:
European journal of operational research : EJOR
305
(
2023
)
3
,
pp. 1366-1389
Persistent link: https://www.econbiz.de/10013498805
Saved in:
15
The Jacobian of the exponential function
Magnus, Jan R.
;
Pijls, Henk G. J.
;
Sentana, Enrique
-
2020
Persistent link: https://www.econbiz.de/10012309669
Saved in:
16
Risk-sensitive discounted cost criterion for
continuous-time
Markov decision processes on a general state space
Golui, Subrata
;
Pal, Chandan
- In:
Mathematical methods of operations research : ZOR
95
(
2022
)
2
,
pp. 219-247
Persistent link: https://www.econbiz.de/10013454870
Saved in:
17
Optimizing the first response to sepsis : an electronic health record-based Markov decision process model
Rosenstrom, Erik
;
Meshkinfam, Sareh
;
Ivy, Julie Simmons
; …
- In:
Decision analysis : a journal of the Institute for …
19
(
2022
)
4
,
pp. 265-296
Persistent link: https://www.econbiz.de/10014294913
Saved in:
18
On reliability analysis of a load-sharing k-out-of-n : G system with interacting Markov subsystems
Wu, Bei
;
Cui, Lirong
- In:
International journal of production research
60
(
2022
)
7
,
pp. 2331-2345
Persistent link: https://www.econbiz.de/10013375336
Saved in:
19
Sufficiency of Markov policies for
continuous-time
jump Markov decision processes
Feinberg, Eugene A.
;
Mandava, Manasa
;
Širjaev, Alʹbert N.
- In:
Mathematics of operations research
47
(
2022
)
2
,
pp. 1266-1286
Persistent link: https://www.econbiz.de/10013365293
Saved in:
20
Bandits in the lab
Hoelzemann, Johannes
;
Klein, Nicolas Alexandre
-
2018
-
This version: January 26, 2018
Persistent link: https://www.econbiz.de/10011901912
Saved in:
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