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~isPartOf:"Mathematical methods of operations research"
~source:"econis"
~subject:"Stochastischer Prozess"
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Search: subject:"Dynamische Optimierung"
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Stochastischer Prozess
Dynamic programming
33
Dynamische Optimierung
33
Theorie
26
Theory
26
Markov chain
9
Markov-Kette
9
Portfolio selection
9
Portfolio-Management
9
Mathematical programming
8
Mathematische Optimierung
8
Stochastic process
6
Option pricing theory
3
Optionspreistheorie
3
Revenue management
3
Revenue-Management
3
Decision
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Entscheidung
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Inventory model
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Lagerhaltungsmodell
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Martingal
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Martingale
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Operations Research
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Operations research
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Preismanagement
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Pricing strategy
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Production planning
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Produktionsplanung
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Queueing theory
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Transaction costs
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Transaktionskosten
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Warteschlangentheorie
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ARCH model
1
ARCH-Modell
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Advertising
1
Age-dependent demand
1
Air transport
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Airline
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Airline revenue management
1
Alternating direction method of multipliers
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Arslan, A. Muzaffer
1
Chen, Zhiping
1
Dupačová, Jitka
1
Eriksson, Marcus
1
Frenk, Johannes G.
1
Kijima, Masaaki
1
Lempa, Jukka
1
Nilssen, Trygve Kastberg
1
Ohnishi, Masamitsu
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Sezer, Semih O.
1
Yuen, K. C.
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Çakmak, U.
1
Özekici, S.
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Mathematical methods of operations research
European journal of operational research : EJOR
57
Operations research
24
Journal of economic dynamics & control
18
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
9
Computational Management Science : CMS
8
INFORMS journal on computing : JOC
8
Manufacturing & service operations management : M & SOM
8
Transportation research / E : an international journal
6
Finance and stochastics
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Working paper series
5
Econometric Institute research papers
4
OR spectrum : quantitative approaches in management
4
Quantitative finance
4
Risks : open access journal
4
SpringerLink / Bücher
4
Transportation science
4
American journal of agricultural economics
3
Annals of operations research
3
Computational economics
3
Economic theory : official journal of the Society for the Advancement of Economic Theory
3
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
3
Optimal financial decision making under uncertainty
3
Production and operations management : an international journal of the Production and Operations Management Society
3
Production and operations management : the flagship research journal of the Production and Operations Management Society
3
Asia-Pacific financial markets
2
Bank- und finanzwirtschaftliche Forschungen
2
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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On the single-leg airline revenue management problem in continuous time
Arslan, A. Muzaffer
;
Frenk, Johannes G.
;
Sezer, Semih O.
- In:
Mathematical methods of operations research
81
(
2015
)
1
,
pp. 27-52
Persistent link: https://www.econbiz.de/10010488935
Saved in:
2
Swing options in commodity markets : a multidimensional Lévy diffusion model
Eriksson, Marcus
;
Lempa, Jukka
;
Nilssen, Trygve Kastberg
- In:
Mathematical methods of operations research
79
(
2014
)
1
,
pp. 31-67
Persistent link: https://www.econbiz.de/10010347962
Saved in:
3
Portfolio optimization in stochastic markets
Çakmak, U.
;
Özekici, S.
- In:
Mathematical methods of operations research
63
(
2006
)
1
,
pp. 151-168
Persistent link: https://www.econbiz.de/10003285483
Saved in:
4
Optimal consumption and investment problems under GARCH with transaction costs
Chen, Zhiping
;
Yuen, K. C.
- In:
Mathematical methods of operations research
61
(
2005
)
2
,
pp. 219-237
Persistent link: https://www.econbiz.de/10002858605
Saved in:
5
Portfolio optimization via stochastic programming : methods of output analysis
Dupačová, Jitka
- In:
Mathematical methods of operations research
50
(
1999
)
2
,
pp. 245-270
Persistent link: https://www.econbiz.de/10001428771
Saved in:
6
Stochastic orders and their applications in financial optimization
Kijima, Masaaki
;
Ohnishi, Masamitsu
- In:
Mathematical methods of operations research
50
(
1999
)
2
,
pp. 351-372
Persistent link: https://www.econbiz.de/10001428857
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