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Research Articles
Dynamic Asset Allocation with Uncertain Jump Risks: A Pathwise Optimization Approach
Pages:347–376
Published Online:June 6, 2017
Optimal Dividend Strategies of Two Collaborating Businesses in the Diffusion Approximation Model
Pages:377–398
Published Online:August 23, 2017
Two-Armed Restless Bandits with Imperfect Information: Stochastic Control and Indexability
Pages:399–427
Published Online:September 5, 2017
Delay Analysis of the Max-Weight Policy Under Heavy-Tailed Traffic via Fluid Approximations
Pages:460–493
Published Online:October 25, 2017
Workload-Dependent Dynamic Priority for the Multiclass Queue with Reneging
Pages:494–515
Published Online:November 7, 2017
Nonzero-Sum Risk-Sensitive Stochastic Games on a Countable State Space
Pages:516–532
Published Online:October 31, 2017
Risk-Averse Approximate Dynamic Programming with Quantile-Based Risk Measures
Pages:554–579
Published Online:November 13, 2017
Reversibility and Further Properties of FCFS Infinite Bipartite Matching
Pages:598–621
Published Online:December 12, 2017
Linear Rate Convergence of the Alternating Direction Method of Multipliers for Convex Composite Programming
Pages:622–637
Published Online:December 15, 2017
A Simple O(log log(rank))-Competitive Algorithm for the Matroid Secretary Problem
Pages:638–650
Published Online:January 3, 2018
The Complexity of Simple Models—A Study of Worst and Typical Hard Cases for the Standard Quadratic Optimization Problem
Pages:651–674
Published Online:October 3, 2017
