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~subject:"Dynamische Optimierung"
~isPartOf:"INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"Computational Management Science : CMS"
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Dynamische Optimierung
Stochastic process
108
Stochastischer Prozess
108
Theorie
85
Theory
85
Mathematical programming
68
Mathematische Optimierung
68
Stochastic programming
22
Dynamic programming
11
stochastic programming
11
Portfolio selection
10
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Robust statistics
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stochastic optimization
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Zéphyr, Luckny
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INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
Computational Management Science : CMS
European journal of operational research : EJOR
57
Operations research
24
Journal of economic dynamics & control
18
International journal of production research
15
International journal of production economics
13
Computers & operations research : and their applications to problems of world concern ; an international journal
12
Insurance / Mathematics & economics
12
Mathematics of operations research
12
Management science : journal of the Institute for Operations Research and the Management Sciences
10
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
10
Operations research letters
9
INFORMS journal on computing : JOC
8
Manufacturing & service operations management : M & SOM
8
Mathematical methods of operations research
6
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Networks and spatial economics : a journal of infrastructure modeling and computation
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Optimal financial decision making under uncertainty
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Production and operations management : an international journal of the Production and Operations Management Society
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Production and operations management : the flagship research journal of the Production and Operations Management Society
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ECONIS (ZBW)
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1
A nonconvex regularization scheme for the stochastic dual dynamic programming algorithm
Bhattacharya, Arnab
;
Kharoufeh, Jeffrey P.
;
Zeng, Bo
- In:
INFORMS journal on computing : JOC ; charting new …
35
(
2023
)
5
,
pp. 1161-1178
Persistent link: https://www.econbiz.de/10014423013
Saved in:
2
Stochastic dual dynamic programming for multiechelon lot sizing with component substitution
Thevenin, Simon
;
Adulyasak, Yossiri
;
Cordeau, Jean-François
- In:
INFORMS journal on computing : JOC ; charting new …
34
(
2022
)
6
,
pp. 3151-3169
Persistent link: https://www.econbiz.de/10014326735
Saved in:
3
Risk-averse stochastic programming vs. adaptive robust optimization : a virtual power plant application
Lima, Ricardo M.
;
Conejo, Antonio J.
;
Giraldi, Loïc
; …
- In:
INFORMS journal on computing : JOC ; charting new …
34
(
2022
)
3
,
pp. 1795-1818
Persistent link: https://www.econbiz.de/10013361856
Saved in:
4
Stochastic dynamic programming approach to managing power system uncertainty with distributed storage
Zéphyr, Luckny
;
Anderson, C. Lindsay
- In:
Computational Management Science : CMS
15
(
2018
)
1
,
pp. 87-110
Persistent link: https://www.econbiz.de/10011860872
Saved in:
5
Optimal insurance portfolio risk-adjusted performance through dynamic stochastic programming
Consigli, Giorgio
;
Moriggia, Vittorio
;
Vitali, Sebastiano
; …
- In:
Computational Management Science : CMS
15
(
2018
)
3/4
,
pp. 599-632
Persistent link: https://www.econbiz.de/10011923011
Saved in:
6
SDDP for mutlistage stochastic programs : preprocessing via scenario reduction
Dupačová, Jitka
;
Kozmík, Václav
- In:
Computational Management Science : CMS
14
(
2017
)
1
,
pp. 67-80
Persistent link: https://www.econbiz.de/10011710330
Saved in:
7
A discrete optimality system for an optimal harvesting problem
Bakan, Hacer Öz
;
Yilmaz, Fikriye
;
Weber, Gerhard-Wilhelm
- In:
Computational Management Science : CMS
14
(
2017
)
4
,
pp. 519-533
Persistent link: https://www.econbiz.de/10011758945
Saved in:
8
A dynamic programming model of energy storage and transformer deployments to relieve distribution contraints
Xi, Xiaomin
;
Sioshansi, Ramteen
- In:
Computational Management Science : CMS
13
(
2016
)
1
,
pp. 119-146
Persistent link: https://www.econbiz.de/10011669243
Saved in:
9
On variance reduction of mean-CVaR Monte Carlo estimators
Kozmík, Václav
- In:
Computational Management Science : CMS
12
(
2015
)
2
,
pp. 221-242
Persistent link: https://www.econbiz.de/10010513412
Saved in:
10
Stochastic model for energy commercialisation of small hydro plants in the Brazilian energy market
Matos, Vitor L. de
;
Sierra, Mauro A. G.
;
Finardi, Erlon C.
- In:
Computational Management Science : CMS
12
(
2015
)
1
,
pp. 111-127
Persistent link: https://www.econbiz.de/10010481777
Saved in:
11
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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