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  • Search: subject:"stochastic dynamic programming"
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Year of publication
Subject
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Dynamische Optimierung 119 Stochastic dynamic programming 119 Dynamic programming 118 stochastic dynamic programming 89 Theorie 79 Theory 79 Mathematical programming 63 Mathematische Optimierung 63 Stochastic process 56 Stochastischer Prozess 56 Inventory model 20 Lagerhaltungsmodell 20 Stochastic Dynamic Programming 15 Lagermanagement 14 Production planning 14 Warehouse management 14 Portfolio selection 12 Portfolio-Management 12 Produktionsplanung 12 Lieferkette 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 Pension fund 7 Pensionskasse 7 Revenue management 7 Risiko 7
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Online availability
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Undetermined 140 Free 57 CC license 5
Type of publication
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Article 186 Book / Working Paper 46 Other 2
Type of publication (narrower categories)
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Article in journal 115 Aufsatz in Zeitschrift 115 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 139 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 / 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) 121 RePEc 104 EconStor 6 BASE 2 Other ZBW resources 1
Showing 81 - 90 of 234
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Valuing customer portfolios with endogenous mass-and-direct-marketing interventions using a stochastic dynamic programming decomposition
Bravo, Mercedes Esteban; Vidal-Sanz, José M.; … - Departamento de Economía de la Empresa, Universidad … - 2012
Customer Relationship Management generally uses the value of customers to allocate marketing budget. But marketing interventions generally change the customer behavior, turning upside-down the customers ranking based on their initial valuations and making the budget allocation suboptimal....
Persistent link: https://www.econbiz.de/10010552280
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Optimal trading strategies with limit orders
Agliardi, Rossella; Gençay, Ramazan - In: International journal of theoretical and applied finance 20 (2017) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10011686803
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Learning and Bayesian updating in long cycle made-to-order (MTO) production
Womer, K.; Li, H.; Camm, J.; Osterman, C.; Radhakrishnan, R. - In: Omega : the international journal of management science 69 (2017), pp. 29-42
Persistent link: https://www.econbiz.de/10011698876
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Capacity planning with technology replacement by stochastic dynamic programming
Wang, Kung-Jeng; Nguyen, Phuc Hong - In: European journal of operational research : EJOR 260 (2017) 2, pp. 739-750
Persistent link: https://www.econbiz.de/10011699123
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A general endogenous grid method for multi-dimensional models with non-convexities and constraints
Druedahl, Jeppe; Jørgensen, Thomas H. - In: Journal of economic dynamics & control 74 (2017), pp. 87-107
Persistent link: https://www.econbiz.de/10011740487
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Capacity reservation and utilization for a manufacturer with uncertain capacity and demand
Boulaksil, Y.; Fransoo, J.C.; Tan, T. - In: OR spectrum : quantitative approaches in management 39 (2017) 3, pp. 689-709
Persistent link: https://www.econbiz.de/10011707190
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ADAPT : a price-stabilizing compliance policy for renewable energy certificates : the case of SREC markets
Khazaei, Javad; Coulon, Michael; Powell, Warren B. - In: Operations research 65 (2017) 6, pp. 1429-1445
Persistent link: https://www.econbiz.de/10011777754
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Integrated anesthesiologist and room scheduling for surgeries : methodology and application
Rath, Sandeep; Rajaram, Kumar; Mahajan, Aman - In: Operations research 65 (2017) 6, pp. 1460-1478
Persistent link: https://www.econbiz.de/10011777762
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Distressed selling by farmers : model, analysis, and use in policy-making
Gupta, Shivam; Dawande, Milind; Janakiraman, Ganesh; … - In: Production and operations management : an international … 26 (2017) 10, pp. 1803-1818
Persistent link: https://www.econbiz.de/10011777996
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Approximate solutions and cost error bounds for quantity flexibility replenishment
Zhu, Stuart X. - In: International journal of production economics 193 (2017), pp. 306-315
Persistent link: https://www.econbiz.de/10011758446
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