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Optimization
Volume 18.
(
as bibtex
)
9 references.
Articles
253-264.
Generalized Lipschitz-continuity of integrals with respect to a parameter of the intergrating probability measure
Kolonko, M.
285-296.
A counting process approach to replacement models
Aven, T.
419-431.
A distribution stability result for a stochastic optimal control problem
Doschkinov, P.
439-446.
Elimination of randomization in semi-Markov decision models with average cost criterion
Kitaev, M.
447-454.
Arbitrary state semi-Markov decision processes with unbounded rewards
Wakuta, K.
591-606.
Cyclic convergence of iterative methods in Markov modelling
Schatte, P.
715-735.
A method for the derivation of limit theorems for sums of weakly dependent random variables: A survey
Heinrich, L.
737-759.
Qualitative and asymptotic properties of stochastic integrals related to random marked point processes
Schmidt, V.
825-855.
An efficient code for the minimization of highly nonlinear and large residual least squares functions
Vespucci, Maria Teresa