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~isPartOf:"Computers & operations research : and their applications to problems of world concern ; an international journal"
~isPartOf:"Dynamic games and applications : DGA"
~isPartOf:"Energy economics"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Markov-Kette"
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Stochastischer Prozess
Markov chain
136
Markov-Kette
136
Theorie
38
Theory
38
Game theory
33
Spieltheorie
33
Volatility
33
Volatilität
33
Oil price
25
Ölpreis
25
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Schätzung
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Welt
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Queueing theory
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Stochastisches Spiel
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Warteschlangentheorie
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Commodity derivative
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Decision
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Entscheidung
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Rohstoffderivat
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Erdöl
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Petroleum
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Time series analysis
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Zeitreihenanalyse
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Dynamic programming
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Dynamische Optimierung
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Ausín, M. Concepción
1
Balbus, Lukasz
1
Banik, A. D.
1
Baum, Christopher F.
1
Brix, Anne Floor
1
Bruneel, Herwig
1
Buchholz, Peter
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Chao, Wan-Ling
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Chaudhry, M. L.
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Chen, Liyuan
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Chen, Xian
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Chiarella, Carl
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Dehler-Holland, Joris
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Dohndorf, Iryna
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Fan, Xiaoqing
1
Galeano, Pedro
1
Gohareh, Mehdy Morady
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Gonzalez, Jhonny
1
Hernández-Hernández, Daniel
1
Ignatieva, Ekaterina
1
Kang, Boda
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Keles, Dogan
1
Lin, Xenos Chang-Shuo
1
Lunde, Asger
1
Mansouri, Ehsan
1
Mei, R. D. van der
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Miao, Daniel Wei-Chung
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Moriarty, John
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Nikitopoulos, Christina Sklibosios
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Palczewski, Jan
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Reffett, Kevin L.
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Ricalde-Guerrero, Joshué H.
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Tô, Thuy-Duong
1
Usanov, D.
1
Ven, Peter van de
1
Virbickaitė, Audronė
1
Wei, Qingda
1
Wei, Wei
1
Wittevrongel, Sabine
1
Wong, Patrick
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Computers & operations research : and their applications to problems of world concern ; an international journal
Dynamic games and applications : DGA
Energy economics
European journal of operational research : EJOR
37
Insurance / Mathematics & economics
22
International journal of theoretical and applied finance
20
Mathematics of operations research
17
Quantitative finance
14
Journal of econometrics
13
Operations research
13
Finance and stochastics
12
International journal of production research
12
Annals of operations research
11
Economic modelling
11
Computational economics
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Mathematical methods of operations research
10
Risks : open access journal
10
Working paper / Department of Econometrics and Business Statistics, Monash University
9
Econometric reviews
8
Economic theory : official journal of the Society for the Advancement of Economic Theory
8
Journal of economic dynamics & control
8
Journal of mathematical finance
8
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
8
Finance research letters
7
Mathematical methods of operations research : ZOR
7
Operations research letters
7
Annals of finance
6
Applied mathematical finance
6
Asia-Pacific financial markets
6
Journal of forecasting
6
Journal of risk and financial management : JRFM
6
Quantitative economics : QE ; journal of the Econometric Society
6
Review of quantitative finance and accounting
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
The journal of computational finance
6
International journal of financial engineering
5
International journal of production economics
5
Journal of empirical finance
5
Opsearch : journal of the Operational Research Society of India
5
Scandinavian actuarial journal
5
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ECONIS (ZBW)
17
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1
A simple and efficient computing procedure of the stationary system-length distributions for GIX/D/c and BMAP/D/c queues
Banik, A. D.
;
Chaudhry, M. L.
;
Wittevrongel, Sabine
; …
- In:
Computers & operations research : and their …
138
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013040812
Saved in:
2
A simulation-optimization framework for generating dynamic dispatching rules for stochastic job shop with earliness and tardiness penalties
Gohareh, Mehdy Morady
;
Mansouri, Ehsan
- In:
Computers & operations research : and their …
140
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013173501
Saved in:
3
Zero-sum stochastic games with random rules of priority, discrete linear-quadratic model
Hernández-Hernández, Daniel
;
Ricalde-Guerrero, Joshué H.
- In:
Dynamic games and applications : DGA
12
(
2022
)
4
,
pp. 1293-1311
Persistent link: https://www.econbiz.de/10013433667
Saved in:
4
Evaluation of photovoltaic storage systems on energy markets under uncertainty using stochastic dynamic programming
Keles, Dogan
;
Dehler-Holland, Joris
- In:
Energy economics
106
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013202117
Saved in:
5
Modelling high frequency crude oil dynamics using affine and non-affine jump-diffusion models
Ignatieva, Ekaterina
;
Wong, Patrick
- In:
Energy economics
108
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013203083
Saved in:
6
Offline approximate value iteration for dynamic solutions to the multivehicle routing problem with stochastic demand
Zhang, Xiaonan
;
Zhang, Jianxiong
;
Fan, Xiaoqing
- In:
Computers & operations research : and their …
146
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013347436
Saved in:
7
Dispatching fire trucks under stochastic driving times
Usanov, D.
;
Ven, Peter van de
;
Mei, R. D. van der
- In:
Computers & operations research : and their …
114
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012146647
Saved in:
8
Copula stochastic volatility in oil returns : approximate Bayesian computation with volatility prediction
Virbickaitė, Audronė
;
Ausín, M. Concepción
; …
- In:
Energy economics
92
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012519661
Saved in:
9
Risk-sensitive average equilibria for discrete-time stochastic games
Wei, Qingda
;
Chen, Xian
- In:
Dynamic games and applications : DGA
9
(
2019
)
2
,
pp. 521-549
Persistent link: https://www.econbiz.de/10012225474
Saved in:
10
Leverage effects and stochastic volatility in spot oil returns : a Bayesian approach with VaR and CVaR applications
Chen, Liyuan
;
Zerilli, Paola
;
Baum, Christopher F.
- In:
Energy economics
79
(
2019
),
pp. 111-129
Persistent link: https://www.econbiz.de/10012172264
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