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~isPartOf:"European journal of operational research : EJOR"
~subject:"Stochastic process"
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Stochastic process
Kontrolltheorie
41
Control theory
38
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15
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European journal of operational research : EJOR
Insurance / Mathematics & economics
31
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
22
Mathematics of operations research
18
International journal of theoretical and applied finance
15
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
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International journal of production economics
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Scandinavian actuarial journal
6
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Journal of risk and financial management : JRFM
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Institute of Mathematical Economics Working Paper
4
International journal of financial engineering
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Management science : journal of the Institute for Operations Research and the Management Sciences
4
OR spectrum : quantitative approaches in management
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3
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SFB 649 discussion paper
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Advanced mathematical methods for finance
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American journal of agricultural economics
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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ECONIS (ZBW)
15
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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
Saved in:
7
Management of online server congestion using optimal demand throttling
Perera, Sandun
;
Gupta, Varun
;
Buckley, Winston
- In:
European journal of operational research : EJOR
285
(
2020
)
1
,
pp. 324-342
Persistent link: https://www.econbiz.de/10012239568
Saved in:
8
An adaptive exponentially weighted moving average-type control chart to monitor the process mean
Mitra, Amitava
;
Lee, Kang Bok
;
Chakraborti, Subhabrata
- In:
European journal of operational research : EJOR
279
(
2019
)
3
,
pp. 902-911
Persistent link: https://www.econbiz.de/10012102800
Saved in:
9
Optimal trade execution under endogenous pressure to liquidate : theory and numerical solutions
Brunovský, Pavol
;
Černý, Aleš
;
Komadel, Ján
- In:
European journal of operational research : EJOR
264
(
2018
)
3
,
pp. 1159-1171
Persistent link: https://www.econbiz.de/10011802354
Saved in:
10
Profiting from product-harm crises in competitive markets
Rubel, Olivier
- In:
European journal of operational research : EJOR
265
(
2018
)
1
,
pp. 219-227
Persistent link: https://www.econbiz.de/10011805407
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