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isPartOf:"Annals of operations research"
~isPartOf:"Economics letters"
~isPartOf:"Journal of the Operational Research Society"
~subject:"Stochastic process"
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Search: subject_exact:"Bellman-Optimalitätsprinzip"
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Annals of operations research
Economics letters
Journal of the Operational Research Society
European journal of operational research : EJOR
57
Operations research
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18
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Optimal execution with dynamic risk adjustment
Cheng, Xue
;
Di Giacinto, Marina
;
Wang, Tai-Ho
- In:
Journal of the Operational Research Society
70
(
2019
)
10
,
pp. 1662-1677
Persistent link: https://www.econbiz.de/10012214354
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2
Optimal trading under non-negativity constraints using approximate dynamic programming
Abbaszadeh, Shahin
;
Tri-Dung Nguyen
;
Wu, Yue
- In:
Journal of the Operational Research Society
69
(
2018
)
9
,
pp. 1406-1422
Persistent link: https://www.econbiz.de/10012227870
Saved in:
3
Purchasing decisions under stochastic prices : approximate solutions for order time, order quantity and supplier selection
Hu, Xiangling
;
Munson, Charles L.
;
Fotopoulos, Stergios
-
2012
Persistent link: https://www.econbiz.de/10009710221
Saved in:
4
Portfolio selection in stochastic markets with exponential utility functions
Çanakoğlu, Ethem
;
Özekici, Süleyman
-
2009
Persistent link: https://www.econbiz.de/10003811769
Saved in:
5
A general framework for multistage mean-variance post-tax optimization
Osorio, Maria A.
;
Gülpınar, Nalân
;
Rustem, Berç
-
2008
Persistent link: https://www.econbiz.de/10003665053
Saved in:
6
Caution in macroeconomic policy : uncertainty and the relative intensity of policy
Mercado, P. Ruben
;
Kendrick, David A.
- In:
Economics letters
68
(
2000
)
1
,
pp. 37-41
Persistent link: https://www.econbiz.de/10001481923
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