172 results in 93Exx
Anticipative portfolio optimization
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- Advances in Applied Probability / Volume 28 / Issue 4 / December 1996
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- 01 July 2016, pp. 1095-1122
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- December 1996
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Finite-time optimal control of a process leaving an interval
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- Journal of Applied Probability / Volume 33 / Issue 3 / September 1996
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- 14 July 2016, pp. 714-728
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- September 1996
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Dynamic bandwidth allocation for ATM switches
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- Journal of Applied Probability / Volume 33 / Issue 3 / September 1996
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- 14 July 2016, pp. 758-771
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- September 1996
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Some diffusion models for the mabinogion sheep problem of williams
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- Advances in Applied Probability / Volume 28 / Issue 3 / September 1996
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- 01 July 2016, pp. 763-783
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- September 1996
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General necessary conditions for partially observed optimal stochastic controls
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- Journal of Applied Probability / Volume 32 / Issue 4 / December 1995
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- 14 July 2016, pp. 1118-1137
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- December 1995
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Finite-dimensional models for hidden Markov chains
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- Advances in Applied Probability / Volume 27 / Issue 1 / March 1995
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- 01 July 2016, pp. 146-160
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- March 1995
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Detecting optimal and non-optimal actions in average-cost Markov decision processes
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- Journal of Applied Probability / Volume 31 / Issue 4 / December 1994
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- 14 July 2016, pp. 979-990
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- December 1994
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A general recursive discrete-time filter
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- Journal of Applied Probability / Volume 30 / Issue 3 / September 1993
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- 14 July 2016, pp. 575-588
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- September 1993
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Discretizations for the average impulse control of piecewise deterministic processes
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- Journal of Applied Probability / Volume 30 / Issue 2 / June 1993
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- 14 July 2016, pp. 405-420
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- June 1993
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Optimality of index policies for stochastic scheduling with switching penalties
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- Journal of Applied Probability / Volume 29 / Issue 4 / December 1992
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- 14 July 2016, pp. 957-966
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- December 1992
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A bang-bang strategy for a finite fuel stochastic control problem
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- Advances in Applied Probability / Volume 24 / Issue 3 / September 1992
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- 01 July 2016, pp. 589-603
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- September 1992
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Asymptotic properties of the least-squares method for estimating transfer functions and disturbance spectra
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- Advances in Applied Probability / Volume 24 / Issue 2 / June 1992
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- 01 July 2016, pp. 412-440
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- June 1992
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