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  • Search: subject:"Stochastic dynamic programming"
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Year of publication
Subject
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Dynamische Optimierung 123 Dynamic programming 122 Stochastic dynamic programming 120 stochastic dynamic programming 91 Theorie 81 Theory 81 Mathematical programming 66 Mathematische Optimierung 66 Stochastic process 58 Stochastischer Prozess 58 Inventory model 20 Lagerhaltungsmodell 20 Stochastic Dynamic Programming 16 Lagermanagement 14 Production planning 14 Warehouse management 14 Portfolio selection 13 Portfolio-Management 13 Produktionsplanung 12 Lieferkette 11 Supply chain 11 Markov chain 10 Markov-Kette 10 Risikomanagement 10 Risk management 10 Option pricing theory 9 Optionspreistheorie 9 Scheduling problem 9 Scheduling-Verfahren 9 Simulation 9 Algorithm 8 Algorithmus 8 Heuristics 8 Optimization 8 Risiko 8 Risk 8 Tourenplanung 8 Vehicle routing problem 8 Pension fund 7 Pensionskasse 7
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Online availability
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Undetermined 141 Free 57 CC license 7
Type of publication
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Article 190 Book / Working Paper 46 Other 2
Type of publication (narrower categories)
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Article in journal 119 Aufsatz in Zeitschrift 119 Article 4 Working Paper 4 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 143 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 Rincón-Zapatero, Juan Pablo 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
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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 6 International journal of production research 6 Operations research 5 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 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 Transportation research : an international journal 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
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Source
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ECONIS (ZBW) 125 RePEc 104 EconStor 6 BASE 2 Other ZBW resources 1
Showing 11 - 20 of 238
Cover Image
A simple but powerful simulated certainty equivalent approximation method for dynamic stochastic problems
Cai, Yongyang; Kenneth, L. Judd, - In: Quantitative Economics 14 (2023) 2, pp. 651-687
We introduce a novel simulated certainty equivalent approximation (SCEQ) method for solving dynamic stochastic problems. Our examples show that SCEQ can quickly solve high-dimensional finite- or infinite-horizon, stationary or non- stationary dynamic stochastic problems with hundreds of state...
Persistent link: https://www.econbiz.de/10014536964
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Cover Image
A simple but powerful simulated certainty equivalent approximation method for dynamic stochastic problems
Cai, Yongyang; Kenneth, L. Judd, - In: Quantitative economics : QE ; journal of the … 14 (2023) 2, pp. 651-687
We introduce a novel simulated certainty equivalent approximation (SCEQ) method for solving dynamic stochastic problems. Our examples show that SCEQ can quickly solve high-dimensional finite- or infinite-horizon, stationary or non- stationary dynamic stochastic problems with hundreds of state...
Persistent link: https://www.econbiz.de/10014308586
Saved in:
Cover Image
Optimal specialty crop planning policies with yield learning and forward contract
Chen, Heng; Ryan, Jennifer K. - In: Production and operations management : the flagship … 32 (2023) 2, pp. 359-378
Persistent link: https://www.econbiz.de/10014266038
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Fluid policies, reoptimization, and performance guarantees in dynamic resource allocation
Brown, David B.; Zhang, Jingwei - In: Operations research 73 (2025) 2, pp. 1029-1045
Persistent link: https://www.econbiz.de/10015445467
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Existence and uniqueness of solutions to the Bellman equation in stochastic dynamic programming
Rincón-Zapatero, Juan Pablo - 2022 - This Version: March 7, 2022
Persistent link: https://www.econbiz.de/10013449090
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Information relaxation and a duality-driven algorithm for stochastic dynamic programs
Chen, Nan; Ma, Xiang; Liu, Yanchu; Yu, Wei - In: Operations research 72 (2024) 6, pp. 2302-2320
Persistent link: https://www.econbiz.de/10015371401
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Dynamic project expediting : a stochastic shortest-path approach
Bertazzi, Luca; Mogre, Riccardo; Trichakis, Nikolaos - In: Management science : journal of the Institute for … 70 (2024) 6, pp. 3748-3768
Persistent link: https://www.econbiz.de/10014551986
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Valuing corporate securities when the firm's assets are illiquid
Ben-Ameur, Hatem; Fakhfakh, Tarek; Roch, Alexandre - In: Computational economics 63 (2024) 2, pp. 579-598
Persistent link: https://www.econbiz.de/10014472506
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Dynamic container slot allocation with empty container repositioning under stochastic demand
Liang, Jinpeng; Ma, Zhongyuan; Wang, Shuang; Liu, Haitao; … - In: Transportation research : an international journal 187 (2024), pp. 1-24
Persistent link: https://www.econbiz.de/10015095049
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Hybrid simplicial-randomized approximate stochastic dynamic programming for multireservoir optimization
Zephyr, Luckny; Lamond, Bernard F.; Lang, Pascal - In: Computational management science 21 (2024) 1, pp. 1-44
Persistent link: https://www.econbiz.de/10014636803
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