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~subject:"Dynamische Optimierung"
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Dynamische Optimierung
Stochastischer Prozess
19,337
Stochastic process
19,158
Theorie
10,533
Theory
10,522
Volatilität
4,130
Volatility
4,126
Optionspreistheorie
3,720
Option pricing theory
3,714
Mathematical programming
2,667
Mathematische Optimierung
2,667
Portfolio selection
1,890
Portfolio-Management
1,890
Zeitreihenanalyse
1,741
Time series analysis
1,734
Estimation theory
1,677
Schätztheorie
1,677
Estimation
1,510
Schätzung
1,505
Markov chain
1,365
Markov-Kette
1,365
Risk
1,240
Risiko
1,232
Option trading
891
Optionsgeschäft
891
Monte-Carlo-Simulation
873
Monte Carlo simulation
872
Statistical distribution
845
Statistische Verteilung
845
Simulation
835
Dynamic programming
834
CAPM
826
Derivat
819
Derivative
819
Börsenkurs
811
Share price
809
Forecasting model
801
Prognoseverfahren
801
Wahrscheinlichkeitsrechnung
704
Probability theory
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Undetermined
404
Free
151
CC license
16
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Article
658
Book / Working Paper
177
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Article in journal
615
Aufsatz in Zeitschrift
615
Graue Literatur
66
Non-commercial literature
66
Arbeitspapier
59
Working Paper
59
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34
Book section
34
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Thesis
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10
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8
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7
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7
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4
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4
Collection of articles of several authors
4
Konferenzschrift
4
Sammelwerk
4
Aufsatzsammlung
3
Collection of articles written by one author
3
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3
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3
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1
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1
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English
818
German
18
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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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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
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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
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6
Notes on dynamic programming and optimal control
Maffezzoli, Marco
-
1998
Persistent link: https://www.econbiz.de/10001496843
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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
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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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