Instantaneous control of Brownian motion with a positive lead time

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Mathematics of operations research
1. Verfasser: Xu, Zhen (VerfasserIn)
Weitere Verfasser: Zhang, Jiheng (VerfasserIn), Zhang, Rachel Q. (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2019
Schlagworte:
Brownian motion > lead time > HJB-equation > L♮-convexity > reflection mapping > Aufsatz in Zeitschrift
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Titel Jahr Verfasser
Unanimous and strategy-proof probabilistic rules for single-peaked preference profiles on graphs 2021 Peters, Hans
Stationary waiting time in parallel queues with synchronization 2021 Olvera-Cravioto, Mariana
Stochastic load balancing on unrelated machines 2021 Gupta, Anupam
Game of Thronesdfully distributed learning for multiplayer bandits 2021 Bistritz, Ilai
Set relations via families of scalar functions and approximate solutions in set optimization 2021 Crespi, Giovanni Paolo
On capacity-filling and substitutable choice rules 2021 Doğan, Battal
Statistics of robust optimization : a generalized empirical likelihood approach 2021 Duchi, John C.
A theory for measures of tail risk 2021 Liu, Fangda
Time-consistent conditional expectation under probability distortion 2021 Ma, Jin
A general analysis of sequential social learning 2021 Arieli, Itai
A mean field game of optimal portfolio liquidation 2021 Fu, Guanxing
Proximal gradient methods with adaptive subspace sampling 2021 Grishchenko, Dmitry
Feasible bases for a polytope related to the Hamilton Cycle Problem 2021 Kalinowski, Thomas
An optimal high-order tensor method for convex optimization 2021 Jiang, Bo
Posted price mechanisms and optimal threshold strategies for random arrivals 2021 Correa, José
E-strong simulation of fractional brownian motion and related stochastic differential equations 2021 Chen, Yi
Stochastic comparative statics in Markov decision processes 2021 Light, Bar
Diffusion approximation for fair resource control : interchange of limits under a moment condition 2021 Ye, Heng-Qing
Statistical query algorithms for mean vector estimation and stochastic convex optimization 2021 Feldman, Vitaly
The running intersection relaxation of the multilinear polytope 2021 Del Pia, Alberto
Alle Artikel auflisten