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Mathematical programming
Monte Carlo
838
Monte Carlo simulation
248
Monte-Carlo-Simulation
244
Theorie
142
Theory
129
Schätztheorie
80
Estimation theory
76
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73
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58
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29
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simulation
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Bender, Christian
2
Georghiou, Angelos
2
Schweizer, Nikolaus
2
Tsoukalas, Angelos
2
Wiesemann, Wolfram
2
Antonelli, Fabio
1
Bi, Shujun
1
Bigeon, Jean
1
Canning, Patrick N.
1
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1
Cerqueti, Roy
1
Chen, Ren-Raw
1
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1
Dedieu, Antoine
1
Ge, Houtian
1
Guo, Ivan
1
Guo, Shaoyan
1
Gärtner, Christian
1
Gómez, Miguel I.
1
Gürbüz, Burcu
1
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1
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1
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1
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1
Husein, Ismail
1
Ibáñez, Alfredo
1
Laan, Niels van der
1
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1
Ning, Wei
1
Pan, Shaohua
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1
Pascal, Julien
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Operations research
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Journal of risk and financial management : JRFM
2
Cahiers d'etudes / Banque Centrale du Luxembourg
1
Central European journal of operations research
1
Computational Management Science : CMS
1
Computational economics
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Decisions in economics and finance : DEF ; a journal of applied mathematics
1
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1
European journal of operational research : EJOR
1
INFORMS journal on computing : JOC
1
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1
Journal of agricultural economics : JAE
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Mathematics and financial economics
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Mathematics of operations research
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ECONIS (ZBW)
22
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1
The optimal method for pricing Bermudan options by simulation
Ibáñez, Alfredo
;
Velasco, Carlos
- In:
Mathematical finance : an international journal of …
28
(
2018
)
4
,
pp. 1143-1180
Persistent link: https://www.econbiz.de/10011969082
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2
Consumption optimization for recursive utility in a jump-diffusion model
Antonelli, Fabio
;
Mancini, Carlo
- In:
Decisions in economics and finance : DEF ; a journal of …
39
(
2016
)
2
,
pp. 293-310
Persistent link: https://www.econbiz.de/10011642633
Saved in:
3
Error bounds for rank constrained optimization problems and applications
Bi, Shujun
;
Pan, Shaohua
- In:
Operations research letters
44
(
2016
)
3
,
pp. 336-341
Persistent link: https://www.econbiz.de/10011506076
Saved in:
4
Higher-order total variation bounds for expectations of periodic functions and simple integer recourse approximations
Laan, Niels van der
;
Romeijnders, Ward
;
Vlerk, Maarten …
- In:
Computational Management Science : CMS
15
(
2018
)
3/4
,
pp. 325-349
Persistent link: https://www.econbiz.de/10011922951
Saved in:
5
Robust dual dynamic programming
Georghiou, Angelos
;
Tsoukalas, Angelos
;
Wiesemann, Wolfram
- In:
Operations research
67
(
2019
)
3
,
pp. 813-830
Persistent link: https://www.econbiz.de/10012040291
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6
A primal-dual lifting scheme for two-stage robust optimization
Georghiou, Angelos
;
Tsoukalas, Angelos
;
Wiesemann, Wolfram
- In:
Operations research
68
(
2020
)
2
,
pp. 572-590
Persistent link: https://www.econbiz.de/10012213388
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7
Utility preference robust optimization with moment-type information structure
Guo, Shaoyan
;
Xu, Huifu
;
Zhang, Sainan
- In:
Operations research
72
(
2024
)
5
,
pp. 2241-2261
Persistent link: https://www.econbiz.de/10015361808
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8
Asymptotic analysis of semidefinite bounds for polynomial optimization and independent sets in geometric hypergraphs
Slot, Lucas
-
2022
Persistent link: https://www.econbiz.de/10013411884
Saved in:
9
Subset selection with shrinkage : sparse linear modeling when the SNR is low
Mazumder, Rahul
;
Radchenko, Peter
;
Dedieu, Antoine
- In:
Operations research
71
(
2023
)
1
,
pp. 129-147
Persistent link: https://www.econbiz.de/10014308406
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10
Rumour propagation : an operational research approach by computational and information theory
Gürbüz, Burcu
;
Mawengkang, Herman
;
Husein, Ismail
; …
- In:
Central European journal of operations research
30
(
2022
)
1
,
pp. 345-365
Persistent link: https://www.econbiz.de/10013185116
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