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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
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63
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54
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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.
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1
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1
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1
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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
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Operations research letters
4
4OR : a quarterly journal of operations research
3
International journal of theoretical and applied finance
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1
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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
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Stanford University Graduate School of Business research paper
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ECONIS (ZBW)
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61
Convergence of controlled models and finite-state approximation for discounted
continuous-time
Markov decision processes with constraints
Guo, Xianping
;
Zhang, Wenzhao
- In:
European journal of operational research : EJOR
238
(
2014
)
2
,
pp. 486-496
Persistent link: https://www.econbiz.de/10010400205
Saved in:
62
Default times in a
continuous
time
Markov chain economy
Elliott, Robert J.
;
Hoek, John van der
- In:
Applied mathematical finance
20
(
2013
)
5/6
,
pp. 450-460
Persistent link: https://www.econbiz.de/10010235596
Saved in:
63
Market impact on IT security spending
Kolfal, Bora
;
Patterson, Raymond A.
;
Yeo, M. Lisa
- In:
Decision sciences : DS
44
(
2013
)
3
,
pp. 517-556
Persistent link: https://www.econbiz.de/10009767307
Saved in:
64
Exact solutions for the transient densities of
continuous-time
Markov switching models : with an application to the poisson multifractal model
Lux, Thomas
-
2013
This paper shows how exact solutions for the transient density of a large class of
continuous-time
Markov switching …
Persistent link: https://www.econbiz.de/10010128826
Saved in:
65
Continuous-time
stochastic games of fixed duration
Levy, Yehuda John
- In:
Dynamic games and applications : DGA
3
(
2013
)
2
,
pp. 279-312
Persistent link: https://www.econbiz.de/10010188171
Saved in:
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