Search Results - subject:"Dynamic programming"

Solving economic models with neural networks without backpropagation

Pascal, Julien - 2025

Persistent link: https://www.econbiz.de/10015357920

Impact of government's support policy on decision-making of platform participants under ESG

Li, Renzhong; Fei, Chen; Fei, Weiyin - In: The North American journal of economics and finance : a … 75 (2025) 1, pp. 1-18

Persistent link: https://www.econbiz.de/10015359867

Portfolio optimization in DC pension scheme with unhedgeable stochastic wage

Menoncin, Francesco; Vigna, Elena - 2025

Persistent link: https://www.econbiz.de/10015436802

Dynamic assignment of delivery order bundles to in-store customers

Mancini, Simona; Ulmer, Marlin Wolf; Gansterer, Margaretha - In: Omega : the international journal of management science 133 (2025), pp. 1-15

Persistent link: https://www.econbiz.de/10015407124

Stochastic dual dynamic programming for optimal power flow problems under uncertainty

Kiszka, Adriana; Wozabal, David - In: European journal of operational research : EJOR 321 (2025) 3, pp. 814-836

Persistent link: https://www.econbiz.de/10015409930

Capacity planning of renewable energy systems using stochastic dual dynamic programming

Hole, Jarant; Philpott, A. B.; Dowson, O. - In: European journal of operational research : EJOR 322 (2025) 2, pp. 573-588

Persistent link: https://www.econbiz.de/10015411996

Optimizing the path towards plastic-free oceans

Hertog, Dirk den; Pauphilet, Jean; Pham, Yannick; … - In: Operations research 73 (2025) 3, pp. 1165-1183

Persistent link: https://www.econbiz.de/10015445699

From imperfection to advantage : quantifying the benefits of imperfect advance load information for multi-truck carriers

Mirbeygishahabad, Mohammadjalal; Najafi, Mehdi; … - In: Transportation research : an international journal 201 (2025), pp. 1-31

Persistent link: https://www.econbiz.de/10015451405

Dynamic economics with quantile preferences

Castro, Luciano I. de; Galvao, Antonio Fialho <Jr.>; … - In: Theoretical economics : TE ; an open access journal in … 20 (2025) 1, pp. 353-425

This paper studies a dynamic quantile model for intertemporal decisions under uncertainty, in which the decision maker maximizes the τ-quantile of the stream of future utilities, for τ ∈ (0,1). We present two sets of contributions. First, we generalize existing results in directions that are...

Persistent link: https://www.econbiz.de/10015332600

Optimal investment and benefit strategies for a target benefit pension plan where the risky assets are jump diffusion processes

Josa-Fombellida, Ricardo; López-Casado, Paula - In: Insurance : mathematics and economics 121 (2025), pp. 100-110

Persistent link: https://www.econbiz.de/10015432035