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ORCIDMathematical Methods of Operations Research, Volume 50
Volume 50, Number 1, August 1999
- Steffen G. Meusel, Rainer E. Burkard:
A transportation problem with a permuted demand vector. 1-7 - Mihály Hujter, Bettina Klinz, Gerhard J. Woeginger:
A note on the complexity of the transportation problem with a permutable demand vector. 9-16 - D. G. Tian, Q. Fei:
An extension of the entropic perturbation method of linear programming. 17-25 - Eberhard Girlich, Alexander G. Tarnowski:
On polynomial solvability of two multiprocessor scheduling problems. 27-51 - Juan Carlos Santos, José Manuel Zarzuelo:
Weighted values for non-atomic games: an axiomatic approach. 53-63 - Andrzej S. Nowak:
Sensitive equilibria for ergodic stochastic games with countable state spaces. 65-76 - David Perry, Wolfgang Stadje:
Perishable inventory systems with impatient demands. 77-90 - Hans Daduna, Pavel S. Knopov
:
Optimal admission control for M/D/1/K queueing systems. 91-100 - Jörg Budde, Norbert Gaffke:
A class of extremum problems related to agency models with imperfect monitoring. 101-120 - Gerold Studer:
Risk measurement with maximum loss. 121-134 - Dariusz Gatarek, Andrzej Swiech:
Optimal stopping in Hilbert spaces and pricing of American options. 135-147 - Robert J. Elliott, Allanus H. Tsoi, Shiu Hong Lui:
Short rate analysis and marked point processes. 149-160
Volume 50, Number 2, October 1999
- Tomasz R. Bielecki, Daniel Hernández-Hernández, Stanley R. Pliska:
Risk sensitive control of finite state Markov chains in discrete time, with applications to portfolio management. 167-188 - Ralf Korn, Manfred Schäl:
On value preserving and growth optimal portfolios. 189-218 - Hyeng Keun Koo:
Consumption and portfolio selection with labor income: A discrete-time approach. 219-243 - Jitka Dupacová:
Portfolio optimization via stochastic programming: Methods of output analysis. 245-270 - Thaleia Zariphopoulou:
Optimal investment and consumption models with non-linear stock dynamics. 271-296 - Nizar Touzi:
Super-replication under proportional transaction costs: From discrete to continuous-time models. 297-320 - Jan Kallsen:
A utility maximization approach to hedging in incomplete markets. 321-338 - Rüdiger Frey, Wolfgang J. Runggaldier:
Risk-minimizing hedging strategies under restricted information: The case of stochastic volatility models observable only at discrete random times. 339-350 - Masaaki Kijima, Masamitsu Ohnishi:
Stochastic orders and their applications in financial optimization. 351-372
Volume 50, Number 3, December 1999
- Y. H. Cheng, W. T. Fu:
Strong efficiency in a locally convex space. 373-384 - Vito Fragnelli, Fioravante Patrone, Enrico Sideri, Stef Tijs:
Balanced games arising from infinite linear models. 385-397 - Andrzej S. Nowak:
Optimal strategies in a class of zero-sum ergodic stochastic games. 399-419 - Arie Hordijk, Alexander Yushkevich:
Blackwell optimality in the class of all policies in Markov decision chains with a Borel state space and unbounded rewards. 421-448 - Dimitrios G. Pandelis, Demosthenis Teneketzis:
On the optimality of the Gittins index rule for multi-armed bandits with multiple plays. 449-461 - Lukasz Stettner:
Risk sensitive portfolio optimization. 463-474 - Robert J. Elliott, Monique Jeanblanc:
Incomplete markets with jumps and informed agents. 475-492 - Ralf Korn:
Some applications of impulse control in mathematical finance. 493-518
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