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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
All
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 21 - 30 of 232
Cover Image
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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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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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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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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Output maximization container loading problem with time availability constraints
Castellucci, Pedro B.; de Toledo, Franklina Maria Bragion; … - In: Operations Research Perspectives 6 (2019), pp. 1-7
Research on container loading problems has helped increase the occupation rate of containers in different practical situations. We consider these problems within a context which might pressure the loading process, leading to sub-optimal solutions. Some facilities like cross-docks have reduced...
Persistent link: https://www.econbiz.de/10012662792
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Output maximization container loading problem with time availability constraints
Castellucci, Pedro B.; Toledo, Franklina Maria Bragion de; … - In: Operations research perspectives 6 (2019), pp. 1-7
Research on container loading problems has helped increase the occupation rate of containers in different practical situations. We consider these problems within a context which might pressure the loading process, leading to sub-optimal solutions. Some facilities like cross-docks have reduced...
Persistent link: https://www.econbiz.de/10012130045
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Modelling Empty Container Repositioning Logistics
Song, Dongping; Dong, Jingxin - 2022
are explained. Second, we adopt the stochastic dynamic programming approach to tackle the ECR problems, which offers an …
Persistent link: https://www.econbiz.de/10012814751
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Dynamic hedging in incomplete markets using risk measures
Gaillardetz, Patrice; Hachem, Saeb - In: IMA journal of management mathematics 33 (2022) 2, pp. 345-367
Persistent link: https://www.econbiz.de/10012798787
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Foresighted medical resources allocation during an epidemic outbreak
Pan, Yuqing; Cheng, T. C. E.; He, Yuxuan; Ng, C. T.; … - In: Transportation research / E : an international journal 164 (2022), pp. 1-23
Persistent link: https://www.econbiz.de/10013366765
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