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~subject:"Dynamische Optimierung"
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Dynamische Optimierung
Theorie
71
Theory
71
Mathematical programming
50
Mathematische Optimierung
50
Stochastic process
33
Stochastischer Prozess
33
Portfolio selection
26
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Risikomaß
17
Risk measure
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Dynamic programming
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Risk
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Ganzzahlige Optimierung
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Integer programming
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Robustes Verfahren
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Allgemeines Gleichgewicht
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Control theory
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Decomposition method
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Dekompositionsverfahren
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Heuristics
6
Kontrolltheorie
6
Optimization
6
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6
Time consistency
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5
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English
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Shapiro, Alexander
10
Başak, Suleyman
4
Shapiro, Alex
4
Ahmed, Shabbir
3
Cheng, Yi
3
Liu, Rui Peng
2
Bruno, Sergio
1
Costa, Joari Paulo da
1
Doulabi, Hossein Hashemi
1
Guigues, Vincent
1
Huang, Kai
1
Löhndorf, Nils
1
Nemhauser, George L.
1
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1
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Institute of Finance and Accounting <London>
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European journal of operational research : EJOR
6
Operations research
3
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2
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1
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1
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
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ECONIS (ZBW)
16
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1
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:
2
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:
3
A stochastic programming approach for planning horizons of infinite horizon capacity planning problems
Huang, Kai
;
Ahmed, Shabbir
- In:
European journal of operational research : EJOR
200
(
2009/10
)
1
,
pp. 74-84
Persistent link: https://www.econbiz.de/10003894992
Saved in:
4
State-variable modeling for a class of two-stage stochastic optimization problems
Doulabi, Hossein Hashemi
;
Ahmed, Shabbir
;
Nemhauser, …
- In:
INFORMS journal on computing : JOC ; charting new …
34
(
2022
)
1
,
pp. 354-369
Persistent link: https://www.econbiz.de/10013359075
Saved in:
5
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:
6
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:
7
A model of credit risk, optimal policies, and asset prices
Başak, Suleyman
;
Shapiro, Alex
-
2000
Persistent link: https://www.econbiz.de/10001539732
Saved in:
8
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:
9
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:
10
Rectangular sets of probability measures
Shapiro, Alexander
- In:
Operations research
64
(
2016
)
2
,
pp. 528-541
Persistent link: https://www.econbiz.de/10011485624
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