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Search: subject_exact:"Bellman-Optimalitätsprinzip"
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Dynamic programming
68
Dynamische Optimierung
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Theorie
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36
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Annals of operations research
Operations research letters
European journal of operational research : EJOR
261
Operations research
92
Computers & operations research : and their applications to problems of world concern ; an international journal
88
International journal of production research
83
International journal of production economics
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Journal of economic dynamics & control
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Production and operations management : the flagship research journal of the Production and Operations Management Society
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Journal of the Operational Research Society
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Economics letters
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International journal of theoretical and applied finance
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Operational research : an international journal
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Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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1
Risk-averse stochastic optimal control : An efficiently computable statistical upper bound
Guigues, Vincent
;
Shapiro, Alexander
;
Cheng, Yi
- In:
Operations research letters
51
(
2023
)
4
,
pp. 393-400
Persistent link: https://www.econbiz.de/10014426574
Saved in:
2
Dual SDDP for risk-averse multistage stochastic programs
Costa, Bernardo Freitas Paulo da
;
Leclère, Vincent
- In:
Operations research letters
51
(
2023
)
3
,
pp. 332-337
Persistent link: https://www.econbiz.de/10014374928
Saved in:
3
An inexact column-and-constraint generation method to solve two-stage robust optimization problems
Tsang, Man Yiu
;
Shehadeh, Karmel S.
;
Curtis, Frank E.
- In:
Operations research letters
51
(
2023
)
1
,
pp. 92-98
Persistent link: https://www.econbiz.de/10014283302
Saved in:
4
Contractivity of Bellman operator in risk averse dynamic programming with infinite horizon
Kopa, Miloš
;
Šmíd, Martin
- In:
Operations research letters
51
(
2023
)
2
,
pp. 133-136
Persistent link: https://www.econbiz.de/10014311835
Saved in:
5
Throughput scheduling with equal additive laxity
Böhm, Martin
;
Megow, Nicole
;
Schlöter, Jens
- In:
Operations research letters
50
(
2022
)
5
,
pp. 463-469
Persistent link: https://www.econbiz.de/10013449421
Saved in:
6
Discrete multi-module capacitated lot-sizing problems with multiple items
Kulkarni, Kartik
;
Bansal, Manish
- In:
Operations research letters
50
(
2022
)
2
,
pp. 168-175
Persistent link: https://www.econbiz.de/10013192673
Saved in:
7
On the optimality of a maintenance queueing system
Su, Yan
;
Li, Junping
- In:
Operations research letters
50
(
2022
)
1
,
pp. 32-39
Persistent link: https://www.econbiz.de/10013177159
Saved in:
8
The secretary problem with multiple job vacancies and batch candidate arrivals
Li, Qing
;
Yu, Peiwen
- In:
Operations research letters
49
(
2021
)
4
,
pp. 535-542
Persistent link: https://www.econbiz.de/10012649026
Saved in:
9
Multi-period lot-sizing with supplier selection : structural results, complexity and algorithms
Lin, Meichun
;
Huh, Woonghee Tim
;
Wan, Guohua
- In:
Operations research letters
49
(
2021
)
4
,
pp. 602-609
Persistent link: https://www.econbiz.de/10012649047
Saved in:
10
Central limit theorem and sample complexity of stationary stochastic programs
Shapiro, Alexander
;
Cheng, Yi
- In:
Operations research letters
49
(
2021
)
5
,
pp. 676-681
Persistent link: https://www.econbiz.de/10013207426
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