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~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"International journal of financial engineering"
~subject:"Erneuerbare Ressourcen"
~subject:"Pollution"
~subject:"Quality control"
~subject:"Stochastic process"
~type_genre:"Aufsatz in Zeitschrift"
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Erneuerbare Ressourcen
Pollution
Quality control
Stochastic process
Control theory
44
Kontrolltheorie
44
Stochastischer Prozess
21
Mathematical programming
18
Mathematische Optimierung
18
Portfolio selection
13
Portfolio-Management
13
Stochastic optimal control
8
Dynamic programming
7
Dynamische Optimierung
7
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7
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7
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4
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4
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4
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3
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3
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Produktionssteuerung
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Quality management
2
Qualitätsmanagement
2
Statistical quality control
2
Statistische Qualitätskontrolle
2
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24
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Aufsatz in Zeitschrift
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24
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English
24
Author
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Leung, Tim
3
Boucekkine, Raouf
2
Federico, Salvatore
2
Gozzi, Fausto
2
Černý, Aleš
2
Balata, Alessandro
1
Bellani, Claudio
1
Bonneuil, Noël
1
Brigo, Damiano
1
Brunovský, Pavol
1
Buckley, Winston
1
Cao, Ping
1
Castellano, Rosella
1
Cerqueti, Roy
1
Chakraborti, Subhabrata
1
Di Giacinto, Marina
1
Doctor, Obonye
1
Done, Alex
1
Fabbri, Giorgio
1
Gaïgi, M'hamed
1
Ghate, Archis
1
Guo, Kevin
1
Gupta, Varun
1
Kamma, Thijs
1
Kim, Minsung
1
Komadel, Ján
1
Konicz, Agnieszka Karolina
1
Korn, Ralf
1
Lee, Kang Bok
1
Liu, Ke
1
Lleo, Sébastien
1
Loring, Matthew
1
Ludkovski, Michael
1
Ly Vath, Vathana
1
Maheshwari, Aditya
1
Marcondes Filho, Danilo
1
Melicherčík, Igor
1
Melnyk, Yaroslav
1
Mitra, Amitava
1
Moagi, Gaoganwe S.
1
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European journal of operational research : EJOR
International journal of financial engineering
Insurance / Mathematics & economics
31
Mathematics of operations research
19
International journal of theoretical and applied finance
15
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Finance and stochastics
13
Risks : open access journal
13
Journal of economic dynamics & control
11
Mathematical methods of operations research
11
Journal of mathematical finance
9
Mathematics and financial economics
9
Operations research
9
Computational economics
8
Dynamic games and applications : DGA
7
Operations research letters
7
Applied mathematical finance
6
International journal of production economics
6
Scandinavian actuarial journal
6
Finance research letters
5
Journal of risk and financial management : JRFM
5
Quantitative finance
5
International journal of production research
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
OR spectrum : quantitative approaches in management
4
American journal of agricultural economics
3
Annals of finance
3
Natural resource modeling : the official journal of the Resource Modeling Association
3
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
2
Decisions in economics and finance : DEF ; a journal of applied mathematics
2
Economic modelling
2
Energy economics
2
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
2
Games
2
INFORMS journal on applied analytics
2
Journal of banking & finance
2
Journal of mathematical economics
2
Journal of risk
2
LogForum : elektroniczne czasopismo naukowe z dziedziny logistyki
2
Manufacturing & service operations management : M & SOM
2
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ECONIS (ZBW)
24
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1
On the separation of estimation and control in risk-sensitive investment problems under incomplete observation
Lleo, Sébastien
;
Runggaldier, Wolfgang J.
- In:
European journal of operational research : EJOR
316
(
2024
)
1
,
pp. 200-214
Persistent link: https://www.econbiz.de/10014573970
Saved in:
2
Optimal investment-consumption-insurance strategy with inflation risk and stochastic income in an Itô-Lévy setting
Moagi, Gaoganwe S.
;
Doctor, Obonye
- In:
International journal of financial engineering
11
(
2024
)
2
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014574920
Saved in:
3
Near-optimal asset allocation in financial markets with trading constraints
Kamma, Thijs
;
Pelsser, Antoon André Jean
- In:
European journal of operational research : EJOR
297
(
2022
)
2
,
pp. 766-781
Persistent link: https://www.econbiz.de/10013259935
Saved in:
4
Optimal harvesting under marine reserves and uncertain environment
Gaïgi, M'hamed
;
Ly Vath, Vathana
;
Scotti, Simone
- In:
European journal of operational research : EJOR
301
(
2022
)
3
,
pp. 1181-1194
Persistent link: https://www.econbiz.de/10013267842
Saved in:
5
Optimal bookmaking
Loring, Matthew
;
Zhou, Zhou
;
Zou, Bin
- In:
European journal of operational research : EJOR
295
(
2021
)
2
,
pp. 560-574
Persistent link: https://www.econbiz.de/10013205968
Saved in:
6
Optimal trading : the importance of being adaptive
Bellani, Claudio
;
Brigo, Damiano
;
Done, Alex
;
Neuman, Eyal
- In:
International journal of financial engineering
8
(
2021
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012815097
Saved in:
7
Statistical learning for probability-constrained stochastic optimal control
Balata, Alessandro
;
Ludkovski, Michael
;
Maheshwari, Aditya
- In:
European journal of operational research : EJOR
290
(
2021
)
2
,
pp. 640-656
Persistent link: https://www.econbiz.de/10012495210
Saved in:
8
From firm to global-level pollution control : the case of transboundary pollution
Boucekkine, Raouf
;
Fabbri, Giorgio
;
Federico, Salvatore
; …
- In:
European journal of operational research : EJOR
290
(
2021
)
1
,
pp. 331-345
Persistent link: https://www.econbiz.de/10012436393
Saved in:
9
Simple explicit formula for near-optimal stochastic lifestyling
Černý, Aleš
;
Melicherčík, Igor
- In:
European journal of operational research : EJOR
284
(
2020
)
2
,
pp. 769-778
Persistent link: https://www.econbiz.de/10012238805
Saved in:
10
Optimal selection and release problem in software testing process : a continuous time stochastic control approach
Cao, Ping
;
Yang, Ke
;
Liu, Ke
- In:
European journal of operational research : EJOR
285
(
2020
)
1
,
pp. 211-222
Persistent link: https://www.econbiz.de/10012239541
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