A finite horizon optimal switching problem with memory and application to controlled SDDEs.
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- Mathematical Methods of Operations Research, 2020, v. 91, n. 3, p. 465, doi. 10.1007/s00186-019-00699-1
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Works matching IS 14322994 AND DT 2020 AND VI 91 AND IP 3
Results: 7
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An inexact primal-dual algorithm for semi-infinite programming.
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- Mathematical Methods of Operations Research, 2020, v. 91, n. 3, p. 501, doi. 10.1007/s00186-019-00698-2
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- Article
3
An asymptotically optimal strategy for constrained multi-armed bandit problems.
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- Mathematical Methods of Operations Research, 2020, v. 91, n. 3, p. 545, doi. 10.1007/s00186-019-00697-3
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- Article
4
Counting and enumerating independent sets with applications to combinatorial optimization problems.
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- Mathematical Methods of Operations Research, 2020, v. 91, n. 3, p. 439, doi. 10.1007/s00186-019-00696-4
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- Article
5
Some results on optimal stopping under phase-type distributed implementation delay.
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- Mathematical Methods of Operations Research, 2020, v. 91, n. 3, p. 559, doi. 10.1007/s00186-019-00694-6
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- Article
6
Convergence properties of a class of exact penalty methods for semi-infinite optimization problems.
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- Mathematical Methods of Operations Research, 2020, v. 91, n. 3, p. 383, doi. 10.1007/s00186-019-00693-7
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7
Optimal control of an objective functional with non-linearity between the conditional expectations: solutions to a class of time-inconsistent portfolio problems.
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- Mathematical Methods of Operations Research, 2020, v. 91, n. 3, p. 405, doi. 10.1007/s00186-019-00687-5
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- Article