Independent attributes control chart for Markov-dependent processes. (English) Zbl 07551038
MSC:
62P30
Found 11 Documents (Results 1–11)
Optimum reliability acceptance sampling plans under progressive type-I interval censoring with random removal using a cost model. (English) Zbl 1516.62168
MSC:
62-XX
Finite horizon Markov decision processes for risk-averse decision makers. (Chinese. English summary) Zbl 1449.90186
Impact of error in parameter estimations on large scale portfolio optimization. (English) Zbl 1425.91433
Demetriou, Ioannis (ed.) et al., Approximation and optimization. Algorithms, complexity and applications. Based on the conference on approximation and optimization: algorithms, complexity, and applications, National and Kapodistrian University of Athens, Athens, Greece, June 29–30, 2017. Cham: Springer. Springer Optim. Appl. 145, 151-184 (2019).
Tangency portfolio weights for singular covariance matrix in small and large dimensions: estimation and test theory. (English) Zbl 1418.91453
An extended likelihood framework for modelling discretely observed credit rating transitions. (English) Zbl 1407.91265
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