2020 MMOR best paper award.
- Published in:
- 2021
- By:
- Publication type:
- Editorial
Works matching IS 14322994 AND DT 2021 AND VI 93 AND IP 2
Results: 7
1
2
Portfolio selection with drawdown constraint on consumption: a generalization model.
- Published in:
- Mathematical Methods of Operations Research, 2021, v. 93, n. 2, p. 243, doi. 10.1007/s00186-020-00734-6
- By:
- Publication type:
- Article
3
Six set scalarizations based on the oriented distance: continuity, convexity and application to convex set optimization.
- Published in:
- Mathematical Methods of Operations Research, 2021, v. 93, n. 2, p. 413, doi. 10.1007/s00186-020-00736-4
- By:
- Publication type:
- Article
4
Analysis of Markov chain approximation for Asian options and occupation-time derivatives: Greeks and convergence rates.
- Published in:
- Mathematical Methods of Operations Research, 2021, v. 93, n. 2, p. 359, doi. 10.1007/s00186-020-00735-5
- By:
- Publication type:
- Article
5
An inertial subgradient extragradient algorithm extended to pseudomonotone equilibrium problems.
- Published in:
- Mathematical Methods of Operations Research, 2021, v. 93, n. 2, p. 213, doi. 10.1007/s00186-020-00730-w
- By:
- Publication type:
- Article
6
Considerations on the aggregate monotonicity of the nucleolus and the core-center.
- Published in:
- Mathematical Methods of Operations Research, 2021, v. 93, n. 2, p. 291, doi. 10.1007/s00186-020-00733-7
- By:
- Publication type:
- Article
7
Integro-differential optimality equations for the risk-sensitive control of piecewise deterministic Markov processes.
- Published in:
- Mathematical Methods of Operations Research, 2021, v. 93, n. 2, p. 327, doi. 10.1007/s00186-020-00732-8
- By:
- Publication type:
- Article