Journal: Mathematical Methods of Operations Research (Heidelberg)

Found 629 papers in total
Asymptotics of statistical estimates in stochastic programming problems with long-range dependent samples
Asymptotics of statistical estimates in stochastic programming problems with long-range dependent samples
2002,
In this paper we investigate the asymptotics of the statistical estimates of the...
On the bias vector of a two-class preemptive priority queue
On the bias vector of a two-class preemptive priority queue
2002,
We give a closed-form expression for the long-run average cost and the bias vector in...
Threshold control policies for heterogeneous server systems
Threshold control policies for heterogeneous server systems
2002,
We study the problem of optimally controlling a multiserver queueing system. Customers...
Tail dependence for elliptically contoured distributions
Tail dependence for elliptically contoured distributions
2002,
The relationship between the theory of elliptically contoured distributions and the...
The term structure of interest rates in the economic and monetary union
The term structure of interest rates in the economic and monetary union
2002,
The main purpose of this article is to present a new numerical procedure that can be...
Calibration of a basket option model applied to company valuation
Calibration of a basket option model applied to company valuation
2002,
Applying real options thinking to company valuation seems theoretically and...
The consistency principle for set-valued solutions and a new direction for normative game theory
The consistency principle for set-valued solutions and a new direction for normative game theory
2001,
We extend the consistency principle for strategic games to apply to solutions which...
On the optimality equation for zero-sum ergodic stochastic games
On the optimality equation for zero-sum ergodic stochastic games
2001,
We consider zero-sum stochastic games with Borel state spaces satisfying a generalized...
Information collecting situations and bi-monotonic allocation schemes
Information collecting situations and bi-monotonic allocation schemes
2001,
This paper studies information collecting (IC) situations with the help of cooperative...
The Myerson value for union stable structures
The Myerson value for union stable structures
2001,
We study cooperation structures with the following property: Given any two feasible...
On the core of a class of location games
On the core of a class of location games
2001,
In this paper we introduce a class of cost TU-games arising from continuous single...
Dynamic order replenishment policy in Internet-based supply chains
Dynamic order replenishment policy in Internet-based supply chains
2001,
We consider a problem of dynamic replenishment of parts in the supply chain consisting...
Algorithms for aggregated limiting average Markov decision problems
Algorithms for aggregated limiting average Markov decision problems
2001,
We consider discrete time Markov Decision Process (MDP) with finite state and action...
Weighted Markov decision processes with perturbation
Weighted Markov decision processes with perturbation
2001,
In this paper we consider the weighted reward Markov decision process, with...
An approximation approach to ergodic semi-Markov control processes
An approximation approach to ergodic semi-Markov control processes
2001,
We consider semi-Markov control models (SMCMs) with a Borel state space satisfying...
Adaptive control of average Markov decision chains under the Lyapunov stability condition
Adaptive control of average Markov decision chains under the Lyapunov stability condition
2001,
This note concerns discrete-time Markov decision processes with denumerable state...
Ergodic behavior of a Markov chain model in a stochastic environment
Ergodic behavior of a Markov chain model in a stochastic environment
2001,
This paper is concerned with the asymptotic behavior of a time dependent Markov model...
Semi-infinite discounted Markov decision processes: Policy improvement and singular perturbations
Semi-infinite discounted Markov decision processes: Policy improvement and singular perturbations
2001,
In this paper, Discounted Markov Decision Processes with finite state and countable...
Dynamic productivity improvement in a model with multiple processes
Dynamic productivity improvement in a model with multiple processes
2001,
We study the situation where there are a number of on-going production processes each...
Adaptive policies for time-varying stochastic systems under discounted criterion
Adaptive policies for time-varying stochastic systems under discounted criterion
2001,
We consider a class of time-varying stochastic control systems, with Borel state and...
The discounted multi-objective Markov decision model with incomplete state observations: Lexicographically order criteria
The discounted multi-objective Markov decision model with incomplete state observations: Lexicographically order criteria
2001,
The discrete time discounted multi-objective Markov decision model with incomplete...
Stopped Markov decision processes with multiple constraints
Stopped Markov decision processes with multiple constraints
2001,
In this paper, a optimization problem for stopped Markov decision processes with...
A multi-objective shortest path problem
A multi-objective shortest path problem
2001,
We study a multi-objective shortest path problem. We formulate a multi-objective...
Optimality conditions in non-convex set-valued optimization
Optimality conditions in non-convex set-valued optimization
2001,
The notion of radial epiderivative is introduced and then a necessary and sufficient...
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