Pages that link to "Item:Q3760316"
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The following pages link to Successive Approximations for Finite Horizon, Semi-Markov Decision Processes with Application to Asset Liquidation (Q3760316):
Displayed 15 items.
- Finite horizon semi-Markov decision processes with application to maintenance systems (Q421498) (← links)
- Performance analysis for controlled semi-Markov systems with application to maintenance (Q639926) (← links)
- Semi-Markov information model for revenue management and dynamic pricing (Q858615) (← links)
- Mean-variance problems for finite horizon semi-Markov decision processes (Q887160) (← links)
- A minimization problem of the risk probability in first passage semi-Markov decision processes with loss rates (Q887375) (← links)
- Optimal dynamic pricing of perishable products with stochastic demand and a finite set of prices (Q1578568) (← links)
- Constrained optimality for finite horizon semi-Markov decision processes in Polish spaces (Q1667202) (← links)
- Optimal trade execution under endogenous pressure to liquidate: theory and numerical solutions (Q1681457) (← links)
- A risk minimization problem for finite horizon semi-Markov decision processes with loss rates (Q1714480) (← links)
- Optimal liquidation problem in illiquid markets (Q2242363) (← links)
- On the single-leg airline revenue management problem in continuous time (Q2264102) (← links)
- Minimum Average Value-at-Risk for Finite Horizon Semi-Markov Decision Processes in Continuous Time (Q3465235) (← links)
- Optimal Liquidation in a Level-I Limit Order Book for Large-Tick Stocks (Q4553793) (← links)
- First Passage Exponential Optimality Problem for Semi-Markov Decision Processes (Q5153598) (← links)
- Risk-sensitive semi-Markov decision processes with general utilities and multiple criteria (Q5215025) (← links)