Loke, Gar Goei; Zhu, Taozeng; Zuo, Ruiting Optimize-via-Predict: Realizing out-of-sample optimality in data-driven optimization. arXiv:2309.11147 Preprint, arXiv:2309.11147 [math.OC] (2023). MSC: 90-10 90C15 90C47 62B05 BibTeX Cite \textit{G. G. Loke} et al., ``Optimize-via-Predict: Realizing out-of-sample optimality in data-driven optimization'', Preprint, arXiv:2309.11147 [math.OC] (2023) Full Text: arXiv OA License
Santos, James D.; Filho, Nelson L. Souza A Metropolis algorithm to obtain co-sufficient samples with applications in conditional tests. (English) Zbl 07551978 Commun. Stat., Simulation Comput. 48, No. 9, 2655-2659 (2019). MSC: 62F03 62B05 90-08 PDFBibTeX XMLCite \textit{J. D. Santos} and \textit{N. L. S. Filho}, Commun. Stat., Simulation Comput. 48, No. 9, 2655--2659 (2019; Zbl 07551978) Full Text: DOI
Pavlichin, Dmitri S.; Jiao, Jiantao; Weissman, Tsachy Approximate profile maximum likelihood. (English) Zbl 1441.62041 J. Mach. Learn. Res. 20, Paper No. 122, 55 p. (2019). MSC: 62B05 62-08 90C39 PDFBibTeX XMLCite \textit{D. S. Pavlichin} et al., J. Mach. Learn. Res. 20, Paper No. 122, 55 p. (2019; Zbl 1441.62041) Full Text: arXiv Link
Zhang, Ling; Li, Zhongfei; Xu, Yunhui; Li, Yongwu Multi-period mean variance portfolio selection under incomplete information. (English) Zbl 1420.91437 Appl. Stoch. Models Bus. Ind. 32, No. 6, 753-774 (2016). MSC: 91G10 60J20 90C39 PDFBibTeX XMLCite \textit{L. Zhang} et al., Appl. Stoch. Models Bus. Ind. 32, No. 6, 753--774 (2016; Zbl 1420.91437) Full Text: DOI
Çanakoğlu, Ethem; Özekici, Süleyman Portfolio selection with imperfect information: a hidden Markov model. (English) Zbl 1276.91091 Appl. Stoch. Models Bus. Ind. 27, No. 2, 95-114 (2011). MSC: 91G10 60J20 90C39 PDFBibTeX XMLCite \textit{E. Çanakoğlu} and \textit{S. Özekici}, Appl. Stoch. Models Bus. Ind. 27, No. 2, 95--114 (2011; Zbl 1276.91091) Full Text: DOI
Arifoğlu, Kenan; Özekici, Süleyman Optimal policies for inventory systems with finite capacity and partially observed Markov-modulated demand and supply processes. (English) Zbl 1181.90278 Eur. J. Oper. Res. 204, No. 3, 421-438 (2010). MSC: 90C39 90B05 PDFBibTeX XMLCite \textit{K. Arifoğlu} and \textit{S. Özekici}, Eur. J. Oper. Res. 204, No. 3, 421--438 (2010; Zbl 1181.90278) Full Text: DOI
Wilson, John G.; Benmerzouga, Ali Bayesian group replacement policies. (English) Zbl 0845.90061 Oper. Res. 43, No. 3, 471-476 (1995). MSC: 90B25 PDFBibTeX XMLCite \textit{J. G. Wilson} and \textit{A. Benmerzouga}, Oper. Res. 43, No. 3, 471--476 (1995; Zbl 0845.90061) Full Text: DOI
Martin-Löf, Anders Lectures on the use of control theory in insurance. (English) Zbl 0802.62090 Scand. Actuarial J. 1994, No. 1, 1-25 (1994). MSC: 62P05 49N05 90C90 49N99 90C05 PDFBibTeX XMLCite \textit{A. Martin-Löf}, Scand. Actuarial J. 1994, No. 1, 1--25 (1994; Zbl 0802.62090) Full Text: DOI
Yamada, Takeo; Kataoka, Seiji Identifiability of a simultaneous equations model of economy: A structural view. (English) Zbl 0736.90022 Int. J. Syst. Sci. 22, No. 12, 2663-2670 (1991). MSC: 91B82 93B30 62P20 90B10 68R10 PDFBibTeX XMLCite \textit{T. Yamada} and \textit{S. Kataoka}, Int. J. Syst. Sci. 22, No. 12, 2663--2670 (1991; Zbl 0736.90022) Full Text: DOI
Drăguţ, Maria A sufficient statistic for semi-Markov decision processes with incomplete state-information. (English) Zbl 0724.90081 Stud. Cercet. Mat. 42, No. 1, 9-17 (1990). Reviewer: P.Neumann (Dresden) MSC: 90C40 PDFBibTeX XMLCite \textit{M. Drăguţ}, Stud. Cercet. Mat. 42, No. 1, 9--17 (1990; Zbl 0724.90081)
Donchev, D. S. The two-armed bandit problem with continuous time in the presence of gradual and impulsive controls. (English. Russian original) Zbl 0701.90094 Russ. Math. Surv. 45, No. 1, 200-202 (1990); translation from Usp. Mat. Nauk 45, No. 1(271), 171-172 (1990). Reviewer: C.Varsan MSC: 90C40 93E20 62L05 91A60 PDFBibTeX XMLCite \textit{D. S. Donchev}, Russ. Math. Surv. 45, No. 1, 200--202 (1990; Zbl 0701.90094); translation from Usp. Mat. Nauk 45, No. 1(271), 171--172 (1990) Full Text: DOI
Shiu, Elias S. W. Immunization of multiple liabilities. (English) Zbl 0666.62101 Insur. Math. Econ. 7, No. 4, 219-224 (1988). MSC: 62P05 91B28 90C90 PDFBibTeX XMLCite \textit{E. S. W. Shiu}, Insur. Math. Econ. 7, No. 4, 219--224 (1988; Zbl 0666.62101) Full Text: DOI
Aicardi, Michele; Davoli, Franco; Minciardi, Riccardo Decentralized optimal control of Markov chains with a common past information set. (English) Zbl 0625.93077 IEEE Trans. Autom. Control 32, 1028-1031 (1987). MSC: 93E20 60J10 90C39 62B05 PDFBibTeX XMLCite \textit{M. Aicardi} et al., IEEE Trans. Autom. Control 32, 1028--1031 (1987; Zbl 0625.93077) Full Text: DOI
Frank, Ove; Strauss, David Markov graphs. (English) Zbl 0607.05057 J. Am. Stat. Assoc. 81, 832-842 (1986). Reviewer: C.N.Bouza MSC: 05C80 60C05 62J99 60J99 90B15 PDFBibTeX XMLCite \textit{O. Frank} and \textit{D. Strauss}, J. Am. Stat. Assoc. 81, 832--842 (1986; Zbl 0607.05057) Full Text: DOI
Rozenblit, P. Ya. Statistical estimation of reliability- and effectiveness-characteristics of complex systems. (Statisticheskoe otsenivanie kharakteristik nadezhnosti i ehffektivnosti slozhnykh sistem). (Russian) Zbl 0497.62085 Tsentral’nyj Nauchno-Issledovatel’skij Institut Avtomatizirovannykh Sistem Upravleniya Grazhdanskoj Aviatsii. Riga: ”Zinatne”. 275 p. R. 1.40 (1979). MSC: 62N05 60K25 90B22 62-02 62F10 PDFBibTeX XML
Glazebrook, K. D. Stoppable families of alternative bandit processes. (English) Zbl 0434.90100 J. Appl. Probab. 16, 843-854 (1979). MSC: 90C47 90B99 62L12 62L15 PDFBibTeX XMLCite \textit{K. D. Glazebrook}, J. Appl. Probab. 16, 843--854 (1979; Zbl 0434.90100) Full Text: DOI
Bertsekas, Dimitri P. Dynamic programming and stochastic control. (English) Zbl 0549.93064 Mathematics in Science and Engineering, Vol. 125. New York - London: Academic Press (Harcourt Brace Jovanovich, Publishers) XV, 397 p. (1976). MSC: 93E20 90C39 93-01 62Cxx 62B05 90C40 49L20 PDFBibTeX XML