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~subject:"Mathematical programming"
~subject:"Monte-Carlo-Simulation"
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Search: subject:"Stochastischer Prozess"
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Mathematical programming
Monte-Carlo-Simulation
Stochastischer Prozess
10,063
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5,456
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Escudero, Laureano F.
28
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19
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Shapiro, Alexander
15
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12
Tomasgard, Asgeir
12
Ahmed, Shabbir
11
Beraldi, Patrizia
11
Rossi, Roberto
11
Garín, María Araceli
10
Bertsimas, Dimitris
9
Powell, Warren B.
9
Sen, Suvrajeet
9
Shen, Siqian
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Wallace, Stein W.
9
Watson, Jean-Paul
9
Woodruff, David L.
9
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8
Chen, Zhiping
8
Homem-de-Mello, Tito
8
Lejeune, Miguel A.
8
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8
Noyan, Nilay
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8
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7
Cheng, Jianqiang
7
Delage, Erick
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Rei, Walter
7
Ulmer, Marlin Wolf
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6
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6
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European journal of operational research : EJOR
293
Computers & operations research : and their applications to problems of world concern ; an international journal
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Operations research
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32
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International journal of theoretical and applied finance
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18
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International transactions in operational research : a journal of the International Federation of Operational Research Societies
15
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14
Econometric reviews
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Journal of economic dynamics & control
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Top : transactions in operations research
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EURO journal on transportation and logistics
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European journal of industrial engineering : EJIE
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Journal of risk and financial management : JRFM
11
Opsearch : journal of the Operational Research Society of India
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2,046
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1
Balancing resources for dynamic vehicle routing with stochastic customer requests
Soeffker, Ninja
;
Ulmer, Marlin Wolf
;
Mattfeld, Dirk C.
- In:
OR spectrum : quantitative approaches in management
46
(
2024
)
2
,
pp. 331-373
Persistent link: https://www.econbiz.de/10014566057
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2
Consistent routing for local same-day delivery via micro-hubs
Ackva, Charlotte
;
Ulmer, Marlin Wolf
- In:
OR spectrum : quantitative approaches in management
46
(
2024
)
2
,
pp. 375-409
Persistent link: https://www.econbiz.de/10014566061
Saved in:
3
Optimal investment-consumption-insurance strategy with inflation risk and stochastic income in an Itô-Lévy setting
Moagi, Gaoganwe S.
;
Doctor, Obonye
- In:
International journal of financial engineering
11
(
2024
)
2
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014574920
Saved in:
4
Energy-saving time allocation strategy with uncertain dwell times in urban rail transit : Two-stage stochastic model and nested dynamic programming framework
Lian, Deheng
;
Mo, Pengli
;
D'Ariano, Andrea
;
Gao, Ziyou
; …
- In:
European journal of operational research : EJOR
317
(
2024
)
1
,
pp. 219-242
Persistent link: https://www.econbiz.de/10014634781
Saved in:
5
Fragility-based lot-sizing in veterinary pharmaceutical plants under demand uncertainty
Campos, Rafael
;
Caunhye, Aakil M.
;
Alem, Douglas
; …
- In:
International journal of production research
62
(
2024
)
10
,
pp. 3716-3752
Persistent link: https://www.econbiz.de/10014547112
Saved in:
6
Solving the stochastic team orienteering problem : comparing simheuristics with the sample average approximation method
Panadero, Javier
;
Juan, Angel A.
;
Ghorbani, Elnaz
; …
- In:
International transactions in operational research : a …
31
(
2024
)
5
,
pp. 3036-3060
Persistent link: https://www.econbiz.de/10014533499
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7
Liability-driven investment for pension funds : stochastic optimization with real assets
Jang, Chul
;
Clare, Andrew D.
;
Owadally, Iqbal
- In:
Risk management : an international journal
26
(
2024
)
3
,
pp. 1-32
Persistent link: https://www.econbiz.de/10014536668
Saved in:
8
Increasing schedule reliability in the multiple depot vehicle scheduling problem with stochastic travel time
Ricard, Léa
;
Desaulniers, Guy
;
Lodi, Andrea
;
Rousseau, …
- In:
Omega : the international journal of management science
127
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014557686
Saved in:
9
Do not blame Bellman : it is Koopmans' fault
Bloise, Gaetano
;
Le Van, Cuong
;
Vailakis, Yiannis
- In:
Econometrica : journal of the Econometric Society, an …
92
(
2024
)
1
,
pp. 111-140
Persistent link: https://www.econbiz.de/10014486674
Saved in:
10
Learning the random variables in Monte Carlo simulations with stochastic gradient descent : machine learning for parametric PDEs and financial derivative pricing
Becker, Sebastian
;
Jentzen, Arnulf
;
Müller, Marvin S.
; …
- In:
Mathematical finance : an international journal of …
34
(
2024
)
1
,
pp. 90-150
Persistent link: https://www.econbiz.de/10014471160
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