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~subject:"Markov-Kette"
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Markov-Kette
Theorie
215
Theory
195
continuous time
114
Stochastischer Prozess
102
Stochastic process
93
Continuous time
86
Game theory
66
Markov chain
66
Spieltheorie
63
Zeitreihenanalyse
54
Time series analysis
50
Optionspreistheorie
41
Option pricing theory
38
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37
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36
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34
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33
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33
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33
Schätztheorie
32
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stochastic volatility
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Continuous-time
18
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18
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18
Control theory
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17
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Continuous Time
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continuous-time
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English
65
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Cui, Zhenyu
5
Zhang, Yi
4
Elliott, Robert J.
2
Gapeev, Pavel V.
2
Guo, Xianping
2
Guo, Xin
2
Kirkby, J. Lars
2
Levy, Yehuda John
2
Lux, Thomas
2
Magnus, Jan R.
2
Montero, José-María
2
Pijls, Henk G. J.
2
Prieto-Rumeau, Tomás
2
Sentana, Enrique
2
Song, Yingda
2
Wei, Qingda
2
Zhou, Zhou
2
Ahmed, Imtiaz
1
Averboukh, Yurii
1
Azeem, Abdullahil
1
Banik, A. D.
1
Bazizi, Lydia
1
Ben Abdellah, Amal
1
Bernis, Guillaume
1
Biessy, Guillaume
1
Brockhaus, Oliver
1
Buchholz, Peter
1
Cai, Ning
1
Capan, Muge
1
Carassus, Laurence
1
Chaudhry, M. L.
1
Chen, Pengzhan
1
Chen, Xian
1
Clempner, Julio B.
1
Costa, Oswaldo Luiz do Valle
1
Creemers, S.
1
Creemers, Stefan
1
Cui, Lirong
1
Deshmukh, Shailaja
1
Ding, Kailin
1
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Christian-Albrechts-Universität zu Kiel
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European journal of operational research : EJOR
5
Dynamic games and applications : DGA
4
Mathematics of operations research
4
Operations research letters
4
4OR : a quarterly journal of operations research
3
International journal of theoretical and applied finance
3
Mathematical methods of operations research : ZOR
3
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2
Quantitative finance
2
RAIRO / Operations research
2
Astin bulletin : the journal of the International Actuarial Association
1
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1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Computers & operations research : and their applications to problems of world concern ; an international journal
1
Decision analysis : a journal of the Institute for Operations Research and the Management Sciences, INFORMS
1
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1
Discussion paper series
1
Discussion paper series / IZA
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Econometric reviews
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European journal of industrial engineering : EJIE
1
Games and economic behavior
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INFORMS journal on computing : JOC
1
International journal of finance & economics : IJFE
1
International journal of logistics systems and management
1
International journal of production research
1
Journal of economic dynamics & control
1
Journal of economic studies
1
Journal of financial econometrics
1
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1
Journal of the Operational Research Society
1
KBI
1
Kiel working paper
1
Les cahiers du GERAD
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Omega : the international journal of management science
1
Operations research
1
Quantitative economics : QE ; journal of the Econometric Society
1
Stanford University Graduate School of Business research paper
1
The journal of computational finance
1
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ECONIS (ZBW)
65
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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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