Preface.
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- Mathematical Methods of Operations Research, 2005, v. 62, n. 1, p. 1, doi. 10.1007/s00186-005-0437-2
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Works matching IS 14322994 AND DT 2005 AND VI 62 AND IP 1
Results: 10
1
2
Lipschitz Continuity of Value Functions in Markovian Decision Processes.
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- Mathematical Methods of Operations Research, 2005, v. 62, n. 1, p. 3, doi. 10.1007/s00186-005-0438-1
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3
Nonzero-sum semi-Markov games with the expected average payoffs.
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- Mathematical Methods of Operations Research, 2005, v. 62, n. 1, p. 23, doi. 10.1007/s00186-005-0439-0
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4
Weighted singularly perturbed hybrid stochastic systems.
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- Mathematical Methods of Operations Research, 2005, v. 62, n. 1, p. 41, doi. 10.1007/s00186-005-0440-7
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5
On the structure of the optimal server control for fluid networks.
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- Mathematical Methods of Operations Research, 2005, v. 62, n. 1, p. 55, doi. 10.1007/s00186-005-0441-6
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- Article
6
Fixed-time schedules for the processing of jobs when service completions are not observable.
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- Mathematical Methods of Operations Research, 2005, v. 62, n. 1, p. 77, doi. 10.1007/s00186-005-0442-5
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7
Generalized Pinwheel Problem.
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- Mathematical Methods of Operations Research, 2005, v. 62, n. 1, p. 99, doi. 10.1007/s00186-005-0443-4
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- Article
8
Worst-Case Scenario Portfolio Optimization: a New Stochastic Control Approach.
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- Mathematical Methods of Operations Research, 2005, v. 62, n. 1, p. 123, doi. 10.1007/s00186-005-0444-3
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- Article
9
Control of ruin probabilities by discrete-time investments.
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- Mathematical Methods of Operations Research, 2005, v. 62, n. 1, p. 141, doi. 10.1007/s00186-005-0445-2
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- Article
10
Benchmark and mean-variance problems for insurers.
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- Mathematical Methods of Operations Research, 2005, v. 62, n. 1, p. 159, doi. 10.1007/s00186-005-0446-1
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- Article