Computational methods for risk-averse undiscounted transient Markov models

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Operations research
1. Verfasser: Çavuş, Özlem (VerfasserIn)
Weitere Verfasser: Ruszczyński, Andrzej P. (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2014
Schlagworte:
dynamic programming > risk measures > transient Markov models > value iteration > policy iteration > Aufsatz in Zeitschrift
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Titel Jahr Verfasser
Integrated ad delivery planning for targeted display advertising 2021 Shen, Huaxiao
M♮-convexity and its applications in operations 2021 Chen, Xin
Calibration of distributionally roubust empirical optimization models 2021 Gotoh, Jun-ya
Technical note : preservation of additive convexity and its applications in stochastic optimization problems 2021 Gong, Xiting
Inventory integration with rational consumers 2021 Aflaki, Arian
Technical note : dynamic data-driven estimation of nonparametric choice models 2021 Ho-Nguyen, Nam
Asset selling under debt obligations 2021 Ahn, Hyun-soo
Online allocation and pricing : constant regret via Bellman inequalities 2021 Vera, Alberto
Risk arbitrage opportunities for stock index options 2021 Post, Thierry
Competitive equilibrium and trading networks : a network flow approach 2021 Candogan, Ozan
Technical note : a note on the equivalence of upper confidence bounds and gittins indices for patient agents 2021 Russo, Daniel
Credit risk : simple closed-form approximate maximum likelihood estimator 2021 Deo, Anand
Robust data-driven vehicle routing with time windows 2021 Zhang, Yu
Matching while learning 2021 Johari, Ramesh
An analysis of "buy x, get one free" reward programs 2021 Liu, Yan
OR practice-data analytics for optimal detection of metastatic prostate cancer 2021 Merdan, Selin
Points gained in football : using Markov process-based value functions to assess team performance 2021 Chan, Timothy C. Y.
Optimal contract for machine repair and maintenance 2021 Tan, Feng
Nonparametric pricing analytics with customer covariates 2021 Chen, Ningyuan
Technical note : on revenue management with strategic customers choosing when and what to buy 2021 Chen, Yiwei
Alle Artikel auflisten