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Year of publication
Subject
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Theorie 98 Theory 98 Mathematical programming 75 Mathematische Optimierung 75 Stochastic process 36 Stochastischer Prozess 36 Portfolio selection 26 Portfolio-Management 26 Risiko 17 Risk 17 Electric power industry 15 Elektrizitätswirtschaft 15 Option pricing theory 15 Optionspreistheorie 15 Algorithm 14 Algorithmus 14 Dynamic programming 14 Dynamische Optimierung 14 Game theory 14 Spieltheorie 14 Forecasting model 13 Prognoseverfahren 13 Stochastic programming 12 Risikomaß 11 Risk measure 11 Lieferkette 10 Option trading 10 Optionsgeschäft 10 Supply chain 10 Volatility 10 Volatilität 10 Artificial intelligence 8 Decision under uncertainty 8 Entscheidung unter Unsicherheit 8 Künstliche Intelligenz 8 Multi-criteria analysis 8 Multikriterielle Entscheidungsanalyse 8 Risikomanagement 8 Risk management 8 Betriebliche Standortwahl 7
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Online availability
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Undetermined 104 Free 75
Type of publication
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Article 176 Book / Working Paper 3
Type of publication (narrower categories)
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Article in journal 178 Aufsatz in Zeitschrift 178 Conference paper 7 Konferenzbeitrag 7 Aufsatzsammlung 2 Konferenzschrift 1
Language
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English 179
Author
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Gasnikov, Alexander 10 Drezner, Zvi 4 Vitali, Sebastiano 4 Battauz, Anna 3 Beznosikov, Aleksandr 3 De Giuli, Maria Elena 3 Fleten, Stein-Erik 3 Kalczyński, Paweł 3 Kopa, Miloš 3 Kovalev, Dmitry 3 Rogozin, Alexander 3 Schütz, Peter 3 Aasgård, Ellen Krohn 2 Allevi, Elisabetta 2 Bodnar, Taras 2 Boomsma, Trine Krogh 2 Castellani, Marco 2 Corazza, Marco 2 Di Tollo, Giacomo 2 Drezner, Tammy 2 Dvurechensky, Pavel 2 Erlwein-Sayer, Christina 2 Filograsso, Gianni 2 Gabriel, Steven A. 2 Gendreau, Michel 2 Giuli, Massimiliano 2 Hemmati, Ahmad 2 Heymann, Benjamin 2 Jofré, Alejandro 2 Kaut, Michal 2 Kazempour, Jalal 2 Kornilov, Nikita 2 Krivulin, Nikolai 2 Lampariello, Lorenzo 2 Maciak, Matúš 2 Messina, Enza 2 Metelev, Dmitry 2 Mitra, Gautam 2 Oggioni, Giorgia 2 Paraschiv, Florentina 2
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Institution
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Conference on Computational Management Science <15., 2018, Trondheim> 1
Published in...
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Computational management science 179
Source
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ECONIS (ZBW) 179
Showing 1 - 10 of 179
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American options with liquidation penalties
Battauz, Anna; De Donno, Marzia; Sbuelz, Alessandro - In: Computational management science 22 (2025) 1, pp. 1-39
Persistent link: https://www.econbiz.de/10015437263
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Understanding the role of technological complexity in sustainability transitions using stochastic, bi-level optimization
Boyd, Nathan T.; Gabriel, Steven A. - In: Computational management science 22 (2025) 1, pp. 1-36
Persistent link: https://www.econbiz.de/10015437264
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Markov decision processes for inland empty container inventory management
Sommer, Benedikt; Lee, Sangmin; Holst, Klaus Kähler; … - In: Computational management science 22 (2025) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10015333720
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Nested Benders's decomposition of capacity-planning problems for electricity systems with hydroelectric and renewable generation
Yagi, Kenjiro; Sioshansi, Ramteen - In: Computational management science 21 (2024) 1, pp. 1-31
Persistent link: https://www.econbiz.de/10014636776
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Evaluation of strategy portfolios
Wang, Anlan; Kresta, Aleš; Tichý, Tomáš - In: Computational management science 21 (2024) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10014636777
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Notes on random optimal control equilibrium problem via stochastic inverse variational inequalities
Barbagallo, Annamaria; Pansera, Bruno Antonio; Ferrara, … - In: Computational management science 21 (2024) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10014636789
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Using interpolated implied volatility for analysing exogenous market changes
Maciak, Matúš; Vitali, Sebastiano - In: Computational management science 21 (2024) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10014636790
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Handling of long-term storage in multi-horizon stochastic programs
Kaut, Michal - In: Computational management science 21 (2024) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10014636794
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Predicting Airbnb pricing : a comparative analysis of artificial intelligence and traditional approaches
Camatti, Nicola; Di Tollo, Giacomo; Filograsso, Gianni; … - In: Computational management science 21 (2024) 1, pp. 1-25
Persistent link: https://www.econbiz.de/10014636800
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Decomposition methods for multi-horizon stochastic programming
Zhang, Hongyu; Grossmann, Ignacio E.; Tomasgard, Asgeir - In: Computational management science 21 (2024) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10014636804
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