Opportune moment strategies for a cost spanning tree game.
- Published in:
- Mathematical Methods of Operations Research, 2009, v. 70, n. 3, p. 451, doi. 10.1007/s00186-008-0279-9
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- Publication type:
- Article
Works matching IS 14322994 AND DT 2009 AND VI 70 AND IP 3
Results: 9
1
2
Pricing American options for jump diffusions by iterating optimal stopping problems for diffusions.
- Published in:
- Mathematical Methods of Operations Research, 2009, v. 70, n. 3, p. 505, doi. 10.1007/s00186-008-0282-1
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- Publication type:
- Article
3
A pairwise-monotonic core selection for permutation games.
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- Mathematical Methods of Operations Research, 2009, v. 70, n. 3, p. 465, doi. 10.1007/s00186-008-0281-2
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- Publication type:
- Article
4
Variance minimization and the overtaking optimality approach to continuous-time controlled Markov chains.
- Published in:
- Mathematical Methods of Operations Research, 2009, v. 70, n. 3, p. 527, doi. 10.1007/s00186-008-0276-z
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- Publication type:
- Article
5
Robust static hedging of barrier options in stochastic volatility models.
- Published in:
- Mathematical Methods of Operations Research, 2009, v. 70, n. 3, p. 405, doi. 10.1007/s00186-008-0273-2
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- Publication type:
- Article
6
Optimal control of Markovian jump processes with partial information and applications to a parallel queueing model.
- Published in:
- Mathematical Methods of Operations Research, 2009, v. 70, n. 3, p. 567, doi. 10.1007/s00186-009-0284-7
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- Publication type:
- Article
7
Can properly discounted projects follow geometric Brownian motion?
- Published in:
- Mathematical Methods of Operations Research, 2009, v. 70, n. 3, p. 435, doi. 10.1007/s00186-008-0275-0
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- Publication type:
- Article
8
A stochastic approximation method for the single-leg revenue management problem with discrete demand distributions.
- Published in:
- Mathematical Methods of Operations Research, 2009, v. 70, n. 3, p. 477, doi. 10.1007/s00186-008-0278-x
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- Publication type:
- Article
9
Solutions of the average cost optimality equation for finite Markov decision chains: risk-sensitive and risk-neutral criteria.
- Published in:
- Mathematical Methods of Operations Research, 2009, v. 70, n. 3, p. 541, doi. 10.1007/s00186-008-0277-y
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- Publication type:
- Article