Strong efficiency in a locally convex space.
- Published in:
- Mathematical Methods of Operations Research, 1999, v. 50, n. 3, p. 373, doi. 10.1007/s001860050076
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- Publication type:
- Article
Works matching IS 14322994 AND DT 1999 AND VI 50 AND IP 3
Results: 8
1
2
Balanced games arising from infinite linear models.
- Published in:
- Mathematical Methods of Operations Research, 1999, v. 50, n. 3, p. 385, doi. 10.1007/s001860050077
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- Publication type:
- Article
3
Optimal strategies in a class of zero-sum ergodic stochastic games.
- Published in:
- Mathematical Methods of Operations Research, 1999, v. 50, n. 3, p. 399, doi. 10.1007/s001860050078
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- Publication type:
- Article
4
Blackwell optimality in the class of all policies in Markov decision chains with a Borel state space and unbounded rewards.
- Published in:
- Mathematical Methods of Operations Research, 1999, v. 50, n. 3, p. 421, doi. 10.1007/s001860050079
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- Publication type:
- Article
5
On the optimality of the Gittins index rule for multi-armed bandits with multiple plays.
- Published in:
- Mathematical Methods of Operations Research, 1999, v. 50, n. 3, p. 449, doi. 10.1007/s001860050080
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- Publication type:
- Article
6
Incomplete markets with jumps and informed agents.
- Published in:
- Mathematical Methods of Operations Research, 1999, v. 50, n. 3, p. 475, doi. 10.1007/s001860050082
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- Publication type:
- Article
7
Risk sensitive portfolio optimization.
- Published in:
- Mathematical Methods of Operations Research, 1999, v. 50, n. 3, p. 463, doi. 10.1007/s001860050081
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- Publication type:
- Article
8
Some applications of impulse control in mathematical finance.
- Published in:
- Mathematical Methods of Operations Research, 1999, v. 50, n. 3, p. 493, doi. 10.1007/s001860050083
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- Publication type:
- Article