Journal: Math. Meth. of OR

Volume 50, Issue 3

373 -- 384Y. H. Cheng, W. T. Fu. Strong efficiency in a locally convex space
385 -- 397Vito Fragnelli, Fioravante Patrone, Enrico Sideri, Stef Tijs. Balanced games arising from infinite linear models
399 -- 419Andrzej S. Nowak. Optimal strategies in a class of zero-sum ergodic stochastic games
421 -- 448Arie Hordijk, Alexander Yushkevich. Blackwell optimality in the class of all policies in Markov decision chains with a Borel state space and unbounded rewards
449 -- 461Dimitrios G. Pandelis, Demosthenis Teneketzis. On the optimality of the Gittins index rule for multi-armed bandits with multiple plays
463 -- 474Lukasz Stettner. Risk sensitive portfolio optimization
475 -- 492Robert J. Elliott, Monique Jeanblanc. Incomplete markets with jumps and informed agents
493 -- 518Ralf Korn. Some applications of impulse control in mathematical finance

Volume 50, Issue 2

167 -- 188Tomasz R. Bielecki, Daniel Hernández-Hernández, Stanley R. Pliska. Risk sensitive control of finite state Markov chains in discrete time, with applications to portfolio management
189 -- 218Ralf Korn, Manfred Schäl. On value preserving and growth optimal portfolios
219 -- 243Hyeng-Keun Koo. Consumption and portfolio selection with labor income: A discrete-time approach
245 -- 270Jitka Dupacová. Portfolio optimization via stochastic programming: Methods of output analysis
271 -- 296Thaleia Zariphopoulou. Optimal investment and consumption models with non-linear stock dynamics
297 -- 320Nizar Touzi. Super-replication under proportional transaction costs: From discrete to continuous-time models
321 -- 338Jan Kallsen. A utility maximization approach to hedging in incomplete markets
339 -- 350Rüdiger Frey, Wolfgang J. Runggaldier. Risk-minimizing hedging strategies under restricted information: The case of stochastic volatility models observable only at discrete random times
351 -- 372Masaaki Kijima, Masamitsu Ohnishi. Stochastic orders and their applications in financial optimization

Volume 50, Issue 1

1 -- 7Steffen G. Meusel, Rainer E. Burkard. A transportation problem with a permuted demand vector
9 -- 16Mihály Hujter, Bettina Klinz, Gerhard J. Woeginger. A note on the complexity of the transportation problem with a permutable demand vector
17 -- 25D. G. Tian, Q. Fei. An extension of the entropic perturbation method of linear programming
27 -- 51Eberhard Girlich, Alexander G. Tarnowski. On polynomial solvability of two multiprocessor scheduling problems
53 -- 63Juan Carlos Santos, José Manuel Zarzuelo. Weighted values for non-atomic games: an axiomatic approach
65 -- 76Andrzej S. Nowak. Sensitive equilibria for ergodic stochastic games with countable state spaces
77 -- 90David Perry, Wolfgang Stadje. Perishable inventory systems with impatient demands
91 -- 100Hans Daduna, Pavel S. Knopov. Optimal admission control for M/D/1/K queueing systems
101 -- 120Jörg Budde, Norbert Gaffke. A class of extremum problems related to agency models with imperfect monitoring
121 -- 134Gerold Studer. Risk measurement with maximum loss
135 -- 147Dariusz Gatarek, Andrzej Swiech. Optimal stopping in Hilbert spaces and pricing of American options
149 -- 160Robert J. Elliott, Allanus H. Tsoi, Shiu Hong Lui. Short rate analysis and marked point processes