This research was motivated by design problems in queueing theory where the objective function is composed of a discrete variable and a continuous variable. Sufficient conditions are developed such ...

Discover how probability distribution methods can help predict stock market returns and improve investment decisions. Learn ...

Mathematics of Operations Research, Vol. 41, No. 1 (February 2016), pp. 146-173 (28 pages) This paper investigates the problem of maximizing expected terminal utility in a (generically incomplete) ...