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type_genre:"Article in journal"
type_genre:"Survey"
~isPartOf:"Annals of operations research"
~isPartOf:"Mathematical methods of operations research"
~subject:"Stochastischer Prozess"
~type:"article"
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Stochastischer Prozess
Theorie
827
Theory
827
Mathematical programming
283
Mathematische Optimierung
283
Scheduling problem
110
Scheduling-Verfahren
110
Stochastic process
83
Portfolio selection
81
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81
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Chen, Zhiping
3
Altman, Eitan
2
Dupačová, Jitka
2
Epelman, Marina A.
2
Perninge, Magnus
2
Pollock, Stephen M.
2
Prékopa, András
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Ruszczyski, Andrzej
2
Sir, Mustafa Y.
2
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2
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1
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1
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1
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1
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1
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1
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1
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1
Christel, Thibault
1
Chu, Chengbin
1
Chu, Feng
1
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1
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Annals of operations research
Mathematical methods of operations research
European journal of operational research : EJOR
448
Insurance / Mathematics & economics
153
Computers & operations research : and their applications to problems of world concern ; an international journal
145
Finance and stochastics
130
International journal of production research
127
Operations research
120
International journal of theoretical and applied finance
116
Journal of econometrics
103
Operations research letters
102
Mathematics of operations research
83
Mathematical finance : an international journal of mathematics, statistics and financial theory
80
International journal of production economics
76
Journal of economic dynamics & control
72
Risks : open access journal
64
INFORMS journal on computing : JOC
63
Econometric reviews
56
Journal of economic theory
55
Quantitative finance
53
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
52
Transportation research / E : an international journal
52
Computational Management Science : CMS
50
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
49
Economics letters
48
Computational economics
43
Econometric theory
42
Economic modelling
41
Omega : the international journal of management science
41
Management science : journal of the Institute for Operations Research and the Management Sciences
40
Scandinavian actuarial journal
36
IMA journal of management mathematics
35
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
35
Applied mathematical finance
33
Energy economics
33
OR spectrum : quantitative approaches in management
33
Annals of finance
32
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
30
Finance research letters
30
Journal of mathematical economics
28
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ECONIS (ZBW)
83
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83
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1
Management of a hydropower system via convex duality
Dahl, Kristina Rognlien
- In:
Mathematical methods of operations research
89
(
2019
)
1
,
pp. 43-71
Persistent link: https://www.econbiz.de/10011991715
Saved in:
2
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:
3
Reduction of nonanticipativity constraints in multistage stochastic programming problems with endogenous and exogenous uncertainty
Hooshmand, F.
;
MirHassani, S.A.
- In:
Mathematical methods of operations research
87
(
2018
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011873712
Saved in:
4
Quantile Hedging in a semi-static market with model uncertainty
Bayraktar, Erhan
;
Wang, Gu
- In:
Mathematical methods of operations research
87
(
2018
)
2
,
pp. 197-277
Persistent link: https://www.econbiz.de/10011873985
Saved in:
5
A limited-feedback approximation scheme for optimal switching problems with execution delays
Perninge, Magnus
- In:
Mathematical methods of operations research
87
(
2018
)
3
,
pp. 347-382
Persistent link: https://www.econbiz.de/10011874011
Saved in:
6
Mean-variance optimal trading problem subject to stochastic dominance constraints with second order autoregressive price dynamics
Singh, Arti
;
Selvamuthu, Dharmaraja
- In:
Mathematical methods of operations research
86
(
2017
)
1
,
pp. 29-69
Persistent link: https://www.econbiz.de/10011714373
Saved in:
7
A mathematical model for personalized advertisement in virtual reality environments
Kilic, Kemal
;
Saygi, Menekse G.
;
Sezer, Semih O.
- In:
Mathematical methods of operations research
85
(
2017
)
2
,
pp. 241-264
Persistent link: https://www.econbiz.de/10011714435
Saved in:
8
Robust optimal investment and reinsurance problem for a general insurance company under Heston model
Huang, Ya
;
Xiangqun, Yang
;
Zhou, Jieming
- In:
Mathematical methods of operations research
85
(
2017
)
2
,
pp. 305-326
Persistent link: https://www.econbiz.de/10011714438
Saved in:
9
Better than pre-committed optimal mean-variance policy in a jump diffusion market
Shi, Yun
;
Li, Xun
;
Cui, Xiangyu
- In:
Mathematical methods of operations research
85
(
2017
)
3
,
pp. 327-347
Persistent link: https://www.econbiz.de/10011714505
Saved in:
10
Optimal mean-variance asset-liability management with stochastic interest rates and inflation risks
Pan, Jian
;
Xiao, Qingxian
- In:
Mathematical methods of operations research
85
(
2017
)
3
,
pp. 491-519
Persistent link: https://www.econbiz.de/10011714519
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