Optimal volume subintervals with k points and star discrepancy via integer programming.
- Published in:
- Mathematical Methods of Operations Research, 2001, v. 54, n. 1, p. 21
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- Publication type:
- Article
Works matching IS 14322994 AND DT 2001 AND VI 54 AND IP 1
Results: 8
1
2
An optimal bound for d.c. programs with convex constraints.
- Published in:
- Mathematical Methods of Operations Research, 2001, v. 54, n. 1, p. 47, doi. 10.1007/PL00003997
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- Publication type:
- Article
3
An approximation approach to ergodic semi-Markov control processes.
- Published in:
- Mathematical Methods of Operations Research, 2001, v. 54, n. 1, p. 1
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- Publication type:
- Article
4
Identifying non-active restrictions in convex quadratic programming.
- Published in:
- Mathematical Methods of Operations Research, 2001, v. 54, n. 1, p. 53, doi. 10.1007/s001860100145
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- Publication type:
- Article
5
Adaptive control of average Markov decision chains under the Lyapunov stability condition.
- Published in:
- Mathematical Methods of Operations Research, 2001, v. 54, n. 1, p. 63, doi. 10.1007/s001860100138
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- Publication type:
- Article
6
Ergodic behavior of a Markov chain model in a stochastic environment.
- Published in:
- Mathematical Methods of Operations Research, 2001, v. 54, n. 1, p. 101, doi. 10.1007/s001860100139
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- Publication type:
- Article
7
The consistency principle for set-valued solutions and a new direction for normative game theory.
- Published in:
- Mathematical Methods of Operations Research, 2001, v. 54, n. 1, p. 119, doi. 10.1007/s001860100154
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- Publication type:
- Article
8
On-line portfolio selection strategy with prediction in the presence of transaction costs.
- Published in:
- Mathematical Methods of Operations Research, 2001, v. 54, n. 1, p. 133, doi. 10.1007/s001860100142
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- Publication type:
- Article