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~subject:"Mathematische Optimierung"
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Mathematische Optimierung
Theorie
215
Theory
195
continuous time
114
Stochastischer Prozess
102
Stochastic process
93
Continuous time
86
Game theory
66
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66
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63
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54
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50
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Continuous-time
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18
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Continuous Time
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Ferrari, Giorgio
3
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3
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2
Guo, Xianping
2
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2
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2
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2
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2
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2
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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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European journal of operational research : EJOR
3
Computers & operations research : and their applications to problems of world concern ; an international journal
2
International journal of production research
2
Mathematics of operations research
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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KBI
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Production and operations management : the flagship research journal of the Production and Operations Management Society
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Top : an official journal of the Spanish Society of Statistics and Operations Research
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ECONIS (ZBW)
33
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Discounted
continuous-time
Markov decision processes with unbounded rates and randomized history-dependent policies : the dynamic programming approach
Piunovskiy, Alexey
;
Zhang, Yi
- In:
4OR : a quarterly journal of operations research
12
(
2014
)
1
,
pp. 49-75
Persistent link: https://www.econbiz.de/10010339175
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32
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:
33
Continuous-time
mean-variance portfolio selection with only risky assets
Yao, Haixiang
;
Li, Zhongfei
;
Chen, Shumin
- In:
Economic modelling
36
(
2014
),
pp. 244-251
Persistent link: https://www.econbiz.de/10010412352
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