Korn, Ralf Some applications of impulse control in mathematical finance. (English) Zbl 0942.91048 Math. Methods Oper. Res. 50, No. 3, 493-518 (1999). Reviewer: M.Schweizer (Berlin) MSC: 91G80 91-02 93E20 49N90 91G10 × Cite Format Result Cite Review PDF Full Text: DOI
Elliott, Robert J.; Jeanblanc, Monique Incomplete markets with jumps and informed agents. (English) Zbl 0940.91063 Math. Methods Oper. Res. 50, No. 3, 475-492 (1999). MSC: 91B99 60G99 × Cite Format Result Cite Review PDF Full Text: DOI
Stettner, Lukasz Risk sensitive portfolio optimization. (English) Zbl 0949.93077 Math. Methods Oper. Res. 50, No. 3, 463-474 (1999). MSC: 93E20 91G10 × Cite Format Result Cite Review PDF Full Text: DOI
Pandelis, Dimitrios G.; Teneketzis, Demosthenis On the optimality of the Gittins index rule for multi-armed bandits with multiple plays. (English) Zbl 0940.91064 Math. Methods Oper. Res. 50, No. 3, 449-461 (1999). MSC: 91B99 × Cite Format Result Cite Review PDF Full Text: DOI Link
Hordijk, Arie; Yushkevich, Alexander A. Blackwell optimality in the class of all policies in Markov decision chains with a Borel state space and unbounded rewards. (English) Zbl 0939.90020 Math. Methods Oper. Res. 50, No. 3, 421-448 (1999). MSC: 90C40 × Cite Format Result Cite Review PDF Full Text: DOI
Nowak, Andrzej S. Optimal strategies in a class of zero-sum ergodic stochastic games. (English) Zbl 0941.91011 Math. Methods Oper. Res. 50, No. 3, 399-419 (1999). Reviewer: Samir Kumar Neogy (New Delhi) MSC: 91A15 91A05 × Cite Format Result Cite Review PDF Full Text: DOI
Fragnelli, Vito; Patrone, Fioravante; Sideri, Enrico; Tijs, Stef Balanced games arising from infinite linear models. (English) Zbl 0942.91010 Math. Methods Oper. Res. 50, No. 3, 385-397 (1999). MSC: 91A12 91A43 91B38 × Cite Format Result Cite Review PDF Full Text: DOI Link
Cheng, Y. H.; Fu, W. T. Strong efficiency in a locally convex space. (English) Zbl 0947.90104 Math. Methods Oper. Res. 50, No. 3, 373-384 (1999). Reviewer: P.Mbunga MSC: 90C29 90C48 × Cite Format Result Cite Review PDF Full Text: DOI