Journal: Annals of Operations Research

Found 3339 papers in total
Extremal distributions for the prophet region in the independent case
Extremal distributions for the prophet region in the independent case
1991,
In this paper, the prophet region in the independent case is investigated. A...
Sensitivity of constrained Markov decision processes
Sensitivity of constrained Markov decision processes
1991,
The authors consider the optimization of finite-state, finite-action Markov decision...
Estimation and control in multichain processes
Estimation and control in multichain processes
1991,
This paper considers Markovian decision processes in discrete time with transition...
A survey of solution techniques for the partially observed Markov decision process
A survey of solution techniques for the partially observed Markov decision process
1991,
The paper surveys several computational procedures for the partially observed Markov...
Additive functions and their application to uncertain information
Additive functions and their application to uncertain information
1991,
For additive functions over ordered sets, a minimum representation is given in case...
Wald-Wolfowitz optimality of sequentially planned tests: Remarks and conjectures
Wald-Wolfowitz optimality of sequentially planned tests: Remarks and conjectures
1991,
Group sequential tests with variable group sizes are considered whose decision...
Conditional variability ordering of distributions
Conditional variability ordering of distributions
1991,
The main idea of conditional ordering is to sharpen the ordering results in such a way...
Structured policies in the sequential design of experiments
Structured policies in the sequential design of experiments
1991,
A general control model under uncertainty is considered. Using a Bayesian approach and...
On Bayesian group sequential sampling procedures
On Bayesian group sequential sampling procedures
1991,
A general group sequential statistical decision model is investigated. Using a...
Stochastic modelling and optimization for environmental management
Stochastic modelling and optimization for environmental management
1991,
In modelling and managing complex environmental systems, inherent uncertainties of all...
A stochastic approach for the optimization of open-loop engine control systems
A stochastic approach for the optimization of open-loop engine control systems
1991,
The operation of sensors and actuators in engine control systems is always affected by...
Portfolio theory for the Recourse Certainty Equivalent maximizing investor
Portfolio theory for the Recourse Certainty Equivalent maximizing investor
1991,
The portfolio selection problem with one safe and n risky assets is analyzed via a new...
A recourse certainty equivalent for decisions under uncertainty
A recourse certainty equivalent for decisions under uncertainty
1991,
The authors propose a new criterion for decision-making under uncertainty. The...
Conditional expectation of integrands and random sets
Conditional expectation of integrands and random sets
1991,
The conditional expectation of integrands and random sets is the main tool of...
Glivenko-Cantelli type theorems: An application of the convergence theory of stochastic suprema
Glivenko-Cantelli type theorems: An application of the convergence theory of stochastic suprema
1991,
The uniform convergence of empirical processes on certain classes of sets follows from...
Growth-security profiles in captial accumulation under risk
Growth-security profiles in captial accumulation under risk
1991,
This paper considers the tradeoff between growth and security in the problem of...
Linear programming with stochastic processes as parameters as applied to production planning
Linear programming with stochastic processes as parameters as applied to production planning
1991,
In formulating stochastic programming with recourse models, the parameters of the...
Adaptive approaches to stochastic programming
Adaptive approaches to stochastic programming
1991,
Economists have found a need to model agents who behave in ways that are not...
Scenario optimization
Scenario optimization
1991,
Uncertainty in the parameters of a mathematical program may present a modeller with...
Guaranteeing approach to solving quantile optimization problems
Guaranteeing approach to solving quantile optimization problems
1991,
This paper presents a numerical method for solving quantile optimization problems,...
Stochastic programming with random processes
Stochastic programming with random processes
1991,
Three possible approaches to stochastic programming problems defined in time (so that...
Asymptotic analysis of stochastic programs
Asymptotic analysis of stochastic programs
1991,
The paper discusses a general approach to studying asymptotic properties of...
Normalized convergence in stochastic optimization
Normalized convergence in stochastic optimization
1991,
A new concept of (normalized) convergence of random variables is introduced. This...
On statistical sensitivity analysis in stochastic programming
On statistical sensitivity analysis in stochastic programming
1991,
Different approaches to statistical sensitivity analysis for optimal solutions of...
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