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  • Search: subject:"stochastic model"
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Year of publication
Subject
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stochastic model 74 Stochastic process 73 Stochastischer Prozess 73 Stochastic model 67 Theorie 60 Theory 60 stochastic model applications 33 probability 29 Mathematical programming 25 Mathematische Optimierung 25 probability: stochastic model applications 16 Probability theory 13 Wahrscheinlichkeitsrechnung 13 Markov chain 12 statistics 11 Markov-Kette 10 Risk 10 Simulation 10 equation 10 optimization 10 Inventory model 9 Lagerhaltungsmodell 9 Queueing theory 9 Risiko 9 Supply chain 9 Warteschlangentheorie 9 Lieferkette 8 equations 8 standard deviation 8 Dynamic programming 7 Dynamische Optimierung 7 Economic models 7 Forecasting model 7 Prognoseverfahren 7 correlation 7 dynamic programming 7 standard deviations 7 time series 7 Consumer behaviour 6 Financial market 6
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Online availability
All
Undetermined 149 Free 65 CC license 2
Type of publication
All
Article 199 Book / Working Paper 48 Other 2
Type of publication (narrower categories)
All
Article in journal 106 Aufsatz in Zeitschrift 106 Working Paper 8 Graue Literatur 7 Non-commercial literature 7 Arbeitspapier 5 Article 4 Conference Paper 2 Conference paper 2 Konferenzbeitrag 2 Thesis 2 research-article 2 Aufsatz im Buch 1 Book section 1 Collection of articles written by one author 1 Congress Report 1 Forschungsbericht 1 Hochschulschrift 1 Sammlung 1
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Language
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English 138 Undetermined 105 Russian 3 Spanish 2 Czech 1
Author
All
Busse, Marc 5 Dacorogna, Michel 4 Schmidt, Volker 4 Schofield, Norman 4 Weindl, Helga 4 Alloza, Mario 3 Höppe, Peter 3 Kratz, Marie 3 Martínez Pagés, Jorge 3 Mathiassen, Astrid 3 Rauch, Ernst 3 Rumpf, Jonas 3 Sakamoto, Hiroshi 3 Abbes, Mouna Boujelbène 2 Barrieu, Pauline 2 Bertsch, Valentin 2 Burrell, Quentin L. 2 Cafasso, Pietro Angelo Lioi 2 Carlier, Guillaume 2 Cenci, Marisa 2 Chela, João Luiz 2 Chelst, Kenneth R. 2 Daw, Andrew 2 Dupuy, Arnaud 2 Evstigneev, Igor 2 Fehr, Max 2 Fu, Shaochuan 2 Furuya, Jun 2 Gaadane, Sahbi 2 García, Pablo 2 Glasserman, Paul 2 Gupta, Diwakar 2 Hayes, Dermot J. 2 Johari, Ramesh 2 Kanoria, Yash 2 Katz, Marie 2 Kaur, Manwinder 2 Keles, Dogan 2 Kimura, Herbert 2 Kraft, Emil 2
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Institution
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International Monetary Fund (IMF) 12 Agricultural and Applied Economics Association - AAEA 2 Society for Computational Economics - SCE 2 Agricultural Economics Society - AES 1 Center for Agricultural and Rural Development (CARD), Iowa State University 1 Department of Economics, Faculty of Economic and Management Sciences 1 Department of Economics, Iowa State University 1 Dipartimento di Economia, Università degli Studi di Roma 3 1 ESSEC Business School 1 EconWPA 1 Fakultät für Wirtschaftswissenschaft, Otto-von-Guericke-Universität Magdeburg 1 HAL 1 Instituto de Economía, Universidad Argentina de la Empresa (UADE) 1 International Association of Agricultural Economists - IAAE 1 London School of Economics (LSE) 1 School of Economics, Business School 1 Statistisk Sentralbyrå, Government of Norway 1 University of Bonn, Germany 1 Université Paris-Dauphine 1 Université Paris-Dauphine (Paris IX) 1
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Published in...
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Management Science 29 Operations research 13 Physica A: Statistical Mechanics and its Applications 13 IMF Working Papers 12 Management science : journal of the Institute for Operations Research and the Management Sciences 11 International journal of production research 7 Computers & operations research : and their applications to problems of world concern ; an international journal 4 European journal of operational research : EJOR 4 Journal of Informetrics 4 Renewable Energy 3 Advances in Complex Systems (ACS) 2 Applied Econometrics 2 Computational economics 2 Energies 2 Evolutionary and institutional economics review 2 International Journal of Production Economics 2 International journal of logistics systems and management : IJLSM 2 International journal of production economics 2 Journal of retailing and consumer services 2 Manufacturing & service operations management : M & SOM 2 Mathematics of operations research 2 Natural Hazards 2 Risks 2 Transportation research / E : an international journal 2 Water Resources Management 2 2004 Annual meeting, August 1-4, Denver, CO 1 2006 Annual Meeting, August 12-18, 2006, Queensland, Australia 1 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania 1 4OR : a quarterly journal of operations research 1 52nd Congress of the European Regional Science Association: "Regions in Motion - Breaking the Path", 21-25 August 2012, Bratislava, Slovakia 1 89th Annual Conference, April 13-15, 2015, Warwick University, Coventry, UK 1 African journal of science, technology, innovation and development : AJSTID 1 Agricultural economics : the journal of the International Association of Agricultural Economists 1 Annals of financial economics 1 Applied Energy 1 Applied economics 1 Asia-Pacific Journal of Operational Research (APJOR) 1 Beiträge zur Jahrestagung des Vereins für Socialpolitik 2010: Ökonomie der Familie - Session: Optimal Resource Extraction 1 Belorusskij ėkonomičeskij žurnal : ežekvartalʹnyj naučno-praktičeskij žurnal 1 Cahiers d'etudes / Banque Centrale du Luxembourg 1
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Source
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RePEc 119 ECONIS (ZBW) 115 EconStor 9 BASE 4 Other ZBW resources 2
Showing 71 - 80 of 249
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Stochastic modeling of the spot price of electricity incorporating commodities and renewables as exogenous factors
Müller, Jan - 2014
Persistent link: https://www.econbiz.de/10010403314
Saved in:
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Behavioral study of piston manufacturing plant through stochastic models
Lal, Arvind K.; Kaur, Manwinder; Lata, Sneh - In: Journal of Industrial Engineering International 9 (2013), pp. 1-10
of a piston manufacturing plant using stochastic models. The stochastic model is an efficient performance evaluator for …
Persistent link: https://www.econbiz.de/10011551808
Saved in:
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Ordering policies for a dual sourcing supply chain with disruption risks
Zhu, Jingjing; Fu, Shaochuan - In: Journal of Industrial Engineering and Management (JIEM) 6 (2013) 1, pp. 380-399
Purpose: The main purpose of this article is to explore the trade-off between ordering policies and disruption risks in a dual-sourcing network under specific (or not) service level constraints, assuming that both supply channels are susceptible to disruption risks. Design/methodology/approach:...
Persistent link: https://www.econbiz.de/10011939052
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Evaluation of Two Alternative Carbon Capture and Storage Technologies: A Stochastic Model
Abadie, Luis M.; Galarraga, Ibon; Rübbelke, Dirk - 2013
we develop a general stochastic model that can be adapted to other projects such as enhanced gas recovery (EGR) or …
Persistent link: https://www.econbiz.de/10011159910
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The Impact of Systemic Risk on the Diversification Benefits of a Risk Portfolio
Busse, Marc; Dacorogna, Michel; Kratz, Marie - ESSEC Business School - 2013
Risk diversification is the basis of insurance and investment. It is thus crucial to study the effects that could limit it. One of them is the existence of systemic risk that affects all the policies at the same time. We introduce here a probabilistic approach to examine the consequences of its...
Persistent link: https://www.econbiz.de/10010832994
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PREDICTION OF THE PREFECTURAL ECONOMY IN JAPAN USING A STOCHASTIC MODEL
Sakamoto, Hiroshi - In: Regional Science Inquiry V (2013) 1, pp. 13-24
This study develops a simple forecasting model using Japanese prefectural data. The Markov chain, known as a stochastic … model, corresponds to a first-order vector auto-regressive (VAR) model. If the transition probability matrix can be …
Persistent link: https://www.econbiz.de/10010895166
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The Impact of Systemic Risk on the Diversification Benefits of a Risk Portfolio
Busse, Marc; Dacorogna, Michel; Kratz, Marie - HAL - 2013
Risk diversification is the basis of insurance and investment. It is thus crucial to study the effects that could limit it. One of them is the existence of systemic risk that affects all the policies at the same time. We introduce here a probabilistic approach to examine the consequences of its...
Persistent link: https://www.econbiz.de/10010899196
Saved in:
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Exact and heuristic linear-inflation policies for an inventory model with random yield and arbitrary lead times
Inderfurth, Karl; Kiesmüller, Gudrun - Fakultät für Wirtschaftswissenschaft, … - 2013
We investigate a periodic inventory system for a single item with stochastic demand and random yield. Since the optimal policy for such a system is complicated we study the class of stationary linear-inflation policies where orders are only placed if the inventory position is below a critical...
Persistent link: https://www.econbiz.de/10010643235
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Cover Image
Ordering policies for a dual sourcing supply chain with disruption risks
Zhu, Jingjing; Fu, Shaochuan - In: Journal of industrial engineering and management : JIEM 6 (2013) 1, pp. 380-399
Purpose: The main purpose of this article is to explore the trade-off between ordering policies and disruption risks in a dual-sourcing network under specific (or not) service level constraints, assuming that both supply channels are susceptible to disruption risks. Design/methodology/approach:...
Persistent link: https://www.econbiz.de/10011900984
Saved in:
Cover Image
Behavioral study of piston manufacturing plant through stochastic models
Lal, Arvind K.; Kaur, Manwinder; Lata, Sneh - In: Journal of industrial engineering international 9 (2013), pp. 1-10
of a piston manufacturing plant using stochastic models. The stochastic model is an efficient performance evaluator for …
Persistent link: https://www.econbiz.de/10010128915
Saved in:
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