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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 131 - 140 of 238
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Controlled approximation of the value function in stochastic dynamic programming for multi-reservoir systems
Zéphyr, Luckny; Lang, Pascal; Lamond, Bernhard F. - In: Computational Management Science : CMS 12 (2015) 4, pp. 539-557
Persistent link: https://www.econbiz.de/10011386268
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Optimal dynamic asset allocation of pension fund in mortality and salary risks framework
Liang, Zongxia; Ma, Ming - In: Insurance 64 (2015), pp. 151-161
Persistent link: https://www.econbiz.de/10011397973
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Analysis of dual sourcing strategies under supply disruptions
Zhu, Stuart X. - In: International journal of production economics 170 (2015), pp. 191-203
Persistent link: https://www.econbiz.de/10011421842
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Mean-variance efficiency of DC pension plan under stochastic interest rate and mean-reverting returns
Guan, Guohui; Liang, Zongxia - In: Insurance 61 (2015), pp. 99-109
Persistent link: https://www.econbiz.de/10010515914
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The behavioral ecology of fishing vessels : achieving conservation objectives through understanding the behavior of fishing vessels
Mangel, Marc; Dowling, Natalie; Arriaza, Juan Lopez - In: Environmental & resource economics : the official … 61 (2015) 1, pp. 71-85
Persistent link: https://www.econbiz.de/10011325619
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On Discounted Dynamic Programming with Unbounded Returns
Matkowski, Janusz; Nowak, Andrzej S. - Volkswirtschaftliche Fakultät, … - 2008
In this paper, we apply the idea of $k$-local contraction of \cite{zec, zet} to study discounted stochastic dynamic … programming models with unbounded returns. Our main results concern the existence of a unique solution to the Bellman equation and …
Persistent link: https://www.econbiz.de/10005786929
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Multiple solutions under quasi-exponential discounting
Vieille, Nicolas; Weibull, Jörgen - HAL - 2008
We consider a group or committee that faces a binary decision under uncertainty. Each member holds some private information. Members agree which decision should be taken in each state of nature, had this been known, but they may attach different values to the two types of mistake that may occur....
Persistent link: https://www.econbiz.de/10008793972
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Optimal Management of Molds in Stored Corn
Yigezu, Yigezu A.; Alexander, Corinne E.; Preckel, Paul V. - Agricultural and Applied Economics Association - AAEA - 2008
mold risks. In this paper, a stochastic dynamic programming model is solved to determine the expected profitability and …
Persistent link: https://www.econbiz.de/10005039253
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A stochastic dynamic programming approach for multi-site capacity planning in TFT-LCD manufacturing under demand uncertainty
Lin, James T.; Chen, Tzu-Li; Chu, Hsiao-Ching - In: International Journal of Production Economics 148 (2014) C, pp. 21-36
present one. Therefore, this study constructs a stochastic dynamic programming (SDP) model with an embedded linear programming …
Persistent link: https://www.econbiz.de/10010729602
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Using real options to determine optimal funding strategies for CO2 capture, transport and storage projects in the European Union
Eckhause, Jeremy; Herold, Johannes - In: Energy Policy 66 (2014) C, pp. 115-134
Several projects in the European Union (EU) are currently under development to implement the carbon capture, transport and storage (CCS) technology on a large scale and may be subject to public funding under EU support initiatives. These CCS projects may develop any combination of three types of...
Persistent link: https://www.econbiz.de/10010737878
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