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Stochastic Optimization Algorithms for Pricing American Put Options Under Regime-Switching Models
Online Contents | 2006| -
Constrained Stochastic Estimation Algorithms for a Class of Hybrid Stock Market Models
Online Contents | 2003| -
Near-Optimal Controls of Discrete-Time Dynamic Systems Driven by Singularly-Perturbed Markov Chains
Online Contents | 2003| -
Random-Direction Optimization Algorithms with Applications to Threshold Controls
Online Contents | 2001| -
Hierarchical Production Control in Dynamic Stochastic Jobshops with Long-Run Average Cost
Online Contents | 2000| -
Optimal Production Planning in a Stochastic Manufacturing System with Long-Run Average Cost
Online Contents | 1997| -
Hierarchical controls in stochastic manufacturing systems with convex costs
Online Contents | 1994| -
Periodic maintenance and repair rate control in stochastic manufacturing systems
Online Contents | 1996|
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