Gerstenberg, Julian; Neininger, Ralph; Spiegel, Denis On solutions of the distributional Bellman equation. (English) Zbl 07804350 Electron. Res. Arch. 31, No. 8, 4459-4483 (2023). MSC: 65C30 65Q10 65C40 68Q32 60G10 60H25 PDFBibTeX XMLCite \textit{J. Gerstenberg} et al., Electron. Res. Arch. 31, No. 8, 4459--4483 (2023; Zbl 07804350) Full Text: DOI arXiv
Wen, Xian; Huo, Haifeng The exponential utility optimality for infinite horizon semi-Markov decision processes. (Chinese. English summary) Zbl 07793050 Chin. J. Appl. Probab. Stat. 39, No. 4, 577-588 (2023). MSC: 90C40 60J20 PDFBibTeX XMLCite \textit{X. Wen} and \textit{H. Huo}, Chin. J. Appl. Probab. Stat. 39, No. 4, 577--588 (2023; Zbl 07793050) Full Text: Link
Uğurlu, Kerem; Brzeczek, Tomasz Distorted probability operator for dynamic portfolio optimization in times of socio-economic crisis. (English) Zbl 07764875 CEJOR, Cent. Eur. J. Oper. Res. 31, No. 4, 1043-1060 (2023). MSC: 90Bxx PDFBibTeX XMLCite \textit{K. Uğurlu} and \textit{T. Brzeczek}, CEJOR, Cent. Eur. J. Oper. Res. 31, No. 4, 1043--1060 (2023; Zbl 07764875) Full Text: DOI OA License
Lin, Sen; Li, Bo; Arreola-Risa, Antonio; Huang, Yiwei Optimizing a single-product production-inventory system under constant absolute risk aversion. (English) Zbl 1525.90035 Top 31, No. 3, 510-537 (2023). MSC: 90B05 90B30 90B50 91B16 PDFBibTeX XMLCite \textit{S. Lin} et al., Top 31, No. 3, 510--537 (2023; Zbl 1525.90035) Full Text: DOI
Feinberg, Eugene A.; Kraemer, David N. Continuity of discounted values and the structure of optimal policies for periodic-review inventory systems with setup costs. (English) Zbl 1525.90021 Nav. Res. Logist. 70, No. 5, 480-492 (2023). MSC: 90B05 PDFBibTeX XMLCite \textit{E. A. Feinberg} and \textit{D. N. Kraemer}, Nav. Res. Logist. 70, No. 5, 480--492 (2023; Zbl 1525.90021) Full Text: DOI arXiv
Ma, Shuai; Ma, Xiaoteng; Xia, Li A unified algorithm framework for mean-variance optimization in discounted Markov decision processes. (English) Zbl 07737919 Eur. J. Oper. Res. 311, No. 3, 1057-1067 (2023). MSC: 90Bxx PDFBibTeX XMLCite \textit{S. Ma} et al., Eur. J. Oper. Res. 311, No. 3, 1057--1067 (2023; Zbl 07737919) Full Text: DOI arXiv
Mitra, Tapan; Roy, Santanu Stochastic growth, conservation of capital and convergence to a positive steady state. (English) Zbl 1520.91267 Econ. Theory 76, No. 1, 311-351 (2023). MSC: 91B70 91B62 PDFBibTeX XMLCite \textit{T. Mitra} and \textit{S. Roy}, Econ. Theory 76, No. 1, 311--351 (2023; Zbl 1520.91267) Full Text: DOI
Schlosser, Rainer; Gönsch, Jochen Risk-averse dynamic pricing using mean-semivariance optimization. (English) Zbl 07709907 Eur. J. Oper. Res. 310, No. 3, 1151-1163 (2023). MSC: 90Bxx PDFBibTeX XMLCite \textit{R. Schlosser} and \textit{J. Gönsch}, Eur. J. Oper. Res. 310, No. 3, 1151--1163 (2023; Zbl 07709907) Full Text: DOI
Kumar, Uday M.; Bhat, Sanjay P.; Kavitha, Veeraruna; Hemachandra, Nandyala Approximate solutions to constrained risk-sensitive Markov decision processes. (English) Zbl 07709815 Eur. J. Oper. Res. 310, No. 1, 249-267 (2023). MSC: 90Bxx PDFBibTeX XMLCite \textit{U. M. Kumar} et al., Eur. J. Oper. Res. 310, No. 1, 249--267 (2023; Zbl 07709815) Full Text: DOI arXiv
Tan, Barış; Karabağ, Oktay; Khayyati, Siamak Production and energy mode control of a production-inventory system. (English) Zbl 07709273 Eur. J. Oper. Res. 308, No. 3, 1176-1187 (2023). MSC: 90Bxx PDFBibTeX XMLCite \textit{B. Tan} et al., Eur. J. Oper. Res. 308, No. 3, 1176--1187 (2023; Zbl 07709273) Full Text: DOI
Szmerekovsky, Joseph G.; Venkateshan, Prahalad; Simonson, Peter D. Project scheduling under the threat of catastrophic disruption. (English) Zbl 07709234 Eur. J. Oper. Res. 309, No. 2, 784-794 (2023). MSC: 90Bxx PDFBibTeX XMLCite \textit{J. G. Szmerekovsky} et al., Eur. J. Oper. Res. 309, No. 2, 784--794 (2023; Zbl 07709234) Full Text: DOI
Krishnamurthy, Vikram Interval dominance based structural results for Markov decision process. (English) Zbl 1522.90248 Automatica 153, Article ID 111024, 8 p. (2023). MSC: 90C40 PDFBibTeX XMLCite \textit{V. Krishnamurthy}, Automatica 153, Article ID 111024, 8 p. (2023; Zbl 1522.90248) Full Text: DOI arXiv
Tao, Zhijie; Peng, Bo; Ma, Lina Optimal initial coin offering under speculative token trading. (English) Zbl 07705416 Eur. J. Oper. Res. 306, No. 2, 632-644 (2023). MSC: 90Bxx PDFBibTeX XMLCite \textit{Z. Tao} et al., Eur. J. Oper. Res. 306, No. 2, 632--644 (2023; Zbl 07705416) Full Text: DOI
Yang, Qisong; Simão, Thiago D.; Tindemans, Simon H.; Spaan, Matthijs T. J. Safety-constrained reinforcement learning with a distributional safety critic. (English) Zbl 07702688 Mach. Learn. 112, No. 3, 859-887 (2023). MSC: 68T05 PDFBibTeX XMLCite \textit{Q. Yang} et al., Mach. Learn. 112, No. 3, 859--887 (2023; Zbl 07702688) Full Text: DOI
Bonetti, Massimiliano; Bisi, Lorenzo; Restelli, Marcello Risk-averse optimization of reward-based coherent risk measures. (English) Zbl 07697285 Artif. Intell. 316, Article ID 103845, 54 p. (2023). MSC: 68Txx PDFBibTeX XMLCite \textit{M. Bonetti} et al., Artif. Intell. 316, Article ID 103845, 54 p. (2023; Zbl 07697285) Full Text: DOI
Li, Quan-Lin; Li, Yi-Meng; Ma, Jing-Yu; Liu, Heng-Li A complete algebraic solution to the optimal dynamic rationing policy in the stock-rationing queue with two demand classes. (English) Zbl 1517.90025 J. Comb. Optim. 45, No. 3, Paper No. 83, 54 p. (2023). MSC: 90B22 90B05 90C40 PDFBibTeX XMLCite \textit{Q.-L. Li} et al., J. Comb. Optim. 45, No. 3, Paper No. 83, 54 p. (2023; Zbl 1517.90025) Full Text: DOI arXiv
Jiang, Weifan; Liu, Jian; Zhou, Hui; Wan, Miyu Strategy selection of inventory financing based on overconfident retailer. (English) Zbl 1513.91097 J. Ind. Manag. Optim. 19, No. 1, 139-169 (2023). MSC: 91G50 90B05 91A65 91A80 PDFBibTeX XMLCite \textit{W. Jiang} et al., J. Ind. Manag. Optim. 19, No. 1, 139--169 (2023; Zbl 1513.91097) Full Text: DOI
Li, Yanhai; Gu, Chaocheng; Chen, Wenbo Dynamic inventory control with payment delay and credit limit. (English) Zbl 1523.90012 Nav. Res. Logist. 69, No. 2, 271-286 (2022). MSC: 90B05 90C59 90C05 PDFBibTeX XMLCite \textit{Y. Li} et al., Nav. Res. Logist. 69, No. 2, 271--286 (2022; Zbl 1523.90012) Full Text: DOI
Hazen, Gordon B. Augmenting Markov cohort analysis to compute (co)variances: implications for strength of cost-effectiveness. (English) Zbl 07640787 INFORMS J. Comput. 34, No. 6, 3170-3180 (2022). MSC: 90Cxx PDFBibTeX XMLCite \textit{G. B. Hazen}, INFORMS J. Comput. 34, No. 6, 3170--3180 (2022; Zbl 07640787) Full Text: DOI
Ma, Xiaoteng; Ma, Shuai; Xia, Li; Zhao, Qianchuan Mean-semivariance policy optimization via risk-averse reinforcement learning. (English) Zbl 1502.68261 J. Artif. Intell. Res. (JAIR) 75, 569-595 (2022). MSC: 68T05 68T20 90C40 PDFBibTeX XMLCite \textit{X. Ma} et al., J. Artif. Intell. Res. (JAIR) 75, 569--595 (2022; Zbl 1502.68261) Full Text: DOI arXiv
Yu, Zhihui; Guo, Xianping; Xia, Li Zero-sum semi-Markov games with state-action-dependent discount factors. (English) Zbl 1526.91002 Discrete Event Dyn. Syst. 32, No. 4, 545-571 (2022). MSC: 91A15 91A05 91A10 91A70 PDFBibTeX XMLCite \textit{Z. Yu} et al., Discrete Event Dyn. Syst. 32, No. 4, 545--571 (2022; Zbl 1526.91002) Full Text: DOI arXiv
Feinberg, Eugene A.; Liang, Yan Structure of optimal policies to periodic-review inventory models with convex costs and backorders for all values of discount factors. (English) Zbl 1501.90004 Ann. Oper. Res. 317, No. 1, 29-45 (2022). MSC: 90B05 PDFBibTeX XMLCite \textit{E. A. Feinberg} and \textit{Y. Liang}, Ann. Oper. Res. 317, No. 1, 29--45 (2022; Zbl 1501.90004) Full Text: DOI arXiv
Wan, Nana; Li, Li; Wu, Xiaozhi; Fan, Jianchang Risk minimization inventory model with a profit target and option contracts under spot price uncertainty. (English) Zbl 1513.90015 J. Ind. Manag. Optim. 18, No. 4, 2827-2845 (2022). MSC: 90B05 90B50 90C05 PDFBibTeX XMLCite \textit{N. Wan} et al., J. Ind. Manag. Optim. 18, No. 4, 2827--2845 (2022; Zbl 1513.90015) Full Text: DOI
Wu, Tengyu; He, Lin; Yu, Haiyan Online traveling salesman problem with time cost and non-zealous server. (English) Zbl 1502.90159 J. Comb. Optim. 44, No. 3, 2143-2166 (2022). MSC: 90C27 PDFBibTeX XMLCite \textit{T. Wu} et al., J. Comb. Optim. 44, No. 3, 2143--2166 (2022; Zbl 1502.90159) Full Text: DOI
Zhang, Chuang; Li, Yantong; Cao, Junhai; Yang, Zhen; Coelho, Leandro C. Exact and matheuristic methods for the parallel machine scheduling and location problem with delivery time and due date. (English) Zbl 1520.90136 Comput. Oper. Res. 147, Article ID 105936, 19 p. (2022). MSC: 90B35 90B80 90C11 90C59 PDFBibTeX XMLCite \textit{C. Zhang} et al., Comput. Oper. Res. 147, Article ID 105936, 19 p. (2022; Zbl 1520.90136) Full Text: DOI
Shen, Xiaobei; Yu, Yimin; Huh, Woonghee Tim Technical note – A permutation-dependent separability approach for capacitated two-echelon inventory systems. (English) Zbl 1497.90021 Oper. Res. 70, No. 4, 1953-1968 (2022). MSC: 90B05 PDFBibTeX XMLCite \textit{X. Shen} et al., Oper. Res. 70, No. 4, 1953--1968 (2022; Zbl 1497.90021) Full Text: DOI
Prashanth, L. A.; Fu, Michael C. Risk-sensitive reinforcement learning via policy gradient search. (English) Zbl 1524.68292 Found. Trends Mach. Learn. 15, No. 5, 537-693 (2022). MSC: 68T05 90C90 68-02 PDFBibTeX XMLCite \textit{L. A. Prashanth} and \textit{M. C. Fu}, Found. Trends Mach. Learn. 15, No. 5, 537--693 (2022; Zbl 1524.68292) Full Text: DOI arXiv
Herings, P. Jean-Jacques; Houba, Harold Costless delay in negotiations. (English) Zbl 1498.91204 Econ. Theory 74, No. 1, 69-93 (2022). MSC: 91B26 91A11 PDFBibTeX XMLCite \textit{P. J. J. Herings} and \textit{H. Houba}, Econ. Theory 74, No. 1, 69--93 (2022; Zbl 1498.91204) Full Text: DOI
Wen, Xin; Huo, Hai-feng; Guo, Xian-ping First passage risk probability minimization for piecewise deterministic Markov decision processes. (English) Zbl 1489.90210 Acta Math. Appl. Sin., Engl. Ser. 38, No. 3, 549-567 (2022). MSC: 90C40 60J27 PDFBibTeX XMLCite \textit{X. Wen} et al., Acta Math. Appl. Sin., Engl. Ser. 38, No. 3, 549--567 (2022; Zbl 1489.90210) Full Text: DOI
Paredes Pérez, Octavio; Vázquez Guevara, Víctor Hugo; Cruz-Suárez, Hugo A consumption and investment problem via a Markov decision processes approach with random horizon. (English) Zbl 1493.90081 Adv. Oper. Res. 2022, Article ID 3184610, 13 p. (2022). MSC: 90B50 90C40 90C39 PDFBibTeX XMLCite \textit{O. Paredes Pérez} et al., Adv. Oper. Res. 2022, Article ID 3184610, 13 p. (2022; Zbl 1493.90081) Full Text: DOI
Bhabak, Arnab; Pal, Chandan; Saha, Subhamay Zero-sum semi-Markov games with a probability criterion. (English) Zbl 1489.91057 Stochastics 94, No. 3, 415-431 (2022). MSC: 91A60 60K15 PDFBibTeX XMLCite \textit{A. Bhabak} et al., Stochastics 94, No. 3, 415--431 (2022; Zbl 1489.91057) Full Text: DOI
Dang, Chuangyin; Herings, P. Jean-Jacques; Li, Peixuan An interior-point differentiable path-following method to compute stationary equilibria in stochastic games. (English) Zbl 07552214 INFORMS J. Comput. 34, No. 3, 1403-1418 (2022). MSC: 90-XX PDFBibTeX XMLCite \textit{C. Dang} et al., INFORMS J. Comput. 34, No. 3, 1403--1418 (2022; Zbl 07552214) Full Text: DOI
Nowak, Maciej; Trzaskalik, Tadeusz A trade-off multiobjective dynamic programming procedure and its application to project portfolio selection. (English) Zbl 1490.90273 Ann. Oper. Res. 311, No. 2, 1155-1181 (2022). MSC: 90C29 90B50 90C39 91G10 PDFBibTeX XMLCite \textit{M. Nowak} and \textit{T. Trzaskalik}, Ann. Oper. Res. 311, No. 2, 1155--1181 (2022; Zbl 1490.90273) Full Text: DOI
Er-Rahmadi, Btissam; Ma, Tiejun Data-driven mixed-integer linear programming-based optimisation for efficient failure detection in large-scale distributed systems. (English) Zbl 1507.90109 Eur. J. Oper. Res. 303, No. 1, 337-353 (2022). MSC: 90C11 68M14 68M15 PDFBibTeX XMLCite \textit{B. Er-Rahmadi} and \textit{T. Ma}, Eur. J. Oper. Res. 303, No. 1, 337--353 (2022; Zbl 1507.90109) Full Text: DOI
Slotnick, Susan A.; Sobel, Matthew J. Collaboration with a supplier to induce fair labor practices. (English) Zbl 1507.90035 Eur. J. Oper. Res. 302, No. 1, 244-258 (2022). MSC: 90B06 90C39 90C40 91A65 PDFBibTeX XMLCite \textit{S. A. Slotnick} and \textit{M. J. Sobel}, Eur. J. Oper. Res. 302, No. 1, 244--258 (2022; Zbl 1507.90035) Full Text: DOI
Jaśkiewicz, Anna; Nowak, Andrzej S. Constrained discounted stochastic games. (English) Zbl 1489.91016 Appl. Math. Optim. 85, No. 2, Paper No. 6, 31 p. (2022). MSC: 91A15 91A10 90C40 PDFBibTeX XMLCite \textit{A. Jaśkiewicz} and \textit{A. S. Nowak}, Appl. Math. Optim. 85, No. 2, Paper No. 6, 31 p. (2022; Zbl 1489.91016) Full Text: DOI arXiv
Levorato, Mario; Figueiredo, Rosa; Frota, Yuri Exact solutions for the two-machine robust flow shop with budgeted uncertainty. (English) Zbl 1495.90077 Eur. J. Oper. Res. 300, No. 1, 46-57 (2022). MSC: 90B35 PDFBibTeX XMLCite \textit{M. Levorato} et al., Eur. J. Oper. Res. 300, No. 1, 46--57 (2022; Zbl 1495.90077) Full Text: DOI
Bhabak, Arnab; Saha, Subhamay Risk-sensitive semi-Markov decision problems with discounted cost and general utilities. (English) Zbl 1480.90248 Stat. Probab. Lett. 184, Article ID 109408, 9 p. (2022). MSC: 90C40 93E20 PDFBibTeX XMLCite \textit{A. Bhabak} and \textit{S. Saha}, Stat. Probab. Lett. 184, Article ID 109408, 9 p. (2022; Zbl 1480.90248) Full Text: DOI arXiv
Chen, Tianxiao; Gong, Xiting; Li, Qing; Xu, He Multiseason production planning under export quotas. (English) Zbl 1523.90021 Nav. Res. Logist. 68, No. 3, 279-294 (2021). MSC: 90B06 90B30 90C39 PDFBibTeX XMLCite \textit{T. Chen} et al., Nav. Res. Logist. 68, No. 3, 279--294 (2021; Zbl 1523.90021) Full Text: DOI
Melo Moreira, Daniel A.; Valdivia Delgado, Karina; Nunes de Barros, Leliane; Deratani Mauá, Denis Efficient algorithms for risk-sensitive Markov decision processes with limited budget. (English) Zbl 1520.68178 Int. J. Approx. Reasoning 139, 143-165 (2021). MSC: 68T20 90C39 90C40 PDFBibTeX XMLCite \textit{D. A. Melo Moreira} et al., Int. J. Approx. Reasoning 139, 143--165 (2021; Zbl 1520.68178) Full Text: DOI
Hackney, Michael; James, Alex; Plank, Michael J. Cooperative and non-cooperative behaviour in the exploitation of a common renewable resource with environmental stochasticity. (English) Zbl 1481.91139 Appl. Math. Modelling 89, Part 2, 1041-1054 (2021). MSC: 91B76 90C40 PDFBibTeX XMLCite \textit{M. Hackney} et al., Appl. Math. Modelling 89, Part 2, 1041--1054 (2021; Zbl 1481.91139) Full Text: DOI DOI
Peymankar, Mahboobeh; Davari, Morteza; Ranjbar, Mohammad Maximizing the expected net present value in a project with uncertain cash flows. (English) Zbl 1487.90314 Eur. J. Oper. Res. 294, No. 2, 442-452 (2021). MSC: 90B35 90B36 90C15 PDFBibTeX XMLCite \textit{M. Peymankar} et al., Eur. J. Oper. Res. 294, No. 2, 442--452 (2021; Zbl 1487.90314) Full Text: DOI
Huo, Haifeng; Wen, Xian First passage exponential optimality problem for semi-Markov decision processes. (English) Zbl 1471.93279 Piunovskiy, Alexey (ed.) et al., Modern trends in controlled stochastic processes: theory and applications, V.III. Selected papers based on the presentations at the traditional Liverpool workshop on controlled stochastic processes, Liverpool, UK, July 2021. Cham: Springer. Emerg. Complex. Comput. 41, 19-37 (2021). MSC: 93E20 90C40 PDFBibTeX XMLCite \textit{H. Huo} and \textit{X. Wen}, Emerg. Complex. Comput. 41, 19--37 (2021; Zbl 1471.93279) Full Text: DOI
Herings, P. Jean-Jacques; Predtetchinski, Arkadi Simple collective equilibria in stopping games. (English) Zbl 1470.91061 J. Math. Econ. 95, Article ID 102467, 15 p. (2021). MSC: 91A55 91B14 PDFBibTeX XMLCite \textit{P. J. J. Herings} and \textit{A. Predtetchinski}, J. Math. Econ. 95, Article ID 102467, 15 p. (2021; Zbl 1470.91061) Full Text: DOI
Chen, Boxiao; Chao, Xiuli; Shi, Cong Nonparametric learning algorithms for joint pricing and inventory control with lost sales and censored demand. (English) Zbl 1471.90169 Math. Oper. Res. 46, No. 2, 726-756 (2021). MSC: 90C59 62G20 90B50 90B05 PDFBibTeX XMLCite \textit{B. Chen} et al., Math. Oper. Res. 46, No. 2, 726--756 (2021; Zbl 1471.90169) Full Text: DOI
Köse, Umit; Ruszczyński, Andrzej Risk-averse learning by temporal difference methods with Markov risk measures. (English) Zbl 07370555 J. Mach. Learn. Res. 22, Paper No. 38, 34 p. (2021). MSC: 68T05 PDFBibTeX XMLCite \textit{U. Köse} and \textit{A. Ruszczyński}, J. Mach. Learn. Res. 22, Paper No. 38, 34 p. (2021; Zbl 07370555) Full Text: Link
An, Simin; Li, Bo; Song, Dongping; Chen, Xue Green credit financing versus trade credit financing in a supply chain with carbon emission limits. (English) Zbl 1487.90071 Eur. J. Oper. Res. 292, No. 1, 125-142 (2021). MSC: 90B06 90B05 91A80 91G40 PDFBibTeX XMLCite \textit{S. An} et al., Eur. J. Oper. Res. 292, No. 1, 125--142 (2021; Zbl 1487.90071) Full Text: DOI
Li, Xiang; Qi, Xiangtong; Li, Yongjian On sales effort and pricing decisions under alternative risk criteria. (English) Zbl 1487.90414 Eur. J. Oper. Res. 293, No. 2, 603-614 (2021). MSC: 90B60 90B05 91B24 PDFBibTeX XMLCite \textit{X. Li} et al., Eur. J. Oper. Res. 293, No. 2, 603--614 (2021; Zbl 1487.90414) Full Text: DOI
Fang, Fei; Nguyen, Tri-Dung; Currie, Christine S. M. Joint pricing and inventory decisions for substitutable and perishable products under demand uncertainty. (English) Zbl 1487.90017 Eur. J. Oper. Res. 293, No. 2, 594-602 (2021). MSC: 90B05 91B24 90C39 PDFBibTeX XMLCite \textit{F. Fang} et al., Eur. J. Oper. Res. 293, No. 2, 594--602 (2021; Zbl 1487.90017) Full Text: DOI
Benioudakis, Myron; Burnetas, Apostolos; Ioannou, George Lead-time quotations in unobservable make-to-order systems with strategic customers: risk aversion, load control and profit maximization. (English) Zbl 1487.90213 Eur. J. Oper. Res. 289, No. 1, 165-176 (2021). MSC: 90B22 60K25 PDFBibTeX XMLCite \textit{M. Benioudakis} et al., Eur. J. Oper. Res. 289, No. 1, 165--176 (2021; Zbl 1487.90213) Full Text: DOI arXiv
de Nijs, Frits; Walraven, Erwin; de Weerdt, Mathijs M.; Spaan, Matthijs T. J. Constrained multiagent Markov decision processes: a taxonomy of problems and algorithms. (English) Zbl 1512.68389 J. Artif. Intell. Res. (JAIR) 70, 955-1001 (2021). MSC: 68T42 68T20 90C40 PDFBibTeX XMLCite \textit{F. de Nijs} et al., J. Artif. Intell. Res. (JAIR) 70, 955--1001 (2021; Zbl 1512.68389) Full Text: DOI
Li, Yanhai; Jiang, Xuan The supplier’s optimal guarantee policy in newsvendor finance. (English) Zbl 07767635 Int. Trans. Oper. Res. 27, No. 5, 2370-2395 (2020). MSC: 90-XX PDFBibTeX XMLCite \textit{Y. Li} and \textit{X. Jiang}, Int. Trans. Oper. Res. 27, No. 5, 2370--2395 (2020; Zbl 07767635) Full Text: DOI
Zhai, Youzi; Xue, Weili; Ma, Lijun Commitment decisions with demand information updating and a capital-constrained supplier. (English) Zbl 07767632 Int. Trans. Oper. Res. 27, No. 5, 2294-2316 (2020). MSC: 90-XX PDFBibTeX XMLCite \textit{Y. Zhai} et al., Int. Trans. Oper. Res. 27, No. 5, 2294--2316 (2020; Zbl 07767632) Full Text: DOI
Zhang, Hao; He, Qi-Ming; Zhao, Xiaobo Balancing herding and congestion in service systems: a queueing perspective. (English) Zbl 1509.90063 INFOR: Inf. Syst. Oper. Res. 58, No. 3, 511-536 (2020). MSC: 90B22 PDFBibTeX XMLCite \textit{H. Zhang} et al., INFOR: Inf. Syst. Oper. Res. 58, No. 3, 511--536 (2020; Zbl 1509.90063) Full Text: DOI
Zhou, Meng; Liu, Liwei; Chai, Xudong; Wang, Zhen Equilibrium strategies in a constant retrial queue with setup time and the \(N\)-policy. (English) Zbl 1511.60140 Commun. Stat., Theory Methods 49, No. 7, 1695-1711 (2020). MSC: 60K25 90B22 PDFBibTeX XMLCite \textit{M. Zhou} et al., Commun. Stat., Theory Methods 49, No. 7, 1695--1711 (2020; Zbl 1511.60140) Full Text: DOI
Krishnamurthy, N.; Neogy, S. K. On Lemke processibility of LCP formulations for solving discounted switching control stochastic games. (English) Zbl 1467.90079 Ann. Oper. Res. 295, No. 2, 633-644 (2020). MSC: 90C33 91A15 PDFBibTeX XMLCite \textit{N. Krishnamurthy} and \textit{S. K. Neogy}, Ann. Oper. Res. 295, No. 2, 633--644 (2020; Zbl 1467.90079) Full Text: DOI
Schlosser, Rainer Risk-sensitive control of Markov decision processes: a moment-based approach with target distributions. (English) Zbl 1458.90401 Comput. Oper. Res. 123, Article ID 104997, 14 p. (2020). MSC: 90B50 90C40 91B06 PDFBibTeX XMLCite \textit{R. Schlosser}, Comput. Oper. Res. 123, Article ID 104997, 14 p. (2020; Zbl 1458.90401) Full Text: DOI
Labrecciosa, Paola Cournot competition with hyperbolic learning and myopic firms: a note. (English) Zbl 1478.91111 Oper. Res. Lett. 48, No. 5, 619-622 (2020). MSC: 91B54 PDFBibTeX XMLCite \textit{P. Labrecciosa}, Oper. Res. Lett. 48, No. 5, 619--622 (2020; Zbl 1478.91111) Full Text: DOI
Dutta, Prajit K. Dynamic games with an application to climate change models. (English) Zbl 1454.91019 Sotomayor, Marilda (ed.) et al., Complex social and behavioral systems. Game theory and agent-based models. New York, NY: Springer. Encycl. Complex. Syst. Sci. Ser., 61-82 (2020). MSC: 91A15 91A25 91B76 PDFBibTeX XMLCite \textit{P. K. Dutta}, in: Complex social and behavioral systems. Game theory and agent-based models. New York, NY: Springer. 61--82 (2020; Zbl 1454.91019) Full Text: DOI
Joosten, Reinoud; Samuel, Llea On finding large sets of rewards in two-player ETP-ESP games. (English) Zbl 1457.91056 Int. Game Theory Rev. 22, No. 2, Article ID 2040002, 27 p. (2020). MSC: 91A15 91A05 PDFBibTeX XMLCite \textit{R. Joosten} and \textit{L. Samuel}, Int. Game Theory Rev. 22, No. 2, Article ID 2040002, 27 p. (2020; Zbl 1457.91056) Full Text: DOI
Chen, Boxiao; Chao, Xiuli; Wang, Yining Technical note – data-based dynamic pricing and inventory control with censored demand and limited price changes. (English) Zbl 1455.90005 Oper. Res. 68, No. 5, 1445-1456 (2020). MSC: 90B05 91B24 PDFBibTeX XMLCite \textit{B. Chen} et al., Oper. Res. 68, No. 5, 1445--1456 (2020; Zbl 1455.90005) Full Text: DOI
Saldi, Naci; Başar, Tamer; Raginsky, Maxim Approximate Markov-Nash equilibria for discrete-time risk-sensitive mean-field games. (English) Zbl 1455.91040 Math. Oper. Res. 45, No. 4, 1596-1620 (2020). MSC: 91A16 91A50 91A11 PDFBibTeX XMLCite \textit{N. Saldi} et al., Math. Oper. Res. 45, No. 4, 1596--1620 (2020; Zbl 1455.91040) Full Text: DOI arXiv
Luo, Chunling; Tan, Chin Hon Almost stochastic dominance for most risk-averse decision makers. (English) Zbl 1440.90016 Decis. Anal. 17, No. 2, 169-184 (2020). MSC: 90B50 PDFBibTeX XMLCite \textit{C. Luo} and \textit{C. H. Tan}, Decis. Anal. 17, No. 2, 169--184 (2020; Zbl 1440.90016) Full Text: DOI
Niño-Mora, José A verification theorem for threshold-indexability of real-state discounted restless bandits. (English) Zbl 1455.90147 Math. Oper. Res. 45, No. 2, 465-496 (2020). MSC: 90C40 90B36 90C39 90C48 PDFBibTeX XMLCite \textit{J. Niño-Mora}, Math. Oper. Res. 45, No. 2, 465--496 (2020; Zbl 1455.90147) Full Text: DOI arXiv
Li, Peixuan; Dang, Chuangyin An arbitrary starting tracing procedure for computing subgame perfect equilibria. (English) Zbl 1447.91017 J. Optim. Theory Appl. 186, No. 2, 667-687 (2020). MSC: 91A15 91A10 91A18 PDFBibTeX XMLCite \textit{P. Li} and \textit{C. Dang}, J. Optim. Theory Appl. 186, No. 2, 667--687 (2020; Zbl 1447.91017) Full Text: DOI
Dubey, Dipti; Neogy, S. K.; Sinha, Sagnik Max plus algebra, optimization and game theory. (English) Zbl 1454.15019 Roy, Priti Kumar (ed.) et al., Mathematical analysis and applications in modeling. Selected papers presented at the international conference, ICMAAM 2018, Kolkata, India, January 9–12, 2018. Singapore: Springer. Springer Proc. Math. Stat. 302, 345-361 (2020). MSC: 15A80 90C05 90C20 90C25 90C32 91A15 PDFBibTeX XMLCite \textit{D. Dubey} et al., Springer Proc. Math. Stat. 302, 345--361 (2020; Zbl 1454.15019) Full Text: DOI
Li, Jianbin; Guan, Mengcheng; Chen, Zhiyuan Optimal inventory policy for fast-moving consumer goods under e-commerce environment. (English) Zbl 1449.90008 J. Ind. Manag. Optim. 16, No. 4, 1769-1781 (2020). MSC: 90B05 90B06 90C39 PDFBibTeX XMLCite \textit{J. Li} et al., J. Ind. Manag. Optim. 16, No. 4, 1769--1781 (2020; Zbl 1449.90008) Full Text: DOI
Guo, Xin; Zhang, Yi On risk-sensitive piecewise deterministic Markov decision processes. (English) Zbl 1467.90086 Appl. Math. Optim. 81, No. 3, 685-710 (2020). Reviewer: Wiesław Kotarski (Sosnowiec) MSC: 90C40 93C20 PDFBibTeX XMLCite \textit{X. Guo} and \textit{Y. Zhang}, Appl. Math. Optim. 81, No. 3, 685--710 (2020; Zbl 1467.90086) Full Text: DOI arXiv
Azoury, Katy S.; Miyaoka, Julia Optimal and simple approximate solutions to a production-inventory system with stochastic and deterministic demand. (English) Zbl 1443.90092 Eur. J. Oper. Res. 286, No. 1, 178-189 (2020). MSC: 90B05 90B30 PDFBibTeX XMLCite \textit{K. S. Azoury} and \textit{J. Miyaoka}, Eur. J. Oper. Res. 286, No. 1, 178--189 (2020; Zbl 1443.90092) Full Text: DOI
Ding, Kemi; Ren, Xiaoqiang; Quevedo, Daniel E.; Dey, Subhrakanti; Shi, Ling Defensive deception against reactive jamming attacks in remote state estimation. (English) Zbl 1440.93249 Automatica 113, Article ID 108680, 11 p. (2020). MSC: 93E11 93C83 68M25 91A15 91A80 PDFBibTeX XMLCite \textit{K. Ding} et al., Automatica 113, Article ID 108680, 11 p. (2020; Zbl 1440.93249) Full Text: DOI
Ghosh, Debdas; Sharma, Akshay; Shukla, K. K.; Kumar, Amar; Manchanda, Kartik Globalized robust Markov perfect equilibrium for discounted stochastic games and its application on intrusion detection in wireless sensor networks. I. Theory. (English) Zbl 1435.68053 Japan J. Ind. Appl. Math. 37, No. 1, 283-308 (2020). MSC: 68M18 68M25 91A10 91A15 91A80 PDFBibTeX XMLCite \textit{D. Ghosh} et al., Japan J. Ind. Appl. Math. 37, No. 1, 283--308 (2020; Zbl 1435.68053) Full Text: DOI arXiv
Rubio-Herrero, Javier; Baykal-Gürsoy, Melike Mean-variance analysis of the newsvendor problem with price-dependent, isoelastic demand. (English) Zbl 1441.90011 Eur. J. Oper. Res. 283, No. 3, 942-953 (2020). MSC: 90B05 PDFBibTeX XMLCite \textit{J. Rubio-Herrero} and \textit{M. Baykal-Gürsoy}, Eur. J. Oper. Res. 283, No. 3, 942--953 (2020; Zbl 1441.90011) Full Text: DOI
Haji, Babak; Ross, Sheldon Minimizing expected discounted cost in a queueing loss model with discriminating arrivals. (English) Zbl 1430.90191 Eur. J. Oper. Res. 282, No. 2, 593-601 (2020). MSC: 90B22 60K25 90C40 PDFBibTeX XMLCite \textit{B. Haji} and \textit{S. Ross}, Eur. J. Oper. Res. 282, No. 2, 593--601 (2020; Zbl 1430.90191) Full Text: DOI
Lotfi, Reza; Weber, Gerhard-Wilhelm; Sajadifar, S. Mehdi; Mardani, Nooshin Interdependent demand in the two-period newsvendor problem. (English) Zbl 1438.90168 J. Ind. Manag. Optim. 16, No. 1, 117-140 (2020). MSC: 90B50 90B05 PDFBibTeX XMLCite \textit{R. Lotfi} et al., J. Ind. Manag. Optim. 16, No. 1, 117--140 (2020; Zbl 1438.90168) Full Text: DOI
Yang, Xiuqin; Liu, Feng; Wang, Qingyi; Wang, Hua O. Dynamics analysis for a discrete dynamic competition model. (English) Zbl 1485.37086 Adv. Difference Equ. 2019, Paper No. 324, 17 p. (2019). MSC: 37N25 39A28 92D25 PDFBibTeX XMLCite \textit{X. Yang} et al., Adv. Difference Equ. 2019, Paper No. 324, 17 p. (2019; Zbl 1485.37086) Full Text: DOI
Wu, Qiao; Chen, Andy Optimal procurement strategies for a risk-averse buyer when price is uncertain. (English) Zbl 1455.91090 Int. J. Inf. Manage. Sci. 30, No. 2, 113-122 (2019). MSC: 91B16 91B24 PDFBibTeX XMLCite \textit{Q. Wu} and \textit{A. Chen}, Int. J. Inf. Manage. Sci. 30, No. 2, 113--122 (2019; Zbl 1455.91090) Full Text: DOI
Ning, Jie; Sobel, Matthew J. Easy affine Markov decision processes. (English) Zbl 1455.90146 Oper. Res. 67, No. 6, 1719-1737 (2019). MSC: 90C40 PDFBibTeX XMLCite \textit{J. Ning} and \textit{M. J. Sobel}, Oper. Res. 67, No. 6, 1719--1737 (2019; Zbl 1455.90146) Full Text: DOI
Afèche, Philipp; Baron, Opher; Milner, Joseph; Roet-Green, Ricky Pricing and prioritizing time-sensitive customers with heterogeneous demand rates. (English) Zbl 1455.91137 Oper. Res. 67, No. 4, 1184-1208 (2019). MSC: 91B42 91B24 PDFBibTeX XMLCite \textit{P. Afèche} et al., Oper. Res. 67, No. 4, 1184--1208 (2019; Zbl 1455.91137) Full Text: DOI Link
Luo, Wei; Shang, Kevin H. Technical note: Managing inventory for firms with trade credit and deficit penalty. (English) Zbl 1444.90017 Oper. Res. 67, No. 2, 468-478 (2019). MSC: 90B05 90B06 90C59 PDFBibTeX XMLCite \textit{W. Luo} and \textit{K. H. Shang}, Oper. Res. 67, No. 2, 468--478 (2019; Zbl 1444.90017) Full Text: DOI
Masuda, Yasushi; Tsuji, Akira Congestion control for a system with parallel stations and homogeneous customers using priority passes. (English) Zbl 1517.91001 Netw. Spat. Econ. 19, No. 1, 293-318 (2019). MSC: 91A14 90B22 91A80 PDFBibTeX XMLCite \textit{Y. Masuda} and \textit{A. Tsuji}, Netw. Spat. Econ. 19, No. 1, 293--318 (2019; Zbl 1517.91001) Full Text: DOI
Tian, Naishuo; Xu, Xiuli; Ma, Zhanyou; Jin, Shunfu; Sun, Wei A survey for stochastic decomposition in vacation queues. (English) Zbl 07229566 Li, Quan-Lin (ed.) et al., Stochastic models in reliability, network security and system safety. Essays dedicated to Professor Jinhua Cao on the occasion of his 80th birthday. Singapore: Springer. Commun. Comput. Inf. Sci. 1102, 134-158 (2019). MSC: 68Mxx PDFBibTeX XMLCite \textit{N. Tian} et al., Commun. Comput. Inf. Sci. 1102, 134--158 (2019; Zbl 07229566) Full Text: DOI
Li, Quan-Lin; Ma, Jing-Yu; Fan, Rui-Na; Xia, Li An overview for Markov decision processes in queues and networks. (English) Zbl 1473.90175 Li, Quan-Lin (ed.) et al., Stochastic models in reliability, network security and system safety. Essays dedicated to Professor Jinhua Cao on the occasion of his 80th birthday. Singapore: Springer. Commun. Comput. Inf. Sci. 1102, 44-71 (2019). Reviewer: Wiesław Kotarski (Sosnowiec) MSC: 90C40 90B22 90B10 90-02 PDFBibTeX XMLCite \textit{Q.-L. Li} et al., Commun. Comput. Inf. Sci. 1102, 44--71 (2019; Zbl 1473.90175) Full Text: DOI arXiv
Avrachenkov, K.; Ejov, V.; Filar, J. A.; Moghaddam, A. Zero-sum stochastic games over the field of real algebraic numbers. (English) Zbl 1431.91021 Dyn. Games Appl. 9, No. 4, 1026-1041 (2019). MSC: 91A15 13P10 PDFBibTeX XMLCite \textit{K. Avrachenkov} et al., Dyn. Games Appl. 9, No. 4, 1026--1041 (2019; Zbl 1431.91021) Full Text: DOI HAL
Dehghanian, Amin; Kurt, Murat; Schaefer, Andrew J. Optimizing over pure stationary equilibria in consensus stopping games. (English) Zbl 1433.91012 Math. Program. Comput. 11, No. 2, 341-380 (2019). MSC: 91A15 91A55 91B06 PDFBibTeX XMLCite \textit{A. Dehghanian} et al., Math. Program. Comput. 11, No. 2, 341--380 (2019; Zbl 1433.91012) Full Text: DOI
Wei, Qingda; Chen, Xian Nonzero-sum expected average discrete-time stochastic games: the case of uncountable spaces. (English) Zbl 1480.91031 SIAM J. Control Optim. 57, No. 6, 4099-4124 (2019). MSC: 91A15 91A50 91A70 PDFBibTeX XMLCite \textit{Q. Wei} and \textit{X. Chen}, SIAM J. Control Optim. 57, No. 6, 4099--4124 (2019; Zbl 1480.91031) Full Text: DOI Link
Tu, Shu; Defourny, Boris An active-set strategy to solve Markov decision processes with good-deal risk measure. (English) Zbl 1428.90174 Optim. Lett. 13, No. 6, 1239-1257 (2019). MSC: 90C40 PDFBibTeX XMLCite \textit{S. Tu} and \textit{B. Defourny}, Optim. Lett. 13, No. 6, 1239--1257 (2019; Zbl 1428.90174) Full Text: DOI
Adan, Ivo; Hathaway, Brett; Kulkarni, Vidyadhar G. On first-come, first-served queues with two classes of impatient customers. (English) Zbl 1466.60185 Queueing Syst. 91, No. 1-2, 113-142 (2019). MSC: 60K25 68M20 90B22 PDFBibTeX XMLCite \textit{I. Adan} et al., Queueing Syst. 91, No. 1--2, 113--142 (2019; Zbl 1466.60185) Full Text: DOI arXiv
Dupuis, Paul; Laschos, Vaios; Ramanan, Kavita Exit time risk-sensitive control for systems of cooperative agents. (English) Zbl 1422.93185 Math. Control Signals Syst. 31, No. 3, 279-332 (2019). MSC: 93E20 91B06 PDFBibTeX XMLCite \textit{P. Dupuis} et al., Math. Control Signals Syst. 31, No. 3, 279--332 (2019; Zbl 1422.93185) Full Text: DOI arXiv
Basten, Rob J. I.; Ryan, Jennifer K. The value of maintenance delay flexibility for improved spare parts inventory management. (English) Zbl 1430.90007 Eur. J. Oper. Res. 278, No. 2, 646-657 (2019). MSC: 90B05 90B25 PDFBibTeX XMLCite \textit{R. J. I. Basten} and \textit{J. K. Ryan}, Eur. J. Oper. Res. 278, No. 2, 646--657 (2019; Zbl 1430.90007) Full Text: DOI
Creemers, Stefan The preemptive stochastic resource-constrained project scheduling problem. (English) Zbl 1430.90299 Eur. J. Oper. Res. 277, No. 1, 238-247 (2019). MSC: 90B36 90B15 PDFBibTeX XMLCite \textit{S. Creemers}, Eur. J. Oper. Res. 277, No. 1, 238--247 (2019; Zbl 1430.90299) Full Text: DOI
Liang, Yangyang; Cui, Nanfang; Wang, Tian; Demeulemeester, Erik Robust resource-constrained max-NPV project scheduling with stochastic activity duration. (English) Zbl 1527.90104 OR Spectrum 41, No. 1, 219-254 (2019). MSC: 90B35 PDFBibTeX XMLCite \textit{Y. Liang} et al., OR Spectrum 41, No. 1, 219--254 (2019; Zbl 1527.90104) Full Text: DOI Link
Lust, A.; Waldmann, K.-H. A general storage model with applications to energy systems. (English) Zbl 1411.90032 OR Spectrum 41, No. 1, 71-97 (2019). MSC: 90B05 91B76 90C40 PDFBibTeX XMLCite \textit{A. Lust} and \textit{K. H. Waldmann}, OR Spectrum 41, No. 1, 71--97 (2019; Zbl 1411.90032) Full Text: DOI
Powell, Warren B. A unified framework for stochastic optimization. (English) Zbl 1430.90445 Eur. J. Oper. Res. 275, No. 3, 795-821 (2019). MSC: 90C15 90C39 PDFBibTeX XMLCite \textit{W. B. Powell}, Eur. J. Oper. Res. 275, No. 3, 795--821 (2019; Zbl 1430.90445) Full Text: DOI
Burgelman, Jeroen; Vanhoucke, Mario Computing project makespan distributions: Markovian PERT networks revisited. (English) Zbl 1458.90387 Comput. Oper. Res. 103, 123-133 (2019). MSC: 90B36 90B15 PDFBibTeX XMLCite \textit{J. Burgelman} and \textit{M. Vanhoucke}, Comput. Oper. Res. 103, 123--133 (2019; Zbl 1458.90387) Full Text: DOI
Reindorp, Matthew; Tanrisever, Fehmi; Lange, Anne Purchase order financing: credit, commitment, and supply chain consequences. (English) Zbl 1443.90102 Oper. Res. 66, No. 5, 1287-1303 (2018). MSC: 90B05 PDFBibTeX XMLCite \textit{M. Reindorp} et al., Oper. Res. 66, No. 5, 1287--1303 (2018; Zbl 1443.90102) Full Text: DOI Link
Huang, Yonghui; Lian, Zhaotong; Guo, Xianping Risk-sensitive semi-Markov decision processes with general utilities and multiple criteria. (English) Zbl 1431.90170 Adv. Appl. Probab. 50, No. 3, 783-804 (2018). MSC: 90C40 93E20 PDFBibTeX XMLCite \textit{Y. Huang} et al., Adv. Appl. Probab. 50, No. 3, 783--804 (2018; Zbl 1431.90170) Full Text: DOI
Hermans, Ben; Leus, Roel Scheduling Markovian PERT networks to maximize the net present value: new results. (English) Zbl 1525.90204 Oper. Res. Lett. 46, No. 2, 240-244 (2018). MSC: 90B35 90B15 90C40 PDFBibTeX XMLCite \textit{B. Hermans} and \textit{R. Leus}, Oper. Res. Lett. 46, No. 2, 240--244 (2018; Zbl 1525.90204) Full Text: DOI Link
Sokolinskiy, Oleg; Melamed, Benjamin; Sopranzetti, Ben Precautionary replenishment in financially-constrained inventory systems subject to credit rollover risk and supply disruption. (English) Zbl 1419.91642 Ann. Oper. Res. 271, No. 2, 971-997 (2018); correction ibid. 271, No. 2, 999 (2018). MSC: 91G50 91G40 90B05 PDFBibTeX XMLCite \textit{O. Sokolinskiy} et al., Ann. Oper. Res. 271, No. 2, 971--997 (2018; Zbl 1419.91642) Full Text: DOI
Chow, Yinlam; Ghavamzadeh, Mohammad; Janson, Lucas; Pavone, Marco Risk-constrained reinforcement learning with percentile risk criteria. (English) Zbl 1471.90160 J. Mach. Learn. Res. 18(2017-2018), Paper No. 167, 51 p. (2018). MSC: 90C40 68T05 62C05 PDFBibTeX XMLCite \textit{Y. Chow} et al., J. Mach. Learn. Res. 18, Paper No. 167, 51 p. (2018; Zbl 1471.90160) Full Text: arXiv Link
Zhang, Jiahua; Fang, Shu-Cherng; Xu, Yifan Inventory centralization with risk-averse newsvendors. (English) Zbl 1405.90024 Ann. Oper. Res. 268, No. 1-2, 215-237 (2018). MSC: 90B05 91B30 91A12 PDFBibTeX XMLCite \textit{J. Zhang} et al., Ann. Oper. Res. 268, No. 1--2, 215--237 (2018; Zbl 1405.90024) Full Text: DOI