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~isPartOf:"Journal of economic dynamics & control"
~language:"eng"
~subject:"Nichtlineare Dynamik"
~subject:"Stochastic process"
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Search: subject_exact:"Mathematische Programmierung"
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Nichtlineare Dynamik
Stochastic process
Mathematical programming
105
Mathematische Optimierung
105
Theorie
87
Theory
87
Portfolio selection
14
Portfolio-Management
14
Dynamic programming
10
Dynamische Optimierung
10
Growth theory
10
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10
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7
Computerized method
5
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Option pricing theory
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3
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Dechert, W. Davis
2
Hommes, Cars H.
2
Amman, Hans M.
1
Anderson, Ewan W.
1
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1
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1
Clausen, Jens
1
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1
Fonseca, José da
1
Hansen, Lars Peter
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Jørgensen, Thomas H.
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Kendrick, David A.
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Malevergne, Yannick
1
Malo, Pekka
1
Parkatti, Vesa-Pekka
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Rasmussen, Kourosh Marjani
1
Sargent, Thomas J.
1
Savin, Ivan
1
Suominen, Antti
1
Tahvonen, Olli
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Journal of economic dynamics & control
European journal of operational research : EJOR
280
Computers & operations research : and their applications to problems of world concern ; an international journal
101
Operations research
78
Operations research letters
68
Mathematics of operations research
62
International journal of production research
59
INFORMS journal on computing : JOC
51
International journal of production economics
41
Computational Management Science : CMS
40
Transportation research / E : an international journal
36
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
32
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
31
Omega : the international journal of management science
30
Annals of operations research
26
Management science : journal of the Institute for Operations Research and the Management Sciences
22
OR spectrum : quantitative approaches in management
19
Mathematical methods of operations research
18
IMA journal of management mathematics
16
Les cahiers du GERAD
16
Top : an official journal of the Spanish Society of Statistics and Operations Research
16
Insurance / Mathematics & economics
15
Computational economics
14
Computational management science
13
International journal of theoretical and applied finance
13
International transactions in operational research : a journal of the International Federation of Operational Research Societies
12
Journal of the Operational Research Society
12
Operational research : an international journal
12
EURO journal on transportation and logistics
11
Opsearch : journal of the Operational Research Society of India
11
Quantitative finance
11
European journal of industrial engineering : EJIE
10
Journal of the Operational Research Society : OR
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
CIRRELT
9
Finance and stochastics
9
Manufacturing & service operations management : M & SOM
9
Socio-economic planning sciences : the international journal of public sector decision-making
9
Working papers / TSE : WP
9
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
9
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ECONIS (ZBW)
10
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1
Optimizing high-dimensional stochastic forestry via reinforcement learning
Tahvonen, Olli
;
Suominen, Antti
;
Malo, Pekka
; …
- In:
Journal of economic dynamics & control
145
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013543249
Saved in:
2
A simple microstructure model based on the Cox-BESQ process with application to optimal execution policy
Fonseca, José da
;
Malevergne, Yannick
- In:
Journal of economic dynamics & control
128
(
2021
),
pp. 1-34
Persistent link: https://www.econbiz.de/10012628258
Saved in:
3
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:
4
New insights into optimal control of nonlinear dynamic econometric models : application of a heuristic approach
Blueschke, Dmitri
;
Blueschke-Nikolaeva, V.
;
Savin, Ivan
- In:
Journal of economic dynamics & control
37
(
2013
)
4
,
pp. 821-837
Persistent link: https://www.econbiz.de/10009726173
Saved in:
5
Small noise methods for risk-sensitive/robust economies
Anderson, Ewan W.
;
Hansen, Lars Peter
;
Sargent, Thomas J.
- In:
Journal of economic dynamics & control
36
(
2012
)
4
,
pp. 468-500
Persistent link: https://www.econbiz.de/10009554345
Saved in:
6
The method of endogenous gridpoints with occasionally binding constraints among endogenous variables
Hintermaier, Thomas
;
Koeniger, Winfried
- In:
Journal of economic dynamics & control
34
(
2010
)
10
,
pp. 2075-2088
Persistent link: https://www.econbiz.de/10009126816
Saved in:
7
Mortgage loan portfolio optimization using multi-stage stochastic programming
Rasmussen, Kourosh Marjani
;
Clausen, Jens
- In:
Journal of economic dynamics & control
31
(
2007
)
3
,
pp. 742-766
Persistent link: https://www.econbiz.de/10003421535
Saved in:
8
Mitigation of the Lucas critique with stochastic control methods
Amman, Hans M.
;
Kendrick, David A.
- In:
Journal of economic dynamics & control
27
(
2003
)
11/12
,
pp. 2035-2057
Persistent link: https://www.econbiz.de/10001768882
Saved in:
9
Special triple issue: Complex nonlinear dynamics and computational methods
Dechert, W. Davis
(
contributor
);
Hommes, Cars H.
(
contributor
)
-
2000
Persistent link: https://www.econbiz.de/10001465649
Saved in:
10
Complex nonlinear dynamics and computational methods
Dechert, W. Davis
(
contributor
);
Hommes, Cars H.
(
contributor
)
- In:
Journal of economic dynamics & control
24
(
2000
)
5/7
,
pp. 651-662
Persistent link: https://www.econbiz.de/10001465658
Saved in:
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