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~subject:"Dynamische Optimierung"
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Dynamische Optimierung
Stochastischer Prozess
19,123
Stochastic process
19,119
Theorie
10,913
Theory
10,881
Volatilität
4,274
Volatility
4,265
Optionspreistheorie
4,046
Option pricing theory
4,021
Mathematical programming
2,680
Mathematische Optimierung
2,680
Portfolio-Management
1,959
Portfolio selection
1,956
Zeitreihenanalyse
1,826
Time series analysis
1,821
Schätztheorie
1,782
Estimation theory
1,776
Schätzung
1,677
Estimation
1,676
Markov chain
1,377
Markov-Kette
1,375
Risk
1,292
Risiko
1,286
Principal component analysis
1,096
Optionsgeschäft
1,023
Option trading
1,020
Prognoseverfahren
985
Forecasting model
982
Monte Carlo simulation
921
Derivative
909
Derivat
908
Monte-Carlo-Simulation
908
CAPM
883
Statistische Verteilung
881
Statistical distribution
876
Börsenkurs
857
Share price
853
Simulation
851
Dynamic programming
830
Hauptkomponentenanalyse
749
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Online availability
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Undetermined
403
Free
152
CC license
16
Type of publication
All
Article
657
Book / Working Paper
175
Type of publication (narrower categories)
All
Article in journal
614
Aufsatz in Zeitschrift
614
Graue Literatur
68
Non-commercial literature
68
Arbeitspapier
61
Working Paper
61
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
Biografie
1
Biography
1
Conference proceedings
1
Forschungsbericht
1
Nachschlagewerk
1
Reference book
1
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Language
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English
817
German
17
Author
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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
94
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
20
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
Management science : journal of the Institute for Operations Research and the Management Sciences
14
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
14
Mathematical methods of operations research
13
Computational management science
12
Manufacturing & service operations management : M & SOM
10
Computational economics
8
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
8
Finance and stochastics
7
Quantitative finance
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
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)
832
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832
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1
Pathwise dynamic programming
Bender, Christian
;
Gärtner, Christian
;
Schweizer, Nikolaus
- In:
Mathematics of operations research
43
(
2018
)
3
,
pp. 965-995
Persistent link: https://www.econbiz.de/10011914390
Saved in:
2
A dynamic programming approach to power consumption minimization in gunbarrel natural gas networks with nonidentical compressor units
Deng, Tianhu
;
Liang, Yong
;
Zhang, Shixuan
;
Ren, Jingze
; …
- In:
INFORMS journal on computing : JOC
31
(
2019
)
3
,
pp. 593-611
Persistent link: https://www.econbiz.de/10012061813
Saved in:
3
Interpretable optimal stopping
Ciocan, Dragos Florin
;
Misic, Velibor V.
-
2020
-
Revised version of 2018/48/TOM
Persistent link: https://www.econbiz.de/10012161461
Saved in:
4
Dynamic programming for optimal stopping via pseudo-regression
Bayer, Christian
;
Redmann, Martin
;
Schoenmakers, John
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 29-44
Persistent link: https://www.econbiz.de/10012424631
Saved in:
5
Interpretable optimal stopping
Ciocan, Dragos Florin
;
Misic, Velibor V.
-
2018
Persistent link: https://www.econbiz.de/10012060394
Saved in:
6
Optimal investment and contingent claim valuation with exponential disutility under proportional transaction costs
Roux, Alet
;
Xu, Zhikang
- In:
International journal of theoretical and applied …
25
(
2022
)
4/5
,
pp. 1-45
Persistent link: https://www.econbiz.de/10013371223
Saved in:
7
Interpretable optimal stopping
Ciocan, Dragos Florin
;
Mišić, Velibor V.
- In:
Management science : journal of the Institute for …
68
(
2022
)
3
,
pp. 1616-1638
Persistent link: https://www.econbiz.de/10013259957
Saved in:
8
Management der Unternehmungsliquidität : ein Ansatz der stochastischen mehrstufigen linearen Programmierung
Schmid, Olivier
-
2000
Persistent link: https://www.econbiz.de/10001513261
Saved in:
9
Notes on dynamic programming and optimal control
Maffezzoli, Marco
-
1998
Persistent link: https://www.econbiz.de/10001496843
Saved in:
10
A stochastic programming approach to manufacturing flow control
Haurie, Alain
;
Moresino, Francesco
-
1999
Persistent link: https://www.econbiz.de/10001446208
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