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~subject:"Stochastic process"
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ECONIS (ZBW)
4,341
RePEc
3
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1
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1
Markov Decision Processes and Stochastic Positional Games : Optimal Control on Complex Networks
Lozovanu, Dmitrii
;
Pickl, Stefan
-
2024
and graduate students who are interested in Markov
theory
, control
theory
, optimization and games. …
Persistent link: https://www.econbiz.de/10014451769
Saved in:
2
A two-stage stochastic game model for elective surgical capacity planning and investment
Acuna, Jorge A.
;
Cantarino, Daniela
;
Martinez, Rodrigo
; …
- In:
Socio-economic planning sciences : the international …
91
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014528767
Saved in:
3
A Markov decision model for managing display-advertising campaigns
Agrawal, Narendra
;
Najafi-Asadolahi, Sami
;
Smith, Stephen A.
- In:
Manufacturing & service operations management : M & SOM
25
(
2023
)
2
,
pp. 489-507
Persistent link: https://www.econbiz.de/10014302104
Saved in:
4
Robust consumption and portfolio choice with derivatives trading
Wei, Pengyu
;
Yang, Charles
;
Zhuang, Yi
- In:
European journal of operational research : EJOR
304
(
2023
)
2
,
pp. 832-850
Persistent link: https://www.econbiz.de/10013534570
Saved in:
5
Portfolio choice algorithms, including exact stochastic dominance
Vinod, Hrishikesh D.
- In:
Journal of financial stability
70
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014490457
Saved in:
6
Notes on Consumption
Theory
: Deterministic and Stochastic Dynamic Models
Travaglini, Giuseppe
;
Calcagnini, Giorgio
;
Bellocchi, …
-
2024
This textbook offers a compact, yet formal, synthesis of the broad field of consumption
theory
. Written in a coherent …
Persistent link: https://www.econbiz.de/10014512192
Saved in:
7
A unifying framework for submodular mean field games
Dianetti, Jodi
;
Ferrari, Giorgio
;
Fischer, Markus
; …
- In:
Mathematics of operations research
48
(
2023
)
3
,
pp. 1679-1710
Persistent link: https://www.econbiz.de/10014329354
Saved in:
8
Developing an agent-based model to minimize spreading of malicious information in dynamic social networks
Alassad, Mustafa
;
Hussain, Muhammad Nihal
;
Agarwal, Nitin
- In:
Computational & mathematical organization theory
29
(
2023
)
3
,
pp. 487-502
Persistent link: https://www.econbiz.de/10014371836
Saved in:
9
Statistical arbitrage : factor investing approach
Akyildirim, Erdinc
;
Goncu, Ahmet
;
Hekimoglu, Alper
; …
- In:
OR spectrum : quantitative approaches in management
45
(
2023
)
4
,
pp. 1295-1331
Persistent link: https://www.econbiz.de/10014519079
Saved in:
10
Optimal consumption and portfolio choices in the stochastic SIS model
Li, Shilin
;
Li, Tongtong
;
Yang, Jinqiang
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014225733
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