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~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"OR spectrum : quantitative approaches in management"
~source:"econis"
~subject:"Stochastischer Prozess"
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Search: subject:"Dynamische Optimierung"
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Stochastischer Prozess
Dynamic programming
87
Dynamische Optimierung
87
Theorie
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Theory
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Stochastic process
22
Mathematical programming
14
Mathematische Optimierung
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Gaivoronski, Alexei A.
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Aïd, René
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Blomvall, Jörgen
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Bolin, Christian
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Journal of economic dynamics & control
OR spectrum : quantitative approaches in management
European journal of operational research : EJOR
57
Operations research
24
International journal of production research
15
International journal of production economics
13
Computers & operations research : and their applications to problems of world concern ; an international journal
12
Insurance / Mathematics & economics
12
Mathematics of operations research
12
Management science : journal of the Institute for Operations Research and the Management Sciences
10
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
10
Operations research letters
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Computational Management Science : CMS
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INFORMS journal on computing : JOC
8
Manufacturing & service operations management : M & SOM
8
Mathematical methods of operations research
6
Transportation research / E : an international journal
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Finance and stochastics
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Working paper series
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Econometric Institute research papers
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Quantitative finance
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Risks : open access journal
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SpringerLink / Bücher
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Transportation science
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American journal of agricultural economics
3
Annals of operations research
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Computational economics
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Economic theory : official journal of the Society for the Advancement of Economic Theory
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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
3
International journal of theoretical and applied finance
3
Networks and spatial economics : a journal of infrastructure modeling and computation
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Optimal financial decision making under uncertainty
3
Production and operations management : an international journal of the Production and Operations Management Society
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Production and operations management : the flagship research journal of the Production and Operations Management Society
3
Asia-Pacific financial markets
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Bank- und finanzwirtschaftliche Forschungen
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Bochumer Beiträge zur Unternehmensführung und Unternehmensforschung
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Computational management science
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Discussion paper / Department of Business and Management Science
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ECONIS (ZBW)
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1
Consumption and investment demand when health evolves stochastically
Bolin, Christian
;
Caputo, Michael R.
- In:
Journal of economic dynamics & control
114
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012502555
Saved in:
2
Portfolio selection with inflation-linked bonds and indexation lags
Li, Kai
- In:
Journal of economic dynamics & control
107
(
2019
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012312637
Saved in:
3
Optimal portfolio allocation with volatility and co-jump risk that Markowitz would like
Oliva, Immacolata
;
Renò, Roberto
- In:
Journal of economic dynamics & control
94
(
2018
),
pp. 242-256
Persistent link: https://www.econbiz.de/10012004394
Saved in:
4
Flight gate assignment and recovery strategies with stochastic arrival and departure times
Dornhof, Ulrich
;
Jaehn, Florian
;
Pesch, Erwin
- In:
OR spectrum : quantitative approaches in management
39
(
2017
)
1
,
pp. 65-93
Persistent link: https://www.econbiz.de/10011706782
Saved in:
5
Capacity reservation and utilization for a manufacturer with uncertain capacity and demand
Boulaksil, Y.
;
Fransoo, J.C.
;
Tan, T.
- In:
OR spectrum : quantitative approaches in management
39
(
2017
)
3
,
pp. 689-709
Persistent link: https://www.econbiz.de/10011707190
Saved in:
6
A general endogenous grid method for multi-dimensional models with non-convexities and constraints
Druedahl, Jeppe
;
Jørgensen, Thomas H.
- In:
Journal of economic dynamics & control
74
(
2017
),
pp. 87-107
Persistent link: https://www.econbiz.de/10011740487
Saved in:
7
Joint stochastic dynamic pricing and advertising with time-dependent demand
Schlosser, Rainer
- In:
Journal of economic dynamics & control
73
(
2016
),
pp. 439-452
Persistent link: https://www.econbiz.de/10011709118
Saved in:
8
Combining stochastic programming and optimal control to decompose multistage stochastic optimization problems
Barro, Diana
;
Canestrelli, Elio
- In:
OR spectrum : quantitative approaches in management
38
(
2016
)
3
,
pp. 711-742
Persistent link: https://www.econbiz.de/10011699618
Saved in:
9
Explicit investment rules with time-to-build and uncertainty
Aïd, René
;
Federico, Salvatore
;
Pham, Huyên
; …
- In:
Journal of economic dynamics & control
51
(
2015
),
pp. 240-256
Persistent link: https://www.econbiz.de/10011474400
Saved in:
10
A combined stochastic programming and optimal control approach to peronal finance and pensions
Konicz, Agnieszka Karolina
;
Pisinger, David
;
Rasmussen, …
- In:
OR spectrum : quantitative approaches in management
37
(
2015
)
3
,
pp. 583-616
Persistent link: https://www.econbiz.de/10011296745
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