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~subject:"Dynamische Optimierung"
~person:"Guan, Guohui"
~person:"Powell, Warren B."
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Dynamische Optimierung
Stochastic process
18
Stochastischer Prozess
18
Theorie
14
Theory
14
Mathematical programming
9
Mathematische Optimierung
9
Dynamic programming
8
Portfolio selection
6
Portfolio-Management
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Pension fund
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Pensionskasse
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Defined contribution pension plan
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Stochastic dynamic programming
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Stochastic interest rate
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Altersvorsorge
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Interest rate
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Retirement provision
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Robust statistics
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Robustes Verfahren
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Nash equilibrium
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Risikoaversion
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Rückversicherung
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Simulation
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Simulation optimization
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Spieltheorie
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Stochastic contribution rate
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Stochastic programming
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Guan, Guohui
Powell, Warren B.
Shapiro, Alexander
9
Ulmer, Marlin Wolf
8
Stein, Jerome L.
7
Dekker, Rommert
6
Ljungqvist, Lars
6
Barro, Diana
5
Brown, David B.
5
Canestrelli, Elio
5
Escudero, Laureano F.
5
Guigues, Vincent
5
Liang, Zongxia
5
Björk, Tomas
4
Consigli, Giorgio
4
Dempster, Michael A. H.
4
Mattfeld, Dirk C.
4
Murgoci, Agatha
4
Pham, Huyên
4
Sargent, Thomas J.
4
Zéphyr, Luckny
4
Atakan, Alp
3
Balseiro, Santiago R.
3
Bertocchi, Marida
3
Bertsekas, Dimitri P.
3
Cerqueti, Roy
3
Chen, Zhiping
3
Cheng, Yi
3
Dawande, Milind
3
Dowson, Oscar
3
Feng, Qi
3
Frenk, Johannes G.
3
Freund, Daniel
3
Gülpınar, Nalân
3
Janakiraman, Ganesh
3
Kamihigashi, Takashi
3
Lang, Pascal
3
Löhndorf, Nils
3
Monge, Juan F.
3
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Insurance / Mathematics & economics
4
INFORMS journal on computing : JOC
3
European journal of operational research : EJOR
1
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1
Robust equilibrium strategies in a defined benefit pension plan game
Guan, Guohui
;
Hu, Jiaqi
;
Liang, Zongxia
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 193-217
Persistent link: https://www.econbiz.de/10013380514
Saved in:
2
A unified framework for stochastic optimization
Powell, Warren B.
- In:
European journal of operational research : EJOR
275
(
2019
)
3
,
pp. 795-821
Persistent link: https://www.econbiz.de/10011993597
Saved in:
3
Benchmarking a scalable approximate dynamic programming algorithm for stochastic control of grid-level energy storage
Salas, Daniel F.
;
Powell, Warren B.
- In:
INFORMS journal on computing : JOC
30
(
2018
)
1
,
pp. 106-123
Persistent link: https://www.econbiz.de/10011848153
Saved in:
4
Parallel nonstationary direct policy search for risk-averse stochastic optimization
Moazeni, Somayeh
;
Powell, Warren B.
;
Defourny, Boris
; …
- In:
INFORMS journal on computing : JOC
29
(
2017
)
2
,
pp. 332-349
Persistent link: https://www.econbiz.de/10011691216
Saved in:
5
A stochastic Nash equilibrium portfolio game between two DC pension funds
Guan, Guohui
;
Liang, Zongxia
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 237-244
Persistent link: https://www.econbiz.de/10011597279
Saved in:
6
Optimal management of DC pension plan in stochastic interest rate and stochastic volatility framework
Guan, Guohui
;
Liang, Zongxia
- In:
Insurance / Mathematics & economics
57
(
2014
),
pp. 58-66
Persistent link: https://www.econbiz.de/10010402734
Saved in:
7
Optimal reinsurance and investment strategies for insurer under interest rate and inflation risks
Guan, Guohui
;
Liang, Zongxia
- In:
Insurance / Mathematics & economics
55
(
2014
),
pp. 105-115
Persistent link: https://www.econbiz.de/10010366200
Saved in:
8
Merging AI and OR to solve high-dimensional stochastic optimization problems using approximate dynamic programming
Powell, Warren B.
- In:
INFORMS journal on computing : JOC
22
(
2010
)
1
,
pp. 2-17
Persistent link: https://www.econbiz.de/10003962600
Saved in:
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