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  • Search: subject:"Stochastic dynamic programming"
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Year of publication
Subject
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Dynamische Optimierung 118 Dynamic programming 117 Stochastic dynamic programming 117 stochastic dynamic programming 89 Theorie 79 Theory 79 Mathematical programming 63 Mathematische Optimierung 63 Stochastic process 55 Stochastischer Prozess 55 Inventory model 20 Lagerhaltungsmodell 20 Stochastic Dynamic Programming 15 Lagermanagement 14 Production planning 14 Warehouse management 14 Produktionsplanung 12 Lieferkette 11 Portfolio selection 11 Portfolio-Management 11 Supply chain 11 Markov chain 9 Markov-Kette 9 Risikomanagement 9 Risk management 9 Scheduling problem 9 Scheduling-Verfahren 9 Simulation 9 Algorithm 8 Algorithmus 8 Heuristics 8 Option pricing theory 8 Optionspreistheorie 8 Tourenplanung 8 Vehicle routing problem 8 Optimization 7 Revenue management 7 Risiko 7 Risk 7 Capacity planning 6
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Online availability
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Undetermined 140 Free 55 CC license 5
Type of publication
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Article 184 Book / Working Paper 46 Other 2
Type of publication (narrower categories)
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Article in journal 114 Aufsatz in Zeitschrift 114 Working Paper 4 Article 3 Conference paper 3 Konferenzbeitrag 3 Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2 Aufsatz im Buch 1 Book section 1 Hochschulschrift 1 Thesis 1 research-article 1
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Language
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English 137 Undetermined 95
Author
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Liang, Zongxia 8 Guan, Guohui 6 Ben-Ameur, Hatem 5 Flapper, Simme Douwe 4 Gayon, Jean-Philippe 4 Gharbi, Ali 4 Inderfurth, Karl 4 Kleber, Rainer 4 Akhavan-Tabatabaei, Raha 3 Bilkic, Natasa 3 Burtraw, Dallas 3 Casas, Omar J. 3 Dechert, W. Davis 3 Escudero, Laureano F. 3 Fakhfakh, Tarek 3 Fell, Harrison 3 Gries, Thomas 3 Kelle, Peter 3 Matkowski, Janusz 3 O'Donnell, Sharon I. 3 Otero, Daniel F. 3 Rajaram, Kumar 3 Romera, Rosario 3 Schilizzi, Steven 3 Tran, Lap Doc 3 Zhu, Stuart X. 3 Balasubramanian, Hari 2 Basu, Preetam 2 Bertazzi, Luca 2 Biehl, Sebastian 2 Boland, Natashia 2 Cai, Yongyang 2 Castellucci, Pedro B. 2 Chalak, Morteza 2 Chen, Heng 2 Chérif, Rim 2 Costa, Alysson Machado 2 Dai, Longjie 2 Dawande, Milind 2 Dejax, Pierre 2
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Institution
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Australian Agricultural and Resource Economics Society - AARES 4 Society for Computational Economics - SCE 4 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 4 Departamento de Estadistica, Universidad Carlos III de Madrid 3 Agricultural and Applied Economics Association - AAEA 2 Erasmus University Rotterdam, Econometric Institute 2 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 2 Fakultät für Wirtschaftswissenschaft, Otto-von-Guericke-Universität Magdeburg 2 Crawford School of Public Policy, Australian National University 1 Departamento de Economía de la Empresa, Universidad Carlos III de Madrid 1 Department of Applied Economics, Utah State University 1 Department of Economics and Related Studies, University of York 1 Department of Resource Economics, University of Nevada-Reno 1 Economics Department, University of Nevada-Reno 1 European Association of Agricultural Economists - EAAE 1 Graduate School of International Relations, International University of Japan 1 HAL 1 Institute for the Study of Labor (IZA) 1 Institutt for foretaksøkonomi, Norges Handelshøyskole (NHH) 1 Laboratoire d'Économie Forestière, Département Sciences Sociales, Agriculture et Alimentation, Espace et Environnement (SAE2) 1 Society for Economic Dynamics - SED 1 Statistisk Sentralbyrå, Government of Norway 1 Université Paris-Dauphine 1 Université Paris-Dauphine (Paris IX) 1 Victoria Business School, Victoria University of Wellington 1
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Published in...
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European journal of operational research : EJOR 14 International journal of production economics 11 Water Resources Management 11 European Journal of Operational Research 8 Management Science 7 Insurance / Mathematics & economics 6 International journal of production research 6 Insurance: Mathematics and Economics 4 International Journal of Production Economics 4 MPRA Paper 4 Management science : journal of the Institute for Operations Research and the Management Sciences 4 Operations research 4 Production and operations management : an international journal of the Production and Operations Management Society 4 Transportation research / E : an international journal 4 Computational economics 3 Economic Theory 3 Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists 3 IMA journal of management mathematics 3 Manufacturing & service operations management : M & SOM 3 Omega : the international journal of management science 3 Production and operations management : the flagship research journal of the Production and Operations Management Society 3 Statistics and Econometrics Working Papers 3 Transportation science : a journal of the Institute for Operations Research and the Management Sciences 3 Computational Management Science : CMS 2 Computational management science 2 Computers & operations research : and their applications to problems of world concern ; an international journal 2 Computing in Economics and Finance 2001 2 Discussion Papers 2 Econometric Institute Report 2 Econometric Institute Research Papers 2 FEMM Working Papers 2 IZA Discussion Papers 2 Manufacturing & Service Operations Management 2 2005 Conference (49th), February 9-11, 2005, Coff's Harbour, Australia 1 2005 Meeting Papers 1 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida 1 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 1 2009 Conference (53rd), February 11-13, 2009, Cairns, Australia 1 2010 Conference (54th), February 10-12, 2010, Adelaide, Australia 1 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 1
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Source
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ECONIS (ZBW) 120 RePEc 104 EconStor 5 BASE 2 Other ZBW resources 1
Showing 131 - 140 of 232
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Modeling a dynamic portfolio for pension plans in emerging markets with myopic and nonmyopic behavior
Pimentel, Livia F.; Santiago, Leonardo P. - In: Emerging markets finance & trade : a journal of the … 51 (2015), pp. 14-26
Persistent link: https://www.econbiz.de/10011561376
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Why individualized contact policies are critical in the mass affluent market
Bitran, Gabriel; Mondschein, Susana - In: Academia Revista Latinoamericana de Administración 28 (2015) 2, pp. 251-272
affluent market. Design/methodology/approach The authors formulate a stochastic dynamic programming model to determine the …
Persistent link: https://www.econbiz.de/10014677027
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Optimal Management of Molds in Stored Corn
Yigezu, Yigezu A.; Alexander, Corinne E.; Preckel, Paul V. - Agricultural and Applied Economics Association - AAEA - 2008
mold risks. In this paper, a stochastic dynamic programming model is solved to determine the expected profitability and …
Persistent link: https://www.econbiz.de/10005039253
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On Discounted Dynamic Programming with Unbounded Returns
Matkowski, Janusz; Nowak, Andrzej S. - Volkswirtschaftliche Fakultät, … - 2008
In this paper, we apply the idea of $k$-local contraction of \cite{zec, zet} to study discounted stochastic dynamic … programming models with unbounded returns. Our main results concern the existence of a unique solution to the Bellman equation and …
Persistent link: https://www.econbiz.de/10005786929
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Multiple solutions under quasi-exponential discounting
Vieille, Nicolas; Weibull, Jörgen - HAL - 2008
We consider a group or committee that faces a binary decision under uncertainty. Each member holds some private information. Members agree which decision should be taken in each state of nature, had this been known, but they may attach different values to the two types of mistake that may occur....
Persistent link: https://www.econbiz.de/10008793972
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Pricing to accelerate demand learning in dynamic assortment planning for perishable products
Talebian, Masoud; Boland, Natashia; Savelsbergh, Martin - In: European Journal of Operational Research 237 (2014) 2, pp. 555-565
complicates assortment planning. We propose and study a stochastic dynamic programming model for simultaneously making assortment …
Persistent link: https://www.econbiz.de/10011097836
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A stochastic dynamic programming approach for multi-site capacity planning in TFT-LCD manufacturing under demand uncertainty
Lin, James T.; Chen, Tzu-Li; Chu, Hsiao-Ching - In: International Journal of Production Economics 148 (2014) C, pp. 21-36
present one. Therefore, this study constructs a stochastic dynamic programming (SDP) model with an embedded linear programming …
Persistent link: https://www.econbiz.de/10010729602
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Using real options to determine optimal funding strategies for CO2 capture, transport and storage projects in the European Union
Eckhause, Jeremy; Herold, Johannes - In: Energy Policy 66 (2014) C, pp. 115-134
Several projects in the European Union (EU) are currently under development to implement the carbon capture, transport and storage (CCS) technology on a large scale and may be subject to public funding under EU support initiatives. These CCS projects may develop any combination of three types of...
Persistent link: https://www.econbiz.de/10010737878
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Optimal charging of an electric vehicle using a Markov decision process
Iversen, Emil B.; Morales, Juan M.; Madsen, Henrik - In: Applied Energy 123 (2014) C, pp. 1-12
. Here we introduce an efficient stochastic dynamic programming model to optimally charge an electric vehicle while …
Persistent link: https://www.econbiz.de/10010789891
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Basin Scale Water Resources Systems Modeling Under Cascading Uncertainties
Rehana, S.; Mujumdar, P. - In: Water Resources Management 28 (2014) 10, pp. 3127-3142
management model and a water quality control model. Modeling tools of canonical correlation analysis, stochastic dynamic … programming and fuzzy optimization are used in an integrated framework, in the approach presented here. The proposed modeling …
Persistent link: https://www.econbiz.de/10010794147
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