Results 21 to 30 of about 236 (54)
Risk-Sensitive Dividend Problems
, 2014 We consider a discrete-time version of the popular optimal dividend pay-out problem in risk theory. The novel aspect of our approach is that we allow for a risk averse insurer, i.e., instead of maximising the expected discounted dividends until ruin we ...
Bäuerle, Nicole, Jaśkiewicz, Anna
core +1 more source
, 2019 By using the fact that the space of all probability measures with finite support can be somehow completed in two different fashions, one generating the Arens-Eells space and another generating the Kantorovich-Wasserstein (Wasserstein-1) space, and by ...
Laschos, Vaios +3 more
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Average optimality for continuous-time Markov decision processes in polish spaces
, 2006 This paper is devoted to studying the average optimality in continuous-time Markov decision processes with fairly general state and action spaces. The criterion to be maximized is expected average rewards.
Guo, Xianping, Rieder, Ulrich
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, 2013 We study the relative value iteration for the ergodic control problem under a near-monotone running cost structure for a nondegenerate diffusion controlled through its drift.
Arapostathis, Ari +2 more
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New Ornamental Capsicum Germplasm: Lines 90C40, 90C44, and 90C53 [PDF]
HortScience, 1993 John R. Stommel, Robert J. Griesbach
openaire +1 more source
On gradual-impulse control of continuous-time Markov decision processes with multiplicative cost
, 2018 In this paper, we consider the gradual-impulse control problem of continuous-time Markov decision processes, where the system performance is measured by the expectation of the exponential utility of the total cost. We prove, under very general conditions
Guo, Xin +3 more
core
On loss-avoiding lump-sum pension optimization with contingent targets
, 2011 Consider a lump-sum pension fund problem, in which an agent deposits an amount with a fund manager up front and is later repaid a lump sum x(T) after time T.
Azzato, Jeffrey +2 more
core
On the optimality of packet-oriented scheduling in photonic switches with delay lines [PDF]
, 2011 Bruneel, Herwig +5 more
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The shortest path problem in the stochastic networks with unstable topology. [PDF]
Springerplus, 2016 Shirdel GH, Abdolhosseinzadeh M.
europepmc +1 more source
A genetic algorithm for the arrival probability in the stochastic networks. [PDF]
Springerplus, 2016 Shirdel GH, Abdolhosseinzadeh M.
europepmc +1 more source