Michael I. Taksar

Publication Activity (10 Years)

Years Active: 1983-2003
Publications (10 Years): 0

Publications

Michael I. Taksar, Charlotte Markussen
Optimal dynamic reinsurance policies for large insurance portfolios. Finance Stochastics 7 (1) (2003)
Suresh P. Sethi, Michael I. Taksar
Optimal financing of a corporation subject to random returns: a summary. CDC (2002)
Igor V. Evstigneev, Michael I. Taksar
). Ann. Oper. Res. 114 (1-4) (2002)
Igor V. Evstigneev, Michael I. Taksar
Convex stochastic optimization for random fields on graphs: A method of constructing Lagrange multipliers. Math. Methods Oper. Res. 54 (2) (2001)
Michael I. Taksar
Optimal risk and dividend distribution control models for an insurance company. Math. Methods Oper. Res. 51 (1) (2000)
Michael I. Taksar
Dependence of the Optimal Risk Control Decisions on the Terminal Value for a Financial Corporation. Ann. Oper. Res. 98 (1-4) (2000)
Jun Yang, Houmin Yan, Michael I. Taksar
Optimal Production and Setup Scheduling: A One-Machine, Two-Product System. Ann. Oper. Res. 98 (1-4) (2000)
Suresh P. Sethi, W. Suo, Michael I. Taksar, H. Yan
Optimal Production Planning in a Multi-Product Stochastic Manufacturing System with Long-Run Average Cost. Discret. Event Dyn. Syst. 8 (1) (1998)
Elena V. Krichagina, Rodrigo Rubio, Michael I. Taksar, Lawrence M. Wein
A Dynamic Stochastic Stock-Cutting Problem. Oper. Res. 46 (5) (1998)
Elena V. Krichagina, Sheldon X. C. Lou, Suresh P. Sethi, Michael I. Taksar
Diffusion Approximation for a Controlled Stochastic Manufacturing System with Average Cost Minimization. Math. Oper. Res. 20 (4) (1995)
Elena V. Krichagina, Sheldon X. C. Lou, Michael I. Taksar
Double Band Policy for Stochastic Manufacturing Systems in Heavy Traffic. Math. Oper. Res. 19 (3) (1994)
Offer Kella, Michael I. Taksar
A Heavy-Traffic Limit for the Cycle Counting Process in G/G/1, Optional Interruptions and Elastic Screen Brownian Motion. Math. Oper. Res. 19 (1) (1994)
José-Luis Menaldi, Maurice Robin, Michael I. Taksar
Singular ergodic control for multidimensional Gaussian processes. Math. Control. Signals Syst. 5 (1) (1992)
Elena V. Krichagina, Michael I. Taksar
/1 controlled queues. Queueing Syst. Theory Appl. 12 (3-4) (1992)
John P. Lehoczky, Suresh P. Sethi, H. Mete Soner, Michael I. Taksar
An Asymptotic Analysis of Hierarchical Control of Manufacturing Systems Under Uncertainty. Math. Oper. Res. 16 (3) (1991)
José-Luis Menaldi, Michael I. Taksar
Optimal correction problem of a multidimensional stochastic system. Autom. 25 (2) (1989)
Michael I. Taksar
Average Optimal Singular Control and a Related Stopping Problem. Math. Oper. Res. 10 (1) (1985)
Winfried K. Grassmann, Michael I. Taksar, Daniel P. Heyman
Regenerative Analysis and Steady State Distributions for Markov Chains. Oper. Res. 33 (5) (1985)
J. Michael Harrison, Michael I. Taksar
Instantaneous Control of Brownian Motion. Math. Oper. Res. 8 (3) (1983)