Realism and practicality of transaction cost approaches in continuous-time portfolio optimisation: the scope of the Morton-Pliska approach Ralf Korn OriginalPaper Pages: 165 - 174
A dynamic programming approach to solve efficient frontier S. J. SadjadiM. B. AryanezhadB. F. Moghaddam OriginalPaper Pages: 203 - 214
Nash equilibria in electricity markets with discrete prices E. J. AndersonH. Xu OriginalPaper Pages: 215 - 238
Equivalence classes for optimizing risk models in Markov decision processes Yoshio OhtsuboKenji Toyonaga OriginalPaper Pages: 239 - 250
Semi-infinite weighted Markov decision processes with perturbation Mohammed AbbadKhalid Rahhali OriginalPaper Pages: 251 - 265
Construction of Nash equilibria in symmetric stochastic games of capital accumulation Łukasz BalbusAndrzej S. Nowak OriginalPaper Pages: 267 - 277
Stochastic games for distributed players on graphs Ruslan K. ChorneiHans DadunaPavel S. Knopov OriginalPaper Pages: 279 - 298
A General Framework for Bounds for Higher-Dimensional Orthogonal Packing Problems Sándor P. FeketeJörg Schepers OriginalPaper Pages: 311 - 329
Dual methods for probabilistic optimization problems* Darinka DentchevaBogumila LaiAndrzej Ruszczyński OriginalPaper Pages: 331 - 346