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~isPartOf:"Energy economics"
~isPartOf:"International journal of production economics"
~subject:"Mathematical programming"
~subject:"Monte Carlo simulation"
~subject:"Schätzung"
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Search: subject_exact:"Stochastic process"
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Mathematical programming
Monte Carlo simulation
Schätzung
Stochastic process
204
Stochastischer Prozess
204
Theorie
107
Theory
107
Inventory model
54
Lagerhaltungsmodell
54
Mathematische Optimierung
49
Lieferkette
36
Supply chain
36
Lagermanagement
32
Warehouse management
32
Volatility
29
Volatilität
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Stochastic programming
25
Option pricing theory
21
Optionspreistheorie
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Electric power industry
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Elektrizitätswirtschaft
19
Simulation
18
Oil price
17
Production planning
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Produktionsplanung
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Ölpreis
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Demand
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Dynamic programming
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Nachfrage
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Commodity derivative
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Rohstoffderivat
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Dynamische Optimierung
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Electricity price
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Risiko
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Risk
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Markov chain
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Markov-Kette
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Estimation
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Marufuzzaman, Mohammad
3
Baum, Christopher F.
2
Bian, Linkan
2
Chowdhury, Sudipta
2
Dror, Moshe
2
Gharbi, A.
2
Hewitt, Mike
2
Ignatieva, Ekaterina
2
Li, Y. P.
2
Quddus, Md Abdul
2
Summerfield, Nichalin S.
2
Zerilli, Paola
2
Abate, Arega Getaneh
1
Abbasi, Babak
1
Abdelsalam, Hisham M.
1
Acebes, F.
1
Ahmed, Abdulaziz
1
Akbari Jokar, Mohammad Reza
1
Almada-Lobo, Bernardo
1
Almeida, Franklin A.
1
Amorim, Pedro
1
Andriosopoulos, Kostas
1
Angus, Andrew
1
Arouri, Mohamed
1
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Assid, M.
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Aydin, Nezir
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Baboli, Armand
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1
Brennan, Feargal
1
Brix, Anne Floor
1
Brown, K. N.
1
Brown, Kenneth G.
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Caporin, Massimiliano
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Energy economics
International journal of production economics
European journal of operational research : EJOR
297
Computers & operations research : and their applications to problems of world concern ; an international journal
103
Operations research
84
Mathematics of operations research
70
Operations research letters
69
International journal of production research
63
Journal of econometrics
59
INFORMS journal on computing : JOC
54
Computational Management Science : CMS
40
Transportation research / E : an international journal
37
Econometric reviews
36
Discussion paper / Tinbergen Institute
35
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
34
Omega : the international journal of management science
33
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
32
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
32
Quantitative finance
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Working paper
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Annals of operations research
29
Computational economics
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International journal of theoretical and applied finance
29
Management science : journal of the Institute for Operations Research and the Management Sciences
26
Economic modelling
24
Insurance / Mathematics & economics
22
OR spectrum : quantitative approaches in management
22
Applied economics
21
Mathematical methods of operations research
21
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
20
Journal of the Operational Research Society
20
Finance and stochastics
19
IMA journal of management mathematics
19
Journal of banking & finance
19
Journal of economic dynamics & control
19
Journal of empirical finance
19
The journal of computational finance
19
CAMA working paper series
18
Les cahiers du GERAD
18
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
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1
Economic production quantity for a decaying item with stochastic demand and positive lead time
Castellano, Davide
;
Glock, Christoph H.
- In:
International journal of production economics
267
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014460501
Saved in:
2
Combining deep reinforcement learning and multi-stage stochastic programming to address the supply chain inventory management problem
Stranieri, Francesco
;
Fadda, Edoardo
;
Stella, Fabio Antonio
- In:
International journal of production economics
268
(
2024
),
pp. 13
Persistent link: https://www.econbiz.de/10014460541
Saved in:
3
On the egalitarian-utilitarian spectrum in stochastic capacitated resource allocation problems
Li, Linda
;
Firouz, Mohammad
;
Ahmed, Abdulaziz
;
Delen, Dursun
- In:
International journal of production economics
262
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014328963
Saved in:
4
Better to grow or better to improve? : measuring environmental efficiency in OECD countries with a stochastic environmental Kuznets frontier (SEKF)
Badunenko, Oleg
;
Galeotti, Marzio
;
Hunt, Lester C.
- In:
Energy economics
121
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014438777
Saved in:
5
On the volatility of WTI crude oil prices : a time-varying approach with stochastic volatility
Thai-Ha Le
;
Boubaker, Sabri
;
Manh Tien Bui
;
Park, Donghyun
- In:
Energy economics
117
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014436424
Saved in:
6
Impact of aleatoric, stochastic and epistemic uncertainties on project cost contingency reserves
Curto, D.
;
Acebes, F.
;
González-Varona, J. M.
;
Poza, David
- In:
International journal of production economics
253
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013448506
Saved in:
7
Dynamic ordering decisions with approximate learning of supply yield uncertainty
Gel, Esma S.
;
Salman, F. Sibel
- In:
International journal of production economics
243
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013197598
Saved in:
8
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:
9
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:
10
Stochastic convergence of per capita greenhouse gas emissions : new unit root tests with breaks and a factor structure
Payne, James E.
;
Lee, Junsoo
;
Islam, Md. Towhidul
; …
- In:
Energy economics
113
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013540483
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