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Stochastic process
79
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79
Theorie
65
Theory
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Mathematical programming
53
Mathematische Optimierung
53
stochastic programming
20
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Powell, Warren B.
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Bayraksan, Güzin
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INFORMS journal on computing : JOC
European journal of operational research : EJOR
745
International journal of theoretical and applied finance
338
Physica A: Statistical Mechanics and its Applications
328
Insurance / Mathematics & economics
292
The European Physical Journal B - Condensed Matter and Complex Systems
259
Journal of econometrics
243
International journal of production research
221
Finance and stochastics
209
Operations research
195
Computers & operations research : and their applications to problems of world concern ; an international journal
191
Operations research letters
184
Mathematics of operations research
179
Quantitative finance
176
Journal of economic dynamics & control
145
International journal of production economics
140
Risks : open access journal
136
Discussion paper / Tinbergen Institute
133
Applied mathematical finance
124
Stochastic Processes and their Applications
124
Mathematical finance : an international journal of mathematics, statistics and financial theory
118
Computational economics
114
The journal of computational finance
107
Economics letters
103
Management science : journal of the Institute for Operations Research and the Management Sciences
97
Econometric reviews
91
MPRA Paper
91
Journal of mathematical finance
90
Energy economics
88
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
88
Economic modelling
86
Transportation research / E : an international journal
85
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
85
Omega : the international journal of management science
84
Mathematical methods of operations research
83
Finance research letters
82
International journal of financial engineering
82
Working paper
82
Annals of operations research
77
Computational Management Science : CMS
74
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ECONIS (ZBW)
85
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85
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1
A computational approach to first passage problems of reflected hyperexponential jump diffusion
processes
Cai, Ning
;
Yang, Xuewei
- In:
INFORMS journal on computing : JOC
33
(
2021
)
1
,
pp. 216-229
Persistent link: https://www.econbiz.de/10012496376
Saved in:
2
Mitigating information asymmetry in liver allocation
Nemati, Sepehr
;
Icten, Zeynep G.
;
Maillart, Lisa M.
; …
- In:
INFORMS journal on computing : JOC
32
(
2020
)
2
,
pp. 234-248
Persistent link: https://www.econbiz.de/10012242668
Saved in:
3
A data-driven model of an appointment-generated arrival process at an outpatient clinic
Kim, Song-Hee
;
Whitt, Ward
;
Cha, Won Chul
- In:
INFORMS journal on computing : JOC
30
(
2018
)
1
,
pp. 181-199
Persistent link: https://www.econbiz.de/10011848229
Saved in:
4
Logic-based benders decomposition and binary decision diagram based approaches for stochastic distributed operating room scheduling
Guo, Cheng
;
Bodur, Merve
;
Aleman, Dionne M.
;
Urbach, …
- In:
INFORMS journal on computing : JOC
33
(
2021
)
4
,
pp. 1551-1569
Persistent link: https://www.econbiz.de/10012796948
Saved in:
5
Bilevel integer programs with stochastic right-hand sides
Zhang, Junlong
;
Özaltın, Osman Y.
- In:
INFORMS journal on computing : JOC
33
(
2021
)
4
,
pp. 1644-1660
Persistent link: https://www.econbiz.de/10012796959
Saved in:
6
A learning-based matheuristic for stochastic multicommodity network design
Sarayloo, Fatemeh
;
Crainic, Teodor Gabriel
;
Rei, Walter
- In:
INFORMS journal on computing : JOC
33
(
2021
)
2
,
pp. 643-656
Persistent link: https://www.econbiz.de/10012546147
Saved in:
7
Reducing simulation input-model risk via input model averaging
Nelson, Barry L.
;
Wan, Alan T. K.
;
Zou, Guohua
;
Zhang, …
- In:
INFORMS journal on computing : JOC
33
(
2021
)
2
,
pp. 672-684
Persistent link: https://www.econbiz.de/10012546154
Saved in:
8
Monge properties, optimal greedy policies, and policy improvement for the dynamic stochastic transportation problem
Estes, Alexander S.
;
Ball, Michael O.
- In:
INFORMS journal on computing : JOC
33
(
2021
)
2
,
pp. 785-807
Persistent link: https://www.econbiz.de/10012546229
Saved in:
9
A multistage stochastic programming approach to the optimal surveillance and control of the emerald ash borer in cities
Kıbış, Eyyüb Y.
;
Haight, Robert G.
;
Najmaddin, Akhundov
- In:
INFORMS journal on computing : JOC
33
(
2021
)
2
,
pp. 808-834
Persistent link: https://www.econbiz.de/10012546238
Saved in:
10
Multicomponent maintenance optimization : a stochastic programming approach
Zhu, Zhicheng
;
Xiang, Yisha
;
Zeng, Bo
- In:
INFORMS journal on computing : JOC
33
(
2021
)
3
,
pp. 898-914
Persistent link: https://www.econbiz.de/10012628772
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