Michael I. Taksar

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Optimal Production Planning in a Multi-Product Stochastic Manufacturing System with Long-Run Average Cost

Suresh P. Sethi, H. Yan, W. Suo, 1998, Discret. Event Dyn. Syst..

Optimal terminal wealth under partial information: Both the drift and the volatility driven by a discrete time Markov chain

Xudong Zeng, Michael I. Taksar, 2008, 2008 47th IEEE Conference on Decision and Control.

Equilibrium States of Random Economies with Locally Interacting Agents and Solutions to Stochastic Variational Inequalities in 〈L1,L∞〉

Michael I. Taksar, Igor V. Evstigneev, M. Taksar, 2002, Ann. Oper. Res..

A Diffusion Model for Optimal Dividend Distribution for a Company with Constraints on Risk Control

Xun Yu Zhou, Michael I. Taksar, Tahir Choulli, 2002, SIAM J. Control. Optim..

Dependence of the Optimal Risk Control Decisions on the Terminal Value for a Financial Corporation

Michael I. Taksar, M. Taksar, 2000, Ann. Oper. Res..

Double Band Policy for Stochastic Manufacturing Systems in Heavy Traffic

Sheldon X. C. Lou, Elena V. Krichagina, Michael I. Taksar, 1994, Math. Oper. Res..

Optimal correction problem of a multidimensional stochastic system

Michael I. Taksar, José-Luis Menaldi, J. Menaldi, 1989, Autom..

Optimal dynamic reinsurance policies for large insurance portfolios

Michael I. Taksar, Charlotte Markussen, M. Taksar, 2003, Finance Stochastics.

Excess-of-loss reinsurance under taxes and fixed costs

Michael I. Taksar, Tahir Choulli, M. Taksar, 2010, Risk Decis. Anal..

Convex stochastic optimization for random fields on graphs: A method of constructing Lagrange multipliers

Michael I. Taksar, Igor V. Evstigneev, 2001, Math. Methods Oper. Res..

A Heavy-Traffic Limit for the Cycle Counting Process in G/G/1, Optional Interruptions and Elastic Screen Brownian Motion

Michael I. Taksar, Offer Kella, 1994, Math. Oper. Res..

Book review

Michael I. Taksar, 1996, Discret. Event Dyn. Syst..

Optimal risk control and dividend distribution policies. Example of excess-of loss reinsurance for an insurance corporation

Søren Asmussen, Michael I. Taksar, Bjarne Højgaard, 2000, Finance Stochastics.

Instantaneous Control of Brownian Motion

J. Michael Harrison, Michael I. Taksar, J. Harrison, 1983, Math. Oper. Res..

Optimal excess-of-loss reinsurance under borrowing constraints

Shangzhen Luo, Michael I. Taksar, 2010, Risk Decis. Anal..

Average Optimal Singular Control and a Related Stopping Problem

Michael I. Taksar, M. Taksar, 1985, Math. Oper. Res..

Diffusion approximation forGI/G/1 controlled queues

Elena V. Krichagina, Michael I. Taksar, E. V. Krichagina, 1992, Queueing Syst. Theory Appl..

On Maximizing CRRA Utility in Regime Switching Markets with Random Endowment

Xudong Zeng, Michael I. Taksar, 2009, SIAM J. Control. Optim..

A Diffusion Model for Optimal Portfolio Selection in the Presence of Brokerage Fees

Michael J. Klass, Michael I. Taksar, David Assaf, 1988, Math. Oper. Res..

Optimal terminal wealth under partial information: Both the drift and the volatility driven by a discrete time Markov chain

Xudong Zeng, Michael I. Taksar, 2008, CDC.

A Dynamic Stochastic Stock-Cutting Problem

Lawrence M. Wein, Rodrigo Rubio, Elena V. Krichagina, 2015, Oper. Res..

Diffusion Approximation for a Controlled Stochastic Manufacturing System with Average Cost Minimization

Suresh P. Sethi, Sheldon X. C. Lou, Elena V. Krichagina, 1995, Math. Oper. Res..

Singular ergodic control for multidimensional Gaussian processes

Michael I. Taksar, Maurice Robin, José-Luis Menaldi, 1992, Math. Control. Signals Syst..

Optimal risk control for a large corporation in the presence of returns on investments

Michael I. Taksar, Bjarne Højgaard, Bjarne Højgaard, 2001, Finance Stochastics.

Regenerative Analysis and Steady State Distributions for Markov Chains

Winfried K. Grassmann, Daniel P. Heyman, Michael I. Taksar, 1985, Oper. Res..

Optimal Production and Setup Scheduling: A One-Machine, Two-Product System

Jun Yang, Houmin Yan, Michael I. Taksar, 2000, Ann. Oper. Res..

An Asymptotic Analysis of Hierarchical Control of Manufacturing Systems Under Uncertainty

Suresh P. Sethi, John P. Lehoczky, Halil Mete Soner, 1991, Math. Oper. Res..

Dynkin Games via Dirichlet Forms and Singular Control of One-Dimensional Diffusions

Michael I. Taksar, Masatoshi Fukushima, 2002, SIAM J. Control. Optim..

Optimal risk and dividend distribution control models for an insurance company

Michael I. Taksar, M. Taksar, 2000, Math. Methods Oper. Res..

Stochastic control for optimal new business

Christian Hipp, Michael I. Taksar, 2000 .

Infinite-horizon investment consumption model with a nonterminal bankruptcy

Suresh P. Sethi, Michael I. Taksar, S. Sethi, 1986 .

Stochastic equilibria on graphs,I

Michael I. Taksar, Igor V. Evstigneev, M. Taksar, 1992 .

Optimal proportional reinsurance policies for diffusion models with transaction costs

Michael I. Taksar, Bjarne Højgaard, Bjarne Højgaard, 1998 .

Excess-of-loss reinsurance for a company with debt liability and constraints on risk reduction

Xun Yu Zhou, Michael I. Taksar, Tahir Choulli, 2001 .

Applications of Semi-Regenerative Theory to Computations of Stationary Distributions of Markov Chains.

Winfried K. Grassmann, Michael I. Taksar, 1982 .

Controlling Risk Exposure and Dividends Payout Schemes:Insurance Company Example

Michael I. Taksar, M. Taksar, Bjarne H jgaard, 1999 .

Dynamic Optimization of Long‐Term Growth Rate for a Portfolio with Transaction Costs and Logarithmic Utility

Agnès Sulem, Marianne Akian, Michael I. Taksar, 2001 .

Controlled diffusion models for optimal dividend pay-out

Søren Asmussen, Michael I. Taksar, S. Asmussen, 1997 .

Infinite-Dimensional Linear Programming Approach to SingularStochastic Control

Michael I. Taksar, M. Taksar, 1997 .

Stochastic Economies with Locally Interacting Agents

Michael I. Taksar, Igor V. Evstigneev, M. Taksar, 2001 .

Dynamic Optimisation of a Long Term Growth Rate for a Mixed Portfolio with Transaction Costs. The Logarithmic Utility Case

Agnès Sulem, Marianne Akian, Michael I. Taksar, 1999 .

Optimal risk and dividend control for a company with a debt liability

Xun Yu Zhou, Michael I. Taksar, X. Zhou, 1998 .