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~isPartOf:"Operations research"
~subject:"Dynamic programming"
~subject:"Stochastischer Prozess"
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Dynamic programming
Stochastischer Prozess
Theorie
5,719
Theory
5,719
Mathematical programming
2,140
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2,139
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950
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Escudero, Laureano F.
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3
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European journal of operational research : EJOR
Operations research
Computers & operations research : and their applications to problems of world concern ; an international journal
211
International journal of production research
171
Insurance / Mathematics & economics
162
Operations research letters
139
Finance and stochastics
138
International journal of theoretical and applied finance
124
International journal of production economics
110
Journal of econometrics
107
Journal of economic dynamics & control
107
Mathematics of operations research
105
Mathematical finance : an international journal of mathematics, statistics and financial theory
87
Discussion paper / Tinbergen Institute
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INFORMS journal on computing : JOC
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Journal of economic theory
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Mathematical methods of operations research
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Management science : journal of the Institute for Operations Research and the Management Sciences
70
Transportation research / E : an international journal
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Risks : open access journal
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Transportation science : a journal of the Institute for Operations Research and the Management Sciences
61
Economics letters
59
Omega : the international journal of management science
59
Econometric reviews
57
Quantitative finance
57
Computational Management Science : CMS
55
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
55
Computational economics
53
Economic modelling
52
Economic theory : official journal of the Society for the Advancement of Economic Theory
52
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Working paper / National Bureau of Economic Research, Inc.
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Discussion papers of interdisciplinary research project 373
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IMA journal of management mathematics
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NBER working paper series
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OR spectrum : quantitative approaches in management
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81
Penalty function with memory for discrete optimization via simulation with stochastic constraints
Park, Chuljin
;
Kim, Seong-Hee
- In:
Operations research
63
(
2015
)
5
,
pp. 1195-1212
Persistent link: https://www.econbiz.de/10011397825
Saved in:
82
Non-stationary stochastic optimization
Besbes, Omar
;
Gur, Yonatan
;
Zeevi, Assaf
- In:
Operations research
63
(
2015
)
5
,
pp. 1227-1244
Persistent link: https://www.econbiz.de/10011397831
Saved in:
83
Quantifying uncertainty on Pareto fronts with Gaussian process conditional simulations
Binois, M.
;
Ginsbourger, D.
;
Roustant, O.
- In:
European journal of operational research : EJOR
243
(
2015
)
2
,
pp. 386-394
Persistent link: https://www.econbiz.de/10010510103
Saved in:
84
GP-DEMO : differential evolution for multiobjective optimization based on Gaussian process models
Mlakar, Miha
;
Petelin, Dejan
;
Tus̆ar, Tea
;
Filipič, Bogdan
- In:
European journal of operational research : EJOR
243
(
2015
)
2
,
pp. 347-361
Persistent link: https://www.econbiz.de/10010510121
Saved in:
85
Dynamic portfolio optimization with transaction costs and state-dependent drift
Palczewski, Jan
;
Poulsen, Rolf
;
Schenk-Hoppé, Klaus Reiner
- In:
European journal of operational research : EJOR
243
(
2015
)
3
,
pp. 921-931
Persistent link: https://www.econbiz.de/10010513816
Saved in:
86
A general attraction model and sales-based linear program for network revenue management under customer choice
Gallego, Guillermo
;
Ratliff, Richard
;
Shebalov, Sergey
- In:
Operations research
63
(
2015
)
1
,
pp. 212-232
Persistent link: https://www.econbiz.de/10010519493
Saved in:
87
The post-disaster debris clearance problem under incomplete information
Çelik, Melih
;
Ergun, Özlem
;
Keskinocak, Pınar
- In:
Operations research
63
(
2015
)
1
,
pp. 65-85
Persistent link: https://www.econbiz.de/10010519512
Saved in:
88
Optimal dynamic pricing with patient customers
Liu, Yan
;
Cooper, William L.
- In:
Operations research
63
(
2015
)
6
,
pp. 1307-1319
Persistent link: https://www.econbiz.de/10011422521
Saved in:
89
Reductions of approximate linear programs for network revenue management
Vossen, Thomas W. M.
;
Zhang, Dan
- In:
Operations research
63
(
2015
)
6
,
pp. 1352-1371
Persistent link: https://www.econbiz.de/10011422538
Saved in:
90
Dynamic capacity management with general upgrading
Yu, Yueshan
;
Chen, Xin
;
Zhang, Fuqiang
- In:
Operations research
63
(
2015
)
6
,
pp. 1372-1389
Persistent link: https://www.econbiz.de/10011422542
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