Works matching IS 0364765X AND DT 2015 AND VI 40 AND IP 3
Results: 13
Dynamic Portfolio Choice When Risk Is Measured by Weighted VaR.
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- Mathematics of Operations Research, 2015, v. 40, n. 3, p. 773, doi. 10.1287/moor.2014.0695
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- Article
Approximation Limits of Linear Programs (Beyond Hierarchies).
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- Mathematics of Operations Research, 2015, v. 40, n. 3, p. 756, doi. 10.1287/moor.2014.0694
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- Article
Attainability in Repeated Games with Vector Payoffs.
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- Mathematics of Operations Research, 2015, v. 40, n. 3, p. 739, doi. 10.1287/moor.2014.0693
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- Article
New Analysis on Sparse Solutions to Random Standard Quadratic Optimization Problems and Extensions.
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- Mathematics of Operations Research, 2015, v. 40, n. 3, p. 725, doi. 10.1287/moor.2014.0692
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- Article
Metric Subregularity of Multifunctions: First and Second Order Infinitesimal Characterizations.
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- Mathematics of Operations Research, 2015, v. 40, n. 3, p. 703, doi. 10.1287/moor.2014.0691
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- Article
Fluid Limits of G/G/1+G Queues Under the Nonpreemptive Earliest-Deadline-First Discipline.
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- Mathematics of Operations Research, 2015, v. 40, n. 3, p. 683, doi. 10.1287/moor.2014.0690
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- Article
Tight Approximations of Dynamic Risk Measures.
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- Mathematics of Operations Research, 2015, v. 40, n. 3, p. 655, doi. 10.1287/moor.2014.0689
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- Article
On the Uniqueness of Equilibrium in Atomic Splittable Routing Games.
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- Mathematics of Operations Research, 2015, v. 40, n. 3, p. 634, doi. 10.1287/moor.2014.0688
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- Article
Penalty-Regulated Dynamics and Robust Learning Procedures in Games.
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- Mathematics of Operations Research, 2015, v. 40, n. 3, p. 611, doi. 10.1287/moor.2014.0687
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- Article
On a Unified Framework for Approachability with Full or Partial Monitoring.
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- Mathematics of Operations Research, 2015, v. 40, n. 3, p. 596, doi. 10.1287/moor.2014.0686
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- Article
A Fair Policy for the G/GI/N Queue with Multiple Server Pools.
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- Mathematics of Operations Research, 2015, v. 40, n. 3, p. 558, doi. 10.1287/moor.2014.0685
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- Article
From Cost Sharing Mechanisms to Online Selection Problems.
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- Mathematics of Operations Research, 2015, v. 40, n. 3, p. 542, doi. 10.1287/moor.2014.0684
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- Article
On Error Estimates for Asymptotic Expansions with Malliavin Weights: Application to Stochastic Volatility Model.
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- Mathematics of Operations Research, 2015, v. 40, n. 3, p. 513, doi. 10.1287/moor.2014.0683
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- Article