Optimal stopping in Hilbert spaces and pricing of American options.
- Published in:
- Mathematical Methods of Operations Research, 1999, v. 50, n. 1, p. 1
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- Publication type:
- Article
Works matching IS 14322994 AND DT 1999 AND VI 50 AND IP 1
Results: 12
1
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A transportation problem with a permuted demand vector.
- Published in:
- Mathematical Methods of Operations Research, 1999, v. 50, n. 1, p. 1, doi. 10.1007/pl00020922
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- Publication type:
- Article
3
A note on the complexity of the transportation problem with a permutable demand vector.
- Published in:
- Mathematical Methods of Operations Research, 1999, v. 50, n. 1, p. 9, doi. 10.1007/pl00020923
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- Publication type:
- Article
4
An extension of the entropic perturbation method of linear programming.
- Published in:
- Mathematical Methods of Operations Research, 1999, v. 50, n. 1, p. 17, doi. 10.1007/pl00020924
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- Publication type:
- Article
5
On polynomial solvability of two multiprocessor scheduling problems.
- Published in:
- Mathematical Methods of Operations Research, 1999, v. 50, n. 1, p. 27, doi. 10.1007/pl00020925
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- Publication type:
- Article
6
Weighted values for non-atomic games: an axiomatic approach.
- Published in:
- Mathematical Methods of Operations Research, 1999, v. 50, n. 1, p. 53, doi. 10.1007/pl00020926
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- Publication type:
- Article
7
Sensitive equilibria for ergodic stochastic games with countable state spaces.
- Published in:
- Mathematical Methods of Operations Research, 1999, v. 50, n. 1, p. 65, doi. 10.1007/pl00020927
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- Publication type:
- Article
8
Perishable inventory systems with impatient demands.
- Published in:
- Mathematical Methods of Operations Research, 1999, v. 50, n. 1, p. 77, doi. 10.1007/pl00020928
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- Publication type:
- Article
9
Optimal admission control for M/D/1/K queueing systems.
- Published in:
- Mathematical Methods of Operations Research, 1999, v. 50, n. 1, p. 91, doi. 10.1007/s001860050037
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- Publication type:
- Article
10
A class of extremum problems related to agency models with imperfect monitoring.
- Published in:
- Mathematical Methods of Operations Research, 1999, v. 50, n. 1, p. 101, doi. 10.1007/s001860050038
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- Publication type:
- Article
11
Risk measurement with maximum loss.
- Published in:
- Mathematical Methods of Operations Research, 1999, v. 50, n. 1, p. 121, doi. 10.1007/s001860050039
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- Publication type:
- Article
12
Short rate analysis and marked point processes.
- Published in:
- Mathematical Methods of Operations Research, 1999, v. 50, n. 1, p. 149, doi. 10.1007/s001860050041
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- Publication type:
- Article