Error bounds for stochastic shortest path problems.
- Published in:
- Mathematical Methods of Operations Research, 2017, v. 86, n. 1, p. 1, doi. 10.1007/s00186-017-0581-5
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- Article
Works matching IS 14322994 AND DT 2017 AND VI 86 AND IP 1
Results: 8
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Mean-variance optimal trading problem subject to stochastic dominance constraints with second order autoregressive price dynamics.
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- Mathematical Methods of Operations Research, 2017, v. 86, n. 1, p. 29, doi. 10.1007/s00186-017-0582-4
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- Publication type:
- Article
3
Scheduling for a processor sharing system with linear slowdown.
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- Mathematical Methods of Operations Research, 2017, v. 86, n. 1, p. 71, doi. 10.1007/s00186-017-0583-3
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- Publication type:
- Article
4
Optimality conditions in optimization problems with convex feasible set using convexificators.
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- Mathematical Methods of Operations Research, 2017, v. 86, n. 1, p. 103, doi. 10.1007/s00186-017-0584-2
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- Article
5
An optimal subgradient algorithm for large-scale bound-constrained convex optimization.
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- Mathematical Methods of Operations Research, 2017, v. 86, n. 1, p. 123, doi. 10.1007/s00186-017-0585-1
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- Publication type:
- Article
6
Hedging under generalized good-deal bounds and model uncertainty.
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- Mathematical Methods of Operations Research, 2017, v. 86, n. 1, p. 171, doi. 10.1007/s00186-017-0588-y
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- Article
7
On an extension of the concept of TU-games and their values.
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- Mathematical Methods of Operations Research, 2017, v. 86, n. 1, p. 149, doi. 10.1007/s00186-017-0587-z
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- Publication type:
- Article
8
How to solve a design centering problem.
- Published in:
- Mathematical Methods of Operations Research, 2017, v. 86, n. 1, p. 215, doi. 10.1007/s00186-017-0591-3
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- Publication type:
- Article