Sid Browne

Available identifiers

zbMath Open browne.sidMaRDI QIDQ1200776

List of research outcomes

Publication	Date of Publication	Type
Risk-Constrained Dynamic Active Portfolio Management	2012-02-19	Paper
Gated, Exhaustive, Parallel Service	2007-01-19	Paper
Reaching goals by a deadline: digital options and continuous-time active portfolio management	2001-06-27	Paper
Stochastic differential portfolio games	2000-11-20	Paper
Beating a moving target: optimal portfolio strategies for outperforming a stochastic benchmark	2000-03-01	Paper
The return on investment from proportional portfolio strategies	1999-01-19	Paper
OPTIMAL GROWTH IN CONTINUOUS-TIME WITH CREDIT RISK	1999-01-01	Paper
Survival and Growth with a Liability: Optimal Portfolio Strategies in Continuous Time	1997-08-03	Paper
Portfolio choice and the Bayesian Kelly criterion	1997-02-13	Paper
Scheduling jobs that are subject to failure propagation	1997-02-12	Paper
https://portal.mardi4nfdi.de/entity/Q4878850	1996-09-02	Paper
Optimal Investment Policies for a Firm With a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin	1996-07-15	Paper
Parallel Service with Vacations	1996-03-07	Paper
Random record processes and state dependent thinning	1995-05-30	Paper
Transient behavior of coverage processes by applications to the infinite-server queue	1994-01-13	Paper
The Gated Infinite-Server Queue: Uniform Service Times	1993-05-16	Paper
Dynamic priority rules when polling with multiple parallel servers	1993-01-16	Paper
Work-modulated queues with applications to storage processes	1993-01-16	Paper
Dynamic scheduling in single-server multiclass service systems with unit buffers	1991-01-01	Paper
Scheduling Deteriorating Jobs on a Single Processor	1990-01-01	Paper
Dynamic priority rules for cyclic-type queues	1989-01-01	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Sid Browne