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~isPartOf:"Computational Management Science : CMS"
~subject:"Heuristics"
~subject:"Stochastischer Prozess"
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Computational Management Science : CMS
European journal of operational research : EJOR
239
Computers & operations research : and their applications to problems of world concern ; an international journal
87
Operations research
83
International journal of production research
72
Journal of economic dynamics & control
53
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Omega : the international journal of management science
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Journal of the Operational Research Society
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Journal of the Operational Research Society : OR
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Finance and stochastics
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International journal of theoretical and applied finance
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Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
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1
Optimal insurance portfolio risk-adjusted performance through dynamic stochastic programming
Consigli, Giorgio
;
Moriggia, Vittorio
;
Vitali, Sebastiano
; …
- In:
Computational Management Science : CMS
15
(
2018
)
3/4
,
pp. 599-632
Persistent link: https://www.econbiz.de/10011923011
Saved in:
2
Stochastic dynamic programming approach to managing power system uncertainty with distributed storage
Zéphyr, Luckny
;
Anderson, C. Lindsay
- In:
Computational Management Science : CMS
15
(
2018
)
1
,
pp. 87-110
Persistent link: https://www.econbiz.de/10011860872
Saved in:
3
A discrete optimality system for an optimal harvesting problem
Bakan, Hacer Öz
;
Yilmaz, Fikriye
;
Weber, Gerhard-Wilhelm
- In:
Computational Management Science : CMS
14
(
2017
)
4
,
pp. 519-533
Persistent link: https://www.econbiz.de/10011758945
Saved in:
4
SDDP for mutlistage stochastic programs : preprocessing via scenario reduction
Dupačová, Jitka
;
Kozmík, Václav
- In:
Computational Management Science : CMS
14
(
2017
)
1
,
pp. 67-80
Persistent link: https://www.econbiz.de/10011710330
Saved in:
5
A dynamic programming model of energy storage and transformer deployments to relieve distribution contraints
Xi, Xiaomin
;
Sioshansi, Ramteen
- In:
Computational Management Science : CMS
13
(
2016
)
1
,
pp. 119-146
Persistent link: https://www.econbiz.de/10011669243
Saved in:
6
Accelerating viability kernel computation with CUDA architecture : application to bycatch fishery management
Brias, Antoine
;
Mathias, Jean-Denis
;
Deffuant, Guillaume
- In:
Computational Management Science : CMS
13
(
2016
)
3
,
pp. 371-391
Persistent link: https://www.econbiz.de/10011669301
Saved in:
7
On variance reduction of mean-CVaR Monte Carlo estimators
Kozmík, Václav
- In:
Computational Management Science : CMS
12
(
2015
)
2
,
pp. 221-242
Persistent link: https://www.econbiz.de/10010513412
Saved in:
8
Stochastic model for energy commercialisation of small hydro plants in the Brazilian energy market
Matos, Vitor L. de
;
Sierra, Mauro A. G.
;
Finardi, Erlon C.
- In:
Computational Management Science : CMS
12
(
2015
)
1
,
pp. 111-127
Persistent link: https://www.econbiz.de/10010481777
Saved in:
9
Controlled approximation of the value function in stochastic dynamic programming for multi-reservoir systems
Zéphyr, Luckny
;
Lang, Pascal
;
Lamond, Bernhard F.
- In:
Computational Management Science : CMS
12
(
2015
)
4
,
pp. 539-557
Persistent link: https://www.econbiz.de/10011386268
Saved in:
10
An approximate dynamic programming framework for modeling global climate policy under decision-dependent uncertainty
Webster, Mort
;
Santen, Nidhi
;
Parpas, Panos
- In:
Computational Management Science : CMS
9
(
2012
)
3
,
pp. 339-362
Persistent link: https://www.econbiz.de/10009582634
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