Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Dynamic programming"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Rejoinder on: Stability in lin...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Dynamic programming
Theorie
64
Theory
64
Mathematical programming
44
Mathematische Optimierung
44
Portfolio selection
25
Portfolio-Management
25
Stochastic process
23
Stochastischer Prozess
23
Dynamische Optimierung
15
Risikomaß
15
Risk measure
15
Risk
12
Risiko
11
Risk aversion
11
Game theory
10
Risikoaversion
10
Spieltheorie
10
Stochastic programming
10
Allgemeines Gleichgewicht
9
General equilibrium
9
Investment Fund
8
Investmentfonds
8
Operations Research
8
Operations research
7
Risikomanagement
7
Robust statistics
7
Robustes Verfahren
7
Benchmarking
6
Control theory
6
Kontrolltheorie
6
Risk management
6
Time consistency
6
Zeitkonsistenz
6
CAPM
5
Heuristics
5
Heuristik
5
Risk measures
5
Statistical distribution
5
Statistische Verteilung
5
more ...
less ...
Online availability
All
Undetermined
9
Free
1
Type of publication
All
Article
11
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Language
All
English
14
Author
All
Shapiro, Alexander
10
Başak, Suleyman
4
Shapiro, Alex
4
Cheng, Yi
3
Liu, Rui Peng
2
Ahmed, Shabbir
1
Bruno, Sergio
1
Costa, Joari Paulo da
1
Guigues, Vincent
1
Löhndorf, Nils
1
Pichler, Alois
1
Soares, Murilo Pereira
1
Street, Alexandre
1
Tekaya, Wajdi
1
more ...
less ...
Institution
All
Institute of Finance and Accounting <London>
1
Published in...
All
European journal of operational research : EJOR
5
Operations research
3
Operations research letters
2
Discussion paper / Centre for Economic Policy Research
1
IFA working paper
1
The journal of business : B
1
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
1
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Analysis of stochastic dual dynamic programming method
Shapiro, Alexander
- In:
European journal of operational research : EJOR
209
(
2011
)
1
,
pp. 63-72
Persistent link: https://www.econbiz.de/10008798705
Saved in:
2
A model of credit risk, optimal policies and asset prices
Başak, Suleyman
(
contributor
);
Shapiro, Alex
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700402
Saved in:
3
Risk-averse stochastic optimal control : An efficiently computable statistical upper bound
Guigues, Vincent
;
Shapiro, Alexander
;
Cheng, Yi
- In:
Operations research letters
51
(
2023
)
4
,
pp. 393-400
Persistent link: https://www.econbiz.de/10014426574
Saved in:
4
A model of credit risk, optimal policies, and asset prices
Başak, Suleyman
;
Shapiro, Alex
-
2000
Persistent link: https://www.econbiz.de/10001539732
Saved in:
5
Risk neutral and risk averse Stochastic Dual Dynamic Programming method
Shapiro, Alexander
;
Tekaya, Wajdi
;
Costa, Joari Paulo da
; …
- In:
European journal of operational research : EJOR
224
(
2013
)
2
,
pp. 375-391
Persistent link: https://www.econbiz.de/10009683060
Saved in:
6
A model of credit risk, optimal policies, and asset prices
Başak, Suleyman
;
Shapiro, Alex
- In:
The journal of business : B
78
(
2005
)
4
,
pp. 1215-1266
Persistent link: https://www.econbiz.de/10003172608
Saved in:
7
Rectangular sets of probability measures
Shapiro, Alexander
- In:
Operations research
64
(
2016
)
2
,
pp. 528-541
Persistent link: https://www.econbiz.de/10011485624
Saved in:
8
Risk neutral and risk averse approaches to multistage renewable investment planning under uncertainty
Bruno, Sergio
;
Ahmed, Shabbir
;
Shapiro, Alexander
; …
- In:
European journal of operational research : EJOR
250
(
2016
)
3
,
pp. 979-989
Persistent link: https://www.econbiz.de/10011445359
Saved in:
9
Modeling time-dependent randomness in stochastic dual dynamic programming
Löhndorf, Nils
;
Shapiro, Alexander
- In:
European journal of operational research : EJOR
273
(
2019
)
2
,
pp. 650-661
Persistent link: https://www.econbiz.de/10011987574
Saved in:
10
Risk neutral reformulation approach to risk averse stochastic programming
Liu, Rui Peng
;
Shapiro, Alexander
- In:
European journal of operational research : EJOR
286
(
2020
)
1
,
pp. 21-31
Persistent link: https://www.econbiz.de/10012239878
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
