-
1
-
-
0035365617
-
Discrete-time estimation of a Markov chain with marked point process observations. Application to Markovian jump filtering
-
ISSN 0018-9286
-
Allam, S., Dufour, F., & Bertrand, P. (2001). Discrete-time estimation of a Markov chain with marked point process observations. Application to Markovian jump filtering. IEEE Transactions on Automatic Control, 46(6), 903-908. ISSN 0018-9286.
-
(2001)
IEEE Transactions on Automatic Control
, vol.46
, Issue.6
, pp. 903-908
-
-
Allam, S.1
Dufour, F.2
Bertrand, P.3
-
2
-
-
38249014923
-
Filtering the histories of a partially observed marked point process
-
ISSN 0304-4149
-
Arjas, E., Haara, P., & Norros, I. (1992). Filtering the histories of a partially observed marked point process. Stochastic Processes and their Applications, 40(2), 225-250. ISSN 0304-4149.
-
(1992)
Stochastic Processes and Their Applications
, vol.40
, Issue.2
, pp. 225-250
-
-
Arjas, E.1
Haara, P.2
Norros, I.3
-
3
-
-
25844499294
-
A partially observed Markov decision process for dynamic pricing
-
ISSN 0025-1909
-
Aviv, Y., & Pazgal, A. (2005). A partially observed Markov decision process for dynamic pricing. Management Science, 51(9), 1400-1416. ISSN 0025-1909.
-
(2005)
Management Science
, vol.51
, Issue.9
, pp. 1400-1416
-
-
Aviv, Y.1
Pazgal, A.2
-
4
-
-
0022128608
-
Bayes solution to dynamic inventory models under unknown demand distribution
-
ISSN 0025-1909
-
Azoury, K. S. (1985). Bayes solution to dynamic inventory models under unknown demand distribution. Management Science, 31(9), 1150-1160. ISSN 0025-1909.
-
(1985)
Management Science
, vol.31
, Issue.9
, pp. 1150-1160
-
-
Azoury, K.S.1
-
5
-
-
64549161212
-
Sequential tracking of a hidden Markov chain using point process observations
-
(accepted),. arXiv: 0712. 0413
-
Bayraktar, E., & Ludkovski, M. (2009, accepted). Sequential tracking of a hidden Markov chain using point process observations. Stochastic Processes and Their Applications. arXiv: 0712. 0413.
-
(2009)
Stochastic Processes and Their Applications
-
-
Bayraktar, E.1
Ludkovski, M.2
-
7
-
-
26644439285
-
On the optimal control of partially observed inventory systems
-
ISSN 1631-073X
-
Bensoussan, A., Çakanyildirim, M., & Sethi, S. P. (2005a). On the optimal control of partially observed inventory systems. Comptes Rendus Mathematique. Academie Des Sciences. Paris, 341(7), 419-426. ISSN 1631-073X.
-
(2005)
Comptes Rendus Mathematique. Academie Des Sciences. Paris
, vol.341
, Issue.7
, pp. 419-426
-
-
Bensoussan, A.1
Çakanyildirim, M.2
Sethi, S.P.3
-
8
-
-
33746140644
-
Optimality of an (s,S) policy with compound Poisson and diffusion demands: A quasi-variational inequalities approach
-
ISSN 0363-0129 (electronic)
-
Bensoussan, A., Liu, R. H., & Sethi, S. P. (2005b). Optimality of an (s, S) policy with compound Poisson and diffusion demands: a quasi-variational inequalities approach. SIAM Journal on Control and Optimization, 44(5), 1650-1676. ISSN 0363-0129 (electronic).
-
(2005)
SIAM Journal on Control and Optimization
, vol.44
, Issue.5
, pp. 1650-1676
-
-
Bensoussan, A.1
Liu, R.H.2
Sethi, S.P.3
-
9
-
-
38549156210
-
A multiperiod newsvendor problem with partially observed demand
-
ISSN 0364-765X
-
Bensoussan, A., Çakanyildirim, M., & Sethi, S. P. (2007a). A multiperiod newsvendor problem with partially observed demand. Mathematics of Operations Research, 32(2), 322-344. ISSN 0364-765X.
-
(2007)
Mathematics of Operations Research
, vol.32
, Issue.2
, pp. 322-344
-
-
Bensoussan, A.1
Çakanyildirim, M.2
Sethi, S.P.3
-
10
-
-
39449136535
-
Partially observed inventory systems: The case of zero-balance walk
-
ISSN 0363-0129
-
Bensoussan, A., Çakanyildirim, M., & Sethi, S. P. (2007b). Partially observed inventory systems: The case of zero-balance walk. SIAM Journal on Control and Optimization, 46(1), 176-209. ISSN 0363-0129.
-
(2007)
SIAM Journal on Control and Optimization
, vol.46
, Issue.1
, pp. 176-209
-
-
Bensoussan, A.1
Çakanyildirim, M.2
Sethi, S.P.3
-
11
-
-
39749084579
-
Inventory problems with partially observed demands and lost sales
-
Bensoussan, A., Çakanyildirim, M., Minjarez-Sosa, J., Royal, A., & Sethi, S. (2008). Inventory problems with partially observed demands and lost sales. Journal of Optimization Theory and Applications, 136(3), 321-340.
-
(2008)
Journal of Optimization Theory and Applications
, vol.136
, Issue.3
, pp. 321-340
-
-
Bensoussan, A.1
Çakanyildirim, M.2
Minjarez-Sosa, J.3
Royal, A.4
Sethi, S.5
-
13
-
-
77949425421
-
Average cost optimality in inventory models with Markovian demands and lost sales
-
GERAD 25th Anniv. Ser, New York: Springer
-
Beyer, D., & Sethi, S. P. (2005). Average cost optimality in inventory models with Markovian demands and lost sales. In GERAD 25th Anniv. Ser.: Vol. 4. Analysis, control and optimization of complex dynamic systems (pp. 3-23). New York: Springer.
-
(2005)
Analysis, Control and Optimization of Complex Dynamic Systems
, vol.4
, pp. 3-23
-
-
Beyer, D.1
Sethi, S.P.2
-
15
-
-
0024866634
-
Impulse control of piecewise-deterministic processes
-
ISSN 0932-4194
-
Costa, O. L. V., & Davis, M. H. A. (1989). Impulse control of piecewise-deterministic processes. Mathematics of Control, Signals and Systems, 2(3), 187-206. ISSN 0932-4194.
-
(1989)
Mathematics of Control, Signals and Systems
, vol.2
, Issue.3
, pp. 187-206
-
-
Costa, O.L.V.1
Davis, M.H.A.2
-
16
-
-
0011061476
-
Passage-time generating functions for continuous-time finite Markov chains
-
Darroch, J. N., & Morris, K. W. (1968). Passage-time generating functions for continuous-time finite Markov chains. Journal of Applied Probability, 5(2), 414-426.
-
(1968)
Journal of Applied Probability
, vol.5
, Issue.2
, pp. 414-426
-
-
Darroch, J.N.1
Morris, K.W.2
-
18
-
-
3843088448
-
Robust M-ary detection filters and smoothers for continuous-time jump Markov systems
-
ISSN 0018-9286
-
Elliott, R. J., & Malcolm, W. P. (2004). Robust M-ary detection filters and smoothers for continuous-time jump Markov systems. IEEE Transactions on Automatic Control, 49(7), 1046-1055. ISSN 0018-9286.
-
(2004)
IEEE Transactions on Automatic Control
, vol.49
, Issue.7
, pp. 1046-1055
-
-
Elliott, R.J.1
Malcolm, W.P.2
-
19
-
-
26244458556
-
General smoothing formulas for Markov-modulated Poisson observations
-
ISSN 0018-9286
-
Elliott, R. J., & Malcolm, W. P. (2005). General smoothing formulas for Markov-modulated Poisson observations. IEEE Transactions on Automatic Control, 50(8), 1123-1134. ISSN 0018-9286.
-
(2005)
IEEE Transactions on Automatic Control
, vol.50
, Issue.8
, pp. 1123-1134
-
-
Elliott, R.J.1
Malcolm, W.P.2
-
20
-
-
0003459126
-
Estimation and control
-
Applications of mathematics (New York)0-387-94364-1, New York: Springer
-
Elliott, R. J., Aggoun, L., & Moore, J. B. (1995). Estimation and control. In Applications of mathematics (New York): Vol. 29. Hidden Markov models. New York: Springer. ISBN 0-387-94364-1.
-
(1995)
Hidden Markov Models
, vol.29
-
-
Elliott, R.J.1
Aggoun, L.2
Moore, J.B.3
-
21
-
-
0026624073
-
Optimality conditions for impulsive control of piecewise-deterministic processes
-
ISSN 0932-4194
-
Gatarek, D. (1992). Optimality conditions for impulsive control of piecewise-deterministic processes. Mathematics of Control, Signals and Systems, 5(2), 217-232. ISSN 0932-4194.
-
(1992)
Mathematics of Control, Signals and Systems
, vol.5
, Issue.2
, pp. 217-232
-
-
Gatarek, D.1
-
22
-
-
0003952172
-
-
Applied mathematical sciences0-387-96966-7, New York: Springer
-
Hernández-Lerma, O. (1989). Applied mathematical sciences: Vol. 79. Adaptive Markov control processes. New York: Springer. ISBN 0-387-96966-7.
-
(1989)
Adaptive Markov Control Processes
, vol.79
-
-
Hernández-Lerma, O.1
-
24
-
-
0032640507
-
Stalking information: Bayesian inventory management with unobserved lost sales
-
ISSN 0025-1909
-
Lariviere, M. A., & Porteus, E. L. (1999). Stalking information: Bayesian inventory management with unobserved lost sales. Management Science, 45(3), 346-363. ISSN 0025-1909.
-
(1999)
Management Science
, vol.45
, Issue.3
, pp. 346-363
-
-
Lariviere, M.A.1
Porteus, E.L.2
-
25
-
-
0001504250
-
Myopic policies for some inventory models with uncertain demand distributions
-
ISSN 0025-1909
-
Lovejoy, W. S. (1990). Myopic policies for some inventory models with uncertain demand distributions. Management Science, 36(6), 724-738. ISSN 0025-1909.
-
(1990)
Management Science
, vol.36
, Issue.6
, pp. 724-738
-
-
Lovejoy, W.S.1
-
26
-
-
64549161038
-
Finite horizon decision timing with partially observable Poisson processes (Technical Report)
-
This article is available at
-
Ludkovski, M., & Sezer, S. (2007). Finite horizon decision timing with partially observable Poisson processes (Technical Report). University of California Santa Barbara. This article is available at http://www. pstat. ucsb. edu/faculty/ludkovski/papers. html.
-
(2007)
University of California Santa Barbara
-
-
Ludkovski, M.1
Sezer, S.2
-
28
-
-
0031277069
-
Optimality of (s,S) policies in inventory models with Markovian demand
-
ISSN 0030-364X
-
Sethi, S. P., & Cheng, F. (1997). Optimality of (s, S) policies in inventory models with Markovian demand. Operations Research, 45(6), 931-939. ISSN 0030-364X.
-
(1997)
Operations Research
, vol.45
, Issue.6
, pp. 931-939
-
-
Sethi, S.P.1
Cheng, F.2
-
29
-
-
0027558165
-
Inventory control in a fluctuating demand environment
-
ISSN 0030-364X
-
Song, J.-S., & Zipkin, P. (1993). Inventory control in a fluctuating demand environment. Operations Research, 41(2), 351-370. ISSN 0030-364X.
-
(1993)
Operations Research
, vol.41
, Issue.2
, pp. 351-370
-
-
Song, J.-S.1
Zipkin, P.2
-
30
-
-
0036564813
-
Adaptive inventory control for nonstationary demand and partial information
-
ISSN 0025-1909
-
Treharne, J. T., & Sox, C. R. (2002). Adaptive inventory control for nonstationary demand and partial information. Management Science, 48(5), 607-624. ISSN 0025-1909.
-
(2002)
Management Science
, vol.48
, Issue.5
, pp. 607-624
-
-
Treharne, J.T.1
Sox, C.R.2
|