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~person:"Guan, Guohui"
~person:"Powell, Warren B."
~person:"Sargent, Thomas J."
~subject:"Dynamische Optimierung"
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Search: subject_exact:"Stochastic process"
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Dynamische Optimierung
Stochastic process
25
Stochastischer Prozess
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Theorie
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20
Dynamic programming
12
Mathematical programming
10
Mathematische Optimierung
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Dynamische Wirtschaftstheorie
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Guan, Guohui
Powell, Warren B.
Sargent, Thomas J.
Shapiro, Alexander
9
Ulmer, Marlin Wolf
8
Stein, Jerome L.
7
Dekker, Rommert
6
Ljungqvist, Lars
6
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5
Brown, David B.
5
Canestrelli, Elio
5
Escudero, Laureano F.
5
Guigues, Vincent
5
Liang, Zongxia
5
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4
Consigli, Giorgio
4
Dempster, Michael A. H.
4
Mattfeld, Dirk C.
4
Murgoci, Agatha
4
Pham, Huyên
4
Zéphyr, Luckny
4
Atakan, Alp
3
Balseiro, Santiago R.
3
Bertocchi, Marida
3
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3
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Dawande, Milind
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Feng, Qi
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3
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3
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Kamihigashi, Takashi
3
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Insurance / Mathematics & economics
4
INFORMS journal on computing : JOC
3
European journal of operational research : EJOR
1
The MIT Press Ser.
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ECONIS (ZBW)
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1
Robust equilibrium strategies in a defined benefit pension plan game
Guan, Guohui
;
Hu, Jiaqi
;
Liang, Zongxia
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 193-217
Persistent link: https://www.econbiz.de/10013380514
Saved in:
2
A unified framework for stochastic optimization
Powell, Warren B.
- In:
European journal of operational research : EJOR
275
(
2019
)
3
,
pp. 795-821
Persistent link: https://www.econbiz.de/10011993597
Saved in:
3
Benchmarking a scalable approximate dynamic programming algorithm for stochastic control of grid-level energy storage
Salas, Daniel F.
;
Powell, Warren B.
- In:
INFORMS journal on computing : JOC
30
(
2018
)
1
,
pp. 106-123
Persistent link: https://www.econbiz.de/10011848153
Saved in:
4
Parallel nonstationary direct policy search for risk-averse stochastic optimization
Moazeni, Somayeh
;
Powell, Warren B.
;
Defourny, Boris
; …
- In:
INFORMS journal on computing : JOC
29
(
2017
)
2
,
pp. 332-349
Persistent link: https://www.econbiz.de/10011691216
Saved in:
5
A stochastic Nash equilibrium portfolio game between two DC pension funds
Guan, Guohui
;
Liang, Zongxia
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 237-244
Persistent link: https://www.econbiz.de/10011597279
Saved in:
6
Optimal management of DC pension plan in stochastic interest rate and stochastic volatility framework
Guan, Guohui
;
Liang, Zongxia
- In:
Insurance / Mathematics & economics
57
(
2014
),
pp. 58-66
Persistent link: https://www.econbiz.de/10010402734
Saved in:
7
Optimal reinsurance and investment strategies for insurer under interest rate and inflation risks
Guan, Guohui
;
Liang, Zongxia
- In:
Insurance / Mathematics & economics
55
(
2014
),
pp. 105-115
Persistent link: https://www.econbiz.de/10010366200
Saved in:
8
Recursive macroeconomic theory
Ljungqvist, Lars
;
Sargent, Thomas J.
-
2012
-
3. ed.
Persistent link: https://www.econbiz.de/10010396408
Saved in:
9
Recursive macroeconomic theory
Ljungqvist, Lars
;
Sargent, Thomas J.
-
2012
-
Third edition
Persistent link: https://www.econbiz.de/10012682501
Saved in:
10
Merging AI and OR to solve high-dimensional stochastic optimization problems using approximate dynamic programming
Powell, Warren B.
- In:
INFORMS journal on computing : JOC
22
(
2010
)
1
,
pp. 2-17
Persistent link: https://www.econbiz.de/10003962600
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