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~subject:"Dynamische Optimierung"
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Dynamische Optimierung
Stochastischer Prozess
19,337
Stochastic process
19,159
Theorie
10,645
Theory
10,633
Volatilität
4,146
Volatility
4,143
Optionspreistheorie
3,721
Option pricing theory
3,715
Mathematical programming
2,670
Mathematische Optimierung
2,670
Portfolio selection
1,895
Portfolio-Management
1,895
Zeitreihenanalyse
1,750
Time series analysis
1,746
Estimation theory
1,683
Schätztheorie
1,683
Estimation
1,530
Schätzung
1,526
Markov chain
1,366
Markov-Kette
1,366
Risk
1,245
Risiko
1,237
Option trading
892
Optionsgeschäft
892
Monte-Carlo-Simulation
874
Monte Carlo simulation
873
Statistical distribution
850
Statistische Verteilung
850
Simulation
841
Dynamic programming
834
CAPM
828
Börsenkurs
826
Share price
824
Derivat
819
Derivative
819
Prognoseverfahren
809
Forecasting model
808
Wahrscheinlichkeitsrechnung
704
Probability theory
697
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Undetermined
404
Free
151
CC license
16
Type of publication
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Article
658
Book / Working Paper
177
Type of publication (narrower categories)
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Article in journal
615
Aufsatz in Zeitschrift
615
Graue Literatur
66
Non-commercial literature
66
Arbeitspapier
59
Working Paper
59
Aufsatz im Buch
34
Book section
34
Hochschulschrift
24
Thesis
16
Lehrbuch
10
Textbook
8
Conference paper
7
Konferenzbeitrag
7
Bibliografie enthalten
4
Bibliography included
4
Collection of articles of several authors
4
Konferenzschrift
4
Sammelwerk
4
Aufsatzsammlung
3
Collection of articles written by one author
3
Rezension
3
Sammlung
3
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1
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1
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1
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1
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1
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English
818
German
18
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1
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Ulmer, Marlin Wolf
14
Escudero, Laureano F.
10
Shapiro, Alexander
10
Thomas, Barrett W.
8
Dekker, Rommert
7
Sethi, Suresh
7
Sethi, Suresh P.
7
Stein, Jerome L.
7
Barro, Diana
6
Cai, Yongyang
6
Consigli, Giorgio
6
Judd, Kenneth L.
6
Liang, Zongxia
6
Mattfeld, Dirk C.
6
Sandal, Leif K.
6
Wallace, Stein W.
6
Ackooij, Wim van
5
Bertocchi, Marida
5
Brown, David B.
5
Canestrelli, Elio
5
Dempster, Michael A. H.
5
Ferrari, Giorgio
5
Guan, Guohui
5
Guigues, Vincent
5
Monge, Juan F.
5
Pflug, Georg
5
Powell, Warren B.
5
Schlosser, Rainer
5
Steinbuks, Jevgenijs
5
Tomasgard, Asgeir
5
Zhang, Hanqin
5
Zhang, Qing
5
Balseiro, Santiago R.
4
Benkherouf, Lakdere
4
Bensoussan, Alain
4
Björk, Tomas
4
Chen, Zhiping
4
Delage, Erick
4
Dowson, Oscar
4
Druedahl, Jeppe
4
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Institution
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Econometrisch Instituut <Rotterdam>
1
IFIP/IIASA/GAMM-Workshop on Dynamic Stochastic Optimization <2002, Laxenburg>
1
Institutionen för Skogsekonomi <Umeå>
1
Judge Institute of Management Studies
1
National Bureau of Economic Research
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Springer Fachmedien Wiesbaden
1
Stanford University.
1
Stochastic Optimization Workshop <2001>
1
Universität Augsburg
1
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Published in...
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European journal of operational research : EJOR
95
Operations research
45
International journal of production research
27
Mathematics of operations research
24
Computers & operations research : and their applications to problems of world concern ; an international journal
20
INFORMS journal on computing : JOC
19
Journal of economic dynamics & control
19
International journal of production economics
18
Operations research letters
16
Computational Management Science : CMS
15
Insurance / Mathematics & economics
14
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
14
Management science : journal of the Institute for Operations Research and the Management Sciences
13
Mathematical methods of operations research
13
Computational management science
12
Manufacturing & service operations management : M & SOM
12
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
9
Computational economics
8
Finance and stochastics
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
OR spectrum : quantitative approaches in management
6
Omega : the international journal of management science
6
Production and operations management : an international journal of the Production and Operations Management Society
6
Production and operations management : the flagship research journal of the Production and Operations Management Society
6
Quantitative finance
6
Transportation research / E : an international journal
6
Transportation science
6
Annals of operations research
5
Journal of the Operational Research Society
5
Quantitative economics : QE ; journal of the Econometric Society
5
SpringerLink / Bücher
5
Econometric Institute research papers
4
IMA journal of management mathematics
4
Journal of scheduling
4
Mathematics and financial economics
4
Networks and spatial economics : a journal of infrastructure modeling and computation
4
Stochastic optimization: theory and applications
4
Working paper series
4
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
4
American journal of agricultural economics
3
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Source
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ECONIS (ZBW)
833
USB Cologne (EcoSocSci)
2
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1
Extensions of the sequential stochastic assignment problem
Khatibi, Arash
;
Baharian, Golshid
;
Behzad, Banafsheh
; …
- In:
Mathematical methods of operations research
82
(
2015
)
3
,
pp. 317-340
Persistent link: https://www.econbiz.de/10011405954
Saved in:
2
On the adaptation of the Lagrange formalism to continuous time stochastic optimal control : a Lagrange-Chow redux
Ewald, Christian
;
Nolan, Charles
- In:
Journal of economic dynamics & control
162
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10015050299
Saved in:
3
Semi-Markov and decision processes
1971
Persistent link: https://www.econbiz.de/10009602974
Saved in:
4
Konstruktive Optimierung dynamischer und stochastischer Prozesse
Spremann, Klaus
;
Gessner, Peter
-
1973
Persistent link: https://www.econbiz.de/10004697625
Saved in:
5
Management der Unternehmungsliquidität : ein Ansatz der stochastischen mehrstufigen linearen Programmierung
Schmid, Olivier
-
2000
Persistent link: https://www.econbiz.de/10001513261
Saved in:
6
Notes on dynamic programming and optimal control
Maffezzoli, Marco
-
1998
Persistent link: https://www.econbiz.de/10001496843
Saved in:
7
A stochastic programming approach to manufacturing flow control
Haurie, Alain
;
Moresino, Francesco
-
1999
Persistent link: https://www.econbiz.de/10001446208
Saved in:
8
On planning and design of logistics systems for uncertain environments
Daganzo, Carlos
;
Erera, Alan L.
- In:
New trends in distribution logistics
,
(pp. 3-21)
.
1999
Persistent link: https://www.econbiz.de/10001454058
Saved in:
9
Recursive direct algorithms for multistage stochastic programs in financial engineering
Steinbach, Marc C.
- In:
Operations research proceedings 1998 : selected papers …
,
(pp. 241-250)
.
1999
Persistent link: https://www.econbiz.de/10001437540
Saved in:
10
Portfolio optimization via stochastic programming : methods of output analysis
Dupačová, Jitka
- In:
Mathematical methods of operations research
50
(
1999
)
2
,
pp. 245-270
Persistent link: https://www.econbiz.de/10001428771
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