Haugh, M. B.; Lo, A. W. Asset allocation and derivatives. (English) Zbl 1405.91694 Quant. Finance 1, No. 1, 45-72 (2001). MSC: 91G60 91G20 91G10 60J60 PDFBibTeX XMLCite \textit{M. B. Haugh} and \textit{A. W. Lo}, Quant. Finance 1, No. 1, 45--72 (2001; Zbl 1405.91694) Full Text: DOI
Li, Lode; Porteus, Evan L.; Zhang, Hongtao Optimal operating policies for multiplant stochastic manufacturing systems in a changing environment. (English) Zbl 1232.90190 Manage. Sci. 47, No. 11, 1539-1551 (2001). MSC: 90B30 90B05 PDFBibTeX XMLCite \textit{L. Li} et al., Manage. Sci. 47, No. 11, 1539--1551 (2001; Zbl 1232.90190) Full Text: DOI
Lauritzen, Steffen L.; Nilsson, Dennis Representing and solving decision problems with limited information. (English) Zbl 1232.90343 Manage. Sci. 47, No. 9, 1235-1251 (2001). MSC: 90C40 PDFBibTeX XMLCite \textit{S. L. Lauritzen} and \textit{D. Nilsson}, Manage. Sci. 47, No. 9, 1235--1251 (2001; Zbl 1232.90343) Full Text: DOI
Tragler, Gernot; Caulkins, Jonathan P.; Feichtinger, Gustav Optimal dynamic allocation of treatment and enforcement in illicit drug control. (English) Zbl 1163.90625 Oper. Res. 49, No. 3, 352-362 (2001). MSC: 90B85 90C39 PDFBibTeX XMLCite \textit{G. Tragler} et al., Oper. Res. 49, No. 3, 352--362 (2001; Zbl 1163.90625) Full Text: DOI Link
Chen, Fangruo; Song, Jing-Sheng Optimal policies for multiechelon inventory problems with Markov-modulated demand. (English) Zbl 1163.90322 Oper. Res. 49, No. 2, 226-234 (2001). MSC: 90B05 PDFBibTeX XMLCite \textit{F. Chen} and \textit{J.-S. Song}, Oper. Res. 49, No. 2, 226--234 (2001; Zbl 1163.90322) Full Text: DOI Link
Sobel, Matthew J.; Zhang, Rachel Q. Inventory policies for systems with stochastic and deterministic demand. (English) Zbl 1163.90349 Oper. Res. 49, No. 1, 157-162 (2001). MSC: 90B05 PDFBibTeX XMLCite \textit{M. J. Sobel} and \textit{R. Q. Zhang}, Oper. Res. 49, No. 1, 157--162 (2001; Zbl 1163.90349) Full Text: DOI
Hilgert, Nadine; Minjárez-Sosa, J. Adolfo Adaptive policies for time-varying stochastic systems under discounted criterion. (English) Zbl 1042.93065 Math. Methods Oper. Res. 54, No. 3, 491-505 (2001). Reviewer: H. Pragarauskas (Vilnius) MSC: 93E35 93E20 60J05 PDFBibTeX XMLCite \textit{N. Hilgert} and \textit{J. A. Minjárez-Sosa}, Math. Methods Oper. Res. 54, No. 3, 491--505 (2001; Zbl 1042.93065) Full Text: DOI
Jia, Rangcheng; Ding, Yuanyao; Tang, Shaoxiang The discounted multi-objective Markov decision model with incomplete state observations: Lexicographically order criteria. (English) Zbl 1031.90034 Math. Methods Oper. Res. 54, No. 3, 439-443 (2001). MSC: 90C29 90C40 PDFBibTeX XMLCite \textit{R. Jia} et al., Math. Methods Oper. Res. 54, No. 3, 439--443 (2001; Zbl 1031.90034) Full Text: DOI
Cavazos-Cadena, Rolando Adaptive control of average Markov decision chains under the Lyapunov stability condition. (English) Zbl 1031.90059 Math. Methods Oper. Res. 54, No. 1, 63-99 (2001). MSC: 90C40 93E20 PDFBibTeX XMLCite \textit{R. Cavazos-Cadena}, Math. Methods Oper. Res. 54, No. 1, 63--99 (2001; Zbl 1031.90059) Full Text: DOI
Liu, Ke; Filar, Jerzy A. Weighted Markov decision processes with perturbation. (English) Zbl 1031.90063 Math. Methods Oper. Res. 53, No. 3, 465-480 (2001). MSC: 90C40 90C31 PDFBibTeX XMLCite \textit{K. Liu} and \textit{J. A. Filar}, Math. Methods Oper. Res. 53, No. 3, 465--480 (2001; Zbl 1031.90063) Full Text: DOI Link
Ohno, K.; Ishigaki, T. A multi-item continuous review inventory system with compound Poisson demands. (English) Zbl 1036.90014 Math. Methods Oper. Res. 53, No. 1, 147-165 (2001). MSC: 90B05 90C40 PDFBibTeX XMLCite \textit{K. Ohno} and \textit{T. Ishigaki}, Math. Methods Oper. Res. 53, No. 1, 147--165 (2001; Zbl 1036.90014) Full Text: DOI
Hosaka, Masanori; Horiguchi, Masayuki; Kurano, Masami Controlled Markov set-chains under average criteria. (English) Zbl 1032.90062 Appl. Math. Comput. 120, No. 1-3, 195-209 (2001). MSC: 90C40 PDFBibTeX XMLCite \textit{M. Hosaka} et al., Appl. Math. Comput. 120, No. 1--3, 195--209 (2001; Zbl 1032.90062) Full Text: DOI
Kiesmüller, G.; Scherer, C. Approximate optimal policies for a stochastic finite horizon one product recovery inventory model. (English) Zbl 1050.90014 Fleischmann, Bernhard (ed.) et al., Operations research proceedings 2000. Selected papers of the symposium, OR 2000, Dresden, Germany, September 9–12, 2000. Berlin: Springer (ISBN 3-540-41587-4). 310-315 (2001). MSC: 90B30 90B05 90B50 90C39 90C59 PDFBibTeX XMLCite \textit{G. Kiesmüller} and \textit{C. Scherer}, in: Operations research proceedings 2000. Selected papers of the symposium, OR 2000, Dresden, Germany, September 9--12, 2000. Berlin: Springer. 310--315 (2001; Zbl 1050.90014)
Cavazos-Cadena, Rolando; Montes-de-Oca, Raúl Stationary optimal policies in a class of multichain positive dynamic programs with finite state space and risk-sensitive criterion. (English) Zbl 1039.93067 Appl. Math. 28, No. 1, 93-109 (2001). Reviewer: Makiko Nisio (Kobe) MSC: 93E20 90C40 PDFBibTeX XMLCite \textit{R. Cavazos-Cadena} and \textit{R. Montes-de-Oca}, Appl. Math. 28, No. 1, 93--109 (2001; Zbl 1039.93067) Full Text: DOI
Ren, Zhiyuan; Krogh, Bruce H. Adaptive control of Markov chains with average cost. (English) Zbl 1005.93053 IEEE Trans. Autom. Control 46, No. 4, 613-617 (2001). Reviewer: Michael Kohlmann (Bonn) MSC: 93E35 93C40 PDFBibTeX XMLCite \textit{Z. Ren} and \textit{B. H. Krogh}, IEEE Trans. Autom. Control 46, No. 4, 613--617 (2001; Zbl 1005.93053) Full Text: DOI
Zhang, Qing; Yin, Gang George; Boukas, El-Kebir Optimal control of a marketing-production system. (English) Zbl 1017.90035 IEEE Trans. Autom. Control 46, No. 3, 416-427 (2001). MSC: 90B30 49N90 91B38 90B35 PDFBibTeX XMLCite \textit{Q. Zhang} et al., IEEE Trans. Autom. Control 46, No. 3, 416--427 (2001; Zbl 1017.90035) Full Text: DOI
Lin, Shiow-Nan; Li, Guo-Chin; Liu, Hung-An An extension of multistage fuzzy control processes with an infinite termination time. (English) Zbl 1004.93028 Tamsui Oxf. J. Math. Sci. 17, No. 2, 113-130 (2001). Reviewer: Witold Pedrycz (Edmonton) MSC: 93C42 93C55 93B51 49N35 90C70 PDFBibTeX XMLCite \textit{S.-N. Lin} et al., Tamsui Oxf. J. Math. Sci. 17, No. 2, 113--130 (2001; Zbl 1004.93028)
Tamaki, Mitsushi Optimal stopping on trajectories and the ballot problem. (English) Zbl 1002.60035 J. Appl. Probab. 38, No. 4, 946-959 (2001). Reviewer: Yoshio Ohtsubo (Kochi) MSC: 60G40 PDFBibTeX XMLCite \textit{M. Tamaki}, J. Appl. Probab. 38, No. 4, 946--959 (2001; Zbl 1002.60035) Full Text: DOI
Leimbach, Marian; Bruckner, Thomas Influence of economic constraints on the shape of emission corridors. (English) Zbl 0996.91545 Comput. Econ. 18, No. 2, 173-191 (2001). MSC: 91B76 49J15 PDFBibTeX XMLCite \textit{M. Leimbach} and \textit{T. Bruckner}, Comput. Econ. 18, No. 2, 173--191 (2001; Zbl 0996.91545) Full Text: DOI
Santana, A.; Quinteiro, J. M.; Herrera, C.; Saavedra, P. Buffer’s size optimization in a queue system with multiple classes of clients and different requirements of retards and losses. (Spanish. English summary) Zbl 0999.90011 Rev. Invest. Oper. 22, No. 3, 154-169 (2001). Reviewer: Carlos Narciso Bouza (Habana) MSC: 90B22 90B15 60K25 90B18 PDFBibTeX XMLCite \textit{A. Santana} et al., Rev. Invest. Oper. 22, No. 3, 154--169 (2001; Zbl 0999.90011)
Huang, Chao-Kuei An integrated inventory model for supplier and retailer with defective items. (English) Zbl 1016.90004 J. Inf. Optim. Sci. 22, No. 3, 509-519 (2001). MSC: 90B05 PDFBibTeX XMLCite \textit{C.-K. Huang}, J. Inf. Optim. Sci. 22, No. 3, 509--519 (2001; Zbl 1016.90004) Full Text: DOI
Boland, John; Gaitsgory, Vladimir; Howlett, Phil; Pudney, Peter Stochastic optimal control of a solar car. (English) Zbl 0996.93092 Rubinov, Alexander (ed.) et al., Optimization and related topics. Selected papers of the 6th Australian optimization day miniconference, Ballarat, Australia, July 16, 1999, and the special sessions on nonlinear dynamics and optimization and operations research - methods and applications, Melbourne, Australia, July 11-15, 1999 (part of the joint meeting of the American Mathematical Society and Australian Mathematical Society). Dordrecht: Kluwer Academic Publishers. Appl. Optim. 47, 71-81 (2001). Reviewer: Henri Schurz (Carbondale) MSC: 93E20 93C95 60J22 65C40 PDFBibTeX XMLCite \textit{J. Boland} et al., Appl. Optim. 47, 71--81 (2001; Zbl 0996.93092)
Khan, Asim Uddin A stochastic control model and dynamic control policy for bribery involving a dynamic pay. (English) Zbl 0992.91081 J. Interdiscip. Math. 4, No. 1, 1-8 (2001). MSC: 91D99 93E20 PDFBibTeX XMLCite \textit{A. U. Khan}, J. Interdiscip. Math. 4, No. 1, 1--8 (2001; Zbl 0992.91081) Full Text: DOI
Sakaguchi, Minoru A best-choice problem for a production system which deteriorates at a disorder time. (English) Zbl 1019.62110 Sci. Math. Jpn. 54, No. 1, 125-134 (2001). Reviewer: K.Szajowski (Wrocław) MSC: 62P30 90B30 62L15 90C39 60G40 PDFBibTeX XMLCite \textit{M. Sakaguchi}, Sci. Math. Jpn. 54, No. 1, 125--134 (2001; Zbl 1019.62110)
Tsujimura, Motoh Optimal implementation of environmental improvement policy with implementation costs. (English) Zbl 1023.34053 Sci. Math. Jpn. 54, No. 1, 109-124 (2001). Reviewer: Carlos A.Braumann (Evora) MSC: 34H05 60H10 49N25 34K60 93E20 91B76 PDFBibTeX XMLCite \textit{M. Tsujimura}, Sci. Math. Jpn. 54, No. 1, 109--124 (2001; Zbl 1023.34053)
Costa, O. L. V.; Aya, J. C. C. Temporal difference methods for the maximal solution of discrete-time coupled algebraic Riccati equations. (English) Zbl 0984.93051 J. Optimization Theory Appl. 109, No. 2, 289-309 (2001). Reviewer: Jihong Dou (Xian) MSC: 93C55 93C40 65F30 49N10 93B40 PDFBibTeX XMLCite \textit{O. L. V. Costa} and \textit{J. C. C. Aya}, J. Optim. Theory Appl. 109, No. 2, 289--309 (2001; Zbl 0984.93051) Full Text: DOI
Patek, Stephen D. On terminating Markov decision processes with a risk-averse objective function. (English) Zbl 0995.93075 Automatica 37, No. 9, 1379-1386 (2001). Reviewer: M.Nisio (Osaka) MSC: 93E20 90C40 49L20 49J55 PDFBibTeX XMLCite \textit{S. D. Patek}, Automatica 37, No. 9, 1379--1386 (2001; Zbl 0995.93075) Full Text: DOI
Cha, Ji Hwan Burn-in procedures for a generalized model. (English) Zbl 0983.60085 J. Appl. Probab. 38, No. 2, 542-553 (2001). MSC: 60K10 62N05 PDFBibTeX XMLCite \textit{J. H. Cha}, J. Appl. Probab. 38, No. 2, 542--553 (2001; Zbl 0983.60085) Full Text: DOI
Braumann, Carlos A. Constant effort and constant quota fishing policies with cut-offs in a random environment. (English) Zbl 0986.91035 Nat. Resour. Model. 14, No. 2, 199-232 (2001). MSC: 91B76 60H10 PDFBibTeX XMLCite \textit{C. A. Braumann}, Nat. Resour. Model. 14, No. 2, 199--232 (2001; Zbl 0986.91035) Full Text: DOI
Chow, Gregory C. Econometrics and economic policy. (English) Zbl 0978.62108 Stat. Sin. 11, No. 3, 631-650 (2001). MSC: 62P20 PDFBibTeX XMLCite \textit{G. C. Chow}, Stat. Sin. 11, No. 3, 631--650 (2001; Zbl 0978.62108)
Liu, Jianyong; Wang, Junming Two classes Markov decision processes with perturbations. (Chinese) Zbl 1031.93159 Acta Math. Appl. Sin. 24, No. 2, 302-305 (2001). Reviewer: Wu Chengxun (Shanghai) MSC: 93E20 90C40 93C73 PDFBibTeX XMLCite \textit{J. Liu} and \textit{J. Wang}, Acta Math. Appl. Sin. 24, No. 2, 302--305 (2001; Zbl 1031.93159)
Lillo, R. E. Optimal control of an M/G/1 queue with impatient priority customers. (English) Zbl 1046.60084 Nav. Res. Logist. 48, No. 3, 201-209 (2001). Reviewer: Alexander Vladimirov (Moskva) MSC: 60K25 49N90 90B22 PDFBibTeX XMLCite \textit{R. E. Lillo}, Nav. Res. Logist. 48, No. 3, 201--209 (2001; Zbl 1046.60084) Full Text: DOI
Jiang, Xiaoyue; Makis, Viliam; Jardine, Andrew K. S. Optimal repair/replacement policy for a general repair model. (English) Zbl 0978.60100 Adv. Appl. Probab. 33, No. 1, 206-222 (2001). Reviewer: Dobiesław Bobrowski (Poznań) MSC: 60K10 60G40 90B25 PDFBibTeX XMLCite \textit{X. Jiang} et al., Adv. Appl. Probab. 33, No. 1, 206--222 (2001; Zbl 0978.60100) Full Text: DOI
Lam, Yeh; Lam, Peggo Kwok Wai An extended warrantly policy with options open to consumers. (English) Zbl 1034.91033 Eur. J. Oper. Res. 131, No. 3, 514-529 (2001). Reviewer: Sheng Cheng Hu (Nankang) MSC: 91B26 90B60 PDFBibTeX XMLCite \textit{Y. Lam} and \textit{P. K. W. Lam}, Eur. J. Oper. Res. 131, No. 3, 514--529 (2001; Zbl 1034.91033) Full Text: DOI
Guo, Xianping; Shi, Peng; Zhu, Weiping Strong average optimality for controlled nonhomogeneous Markov chains. (English) Zbl 0968.93082 Stochastic Anal. Appl. 19, No. 1, 115-134 (2001). Reviewer: W.-Z.Yang (Taipei) MSC: 93E20 PDFBibTeX XMLCite \textit{X. Guo} et al., Stochastic Anal. Appl. 19, No. 1, 115--134 (2001; Zbl 0968.93082) Full Text: DOI
Sethi, S. P.; Yan, H.; Zhang, H. Peeling layers of an onion: Inventory model with multiple delivery modes and forecast updates. (English) Zbl 1033.90005 J. Optimization Theory Appl. 108, No. 2, 253-281 (2001). MSC: 90B05 90C15 PDFBibTeX XMLCite \textit{S. P. Sethi} et al., J. Optim. Theory Appl. 108, No. 2, 253--281 (2001; Zbl 1033.90005) Full Text: DOI
Archibald, T. W.; Buchanan, C. S.; Thomas, L. C.; McKinnon, K. I. M. Controlling multi-reservoir systems. (English) Zbl 1125.90357 Eur. J. Oper. Res. 129, No. 3, 619-626 (2001). MSC: 90C40 90C90 PDFBibTeX XMLCite \textit{T. W. Archibald} et al., Eur. J. Oper. Res. 129, No. 3, 619--626 (2001; Zbl 1125.90357) Full Text: DOI
Alvarez, Luis H. R. Singular stochastic control, linear diffusions, and optimal stopping: A class of solvable problems. (English) Zbl 0997.93102 SIAM J. Control Optimization 39, No. 6, 1697-1710 (2001). Reviewer: Klaus Ehemann (Karsruhe) MSC: 93E20 60G40 92D25 PDFBibTeX XMLCite \textit{L. H. R. Alvarez}, SIAM J. Control Optim. 39, No. 6, 1697--1710 (2001; Zbl 0997.93102) Full Text: DOI