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~subject:"Mathematische Optimierung"
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Mathematische Optimierung
Theorie
731,861
Theory
716,951
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Hertog, Dirk den
65
Gendreau, Michel
59
Nesterov, Jurij Evgenʹevič
54
Bertsimas, Dimitris
47
Escudero, Laureano F.
46
Kleijnen, Jack P. C.
46
Sethi, Suresh
43
Dolgui, Alexandre
42
Lodi, Andrea
42
Pardalos, Panos M.
42
Zhang, Shuzhong
42
Kimms, Alf
41
Drexl, Andreas
40
Spieksma, Frits C. R.
37
Wolsey, Laurence A.
37
Puerto, Justo
36
Voß, Stefan
36
Goerigk, Marc
35
Hao, Jin-Kao
33
Speranza, Maria Grazia
33
Laporte, Gilbert
30
Talman, Dolf
30
Vial, Jean-Philippe
30
Chu, Chengbin
29
Chu, Feng
29
Figueira, José Rui
29
Ben-Tal, Aharon
28
Coelho, Leandro C.
28
Ehrgott, Matthias
28
Delage, Erick
27
Leus, Roel
27
Liu, Ming
27
Morabito, Reinaldo
27
Soumis, François
27
Ahmed, Shabbir
26
Demeulemeester, Erik
26
Desaulniers, Guy
26
Iori, Manuel
26
Letchford, Adam N.
26
Ljubić, Ivana
26
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Deutsche Forschungsgemeinschaft
16
National Bureau of Economic Research
15
Econometrisch Instituut <Rotterdam>
13
IGI Global
13
Institut für Ökonometrie und Operations Research, Rheinische Friedrich-Wilhelms-Universität Bonn
12
Erasmus Research Institute of Management
11
Institut für Betriebswirtschaftslehre <Darmstadt> / Fachgebiet Operations-Research
11
Center for Economic Research <Tilburg>
9
International Federation for Information Processing
6
Deutsche Gesellschaft für Operations-Research
5
International Institute for Applied Systems Analysis
5
Gesellschaft für Operations-Research
4
Institutionen för Skogsekonomi <Umeå>
4
International Workshop on Global Optimization <1999, Florenz>
4
Martin-Luther-Universität Halle-Wittenberg / Wirtschaftswissenschaftliche Fakultät
4
Conference on Optimization Techniques <8, 1977, Würzburg>
3
Edward Elgar Publishing
3
European Commission / Joint Research Centre
3
Forschungsinstitut für Diskrete Mathematik
3
Gesellschaft für Angewandte Mathematik und Mechanik
3
Helmut-Schmidt-Universität/Universität der Bundeswehr Hamburg
3
Innocenzo Gasparini Institute for Economic Research <Mailand>
3
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
3
Springer International Publishing
3
Technische Universität Clausthal
3
The Wharton Financial Institutions Center
3
Universitat Pompeu Fabra / Departament d'Economia i Empresa
3
2. Symposium in Linear Programming Washington, D. C. Jan. 27-29, 1955
2
Conference on Computational Methods in Global Optimization <1991, Princeton, NJ>
2
Erasmus Institute for Advanced Studies in Management
2
Eric Cuvillier <Firma>
2
FernUniversität in Hagen
2
Institut für Ökonometrie und Operations Research, Forschungsinstitut für Diskrete Mathematik, Rheinische Friedrich-Wilhelms-Universität Bonn
2
Logos Verlag Berlin
2
Novosibirskaja Gosudarstvennaja Akademija Ėkonomiki i Upravlenija
2
OECD
2
Rheinische Friedrich-Wilhelms-Universität Bonn / Institut für Ökonometrie und Operations-Research
2
Society for Industrial and Applied Mathematics
2
Sonderforschungsbereich Information und die Koordination Wirtschaftlicher Aktivitäten <Bonn>
2
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
2
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European journal of operational research : EJOR
2,197
Computers & operations research : and their applications to problems of world concern ; an international journal
1,173
International journal of production research
620
Operations research letters
601
Operations research
401
Mathematics of operations research
375
INFORMS journal on computing : JOC
339
International journal of production economics
268
Omega : the international journal of management science
238
Transportation research / E : an international journal
212
Mathematical methods of operations research
207
Journal of the Operational Research Society : OR
186
Management science : journal of the Institute for Operations Research and the Management Sciences
185
Computers & operations research : an international journal
176
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
175
Opsearch : journal of the Operational Research Society of India
169
Journal of the Operational Research Society
165
OR spectrum : quantitative approaches in management
154
Operational research : an international journal
145
Annals of operations research
136
International transactions in operational research : ITOR ; a journal of the International Federation of Operational Research Societies (IFORS)
132
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
132
RAIRO / Operations research
124
Journal of global optimization
120
International transactions in operational research : a journal of the International Federation of Operational Research Societies
119
Top : transactions in operations research
119
Discussion paper / Center for Economic Research, Tilburg University
112
Les cahiers du GERAD
112
Computational Management Science : CMS
110
4OR : a quarterly journal of operations research
109
Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel
107
Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
96
Discussion paper / Tinbergen Institute
96
Computational economics
93
Journal of economic dynamics & control
90
Operations research forum
90
CORE discussion paper : DP
88
EURO journal on computational optimization
88
SpringerLink / Bücher
88
Journal of scheduling
85
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ECONIS (ZBW)
20,424
EconStor
107
OLC EcoSci
4
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1
Bayesian failure-rate modeling and preventive maintenance optimization
Belyi, Dmitriy
;
Popova, Elmira
;
Morton, David P.
; …
- In:
European journal of operational research : EJOR
262
(
2017
)
3
,
pp. 1085-1093
Persistent link: https://www.econbiz.de/10011802470
Saved in:
2
A Bayesian stochastic Kriging optimization model dealing with heteroscedastic simulation noise for freeway traffic management
Chen, Xiqun Michael
;
He, Xiang
;
Xiong, Chenfeng
;
Zhu, Zheng
- In:
Transportation science : a journal of the Institute for …
53
(
2019
)
2
,
pp. 545-565
Persistent link: https://www.econbiz.de/10012022510
Saved in:
3
Particle Filters for Markov Switching Stochastic
Volatility
Models
Yun, Bao
;
Chiarella, Carl
;
Kang, Boda
-
2012
This paper proposes an auxiliary particle filter algorithm for inference in regime switching stochastic
volatility
…
Persistent link: https://www.econbiz.de/10014164616
Saved in:
4
Particle filters for Markov switching stochastic
volatility
models
Yun, Bao
;
Chiarella, Carl
;
Kang, Boda
- In:
The Oxford handbook of computational economics and finance
,
(pp. 249-266)
.
2018
Persistent link: https://www.econbiz.de/10011952212
Saved in:
5
Particle Filters for Markov Switching Stochastic
Volatility
Models
Yun, Bao
;
Chiarella, Carl
;
Kang, Boda
- In:
The Oxford handbook of computational economics and finance
.
2018
Persistent link: https://www.econbiz.de/10013475840
Saved in:
6
On regularized optimal execution problems and their singular limits
Souza, Max O.
;
Thamsten, Y.
- In:
Applied mathematical finance
29
(
2022
)
2
,
pp. 79-109
Persistent link: https://www.econbiz.de/10013554788
Saved in:
7
Portfolio optimization and stochastic
volatility
asymptotics
Fouque, Jean-Pierre
;
Sircar, Kaushik Ronnie
; …
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 704-745
Persistent link: https://www.econbiz.de/10011764969
Saved in:
8
Portfolio optimization problem with delay under Cox-Ingersoll-Ross model
A, Chunxiang
;
Shao, Yi
- In:
Journal of mathematical finance
7
(
2017
)
3
,
pp. 699-717
Persistent link: https://www.econbiz.de/10011752489
Saved in:
9
Multi-Asset portfolio optimization with stochastic Sharpe ratio under drawdown constraint
Biswas, Subhojit
;
Jawaid, Saif
;
Mukherjee, Diganta
- In:
Annals of financial economics
15
(
2020
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10012642950
Saved in:
10
Fixed-point iterative algorithm for SVI model
Yang, Shuzhen
;
Zhang, Wenqing
- In:
Finance research letters
80
(
2025
),
pp. 1-9
Persistent link: https://www.econbiz.de/10015422848
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