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  • Search: subject:"value function"
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Year of publication
Subject
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Theorie 86 Theory 81 value function 76 Mathematische Optimierung 69 Mathematical programming 68 Dynamic programming 66 Value function 66 Dynamische Optimierung 51 Stochastic process 29 Stochastischer Prozess 29 Decision 23 Entscheidung 23 Multi-criteria analysis 22 Multikriterielle Entscheidungsanalyse 22 Prospect Theory 21 Value function iteration 21 Bellman equation 20 Entscheidungstheorie 20 Prospect theory 20 Decision theory 19 Portfolio selection 17 Portfolio-Management 17 Value function approximation 16 value function iteration 16 Risikoaversion 14 Präferenztheorie 12 Risk aversion 12 Theory of preferences 12 Tourenplanung 12 Vehicle routing problem 12 Additive value function 11 Experiment 11 Risk 11 Estimation theory 10 Risiko 10 Schätztheorie 10 Value Function 10 loss aversion 10 prospect theory 10 Numerical dynamic programming 9
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Online availability
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Undetermined 178 Free 112 CC license 6
Type of publication
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Article 227 Book / Working Paper 95 Other 1
Type of publication (narrower categories)
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Article in journal 138 Aufsatz in Zeitschrift 138 Working Paper 32 Graue Literatur 22 Non-commercial literature 22 Arbeitspapier 20 Article 4 research-article 4 Aufsatz im Buch 2 Book section 2 Hochschulschrift 2 Conference paper 1 Konferenzbeitrag 1
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Language
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English 206 Undetermined 112 Czech 3 German 2
Author
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Kadziński, Miłosz 13 Kamihigashi, Takashi 11 Maliar, Lilia 10 Maliar, Serguei 10 Ulmer, Marlin Wolf 10 Heer, Burkhard 8 Bethmann, Dirk 7 Cai, Yongyang 7 Judd, Kenneth L. 6 Słowiński, Roman 6 Mattfeld, Dirk C. 5 Maußner, Alfred 5 Wallenius, Jyrki 5 Amman, Hans M. 4 Greco, Salvatore 4 Harvey, Charles M. 4 Hilgers, Bodo 4 Korhonen, Pekka J. 4 Soeffker, Ninja 4 Tucci, Marco Paolo 4 Wacker, Ulrich 4 Buckdahn, Rainer 3 Burnecki, Krzysztof 3 Elbers, Chris 3 Galvao, Antonio Fialho <Jr.> 3 Gunning, Jan Willem 3 Heinold, Arne 3 Ikeda, Shinsuke 3 Judd, Kenneth 3 Korhonen, Pekka 3 Li, Juan 3 Liao, Xiuwu 3 Liu, Jiapeng 3 Mousseau, Vincent 3 Santos, Manuel S. 3 Siegmann, Arjen H. 3 Skořepa, Michal 3 Tsener, Inna 3 Vigh, Melinda 3 Yamamura, Eiji 3
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 10 Research Institute for Economics and Business Administration, Kobe University 6 CESifo 2 Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne) 2 Cowles Foundation for Research in Economics, Yale University 2 Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska 2 Instituto Valenciano de Investigaciones Económicas (IVIE) 2 Tinbergen Instituut 2 Økonomisk Institut, Københavns Universitet 2 Center for Applied Economics and Policy Research (CAEPR), Department of Economics 1 Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin 1 Center for Mathematical Studies in Economics and Management Science (CMS-EMS), Kellogg Graduate School of Management 1 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 1 Centro de Investigación Económica (CIE), Departamento Académico de Economía 1 Christian-Albrechts-Universität zu Kiel 1 Departamento de Economía, Facultad de Ciencias Económicas y Administrativas 1 Departamento de Economía, Universidad Carlos III de Madrid 1 Department of Economics, Brigham Young University 1 Department of Economics, Management School 1 Department of Economics, School of Business 1 Department of Economics, University of California-Irvine 1 Dipartimento di Economia, Università degli Studi di Roma 3 1 Fundación BBVA 1 Graduate School of Economics, Hitotsubashi University 1 HAL 1 Institut de Préparation à l'Administration et à la Gestion (IPAG) 1 Institut ekonomických studií, Univerzita Karlova v Praze 1 Institut for Miljø og Erhvervsøkonomi, Syddansk Universitet 1 Institute for the Study of Labor (IZA) 1 Institutionen för Industriell Ekonomi och Organisation (INDEK), Kungliga Tekniska Högskolan (KTH) 1 Institutt for Økonomi, Universitetet i Bergen 1 Krannert School of Management, Purdue University 1 School of Economics, University of Adelaide 1 Society for Computational Economics - SCE 1 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 1 Tilburg University, Center for Economic Research 1 Tinbergen Institute 1 Université Paris-Dauphine (Paris IX) 1 de Nederlandsche Bank 1
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Published in...
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European journal of operational research : EJOR 15 MPRA Paper 10 Computational economics 8 Management Science 8 Discussion Paper Series / Research Institute for Economics and Business Administration, Kobe University 6 European Journal of Operational Research 5 Mathematics of operations research 5 Operations research letters 5 Transportation science 5 Computational Statistics 4 Computers & operations research : and their applications to problems of world concern ; an international journal 4 Economics Letters 4 Journal of Economics 4 Mathematical Methods of Operations Research 4 Dynamic games and applications : DGA 3 Journal of Economic Dynamics and Control 3 Journal of economic dynamics & control 3 Omega : the international journal of management science 3 Tinbergen Institute Discussion Papers 3 Annals of finance 2 CESifo Working Paper 2 CESifo Working Paper Series 2 Central European journal of operations research 2 Computational Economics 2 Computational Management Science : CMS 2 Computational Optimization and Applications 2 Cowles Foundation Discussion Papers 2 Czech Economic Review 2 Decision analysis : a journal of the Institute for Operations Research and the Management Sciences, INFORMS 2 Discussion Papers / Økonomisk Institut, Københavns Universitet 2 Discussion paper / Tinbergen Institute 2 Diskussionsbeiträge / 1 / Universität Konstanz, Rechts-, Wirtschafts- und Verwaltungswissenschaftliche Sektion, Fachbereich Wirtschaftswissenschaften 2 Documents de travail du Centre d'Economie de la Sorbonne 2 Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics 2 Economic Theory 2 Economic theory : official journal of the Society for the Advancement of Economic Theory 2 Economics letters 2 Games 2 Group decision and negotiation 2 HSC Research Reports 2
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Source
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ECONIS (ZBW) 167 RePEc 133 EconStor 16 Other ZBW resources 5 BASE 2
Showing 1 - 10 of 323
Cover Image
Coarse information design
Lyu, Qianjun; Suen, Wing-chuen; Zhang, Yimeng - 2024
mean (taken under the value function curvature) of the interval formed by neighboring signals. This property enables an …
Persistent link: https://www.econbiz.de/10014554650
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On Isaac's war game of attrition and attack using dynamic programming approach
Safa, Benghebrid; Touffik, Bouremani; Djamel, Benterki - In: Games 15 (2024) 6, pp. 1-18
strategic decision-making. The admissible feedback strategies and the corresponding value function are constructed through a … using a suitable Elementary Verification Theorem for the associated value function as an argument for sufficient optimality …
Persistent link: https://www.econbiz.de/10015271559
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Balancing resources for dynamic vehicle routing with stochastic customer requests
Soeffker, Ninja; Ulmer, Marlin W.; Mattfeld, Dirk C. - In: OR Spectrum 46 (2024) 2, pp. 331-373
dynamic decision making with respect to the dynamic requests, we present value function approximations with different feature … the value function approximation provides benefits and that the best choice of features leads to an average improvement of …
Persistent link: https://www.econbiz.de/10015333164
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Cover Image
Coarse information design
Lyu, Qianjun; Suen, Wing-chuen; Zhang, Yimeng - 2024
mean (taken under the value function curvature) of the interval formed by neighboring signals. This property enables an …
Persistent link: https://www.econbiz.de/10014553038
Saved in:
Cover Image
Hybrid value function approximation for solving the technician routing problem with stochastic repair requests
Pham, Dai T.; Kiesmüller, Gudrun - In: Transportation science 58 (2024) 2, pp. 499-519
Persistent link: https://www.econbiz.de/10014527166
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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
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Dynamic programming for pure-strategy subgame perfection in an arbitrary game
Streufert, Peter Alfred - 2023
. Then the set of subroots becomes the domain of a value function, and the piece-form partition becomes the framework for a …
Persistent link: https://www.econbiz.de/10014545900
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Fair allocation in crowd-sourced systems
Assif, Mishal; Kennedy, William; Saniee, Iraj - In: Games 14 (2023) 4, pp. 1-18
In this paper, we address the problem of fair sharing of the total value of a crowd-sourced network system between major participants (founders) and minor participants (crowd) using cooperative game theory. We use the framework of a Shapley allocation which is regarded as a fundamental method of...
Persistent link: https://www.econbiz.de/10014426363
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A re-examination of the foundations of the cost of capital for regulatory purposes
Biggar, Darryl - In: Journal of regulatory economics 64 (2023) 1/3, pp. 1-33
Persistent link: https://www.econbiz.de/10014383440
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Performance evaluation of emergency department physicians using robust value-based additive efficiency model
Labijak-Kowalska, Anna; Kadziński, Miłosz; Spychała, Inga - In: International transactions in operational research : a … 30 (2023) 1, pp. 503-544
Persistent link: https://www.econbiz.de/10013417027
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