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~subject:"Mathematische Optimierung"
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Mathematische Optimierung
Stochastischer Prozess
17,178
Stochastic process
16,676
Theorie
9,573
Theory
9,334
Volatilität
3,861
Volatility
3,795
Optionspreistheorie
3,227
Option pricing theory
3,175
Mathematical programming
2,072
Portfolio-Management
1,468
Portfolio selection
1,459
Schätzung
1,446
Zeitreihenanalyse
1,446
Estimation
1,405
Time series analysis
1,389
Schätztheorie
1,025
Estimation theory
1,005
Markov-Kette
875
Markov chain
873
Risiko
814
Risk
802
Simulation
733
Börsenkurs
678
Statistische Verteilung
668
Prognoseverfahren
662
Statistical distribution
656
Share price
647
Forecasting model
644
Derivat
638
Derivative
637
USA
608
Monte-Carlo-Simulation
592
Monte Carlo simulation
591
United States
573
Kontrolltheorie
571
Bayes-Statistik
566
Zinsstruktur
559
CAPM
558
Bayesian inference
557
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Online availability
All
Undetermined
1,086
Free
353
Type of publication
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Article
1,676
Book / Working Paper
407
Type of publication (narrower categories)
All
Article in journal
1,554
Aufsatz in Zeitschrift
1,554
Working Paper
164
Graue Literatur
159
Non-commercial literature
159
Arbeitspapier
153
Aufsatz im Buch
109
Book section
109
Hochschulschrift
37
Conference paper
30
Konferenzbeitrag
30
Thesis
27
Collection of articles of several authors
11
Sammelwerk
11
Konferenzschrift
10
Aufsatzsammlung
8
Collection of articles written by one author
5
Conference proceedings
5
Forschungsbericht
5
Sammlung
5
Lehrbuch
3
Textbook
3
Bibliografie enthalten
2
Bibliography included
2
Case study
2
Fallstudie
2
Festschrift
2
Systematic review
2
Übersichtsarbeit
2
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1
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1
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English
2,060
German
21
Finnish
1
Ancient Greek (to 1453)
1
Russian
1
Author
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Escudero, Laureano F.
33
Gendreau, Michel
22
Garín, María Araceli
16
Maggioni, Francesca
16
Shapiro, Alexander
15
Ferrari, Giorgio
14
Pérez, Gloría
13
Marti, Kurt
12
Morton, David P.
12
Tomasgard, Asgeir
12
Ahmed, Shabbir
11
Beraldi, Patrizia
11
Post, Thierry
11
Rossi, Roberto
11
De Angelis, Tiziano
10
Kuhn, Daniel
10
Rei, Walter
10
Sethi, Suresh
10
Wallace, Stein W.
10
Woodruff, David L.
10
Bertsimas, Dimitris
9
Delage, Erick
9
Guigues, Vincent
9
Merino, María
9
Powell, Warren B.
9
Sen, Suvrajeet
9
Shen, Siqian
9
Tarim, S. Armagan
9
Ulmer, Marlin Wolf
9
Watson, Jean-Paul
9
Ackooij, Wim van
8
Chen, Zhiping
8
Crainic, Teodor Gabriel
8
Homem-de-Mello, Tito
8
Lejeune, Miguel A.
8
Lisser, Abdel
8
Noyan, Nilay
8
Römisch, Werner
8
Topaloglou, Nikolas
8
Unzueta Inchaurbe, Aitziber
8
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Institution
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National Bureau of Economic Research
2
APMOD <8, 2006, Madrid>
1
Econometrisch Instituut <Rotterdam>
1
Erasmus Research Institute of Management
1
Gesellschaft für Angewandte Mathematik und Mechanik
1
IGI Global
1
Institute of Mathematics and Its Applications
1
Institutionen för skogsekonomi
1
International Conference on Analysis and Optimisation of Stochastic Systems <1978, Oxford>
1
International Conference on Stochastic Programming <10, 2004, Tucson, Ariz.>
1
International Conference on Stochastic Programming <15., 2019, Trondheim>
1
International Federation for Information Processing
1
Johns Hopkins University / Department of Economics
1
Logos Verlag Berlin
1
Martin-Luther-Universität Halle-Wittenberg / Juristische und Wirtschaftswissenschaftliche Fakultät / Wirtschaftswissenschaftlicher Bereich
1
Meeting on Stochastic Programming <1979, Oberwolfach>
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Springer Malaysia Representative Office
1
Stanford University.
1
Universität Mannheim
1
Workshop on Stochastic Optimization: Numerical Methods and Technical Applications <4, 2001, Neubiberg>
1
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Published in...
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European journal of operational research : EJOR
287
Computers & operations research : and their applications to problems of world concern ; an international journal
102
Operations research
82
Operations research letters
69
Mathematics of operations research
67
International journal of production research
62
INFORMS journal on computing : JOC
51
International journal of production economics
41
Computational Management Science : CMS
39
Transportation research / E : an international journal
36
Omega : the international journal of management science
34
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
32
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
31
Annals of operations research
24
Management science : journal of the Institute for Operations Research and the Management Sciences
22
OR spectrum : quantitative approaches in management
21
Computational management science
18
Mathematical methods of operations research
18
IMA journal of management mathematics
17
Les cahiers du GERAD
16
Insurance / Mathematics & economics
15
Journal of the Operational Research Society
15
Computational economics
14
International transactions in operational research : a journal of the International Federation of Operational Research Societies
14
International journal of theoretical and applied finance
13
Operational research : an international journal
12
Quantitative finance
12
Top : transactions in operations research
12
EURO journal on transportation and logistics
11
European journal of industrial engineering : EJIE
11
Opsearch : journal of the Operational Research Society of India
11
Journal of the Operational Research Society : OR
10
Manufacturing & service operations management : M & SOM
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
Socio-economic planning sciences : the international journal of public sector decision-making
10
Transportation science
10
CIRRELT
9
Energy economics
9
Finance and stochastics
9
Operations research perspectives
9
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Source
All
ECONIS (ZBW)
2,072
EconStor
11
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1
Balancing resources for dynamic vehicle routing with stochastic customer requests
Soeffker, Ninja
;
Ulmer, Marlin Wolf
;
Mattfeld, Dirk C.
- In:
OR spectrum : quantitative approaches in management
46
(
2024
)
2
,
pp. 331-373
Persistent link: https://www.econbiz.de/10014566057
Saved in:
2
Consistent routing for local same-day delivery via micro-hubs
Ackva, Charlotte
;
Ulmer, Marlin Wolf
- In:
OR spectrum : quantitative approaches in management
46
(
2024
)
2
,
pp. 375-409
Persistent link: https://www.econbiz.de/10014566061
Saved in:
3
Optimal investment-consumption-insurance strategy with inflation risk and stochastic income in an Itô-Lévy setting
Moagi, Gaoganwe S.
;
Doctor, Obonye
- In:
International journal of financial engineering
11
(
2024
)
2
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014574920
Saved in:
4
Energy-saving time allocation strategy with uncertain dwell times in urban rail transit : Two-stage stochastic model and nested dynamic programming framework
Lian, Deheng
;
Mo, Pengli
;
D'Ariano, Andrea
;
Gao, Ziyou
; …
- In:
European journal of operational research : EJOR
317
(
2024
)
1
,
pp. 219-242
Persistent link: https://www.econbiz.de/10014634781
Saved in:
5
Fragility-based lot-sizing in veterinary pharmaceutical plants under demand uncertainty
Campos, Rafael
;
Caunhye, Aakil M.
;
Alem, Douglas
; …
- In:
International journal of production research
62
(
2024
)
10
,
pp. 3716-3752
Persistent link: https://www.econbiz.de/10014547112
Saved in:
6
Solving the stochastic team orienteering problem : comparing simheuristics with the sample average approximation method
Panadero, Javier
;
Juan, Angel A.
;
Ghorbani, Elnaz
; …
- In:
International transactions in operational research : a …
31
(
2024
)
5
,
pp. 3036-3060
Persistent link: https://www.econbiz.de/10014533499
Saved in:
7
Liability-driven investment for pension funds : stochastic optimization with real assets
Jang, Chul
;
Clare, Andrew D.
;
Owadally, Iqbal
- In:
Risk management : an international journal
26
(
2024
)
3
,
pp. 1-32
Persistent link: https://www.econbiz.de/10014536668
Saved in:
8
Increasing schedule reliability in the multiple depot vehicle scheduling problem with stochastic travel time
Ricard, Léa
;
Desaulniers, Guy
;
Lodi, Andrea
;
Rousseau, …
- In:
Omega : the international journal of management science
127
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014557686
Saved in:
9
Sparse spanning portfolios and under-diversification with second-order stochastic dominance
Arvanitis, Stelios
;
Scaillet, Olivier
;
Topaloglou, Nikolas
-
2024
Persistent link: https://www.econbiz.de/10014485760
Saved in:
10
Do not blame Bellman : it is Koopmans' fault
Bloise, Gaetano
;
Le Van, Cuong
;
Vailakis, Yiannis
- In:
Econometrica : journal of the Econometric Society, an …
92
(
2024
)
1
,
pp. 111-140
Persistent link: https://www.econbiz.de/10014486674
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