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~isPartOf:"Production and operations management : an international journal of the Production and Operations Management Society"
~isPartOf:"Quantitative finance"
~source:"econis"
~subject:"Stochastischer Prozess"
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Search: subject:"Dynamische Optimierung"
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Dynamische Optimierung
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dynamic programming
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Production and operations management : an international journal of the Production and Operations Management Society
Quantitative finance
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
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Mathematics of operations research
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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
Mathematical methods of operations research
6
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
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Econometric Institute research papers
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OR spectrum : quantitative approaches in management
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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
3
Optimal financial decision making under uncertainty
3
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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1
Learning a functional control for high-frequency finance
Leal, Laura
;
Lauriere, Mathieu
;
Lehalle, Charles-Albert
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 1973-1987
Persistent link: https://www.econbiz.de/10013490928
Saved in:
2
Large-scale financial planning via a partially observable stochastic dual dynamic programming framework
Lee, Jinkyu
;
Kwon, Do-Gyun
;
Lee, Yongjae
;
Kim, Jang Ho
; …
- In:
Quantitative finance
23
(
2023
)
9
,
pp. 1341-1360
Persistent link: https://www.econbiz.de/10014339931
Saved in:
3
Deep differentiable reinforcement learning and optimal trading
Jaisson, Thibault
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1429-1443
Persistent link: https://www.econbiz.de/10013367918
Saved in:
4
Optimal long-term Tier 1 employee pension management with an application to Chinese urban areas
Ji, Bingbing
;
Chen, Zhiping
;
Consigli, Giorgio
;
Yan, Zhe
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1759-1784
Persistent link: https://www.econbiz.de/10013367945
Saved in:
5
Up then down : bid-price trends in revenue management
Pang, Zhan
;
Berman, Oded
;
Hu, Ming
- In:
Production and operations management : an international …
24
(
2015
)
7
,
pp. 1135-1147
Persistent link: https://www.econbiz.de/10011309922
Saved in:
6
Robust stochastic lot-sizing by means of histograms
Klabjan, Diego
;
Simchi-Levi, David
;
Song, Miao
- In:
Production and operations management : an international …
22
(
2013
)
3
,
pp. 691-710
Persistent link: https://www.econbiz.de/10009760418
Saved in:
7
Optimal ordering policies for stochastic inventory problems with observed information delays
Bensoussan, Alain
;
Çakanyıldırım, Metin
;
Feng, Qi
; …
- In:
Production and operations management : an international …
18
(
2009
)
5
,
pp. 546-559
Persistent link: https://www.econbiz.de/10003898868
Saved in:
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