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type_genre:"Article in journal"
~person:"Semmler, Willi"
~person:"Shapiro, Alexander"
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Search: subject_exact:"Dynamische Optimierung"
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17
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17
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17
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Semmler, Willi
Shapiro, Alexander
Powell, Warren B.
18
Topaloğlu, Hüseyin
15
Zhang, Dan
12
Ulmer, Marlin Wolf
11
Cheng, T. C. E.
10
Gönsch, Jochen
10
Kamihigashi, Takashi
10
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10
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10
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10
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9
Boysen, Nils
8
Brown, David B.
8
Chen, Youhua
8
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8
Kort, Peter M.
8
Thomas, Barrett W.
8
Cai, Yongyang
7
Chu, Chengbin
7
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7
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7
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7
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7
Sandal, Leif K.
7
Scholl, Armin
7
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7
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6
Ben-Ameur, Hatem
6
Chen, Zhi-long
6
Escudero, Laureano F.
6
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6
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6
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6
Mattfeld, Dirk C.
6
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6
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6
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European journal of operational research : EJOR
4
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3
Operations research
3
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3
Journal of economic behavior & organization : JEBO
2
Journal of economic dynamics & control
2
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ECONIS (ZBW)
17
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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
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2
Dual bounds for periodical stochastic programs
Shapiro, Alexander
;
Cheng, Yi
- In:
Operations research
71
(
2023
)
1
,
pp. 120-128
Persistent link: https://www.econbiz.de/10014308404
Saved in:
3
Risk-averse stochastic programming : time consistency and optimal stopping
Pichler, Alois
;
Liu, Rui Peng
;
Shapiro, Alexander
- In:
Operations research
70
(
2022
)
4
,
pp. 2439-2455
Persistent link: https://www.econbiz.de/10013366477
Saved in:
4
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
Saved in:
5
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:
6
Modeling time-dependent randomness in stochastic dual dynamic programming
Löhndorf, Nils
;
Shapiro, Alexander
- In:
European journal of operational research : EJOR
273
(
2019
)
2
,
pp. 650-661
Persistent link: https://www.econbiz.de/10011987574
Saved in:
7
Rectangular sets of probability measures
Shapiro, Alexander
- In:
Operations research
64
(
2016
)
2
,
pp. 528-541
Persistent link: https://www.econbiz.de/10011485624
Saved in:
8
A stochastic model of dynamic consumption and portfolio decisions
Semmler, Willi
;
Mueller, Maik
- In:
Computational economics
48
(
2016
)
2
,
pp. 225-251
Persistent link: https://www.econbiz.de/10011646737
Saved in:
9
Using nonlinear model predictive control for dynamic decision problems in economics
Grüne, Lars
;
Semmler, Willi
;
Stieler, Marleen
- In:
Journal of economic dynamics & control
60
(
2015
),
pp. 112-133
Persistent link: https://www.econbiz.de/10011575079
Saved in:
10
Risk neutral and risk averse Stochastic Dual Dynamic Programming method
Shapiro, Alexander
;
Tekaya, Wajdi
;
Costa, Joari Paulo da
; …
- In:
European journal of operational research : EJOR
224
(
2013
)
2
,
pp. 375-391
Persistent link: https://www.econbiz.de/10009683060
Saved in:
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