Michael I. Taksar

19 papers Journal 18Unranked 1
YearRankTypeTitle / Venue / Authors
2003 J jnl
Optimal dynamic reinsurance policies for large insurance portfolios.
Finance Stochastics
Michael I. Taksar, Charlotte Markussen
2002 J jnl
Equilibrium States of Random Economies with Locally Interacting Agents and Solutions to Stochastic Variational Inequalities in (L
Ann. Oper. Res.
Igor V. Evstigneev, Michael I. Taksar
2002 — conf
Optimal financing of a corporation subject to random returns: a summary.
CDC
Suresh P. Sethi, Michael I. Taksar
2001 J jnl
Convex stochastic optimization for random fields on graphs: A method of constructing Lagrange multipliers.
Math. Methods Oper. Res.
Igor V. Evstigneev, Michael I. Taksar
2000 J jnl
Dependence of the Optimal Risk Control Decisions on the Terminal Value for a Financial Corporation.
Ann. Oper. Res.
Michael I. Taksar
2000 J jnl
Optimal Production and Setup Scheduling: A One-Machine, Two-Product System.
Ann. Oper. Res.
Jun Yang, Houmin Yan, Michael I. Taksar
2000 J jnl
Optimal risk and dividend distribution control models for an insurance company.
Math. Methods Oper. Res.
Michael I. Taksar
1998 J jnl
A Dynamic Stochastic Stock-Cutting Problem.
Oper. Res.
Elena V. Krichagina, Rodrigo Rubio, Michael I. Taksar, Lawrence M. Wein
1998 J jnl
Optimal Production Planning in a Multi-Product Stochastic Manufacturing System with Long-Run Average Cost.
Discret. Event Dyn. Syst.
Suresh P. Sethi, W. Suo, Michael I. Taksar, H. Yan
1995 J jnl
Diffusion Approximation for a Controlled Stochastic Manufacturing System with Average Cost Minimization.
Math. Oper. Res.
Elena V. Krichagina, Sheldon X. C. Lou, Suresh P. Sethi, Michael I. Taksar
1994 J jnl
A Heavy-Traffic Limit for the Cycle Counting Process in G/G/1, Optional Interruptions and Elastic Screen Brownian Motion.
Math. Oper. Res.
Offer Kella, Michael I. Taksar
1994 J jnl
Double Band Policy for Stochastic Manufacturing Systems in Heavy Traffic.
Math. Oper. Res.
Elena V. Krichagina, Sheldon X. C. Lou, Michael I. Taksar
1992 J jnl
Diffusion approximation for
Queueing Syst. Theory Appl.
Elena V. Krichagina, Michael I. Taksar
1992 J jnl
Singular ergodic control for multidimensional Gaussian processes.
Math. Control. Signals Syst.
José-Luis Menaldi, Maurice Robin, Michael I. Taksar
1991 J jnl
An Asymptotic Analysis of Hierarchical Control of Manufacturing Systems Under Uncertainty.
Math. Oper. Res.
John P. Lehoczky, Suresh P. Sethi, H. Mete Soner, Michael I. Taksar
1989 J jnl
Optimal correction problem of a multidimensional stochastic system.
Autom.
José-Luis Menaldi, Michael I. Taksar
1985 J jnl
Average Optimal Singular Control and a Related Stopping Problem.
Math. Oper. Res.
Michael I. Taksar
1985 J jnl
Regenerative Analysis and Steady State Distributions for Markov Chains.
Oper. Res.
Winfried K. Grassmann, Michael I. Taksar, Daniel P. Heyman
1983 J jnl
Instantaneous Control of Brownian Motion.
Math. Oper. Res.
J. Michael Harrison, Michael I. Taksar