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~isPartOf:"Mathematics of operations research"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Markov chain
113
Markov-Kette
113
Theorie
69
Theory
69
Decision
25
Entscheidung
25
Mathematical programming
20
Mathematische Optimierung
20
Game theory
18
Spieltheorie
18
Stochastic process
18
Monte Carlo simulation
16
Monte-Carlo-Simulation
16
Stochastic game
11
Stochastisches Spiel
11
Estimation theory
10
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10
Schätztheorie
10
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8
Bayesian inference
8
Probability theory
8
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8
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Robustes Verfahren
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dynamic programming
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Queueing theory
6
Warteschlangentheorie
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Control theory
5
Kontrolltheorie
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Learning process
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Lernprozess
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Markov decision process
5
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Bertsekas, Dimitri P.
2
Bhatnagar, Shalabh
2
Yu, Huizhen
2
Basu, Arnab
1
Dianetti, Jodi
1
Dieker, A. B.
1
Ferrari, Giorgio
1
Fischer, Markus
1
Gapeev, Pavel V.
1
Ghosh, Mrinal K.
1
Green, Peter J.
1
Huang, Yu-Jui
1
Kahalé, Nabil
1
Karmakar, Prasenjit
1
Kwon, H. Dharma
1
Light, Bar
1
Ma, Will
1
Nendel, Max
1
Oliu-Barton, Miquel
1
Reed, Josh
1
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1
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Viallefont, Valérie
1
Xu, Kuang
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Yaji, Vinayaka G.
1
Yun, Se-Young
1
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Mathematics of operations research
Série des documents de travail / Centre de Recherche en Économie et Statistique
European journal of operational research : EJOR
37
Insurance / Mathematics & economics
22
International journal of theoretical and applied finance
20
Quantitative finance
14
Journal of econometrics
13
Operations research
13
Finance and stochastics
12
Annals of operations research
11
Economic modelling
11
Computational economics
10
International journal of production research
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Mathematical methods of operations research
10
Risks : open access journal
10
Journal of economic dynamics & control
9
Econometric reviews
8
Economic theory : official journal of the Society for the Advancement of Economic Theory
8
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8
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8
Working paper / Department of Econometrics and Business Statistics, Monash University
8
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
8
Finance research letters
7
Mathematical methods of operations research : ZOR
7
Operations research letters
7
Annals of finance
6
Applied mathematical finance
6
Asia-Pacific financial markets
6
Computers & operations research : and their applications to problems of world concern ; an international journal
6
Journal of forecasting
6
Journal of risk and financial management : JRFM
6
Quantitative economics : QE ; journal of the Econometric Society
6
Review of quantitative finance and accounting
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
International journal of financial engineering
5
International journal of production economics
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Journal of empirical finance
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Opsearch : journal of the Operational Research Society of India
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Scandinavian actuarial journal
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ECONIS (ZBW)
18
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1
A unifying framework for submodular mean field games
Dianetti, Jodi
;
Ferrari, Giorgio
;
Fischer, Markus
; …
- In:
Mathematics of operations research
48
(
2023
)
3
,
pp. 1679-1710
Persistent link: https://www.econbiz.de/10014329354
Saved in:
2
Strong and weak equilibria for time-inconsistent stochastic control in continuous time
Huang, Yu-Jui
;
Zhou, Zhou
- In:
Mathematics of operations research
46
(
2021
)
2
,
pp. 428-451
Persistent link: https://www.econbiz.de/10012582175
Saved in:
3
Stochastic comparative statics in Markov decision processes
Light, Bar
- In:
Mathematics of operations research
46
(
2021
)
2
,
pp. 797-810
Persistent link: https://www.econbiz.de/10012582215
Saved in:
4
Reinforcement with fading memories
Xu, Kuang
;
Yun, Se-Young
- In:
Mathematics of operations research
45
(
2020
)
4
,
pp. 1258-1288
Persistent link: https://www.econbiz.de/10012320317
Saved in:
5
Stochastic recursive inclusions in two timescales with nonadditive iterate-dependent Markov noise
Yaji, Vinayaka G.
;
Bhatnagar, Shalabh
- In:
Mathematics of operations research
45
(
2020
)
4
,
pp. 1405-1444
Persistent link: https://www.econbiz.de/10012320330
Saved in:
6
Efficient simulation of high dimensional Gaussian vectors
Kahalé, Nabil
- In:
Mathematics of operations research
44
(
2019
)
1
,
pp. 58-73
Persistent link: https://www.econbiz.de/10012001060
Saved in:
7
Two time-scale stochastic approximation with controlled markov noise and off-policy temporal-difference learning
Karmakar, Prasenjit
;
Bhatnagar, Shalabh
- In:
Mathematics of operations research
43
(
2018
)
1
,
pp. 130-151
Persistent link: https://www.econbiz.de/10011818672
Saved in:
8
Nonzero-sum risk-sensitive stochastic games on a countable state space
Basu, Arnab
;
Ghosh, Mrinal K.
- In:
Mathematics of operations research
43
(
2018
)
2
,
pp. 516-532
Persistent link: https://www.econbiz.de/10011868616
Saved in:
9
Improvements and generalizations of Stochastic Knapsack and Markovian Bandits approximation algorithms
Ma, Will
- In:
Mathematics of operations research
43
(
2018
)
3
,
pp. 789-812
Persistent link: https://www.econbiz.de/10011914355
Saved in:
10
Bayesian switching multiple disorder problems
Gapeev, Pavel V.
- In:
Mathematics of operations research
41
(
2016
)
3
,
pp. 1108-1124
Persistent link: https://www.econbiz.de/10011520840
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