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~subject:"Mathematische Optimierung"
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Search: subject:"Stochastic dual dynamic programming"
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Mathematische Optimierung
Dynamic programming
24
Dynamische Optimierung
24
Mathematical programming
24
Stochastic process
24
Stochastischer Prozess
24
Theorie
24
Theory
24
Stochastic dual dynamic programming
21
Stochastic programming
10
stochastic dual dynamic programming
7
Benders decomposition
4
Portfolio selection
4
Portfolio-Management
4
Risikoaversion
4
Risk aversion
4
Decomposition method
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Dekompositionsverfahren
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Importance sampling
3
Multistage stochastic programming
3
OR in energy
3
Risiko
3
Risk
3
Scheduling problem
3
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3
Stochastic Dual Dynamic Programming
3
Beschaffung
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Brasilien
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2
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2
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2
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2
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2
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Adulyasak, Yossiri
2
Cordeau, Jean-François
2
Dowson, Oscar
2
Dupačová, Jitka
2
Guigues, Vincent
2
Kozmík, Václav
2
Rebennack, Steffen
2
Shapiro, Alexander
2
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2
Wozabal, David
2
Ahmed, Shabbir
1
Anderson, C. Lindsay
1
Bandarra, Michelle
1
Benjaafar, Saif
1
Boujemma, Rania
1
Bruno, Sergio
1
Diniz, Andre Luiz
1
Gicquel, Céline
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1
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1
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1
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1
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1
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1
Maceira, Maria Elvira P.
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Morton, David P.
1
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1
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European journal of operational research : EJOR
7
Computational Management Science : CMS
2
Computational management science
2
Application of operations research to financial markets
1
CIRRELT
1
INFORMS journal on computing : JOC
1
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
1
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1
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1
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1
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Operations research letters
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Stochastic optimization: theory and applications
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ECONIS (ZBW)
24
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An SDDP-based solution approach for carriers' selection and shipments assignment under dynamic stochastic demand
Boujemma, Rania
;
Rekik, Monia
;
Hajji, Adnène
-
2022
Persistent link: https://www.econbiz.de/10013253131
Saved in:
2
Optimizing freight procurement for transportation-inventory systems under supply and demand uncertainty
Wu, Lingxiao
;
Adulyasak, Yossiri
;
Cordeau, Jean-François
-
2022
Persistent link: https://www.econbiz.de/10013269897
Saved in:
3
Parallel and distributed computing for
stochastic
dual
dynamic
programming
Ávila, D.
;
Papavasiliou, A.
;
Löhndorf, Nils
- In:
Computational management science
19
(
2022
)
2
,
pp. 199-226
Persistent link: https://www.econbiz.de/10013262686
Saved in:
4
Large-scale financial planning via a partially observable
stochastic
dual
dynamic
programming
framework
Lee, Jinkyu
;
Kwon, Do-Gyun
;
Lee, Yongjae
;
Kim, Jang Ho
; …
- In:
Quantitative finance
23
(
2023
)
9
,
pp. 1341-1360
Persistent link: https://www.econbiz.de/10014339931
Saved in:
5
A stochastic dual dynamic integer programming based approach for remanufacturing planning under uncertainty
Quezada, Franco
;
Gicquel, Céline
;
Kedad-Sidhoum, Safia
- In:
International journal of production research
61
(
2023
)
17
,
pp. 5992-6012
Persistent link: https://www.econbiz.de/10014382683
Saved in:
6
Stochastic
dual
dynamic
programming
for multiechelon lot sizing with component substitution
Thevenin, Simon
;
Adulyasak, Yossiri
;
Cordeau, Jean-François
- In:
INFORMS journal on computing : JOC ; charting new …
34
(
2022
)
6
,
pp. 3151-3169
Persistent link: https://www.econbiz.de/10014326735
Saved in:
7
Dynamic inventory repositioning in on-demand rental networks
Benjaafar, Saif
;
Jiang, Daniel
;
Li, Xiang
;
Li, Xiaobo
- In:
Management science : journal of the Institute for …
68
(
2022
)
11
,
pp. 7861-7878
Persistent link: https://www.econbiz.de/10014279436
Saved in:
8
Envelope theorems for multistage linear stochastic optimization
Terça, Gonçalo
;
Wozabal, David
- In:
Operations research
69
(
2021
)
5
,
pp. 1608-1629
Persistent link: https://www.econbiz.de/10012661077
Saved in:
9
SDDP.jl : a Julia package for
stochastic
dual
dynamic
programming
Dowson, Oscar
;
Kapelevich, Lea
- In:
INFORMS journal on computing : JOC
33
(
2021
)
1
,
pp. 27-33
Persistent link: https://www.econbiz.de/10012496342
Saved in:
10
Single cut and multicut
stochastic
dual
dynamic
programming
with cut selection for multistage stochastic linear programs : convergence proof and numerical experiments
Bandarra, Michelle
;
Guigues, Vincent
- In:
Computational management science
18
(
2021
)
2
,
pp. 125-148
Persistent link: https://www.econbiz.de/10012543381
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