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Year of publication
Subject
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Theorie 8 Theory 8 Mathematical programming 7 Mathematische Optimierung 7 Markov chain 3 Markov-Kette 3 Optimal switching problem 3 Scheduling problem 3 Scheduling-Verfahren 3 Stochastic process 3 Stochastischer Prozess 3 Algorithm 2 Algorithmus 2 Bayes-Statistik 2 Bayesian inference 2 Heuristics 2 Heuristik 2 Lieferkette 2 Manufacturing system 2 Portfolio selection 2 Portfolio-Management 2 Production control 2 Produktionssteuerung 2 Produktionssystem 2 Supply chain 2 Bayesian switching multiple disorder problem 1 Betriebliche Liquidität 1 Biased random-key genetic algorithm 1 Brownian motion 1 Business network 1 Cointegration 1 Combinatorial optimization 1 Control theory 1 Corporate liquidity 1 Dividend 1 Dividend problem 1 Dividende 1 Durchlaufzeit 1 Dynamic programming 1 Dynamische Optimierung 1
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Undetermined 8 Free 1
Type of publication
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Article 10
Type of publication (narrower categories)
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Article in journal 10 Aufsatz in Zeitschrift 10
Language
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English 10
Author
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Carvalho, Marco Antonio Moreira de 2 Matsui, Masayuki 2 Sun, Jing 2 Suzuki, Kiyoshi 2 Yamamoto, Hisashi 2 Chevalier, Etienne 1 Cortazar, Gonzalo 1 Gapeev, Pavel V. 1 Gaïgi, M’hamed 1 Hwu, Shih-Tang 1 Kim, Chang-jin 1 Ly Vath, Vathana 1 Naranjo, Lorenzo 1 Paiva, Gustavo Silva 1 Sainz, Felipe 1 Soares, Leonardo C. R. 1
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Published in...
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Mathematics of operations research 2 Computers & operations research : an international journal 1 Computers & operations research : and their applications to problems of world concern ; an international journal 1 European journal of operational research : EJOR 1 International journal of production economics 1 Journal of contemporary management : JMC 1 Mathematics and financial economics 1 Quantitative finance 1 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 1
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Source
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ECONIS (ZBW) 10
Showing 1 - 10 of 10
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Markov-switching models with unknown error distributions : identification and inference within the Bayesian framework
Hwu, Shih-Tang; Kim, Chang-jin - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 28 (2024) 2, pp. 177-199
Persistent link: https://www.econbiz.de/10014631899
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Biased random-key genetic algorithm for the job sequencing and tool switching problem with non-identical parallel machines
Soares, Leonardo C. R.; Carvalho, Marco Antonio Moreira de - In: Computers & operations research : an international journal 163 (2024), pp. 1-11
Persistent link: https://www.econbiz.de/10014562859
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Optimal decision policy for real options under general Markovian dynamics
Cortazar, Gonzalo; Naranjo, Lorenzo; Sainz, Felipe - In: European journal of operational research : EJOR 288 (2021) 2, pp. 634-647
Persistent link: https://www.econbiz.de/10012439274
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Infinite-horizon optimal switching regions for a pair-trading strategy with quadratic risk aversion considering simultaneous multiple switchings : a viscosity solution approach
Suzuki, Kiyoshi - In: Mathematics of operations research 46 (2021) 1, pp. 336-360
Persistent link: https://www.econbiz.de/10012498193
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Horizontal integration management : an optimal switching model for parallel production system with multiple periods in smart supply chain environment
Sun, Jing; Yamamoto, Hisashi; Matsui, Masayuki - In: International journal of production economics 221 (2020), pp. 1-11
Persistent link: https://www.econbiz.de/10012232949
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Optimal pair-trading strategy over long/short/square positions : empirical study
Suzuki, Kiyoshi - In: Quantitative finance 18 (2018) 1, pp. 97-119
Persistent link: https://www.econbiz.de/10011905833
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Liquidity risk and optimal dividend/investment strategies
Chevalier, Etienne; Gaïgi, M’hamed; Ly Vath, Vathana - In: Mathematics and financial economics 11 (2017) 1, pp. 111-135
Persistent link: https://www.econbiz.de/10011900519
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A study of switching model considering the risks of production, quality and due date for limited-cycle with multiple periods
Sun, Jing; Yamamoto, Hisashi; Matsui, Masayuki - In: Journal of contemporary management : JMC 7 (2017) 2, pp. 71-79
Persistent link: https://www.econbiz.de/10011775344
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Improved heuristic algorithms for the Job Sequencing and Tool Switching Problem
Paiva, Gustavo Silva; Carvalho, Marco Antonio Moreira de - In: Computers & operations research : and their … 88 (2017), pp. 208-219
Persistent link: https://www.econbiz.de/10011747953
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Bayesian switching multiple disorder problems
Gapeev, Pavel V. - In: Mathematics of operations research 41 (2016) 3, pp. 1108-1124
Persistent link: https://www.econbiz.de/10011520840
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