172 results in 93Exx
Index policies for discounted bandit problems with availability constraints
- Part of
-
- Journal:
- Advances in Applied Probability / Volume 40 / Issue 2 / June 2008
- Published online by Cambridge University Press:
- 01 July 2016, pp. 377-400
- Print publication:
- June 2008
-
- Article
-
- You have access
- Export citation
Bias and Overtaking Optimality for Continuous-Time Jump Markov Decision Processes in Polish Spaces
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 45 / Issue 2 / June 2008
- Published online by Cambridge University Press:
- 14 July 2016, pp. 417-429
- Print publication:
- June 2008
-
- Article
-
- You have access
- Export citation
Exponential utility indifference valuation in two Brownian settings with stochastic correlation
- Part of
-
- Journal:
- Advances in Applied Probability / Volume 40 / Issue 2 / June 2008
- Published online by Cambridge University Press:
- 01 July 2016, pp. 401-423
- Print publication:
- June 2008
-
- Article
-
- You have access
- Export citation
Importance sampling and the two-locus model with subdivided population structure
- Part of
-
- Journal:
- Advances in Applied Probability / Volume 40 / Issue 2 / June 2008
- Published online by Cambridge University Press:
- 01 July 2016, pp. 473-500
- Print publication:
- June 2008
-
- Article
-
- You have access
- Export citation
Optimal dividend payments until ruin of diffusion processes when payments are subject to both fixed and proportional costs
- Part of
-
- Journal:
- Advances in Applied Probability / Volume 39 / Issue 3 / September 2007
- Published online by Cambridge University Press:
- 01 July 2016, pp. 669-689
- Print publication:
- September 2007
-
- Article
-
- You have access
- Export citation
Explicit Gittins Indices for a Class of Superdiffusive Processes
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 44 / Issue 2 / June 2007
- Published online by Cambridge University Press:
- 14 July 2016, pp. 554-559
- Print publication:
- June 2007
-
- Article
-
- You have access
- Export citation
Convex duality in constrained mean-variance portfolio optimization
- Part of
-
- Journal:
- Advances in Applied Probability / Volume 39 / Issue 1 / March 2007
- Published online by Cambridge University Press:
- 01 July 2016, pp. 77-104
- Print publication:
- March 2007
-
- Article
-
- You have access
- Export citation
Optimal portfolio policies under fixed and proportional transaction costs
- Part of
-
- Journal:
- Advances in Applied Probability / Volume 38 / Issue 4 / December 2006
- Published online by Cambridge University Press:
- 08 September 2016, pp. 916-942
- Print publication:
- December 2006
-
- Article
-
- You have access
- Export citation
Discretionary stopping of one-dimensional Itô diffusions with a staircase reward function
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 43 / Issue 4 / December 2006
- Published online by Cambridge University Press:
- 14 July 2016, pp. 984-996
- Print publication:
- December 2006
-
- Article
-
- You have access
- Export citation
A note on long-term optimal portfolios under drawdown constraints
- Part of
-
- Journal:
- Advances in Applied Probability / Volume 38 / Issue 3 / September 2006
- Published online by Cambridge University Press:
- 01 July 2016, pp. 673-692
- Print publication:
- September 2006
-
- Article
-
- You have access
- Export citation
An analysis of transient Markov decision processes
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 43 / Issue 3 / September 2006
- Published online by Cambridge University Press:
- 14 July 2016, pp. 603-621
- Print publication:
- September 2006
-
- Article
-
- You have access
- Export citation
Average optimality for Markov decision processes in borel spaces: a new condition and approach
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 43 / Issue 2 / June 2006
- Published online by Cambridge University Press:
- 14 July 2016, pp. 318-334
- Print publication:
- June 2006
-
- Article
-
- You have access
- Export citation
On the value function of the M/Cox(r)/1 queue
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 43 / Issue 2 / June 2006
- Published online by Cambridge University Press:
- 14 July 2016, pp. 363-376
- Print publication:
- June 2006
-
- Article
-
- You have access
- Export citation
A uniformly convergent adaptive particle filter
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 42 / Issue 4 / December 2005
- Published online by Cambridge University Press:
- 14 July 2016, pp. 1053-1068
- Print publication:
- December 2005
-
- Article
-
- You have access
- Export citation
Nonstationary value iteration in controlled Markov chains with risk-sensitive average criterion
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 42 / Issue 4 / December 2005
- Published online by Cambridge University Press:
- 14 July 2016, pp. 905-918
- Print publication:
- December 2005
-
- Article
-
- You have access
- Export citation
Dynamic admission control for loss systems with batch arrivals
- Part of
-
- Journal:
- Advances in Applied Probability / Volume 37 / Issue 4 / December 2005
- Published online by Cambridge University Press:
- 01 July 2016, pp. 915-937
- Print publication:
- December 2005
-
- Article
-
- You have access
- Export citation
Recursive filters for partially observable finite Markov chains
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 42 / Issue 3 / September 2005
- Published online by Cambridge University Press:
- 14 July 2016, pp. 684-697
- Print publication:
- September 2005
-
- Article
-
- You have access
- Export citation
A sufficient condition for the existence of an invariant probability measure for Markov processes
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 42 / Issue 3 / September 2005
- Published online by Cambridge University Press:
- 14 July 2016, pp. 873-878
- Print publication:
- September 2005
-
- Article
-
- You have access
- Export citation
Portfolio optimization with unobservable Markov-modulated drift process
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 42 / Issue 2 / June 2005
- Published online by Cambridge University Press:
- 14 July 2016, pp. 362-378
- Print publication:
- June 2005
-
- Article
-
- You have access
- Export citation
Multitype branching processes observing particles of a given type
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 42 / Issue 2 / June 2005
- Published online by Cambridge University Press:
- 14 July 2016, pp. 446-462
- Print publication:
- June 2005
-
- Article
-
- You have access
- Export citation