Narrow search
Showing 311 - 320 of 763,361
Cover Image
The art of temporal approximation : an investigation into numerical solutions to discrete & continuous-time problems in economics
Eslami, Keyvan; Phelan, Thomas M. - 2023
Persistent link: https://www.econbiz.de/10014295510
Cover Image
A multi-fidelity rollout algorithm for dynamic resource allocation in population disease management
Ho, Ting-Yu; Liu, Shan; Zabinsky, Zelda B. - In: Health care management science 22 (2019) 4, pp. 727-755
Persistent link: https://www.econbiz.de/10012125600
Cover Image
Stochastic optimal control of manufacturing systems under production-dependent failure rates
Francie, Kouedeu Annie; Jean-Pierre, Kenne; Pierre, Dejax; … - In: International journal of production economics 150 (2014), pp. 174-187
Persistent link: https://www.econbiz.de/10010337521
Cover Image
Upper and lower bounds for convex value functions of derivative contracts
Ben-Ameur, Hatem; Frutos, Javier de; Fakhfakh, Tarek; … - In: Economic modelling 34 (2013), pp. 69-75
Persistent link: https://www.econbiz.de/10010360612
Cover Image
A stochastic dynamic pricing model for the multiclass problems in the airline industry
Otero, Daniel F.; Akhavan-Tabatabaei, Raha - In: European journal of operational research : EJOR 242 (2015) 1, pp. 188-200
Persistent link: https://www.econbiz.de/10010488018
Cover Image
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
Cover Image
Noninvasive test scheudling in live electricity markets at Transpower New Zealand
Batstone, Steve; Pritchard, Geoff; Zakeri, Golbon - In: Interfaces : the INFORMS journal on the practice of … 46 (2016) 6, pp. 482-492
Persistent link: https://www.econbiz.de/10011626256
Cover Image
Dynamic optimal hedge ratio design when price and production are stochastic with jump
Clément, Nyassoke Titi Gaston; Jules, Sadefo Kamdem; … - In: Annals of finance 18 (2022) 3, pp. 419-428
Persistent link: https://www.econbiz.de/10013440645
Cover Image
A simple but powerful simulated certainty equivalent approximation method for dynamic stochastic problems
Cai, Yongyang; Kenneth, L. Judd, - In: Quantitative economics : QE ; journal of the … 14 (2023) 2, pp. 651-687
We introduce a novel simulated certainty equivalent approximation (SCEQ) method for solving dynamic stochastic problems. Our examples show that SCEQ can quickly solve high-dimensional finite- or infinite-horizon, stationary or non- stationary dynamic stochastic problems with hundreds of state...
Persistent link: https://www.econbiz.de/10014308586