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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
All
Article 190 Book / Working Paper 46 Other 2
Type of publication (narrower categories)
All
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 21 - 30 of 238
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Risk, risk aversion, and agricultural technology adoption : a novel valuation method based on real options and inverse stochastic dominance
Spiegel, Alisa; Britz, Wolfgang; Finger, Robert - In: Q open : a journal of agricultural, climate, … 1 (2021) 2, pp. 1-26
Risk and risk preferences belong to the key determinants of investment-based technology adoption in agriculture. We develop and apply a novel approach in which an inverse second order stochastic dominance approach is integrated into a stochastic dynamic farm-level model to quantify the effect of...
Persistent link: https://www.econbiz.de/10013327948
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Portfolio optimization and intergenerational risk sharing for a collective defined contribution pension plan
Wang, Suxin; Wang, Peiqi; Zhang, Shuhua - In: IMA journal of management mathematics 34 (2023) 2, pp. 383-414
Persistent link: https://www.econbiz.de/10014313755
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A dynamic program under Lévy processes for valuing corporate securities
Ben-Ameur, Hatem; Chérif, Rim; Rémillard, Bruno N. - In: Journal of risk 25 (2023) 4, pp. 61-81
Persistent link: https://www.econbiz.de/10014314624
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Recycled content claims under demand benefit and supply uncertainty : multi-period model and application to glasswool insulation
Iyer, Ananth V.; Vedantam, Aditya; Lacourbe, Paul - In: European journal of operational research : EJOR 309 (2023) 2, pp. 745-761
Persistent link: https://www.econbiz.de/10014291688
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On-demand delivery from stores : dynamic dispatching and routing with random demand
Liu, Sheng; Luo, Zhixing - In: Manufacturing & service operations management : M & SOM 25 (2023) 2, pp. 595-612
Persistent link: https://www.econbiz.de/10014302148
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An asymptotically tight learning algorithm for mobile-promotion platforms
Feng, Zhichao; Dawande, Milind; Janakiraman, Ganesh; … - In: Management science : journal of the Institute for … 69 (2023) 3, pp. 1536-1554
Persistent link: https://www.econbiz.de/10014303887
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Peak-load energy management by direct load control contracts
Fattahi, Ali; Dasu, Sriram; Ahmadi, Reza H. - In: Management science : journal of the Institute for … 69 (2023) 5, pp. 2788-2813
Persistent link: https://www.econbiz.de/10014305441
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Managing the security of information systems with partially observable vulnerability
Mookerjee, Radha; Samuel, Jayarajan - In: Production and operations management : the flagship … 32 (2023) 9, pp. 2902-2920
Persistent link: https://www.econbiz.de/10014369492
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A dynamic program under Lévy processes for valuing corporate securities
Ben-Ameur, Hatem; Chérif, Rim; Rémillard, Bruno N. - In: Journal of risk : JOR 25 (2023) 4, pp. 61-81
Persistent link: https://www.econbiz.de/10014487107
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Reducing the Price of Naïveté in return-to-play from sports-related concussion
Garcia, Gian-Gabriel P.; Lavieri, Mariel S.; … - In: Production and operations management : the flagship … 32 (2023) 10, pp. 3081-3099
Persistent link: https://www.econbiz.de/10014430660
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