Taksar M.I.

M.I. Taksar

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Found 5 papers in total
Diffusion approximation for a controlled stochastic manufacturing system with average cost minimization
1995
We consider the problem of production control in a single machine, single product,...
Equilibrium states of random economies with locally interacting agents and solutions to stochastic variational inequalities in (L1, L∞)
2002
We study a stochastic model of an economy with locally interacting agents. The basis...
Convex stochastic optimization for random fields on graphs: A method of constructing Lagrange multipliers
2001
The paper analyzes stochastic optimization problems involving random fields on...
Optimal risk and dividend distribution control models for an insurance company
2000
The current paper presents a short survey of stochastic models of risk control and...
Double band policy for stochastic manufacturing systems in heavy traffic
1994
The authors consider the control of a manufacturing system producing one product. The...
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