Michael I. Taksar - researchr alias

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Viewing Publication 1 - 16 from 16

2003

Optimal dynamic reinsurance policies for large insurance portfoliosMichael I. Taksar, Charlotte Markussen. fs, 7(1):97-121, 2003. [doi]

2002

Optimal financing of a corporation subject to random returns: a summarySuresh P. Sethi, Michael I. Taksar. cdc 2002: 395-397 [doi]

2001

Convex stochastic optimization for random fields on graphs: A method of constructing Lagrange multipliersIgor V. Evstigneev, Michael I. Taksar. mmor, 54(2):217-237, 2001. [doi]

2000

Optimal risk and dividend distribution control models for an insurance companyMichael I. Taksar. mmor, 51(1):1-42, 2000. [doi]

Dependence of the Optimal Risk Control Decisions on the Terminal Value for a Financial CorporationMichael I. Taksar. anor, 98(1-4):89-99, 2000. [doi]

Optimal Production and Setup Scheduling: A One-Machine, Two-Product SystemJun Yang, Houmin Yan, Michael I. Taksar. anor, 98(1-4):291-311, 2000. [doi]

1998

A Dynamic Stochastic Stock-Cutting ProblemElena V. Krichagina, Rodrigo Rubio, Michael I. Taksar, Lawrence M. Wein. ior, 46(5):690-701, 1998. [doi]

1995

Diffusion Approximation for a Controlled Stochastic Manufacturing System with Average Cost MinimizationElena V. Krichagina, Sheldon X. C. Lou, Suresh P. Sethi, Michael I. Taksar. mor, 20(4):895-922, 1995. [doi]

1994

A Heavy-Traffic Limit for the Cycle Counting Process in G/G/1, Optional Interruptions and Elastic Screen Brownian MotionOffer Kella, Michael I. Taksar. mor, 19(1):132-151, 1994. [doi]

Double Band Policy for Stochastic Manufacturing Systems in Heavy TrafficElena V. Krichagina, Sheldon X. C. Lou, Michael I. Taksar. mor, 19(3):560-596, 1994. [doi]

1992

Singular ergodic control for multidimensional Gaussian processesJosé-Luis Menaldi, M. Robin, Michael I. Taksar. mcss, 5(1):93-114, 1992. [doi]

1991

An Asymptotic Analysis of Hierarchical Control of Manufacturing Systems Under UncertaintyJohn P. Lehoczky, Suresh P. Sethi, H. Mete Soner, Michael I. Taksar. mor, 16(3):596-608, 1991. [doi]

1989

Optimal correction problem of a multidimensional stochastic systemJosé-Luis Menaldi, Michael I. Taksar. automatica, 25(2):223-232, 1989. [doi]

1985

Regenerative Analysis and Steady State Distributions for Markov ChainsWinfried K. Grassmann, Michael I. Taksar, Daniel P. Heyman. ior, 33(5):1107-1116, 1985. [doi]

Average Optimal Singular Control and a Related Stopping ProblemMichael I. Taksar. mor, 10(1):63-81, 1985. [doi]

1983

Instantaneous Control of Brownian MotionJ. Michael Harrison, Michael I. Taksar. mor, 8(3):439-453, 1983. [doi]

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