Works matching IS 14322994 AND DT 2000 AND VI 51 AND IP 3
Results: 10
Optimal portfolios for exponential Lévy processes.
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- Mathematical Methods of Operations Research, 2000, v. 51, n. 3, p. 357, doi. 10.1007/s001860000048
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Price systems constructed by optimal dynamic portfolios.
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- Mathematical Methods of Operations Research, 2000, v. 51, n. 3, p. 375
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Perturbation of linear quadratic systems with jump parameters and hybrid controls.
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- Mathematical Methods of Operations Research, 2000, v. 51, n. 3, p. 399, doi. 10.1007/s001860000050
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A first-passage problem with multiple costs.
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- Mathematical Methods of Operations Research, 2000, v. 51, n. 3, p. 419, doi. 10.1007/s001860000051
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Equivalents of a general approximate variational principle for set-valued maps and application to efficiency.
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- Mathematical Methods of Operations Research, 2000, v. 51, n. 3, p. 433, doi. 10.1007/s001860000047
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Proper efficiency for set-valued vector optimization problems and vector variational inequalities.
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- Mathematical Methods of Operations Research, 2000, v. 51, n. 3, p. 443, doi. 10.1007/PL00003994
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A superlinearly convergent Newton-like algorithm for variational inequality problems with inequality constraints.
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- Mathematical Methods of Operations Research, 2000, v. 51, n. 3, p. 459, doi. 10.1007/s001860000052
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A note on compromise values.
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- Mathematical Methods of Operations Research, 2000, v. 51, n. 3, p. 471
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Steepest descent methods for multicriteria optimization.
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- Mathematical Methods of Operations Research, 2000, v. 51, n. 3, p. 479, doi. 10.1007/s001860000043
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Movement optimization in flow shop processing with buffers.
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- Mathematical Methods of Operations Research, 2000, v. 51, n. 3, p. 495, doi. 10.1007/s001860000044
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