| Publication | Date of Publication | Type |
|---|
A survey of trade-in programs
4OR | 2026-06-12 | Paper |
LQG risk-sensitive single-agent and major-minor mean-field game systems: a variational framework
SIAM Journal on Control and Optimization | 2025-07-09 | Paper |
Evaluation of counterparty credit risk under netting agreements
European Journal of Operational Research | 2025-05-19 | Paper |
Restrictive clauses in loan contracts: a sequential Stackelberg game interpretation
Dynamic Games and Applications | 2025-04-07 | Paper |
Intra-brand competition in a differentiated oligopoly
Journal of Economics | 2021-12-08 | Paper |
Human vs river: cooperation in environmental games through environmental personhood
International Series in Operations Research & Management Science | 2020-12-15 | Paper |
Equilibria in a two-species fishery
Mathematical Biosciences | 2019-03-20 | Paper |
Evaluation of counterparty risk for derivatives with early-exercise features
Journal of Economic Dynamics and Control | 2018-08-13 | Paper |
Resolution of financial distress under Chapter 11
Journal of Economic Dynamics and Control | 2016-10-06 | Paper |
Evolutionary farsightedness in international environmental agreements
International Transactions in Operational Research | 2014-06-20 | Paper |
Pricing the Chicago Board of Trade T-Bond futures
Quantitative Finance | 2014-01-30 | Paper |
Cooperating and non-cooperating firms in inventive and absorptive research
Journal of Optimization Theory and Applications | 2013-06-14 | Paper |
Game theoretic analysis of negotiations under bankruptcy
European Journal of Operational Research | 2012-12-29 | Paper |
Dynamic programming approach for valuing options in the GARCH model
Management Science | 2012-03-01 | Paper |
A note on feedback sequential equilibria in a Lanchester model with empirical application
Management Science | 2012-02-21 | Paper |
A dynamic programming procedure for pricing American-style Asian options
Management Science | 2012-02-19 | Paper |
Approximation of dynamic programs
Handbook of Computational Finance | 2012-01-10 | Paper |
Option Pricing Under GARCH Processes Using PDE Methods
Operations Research | 2011-11-17 | Paper |
Mutual fund competition in the presence of dynamic flows
Automatica | 2010-08-13 | Paper |
Stability of international environmental agreements: an illustration with asymmetrical countries
International Transactions in Operational Research | 2009-10-21 | Paper |
An Oil Pipeline Design Problem
Operations Research | 2009-07-05 | Paper |
A dynamic programming approach for pricing options embedded in bonds
Journal of Economic Dynamics and Control | 2009-07-01 | Paper |
| Efficiency of Bertrand and Cournot under precommitment | 2008-03-20 | Paper |
Incentive equilibrium in an overlapping-generations environmental game
European Journal of Operational Research | 2007-10-25 | Paper |
Equilibrium investment strategies in foreign environmental projects
Journal of Optimization Theory and Applications | 2007-06-21 | Paper |
| Efficiency of Bertrand and Cournot: a two stage game | 2006-03-09 | Paper |
| scientific article; zbMATH DE number 2233659 (Why is no real title available?) | 2005-11-29 | Paper |
A differential game of joint implementation of environmental projects
Automatica | 2005-11-25 | Paper |
| scientific article; zbMATH DE number 2220915 (Why is no real title available?) | 2005-10-31 | Paper |
A dynamic programming approach to price installment options
European Journal of Operational Research | 2005-10-26 | Paper |
Dynamic R\& D with strategic behavior
Computers & Operations Research | 2005-09-29 | Paper |
A game-theoretic formulation of joint implementation of environmental projects
European Journal of Operational Research | 2005-09-22 | Paper |
Dynamic model of R\&D, spillovers, and efficiency of Bertrand and Cournot equilibria
Journal of Optimization Theory and Applications | 2005-04-07 | Paper |
Dynamic production teams with strategic behavior
Journal of Economic Dynamics and Control | 2003-01-21 | Paper |
A decomposition approach for the solution of the unit loading problem in hydroplants
Automatica | 2002-09-29 | Paper |
| scientific article; zbMATH DE number 1908202 (Why is no real title available?) | 2002-01-01 | Paper |
| scientific article; zbMATH DE number 1086925 (Why is no real title available?) | 1997-11-13 | Paper |
Leader-following dynamic game of new product diffusion
Journal of Optimization Theory and Applications | 1997-08-25 | Paper |
A scenario aggregation algorithm for the solution of stochastic dynamic minimax problems
Stochastics and Stochastic Reports | 1997-03-11 | Paper |
Algorithms for the solution of stochastic dynamic minimax problems
Computational Optimization and Applications | 1996-03-31 | Paper |
| scientific article; zbMATH DE number 665582 (Why is no real title available?) | 1994-10-24 | Paper |
| scientific article; zbMATH DE number 440592 (Why is no real title available?) | 1993-11-28 | Paper |
| scientific article; zbMATH DE number 18885 (Why is no real title available?) | 1992-06-26 | Paper |
| scientific article; zbMATH DE number 4199922 (Why is no real title available?) | 1990-01-01 | Paper |
Noncooperative stochastic games under a n-stage local contraction assumption
Stochastics and Stochastic Reports | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4066674 (Why is no real title available?) | 1988-01-01 | Paper |
Sequential Stackelberg equilibria in two-person games
Journal of Optimization Theory and Applications | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 3963605 (Why is no real title available?) | 1986-01-01 | Paper |
Market equilibrium in a multistage commodity network
Automatica | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3869002 (Why is no real title available?) | 1984-01-01 | Paper |
Operational Research: Methods and Applications
(available as arXiv preprint) | N/A | Paper |
