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isPartOf:"Economics letters"
~isPartOf:"European journal of operational research : EJOR"
~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Sampling
86
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86
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31
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31
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Bastin, Fabian
1
Blomvall, J.
1
Branke, Jürgen
1
Chan, Wyean
1
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1
Ekblom, J.
1
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1
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1
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1
Roy, Pamphile T.
1
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1
Thuy Anh Ta
1
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Economics letters
European journal of operational research : EJOR
Operations research letters
11
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8
Discussion paper / Tinbergen Institute
5
INFORMS journal on computing : JOC
5
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5
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4
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3
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Carlo Alberto notebooks
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Computers & operations research : and their applications to problems of world concern ; an international journal
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Discussion paper / The Hebrew University of Jerusalem, Center for the Study of Rationality
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Economics working paper
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2
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1
A simulation-based decomposition approach for two-stage staffing optimization in call centers under arrival rate uncertainty
Thuy Anh Ta
;
Chan, Wyean
;
Bastin, Fabian
;
L'Ecuyer, Pierre
- In:
European journal of operational research : EJOR
293
(
2021
)
3
,
pp. 966-979
Persistent link: https://www.econbiz.de/10012533794
Saved in:
2
Versatile sequential sampling algorithm using Kernel Density Estimation
Roy, Pamphile T.
;
Jofre, Lluís
;
Jouhaud, Jean-Christophe
; …
- In:
European journal of operational research : EJOR
284
(
2020
)
1
,
pp. 201-211
Persistent link: https://www.econbiz.de/10012238645
Saved in:
3
Importance sampling in stochastic optimization : an application to intertemporal portfolio choice
Ekblom, J.
;
Blomvall, J.
- In:
European journal of operational research : EJOR
285
(
2020
)
1
,
pp. 106-119
Persistent link: https://www.econbiz.de/10012239487
Saved in:
4
Risk neutral reformulation approach to risk averse stochastic programming
Liu, Rui Peng
;
Shapiro, Alexander
- In:
European journal of operational research : EJOR
286
(
2020
)
1
,
pp. 21-31
Persistent link: https://www.econbiz.de/10012239878
Saved in:
5
Bayesian sequential data collection for stochastic simulation calibration
Wang, Bo
;
Zhang, Qiong
;
Xie, Wei
- In:
European journal of operational research : EJOR
277
(
2019
)
1
,
pp. 300-316
Persistent link: https://www.econbiz.de/10012015034
Saved in:
6
Efficient solution selection for two-stage stochastic programs
Fei, Xin
;
Gülpınar, Nalân
;
Branke, Jürgen
- In:
European journal of operational research : EJOR
277
(
2019
)
3
,
pp. 918-929
Persistent link: https://www.econbiz.de/10012102211
Saved in:
7
Flexible model comparison of unobserved components models using particle Gibbs with ancestor sampling
Nonejad, Nima
- In:
Economics letters
133
(
2015
),
pp. 35-39
Persistent link: https://www.econbiz.de/10011431849
Saved in:
8
Dynamic sampling algorithms for multi-stage stochastic programs with risk aversion
Philpott, A. B.
;
Matos, V. L. de
- In:
European journal of operational research : EJOR
218
(
2012
)
2
,
pp. 470-483
Persistent link: https://www.econbiz.de/10009505343
Saved in:
9
GLS-detrending and regime-wise stationarity testing in small samples
Lopez, Claude
- In:
Economics letters
104
(
2009
)
2
,
pp. 99-101
Persistent link: https://www.econbiz.de/10003870503
Saved in:
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