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subject:"Portfolio-Management"
subject:"Stochastischer Prozess"
~isPartOf:"Mathematical methods of operations research"
~subject:"Dynamic programming"
~subject:"Mathematical programming"
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Portfolio-Management
Stochastischer Prozess
Dynamic programming
Mathematical programming
Theorie
540
Theory
540
Mathematische Optimierung
194
Portfolio selection
68
Markov chain
61
Markov-Kette
61
Stochastic process
50
Game theory
49
Spieltheorie
49
Cooperative game
34
Kooperatives Spiel
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Scheduling-Verfahren
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Korn, Ralf
5
Bäuerle, Nicole
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Chen, Zhiping
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Fang, Shu-Cherng
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Montes-de-Oca, Raúl
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Duncan, T. E.
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Fliege, Jörg
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Hamacher, Horst W.
2
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Hlouskova, Jaroslava
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Kallsen, Jan
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Koo, Hyeng-keun
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Kraft, Holger
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Krumke, Sven O.
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Shao, Lizhen
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Soleimani-damaneh, Majid
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Soner, Halil Mete
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Mathematical methods of operations research
European journal of operational research : EJOR
2,195
Computers & operations research : and their applications to problems of world concern ; an international journal
1,160
Operations research letters
623
International journal of production research
563
Operations research
410
Insurance / Mathematics & economics
389
Mathematics of operations research
360
INFORMS journal on computing : JOC
336
Journal of economic dynamics & control
318
NBER working paper series
288
Finance and stochastics
267
Journal of banking & finance
261
Management science : journal of the Institute for Operations Research and the Management Sciences
258
International journal of production economics
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Working paper / National Bureau of Economic Research, Inc.
247
International journal of theoretical and applied finance
240
NBER Working Paper
238
Mathematical finance : an international journal of mathematics, statistics and financial theory
221
Discussion paper / Tinbergen Institute
219
Omega : the international journal of management science
199
Transportation research / E : an international journal
192
Journal of the Operational Research Society : OR
178
Finance research letters
174
Discussion paper / Center for Economic Research, Tilburg University
171
SpringerLink / Bücher
167
Economics letters
162
Top : an official journal of the Spanish Society of Statistics and Operations Research
162
OR spectrum : quantitative approaches in management
154
Quantitative finance
154
Journal of economic theory
153
Risks : open access journal
149
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
148
Research paper series / Swiss Finance Institute
148
Journal of econometrics
147
Journal of the Operational Research Society
147
Operational research : an international journal
145
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
144
Computational economics
141
Opsearch : journal of the Operational Research Society of India
141
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ECONIS (ZBW)
287
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1
Accelerated first-order methods for large-scale convex optimization : nearly optimal complexity under strong convexity
Ahookhosh, Masoud
- In:
Mathematical methods of operations research
89
(
2019
)
3
,
pp. 319-353
Persistent link: https://www.econbiz.de/10012035488
Saved in:
2
Complexity results on planar multifacility location problems with forbidden regions
Maier, Andrea
;
Hamacher, Horst W.
- In:
Mathematical methods of operations research
89
(
2019
)
3
,
pp. 433-484
Persistent link: https://www.econbiz.de/10012035508
Saved in:
3
The sparsest solution of the union of finite polytopes via its nonconvex relaxation
You, Guowei
;
Huang, Zheng-Hai
;
Wang, Yong
- In:
Mathematical methods of operations research
89
(
2019
)
3
,
pp. 485-507
Persistent link: https://www.econbiz.de/10012035510
Saved in:
4
Worst-case portfolio optimization in discrete time
Chen, Lihua
;
Korn, Ralf
- In:
Mathematical methods of operations research
90
(
2019
)
2
,
pp. 197-227
Persistent link: https://www.econbiz.de/10012132709
Saved in:
5
Nonconcave robust optimization with discrete strategies under Knightian uncertainty
Neufeld, Ariel
;
Ṥikić, Mario
- In:
Mathematical methods of operations research
90
(
2019
)
2
,
pp. 229-253
Persistent link: https://www.econbiz.de/10012132710
Saved in:
6
Locating a semi-obnoxious facility in the special case of Manhattan distances
Wagner, Andrea
- In:
Mathematical methods of operations research
90
(
2019
)
2
,
pp. 255-270
Persistent link: https://www.econbiz.de/10012132711
Saved in:
7
Martingale optimal transport in the discrete case via simple linear programming techniques
Bäuerle, Nicole
;
Schmithals, Daniel Matthias
- In:
Mathematical methods of operations research
90
(
2019
)
3
,
pp. 453-476
Persistent link: https://www.econbiz.de/10012153873
Saved in:
8
Optimal booking control in revenue management with two substitutable resources
Sayah, David
;
Irnich, Stefan
- In:
Mathematical methods of operations research
89
(
2019
)
2
,
pp. 189-222
Persistent link: https://www.econbiz.de/10012010365
Saved in:
9
Algorithms for non-linear and stochastic resource constrained shortest path
Parmentier, Axel
- In:
Mathematical methods of operations research
89
(
2019
)
2
,
pp. 281-317
Persistent link: https://www.econbiz.de/10012010371
Saved in:
10
On f-domination : polyhedral and algorithmic results
Dell'Amico, Mauro
;
Neto, José
- In:
Mathematical methods of operations research
90
(
2019
)
1
Persistent link: https://www.econbiz.de/10012116611
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