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                             9 results found
no title author magazine year volume issue page(s) type
1 A pairwise-monotonic core selection for permutation games Miquel, Silvia
 2008
 70 3 p. 465-475
 article
2 A stochastic approximation method for the single-leg revenue management problem with discrete demand distributions Kunnumkal, Sumit
 2008
 70 3 p. 477-504
 article
3 Can properly discounted projects follow geometric Brownian motion? Kanniainen, Juho
 2008
 70 3 p. 435-450
 article
4 Opportune moment strategies for a cost spanning tree game Fernández, F. R.
 2008
 70 3 p. 451-463
 article
5 Optimal control of Markovian jump processes with partial information and applications to a parallel queueing model Rieder, Ulrich
 2009
 70 3 p. 567-596
 article
6 Pricing American options for jump diffusions by iterating optimal stopping problems for diffusions Bayraktar, Erhan
 2008
 70 3 p. 505-525
 article
7 Robust static hedging of barrier options in stochastic volatility models Maruhn, J. H.
 2008
 70 3 p. 405-433
 article
8 Solutions of the average cost optimality equation for finite Markov decision chains: risk-sensitive and risk-neutral criteria Cavazos-Cadena, Rolando
 2008
 70 3 p. 541-566
 article
9 Variance minimization and the overtaking optimality approach to continuous-time controlled Markov chains Prieto-Rumeau, Tomás
 2008
 70 3 p. 527-540
 article
                             9 results found
 
 Koninklijke Bibliotheek - National Library of the Netherlands