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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)
All
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 181 - 190 of 232
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Managing an Available-to-Promise Assembly System with Dynamic Short-Term Pseudo-Order Forecast
Gao, Long; Xu, Susan H.; Ball, Michael O. - In: Management Science 58 (2012) 4, pp. 770-790
We study an order promising problem in a multiclass, available-to-promise (ATP) assembly system in the presence of <i>pseudo orders</i>. A pseudo order refers to a tentative customer order whose attributes, such as the likelihood of an actual order, order quantity, and confirmation timing, can change...
Persistent link: https://www.econbiz.de/10010990495
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Optimal operation of hydrothermal systems with Hydrological Scenario Generation through Bootstrap and Periodic Autoregressive Models
Souza, Reinaldo Castro; Marcato, André Luı´s Marques; … - In: European Journal of Operational Research 222 (2012) 3, pp. 606-615
planning of the Brazilian Electrical System (BES), using the previously developed methodology of Stochastic Dynamic Programming …
Persistent link: https://www.econbiz.de/10011052574
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Control of a production–inventory system with returns under imperfect advance return information
Flapper, S.D.P.; Gayon, J.P.; Vercraene, S. - In: European Journal of Operational Research 218 (2012) 2, pp. 392-400
We consider a production–inventory system with product returns that are announced in advance by the customers. Demands and announcements of returns occur according to independent Poisson processes. An announced return is either actually returned or cancelled after a random return lead time. We...
Persistent link: https://www.econbiz.de/10010577586
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Investment in Irrigation Systems under Precipitation Uncertainty
Heumesser, Christine; Fuss, Sabine; Szolgayová, Jana; … - In: Water Resources Management 26 (2012) 11, pp. 3113-3137
-saving irrigation technologies. We apply a stochastic dynamic programming model (SDPM) to analyze a farmer’s optimal investment strategy …
Persistent link: https://www.econbiz.de/10010997706
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Optimal asset allocation for DC pension plans under inflation
Han, Nan-wei; Hung, Mao-wei - In: Insurance: Mathematics and Economics 51 (2012) 1, pp. 172-181
In this paper, the stochastic dynamic programming approach is used to investigate the optimal asset allocation for a …
Persistent link: https://www.econbiz.de/10011046580
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Production planning of a hybrid manufacturing–remanufacturing system under uncertainty within a closed-loop supply chain
Kenné, Jean-Pierre; Dejax, Pierre; Gharbi, Ali - In: International Journal of Production Economics 135 (2012) 1, pp. 81-93
stochastic dynamic programming. A computational algorithm, based on numerical methods, is used for solving the optimal control …
Persistent link: https://www.econbiz.de/10010597258
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Joint pricing and inventory replenishment decisions with returns and expediting
Zhu, Stuart X. - In: European Journal of Operational Research 216 (2012) 1, pp. 105-112
We study a single-item periodic-review model for the joint pricing and inventory replenishment problem with returns and expediting. Demand in consecutive periods are independent random variables and their distributions are price sensitive. At the end of each period, after the demand is realized,...
Persistent link: https://www.econbiz.de/10010574147
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Soft and hard price collars in a cap-and-trade system : a comparative analysis
Fell, Harrison; Burtraw, Dallas; Morgenstern, Richard D.; … - In: Journal of environmental economics and management : … 64 (2012) 2, pp. 183-198
Persistent link: https://www.econbiz.de/10009657283
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Optimal inventory control with dual-sourcing, heterogeneous ordering costs and order size constraints
Zhang, Wei; Hua, Zhongsheng; Benjaafar, Saif - In: Production and operations management : an international … 21 (2012) 3, pp. 564-575
Persistent link: https://www.econbiz.de/10009561406
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A Stochastic Lake Game
O'Donnell, Sharon I.; Dechert, W. Davis - Society for Computational Economics - SCE - 2004
In this paper we solve a stochastic dynamic programming problem for the solution to a dynamic game in which the players …
Persistent link: https://www.econbiz.de/10005132798
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