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isPartOf:"SFB 649 discussion paper"
~isPartOf:"Annals of finance"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Mathematical programming"
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Search: subject_exact:"Stochastisches Modell"
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Mathematical programming
Stochastic process
1,155
Stochastischer Prozess
1,155
Theorie
757
Theory
757
Mathematische Optimierung
315
Option pricing theory
227
Optionspreistheorie
227
Portfolio selection
198
Portfolio-Management
198
Volatility
166
Volatilität
166
Stochastic programming
143
Risk
118
Risiko
115
Dynamic programming
77
Dynamische Optimierung
76
Inventory model
74
Lagerhaltungsmodell
74
Markov chain
71
Markov-Kette
71
Control theory
67
Kontrolltheorie
67
Scheduling problem
67
Scheduling-Verfahren
67
Probability theory
59
Wahrscheinlichkeitsrechnung
59
Lagermanagement
55
Warehouse management
55
Simulation
54
Risikomaß
51
Risk measure
51
Risikomanagement
49
Risk management
49
Risk aversion
48
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47
Tourenplanung
47
Vehicle routing problem
47
Robust statistics
46
Robustes Verfahren
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315
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Escudero, Laureano F.
8
Shapiro, Alexander
8
Gendreau, Michel
5
Maggioni, Francesca
5
Rossi, Roberto
4
Ahmed, Shabbir
3
Côté, Pascal
3
Florio, Alexandre M.
3
Garín, María Araceli
3
Klibi, Walid
3
Mehrotra, Sanjay
3
Merino, María
3
Monge, Juan F.
3
Oliveira, Fabricio
3
Pflug, Georg
3
Pichler, Alois
3
Powell, Warren B.
3
Pérez, Gloría
3
Street, Alexandre
3
Young, Virginia R.
3
Zhang, Dali
3
Ackooij, Wim van
2
Aktürk, M. Selim
2
Alem, Douglas
2
Bai, Ruibin
2
Bansal, Manish
2
Bertazzi, Luca
2
Bhuiyan, Tanveer Hossain
2
Bomze, Immanuel M.
2
Buchheim, Christoph
2
Bunn, Derek W.
2
Carravilla, Maria Antónia
2
Delage, Erick
2
Desaulniers, Guy
2
Detienne, Boris
2
Downward, Anthony
2
Eskandarpour, Majid
2
Federico, Salvatore
2
Gabl, Markus
2
Gauvin, Charles
2
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SFB 649 discussion paper
Annals of finance
European journal of operational research : EJOR
Insurance / Mathematics & economics
Mathematical finance : an international journal of mathematics, statistics and financial theory
Computers & operations research : and their applications to problems of world concern ; an international journal
101
Operations research
80
Operations research letters
68
Mathematics of operations research
63
International journal of production research
62
INFORMS journal on computing : JOC
51
International journal of production economics
41
Computational Management Science : CMS
39
Transportation research / E : an international journal
36
Omega : the international journal of management science
32
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
32
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
31
Annals of operations research
25
Management science : journal of the Institute for Operations Research and the Management Sciences
22
OR spectrum : quantitative approaches in management
21
Mathematical methods of operations research
18
IMA journal of management mathematics
16
Les cahiers du GERAD
16
Top : an official journal of the Spanish Society of Statistics and Operations Research
16
Journal of the Operational Research Society
15
Computational economics
14
Computational management science
13
International journal of theoretical and applied finance
13
International transactions in operational research : a journal of the International Federation of Operational Research Societies
13
Operational research : an international journal
12
Quantitative finance
12
EURO journal on transportation and logistics
11
Opsearch : journal of the Operational Research Society of India
11
European journal of industrial engineering : EJIE
10
Journal of the Operational Research Society : OR
10
Manufacturing & service operations management : M & SOM
10
Socio-economic planning sciences : the international journal of public sector decision-making
10
CIRRELT
9
Finance and stochastics
9
SpringerLink / Bücher
9
Working papers / TSE : WP
9
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
9
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ECONIS (ZBW)
315
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1
Index policy for multiarmed bandit problem with dynamic risk measures
Malekipirbazari, Milad
;
Çavuş, Özlem
- In:
European journal of operational research : EJOR
312
(
2024
)
2
,
pp. 627-640
Persistent link: https://www.econbiz.de/10014456308
Saved in:
2
Stochastic search for a parametric cost function approximation : energy storage with rolling forecasts
Ghadimi, Saeed
;
Powell, Warren B.
- In:
European journal of operational research : EJOR
312
(
2024
)
2
,
pp. 641-652
Persistent link: https://www.econbiz.de/10014456310
Saved in:
3
A heuristic approach to the stochastic capacitated single allocation hub location problem with Bernoulli demands
Andaryan, Abdullah Zareh
;
Mousighichi, Kasra
; …
- In:
European journal of operational research : EJOR
312
(
2024
)
3
,
pp. 954-968
Persistent link: https://www.econbiz.de/10014456450
Saved in:
4
Mathematical programs with distributionally robust chance constraints : statistical robustness, discretization and reformulation
Jiang, Jie
;
Peng, Shen
- In:
European journal of operational research : EJOR
313
(
2024
)
2
,
pp. 616-627
Persistent link: https://www.econbiz.de/10014456605
Saved in:
5
A target-time-windows technique for project scheduling under uncertainty
Lamas, Patricio
;
Goycoolea, Marcos
;
Pagnoncelli, Bernardo
; …
- In:
European journal of operational research : EJOR
314
(
2024
)
2
,
pp. 792-806
Persistent link: https://www.econbiz.de/10014456903
Saved in:
6
Profit-based unit commitment models with price-responsive decision-dependent uncertainty
Lejeune, Miguel A.
;
Dehghanian, Payman
;
Ma, Wenbo
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1052-1064
Persistent link: https://www.econbiz.de/10014456935
Saved in:
7
Leveraging decision diagrams to solve two-stage stochastic programs with binary recourse and logical linking constraints
MacNeil, Moira
;
Bodur, Merve
- In:
European journal of operational research : EJOR
315
(
2024
)
1
,
pp. 228-241
Persistent link: https://www.econbiz.de/10014562823
Saved in:
8
A sample robust optimal bidding model for a virtual power plant
Kim, Seokwoo
;
Choi, Dong Gu
- In:
European journal of operational research : EJOR
316
(
2024
)
3
,
pp. 1101-1113
Persistent link: https://www.econbiz.de/10014577860
Saved in:
9
Multi-period time window assignment for attended home delivery
Côté, Jean-François
;
Mansini, Renata
;
Raffaele, Alice
- In:
European journal of operational research : EJOR
316
(
2024
)
1
,
pp. 295-309
Persistent link: https://www.econbiz.de/10014573998
Saved in:
10
Risk budgeting portfolios from simulations
Costa, Bernardo Freitas Paulo da
;
Pesenti, Silvana M.
; …
- In:
European journal of operational research : EJOR
311
(
2023
)
3
,
pp. 1040-1056
Persistent link: https://www.econbiz.de/10014440198
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