| Publication | Date of Publication | Type |
|---|
On the Modeling of Impulse Control with Random Effects for Continuous Markov Processes
SIAM Journal on Control and Optimization | 2024-02-20 | Paper |
A weak convergence approach to inventory control using a long-term average criterion
Advances in Applied Probability | 2020-02-05 | Paper |
Dynamic advertising and pricing with constant demand elasticities
Journal of Economic Dynamics and Control | 2018-11-01 | Paper |
Continuous inventory models of diffusion type: long-term average cost criterion
The Annals of Applied Probability | 2017-09-15 | Paper |
Optimal timing of partial outsourcing decisions
Mathematica Applicanda | 2017-07-06 | Paper |
A Counterintuitive Example in Inventory Management
| 2017-02-03 | Paper |
Oligopoly pricing and advertising in isoelastic adoption models
Dynamic Games and Applications | 2015-10-19 | Paper |
Impulse control of standard Brownian motion: long-term average criterion
IFIP Advances in Information and Communication Technology | 2015-10-06 | Paper |
Impulse control of standard Brownian motion: discounted criterion
IFIP Advances in Information and Communication Technology | 2015-10-06 | Paper |
A measure approach for continuous inventory models: discounted cost criterion
SIAM Journal on Control and Optimization | 2015-08-18 | Paper |
Optimal advertising and pricing in a class of general new-product adoption models
European Journal of Operational Research | 2015-07-28 | Paper |
Explicit formulae of distributions and densities of characteristics of a dynamic advertising and pricing model
Banach Center Publications | 2015-07-28 | Paper |
Analysis of production decisions under budget limitations
Stochastics | 2012-01-03 | Paper |
A geometrical characterization of multidimensional Hausdorff polytopes with applications to exit time problems
Mathematics of Operations Research | 2011-04-27 | Paper |
Thinning and harvesting in stochastic forest models
Journal of Economic Dynamics and Control | 2011-01-31 | Paper |
Construction of the value function and optimal rules in optimal stopping of one-dimensional diffusions
Advances in Applied Probability | 2010-06-07 | Paper |
Computing Moments of the Exit Time Distribution for Markov Processes by Linear Programming
Operations Research | 2009-07-03 | Paper |
Determining the Optimal Control of Singular Stochastic Processes Using Linear Programming
Institute of Mathematical Statistics Collections | 2009-05-22 | Paper |
Linear programming approach to the optimal stopping of singular stochastic processes
Stochastics | 2007-03-30 | Paper |
A Variational Inequality Sufficient Condition for Optimal Stopping with Application to an Optimal Stock Selling Problem
SIAM Journal on Control and Optimization | 2007-03-27 | Paper |
scientific article; zbMATH DE number 2133115 (Why is no real title available?)
| 2005-02-09 | Paper |
Numerical evaluation of resolvents and Laplace transforms of Markov processes using linear programming
Mathematical Methods of Operations Research | 2003-07-15 | Paper |
Extension Of Dale's Moment Conditions With Application To The Wright–fisher Model
Stochastic Models | 2003-05-04 | Paper |
Characterisation of linear mini-max estimators for loss functions of arbitrary power
International Game Theory Review | 2002-04-25 | Paper |
scientific article; zbMATH DE number 2015371 (Why is no real title available?)
| 2002-01-01 | Paper |
A linear mini-max estimator for the case of a quartic loss function
Random Operators and Stochastic Equations | 2001-07-11 | Paper |
Numerical comparison of controls and verification of optimality for stochastic control problems
Journal of Optimization Theory and Applications | 2001-05-09 | Paper |
scientific article; zbMATH DE number 1487891 (Why is no real title available?)
| 2001-05-02 | Paper |
Linear minimax estimation with ellipsoidal constraints
Acta Applicandae Mathematicae | 1996-06-09 | Paper |
Pursuing a maneuvering target which uses a random process for its control
IEEE Transactions on Automatic Control | 1995-05-11 | Paper |
The solution of a partially observed stochastic optimal control problem in terms of predicted miss
IEEE Transactions on Automatic Control | 1993-01-16 | Paper |
scientific article; zbMATH DE number 4213894 (Why is no real title available?)
| 1990-01-01 | Paper |
scientific article; zbMATH DE number 4053486 (Why is no real title available?)
| 1988-01-01 | Paper |
scientific article; zbMATH DE number 4038919 (Why is no real title available?)
| 1987-01-01 | Paper |
scientific article; zbMATH DE number 3986294 (Why is no real title available?)
| 1986-01-01 | Paper |
The "local" law of the iterated logarithm for processes related to Lévy's stochastic area process
Studia Mathematica | 1985-01-01 | Paper |
Optimal discounted control for a continuous time inventory model
Journal of Optimization Theory and Applications | 1984-01-01 | Paper |
scientific article; zbMATH DE number 3861031 (Why is no real title available?)
| 1984-01-01 | Paper |
Levy's stochastic area formula in higher dimensions
Journal of Functional Analysis | 1983-01-01 | Paper |
Existence of optimal controls for partially observed linear diffusions
Systems & Control Letters | 1983-01-01 | Paper |
On Benes' bang-bang control problem
Applied Mathematics and Optimization | 1982-01-01 | Paper |
Optimal control for a class of partially observable systems†
Stochastics | 1982-01-01 | Paper |
scientific article; zbMATH DE number 3776602 (Why is no real title available?)
| 1982-01-01 | Paper |
scientific article; zbMATH DE number 3791346 (Why is no real title available?)
| 1982-01-01 | Paper |
Strong consistency of least squares estimators in linear regression models
The Annals of Statistics | 1980-01-01 | Paper |
Limited risk control of the ornstein-uhleeck process
Mathematische Operationsforschung und Statistik. Series Optimization | 1980-01-01 | Paper |
scientific article; zbMATH DE number 3748139 (Why is no real title available?)
| 1980-01-01 | Paper |
A convergence theorem for random linear combinations of independent normal random variables
The Annals of Statistics | 1979-01-01 | Paper |
Controlled Ornstein-Uhlenbeck process with chance constraints
Journal of Optimization Theory and Applications | 1979-01-01 | Paper |
scientific article; zbMATH DE number 3628130 (Why is no real title available?)
| 1979-01-01 | Paper |
The Range of a Vector-Valued Measure
| 1974-01-01 | Paper |
Single-Item Continuous-Review Inventory Models with Random Supplies
| N/A | Paper |
