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~subject:"Mathematische Optimierung"
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Mathematische Optimierung
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Gendreau, Michel
54
Nesterov, Jurij Evgenʹevič
52
Hertog, Dirk den
51
Bertsimas, Dimitris
46
Pardalos, Panos M.
45
Drexl, Andreas
43
Escudero, Laureano F.
42
Kimms, Alf
41
Lodi, Andrea
41
Zhang, Shuzhong
41
Dolgui, Alexandre
37
Kleijnen, Jack P. C.
37
Laporte, Gilbert
37
Puerto, Justo
36
Drezner, Zvi
34
Goerigk, Marc
34
Speranza, Maria Grazia
30
Spieksma, Frits C. R.
30
Wolsey, Laurence A.
30
Talman, Dolf
29
Sethi, Suresh
28
Desaulniers, Guy
27
Figueira, José Rui
27
Voß, Stefan
27
Ben-Tal, Aharon
26
Labbé, Martine
25
Leus, Roel
25
Vial, Jean-Philippe
25
Anjos, Miguel F.
24
Delage, Erick
24
Gendron, Bernard
24
Hao, Jin-Kao
24
Letchford, Adam N.
24
Ljubić, Ivana
24
Morabito, Reinaldo
24
Poss, Michael
24
Yang, Zaifu
24
Coelho, Leandro C.
23
Ehrgott, Matthias
23
Iori, Manuel
23
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National Bureau of Economic Research
16
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14
Econometrisch Instituut <Rotterdam>
13
IGI Global
13
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11
Erasmus Research Institute of Management
10
Center for Economic Research <Tilburg>
9
Institut für Ökonometrie und Operations Research, Rheinische Friedrich-Wilhelms-Universität Bonn
9
International Federation for Information Processing
6
Deutsche Gesellschaft für Operations-Research
5
International Institute for Applied Systems Analysis
4
International Workshop on Global Optimization <1999, Florenz>
4
Martin-Luther-Universität Halle-Wittenberg / Wirtschaftswissenschaftliche Fakultät
4
Conference on Optimization Techniques <8, 1977, Würzburg>
3
Edward Elgar Publishing
3
Forschungsinstitut für Diskrete Mathematik
3
Gesellschaft für Angewandte Mathematik und Mechanik
3
Gesellschaft für Operations-Research
3
Helmut-Schmidt-Universität
3
Institutionen för Skogsekonomi <Ume°a>
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
3
Springer International Publishing
3
The Wharton Financial Institutions Center
3
Universitat Pompeu Fabra / Departament d'Economia i Empresa
3
Conference on Computational Methods in Global Optimization <1991, Princeton, NJ>
2
Ekonomiska Forskningsinstitutet
2
Erasmus Institute for Advanced Studies in Management
2
Eric Cuvillier <Firma>
2
Federal Reserve System / Board of Governors
2
FernUniversität in Hagen
2
INSEAD
2
Innocenzo Gasparini Institute for Economic Research <Mailand>
2
Institut für Ökonometrie und Operations Research, Forschungsinstitut für Diskrete Mathematik, Rheinische Friedrich-Wilhelms-Universität Bonn
2
Logos Verlag Berlin
2
Novosibirskaja Gosudarstvennaja Akademija Ėkonomiki i Upravlenija
2
OECD
2
Society for Industrial and Applied Mathematics
2
Sonderforschungsbereich Information und die Koordination Wirtschaftlicher Aktivitäten <Bonn>
2
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
2
Technische Universität Clausthal
2
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European journal of operational research : EJOR
1,888
Computers & operations research : and their applications to problems of world concern ; an international journal
1,078
Operations research letters
553
International journal of production research
494
Mathematics of operations research
344
Operations research
344
INFORMS journal on computing : JOC
319
International journal of production economics
203
Mathematical methods of operations research
198
Omega : the international journal of management science
183
Transportation research / E : an international journal
168
Management science : journal of the Institute for Operations Research and the Management Sciences
155
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
150
Journal of the Operational Research Society : OR
149
Operational research : an international journal
131
Opsearch : journal of the Operational Research Society of India
131
Journal of the Operational Research Society
127
RAIRO / Operations research
125
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
124
OR spectrum : quantitative approaches in management
119
Journal of global optimization : an international journal dealing with theoretical and computational aspects of seeking global optima and their applications in science, management and engineering
118
Annals of operations research
113
Top : transactions in operations research
112
Discussion paper / Center for Economic Research, Tilburg University
111
International transactions in operational research : ITOR ; a journal of the International Federation of Operational Research Societies (IFORS)
110
Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel
106
Computers & operations research : an international journal
102
International transactions in operational research : a journal of the International Federation of Operational Research Societies
102
Discussion paper / Tinbergen Institute
96
4OR : a quarterly journal of operations research
93
Journal of economic dynamics & control
91
EURO journal on computational optimization
89
Computational Management Science : CMS
88
CORE discussion paper : DP
83
Journal of scheduling
80
Computational economics
78
SpringerLink / Bücher
77
Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
76
Lecture notes in economics and mathematical systems : LNEMS
76
Les cahiers du GERAD
71
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ECONIS (ZBW)
17,442
EconStor
105
OLC EcoSci
4
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1
Importance sampling in stochastic programming : a Markov chain Monte Carlo approach
Parpas, Panos
;
Ustun, Berk
;
Webster, Mort
;
Tran, Quang Kha
- In:
INFORMS journal on computing : JOC
27
(
2015
)
2
,
pp. 358-377
Persistent link: https://www.econbiz.de/10011291297
Saved in:
2
Bayesian failure-rate modeling and preventive maintenance optimization
Belyi, Dmitriy
;
Popova, Elmira
;
Morton, David P.
; …
- In:
European journal of operational research : EJOR
262
(
2017
)
3
,
pp. 1085-1093
Persistent link: https://www.econbiz.de/10011802470
Saved in:
3
Particle filters for Markov switching stochastic
volatility
models
Yun, Bao
;
Chiarella, Carl
;
Kang, Boda
-
2012
Persistent link: https://www.econbiz.de/10009564477
Saved in:
4
Portfolio optimization under partial information: stochastic
volatility
in a hidden Markov model
Sass, Jörn
;
Haussmann, Ulrich G.
- In:
Operations research proceedings 2003 : selected papers …
,
(pp. 387-394)
.
2004
Persistent link: https://www.econbiz.de/10002072557
Saved in:
5
Parallel optimization of sparse portfolios with AR-HMMs
Sipos, I. Róbert
;
Ceffer, Attila
;
Levendovszky, János
- In:
Computational economics
49
(
2017
)
4
,
pp. 563-578
Persistent link: https://www.econbiz.de/10011762135
Saved in:
6
B-spline techniques for
volatility
modeling
Corlay, Sulvain
- In:
The journal of computational finance
19
(
2016
)
3
,
pp. 97-135
Persistent link: https://www.econbiz.de/10011563492
Saved in:
7
Multi-Asset portfolio optimization with stochastic Sharpe ratio under drawdown constraint
Biswas, Subhojit
;
Jawaid, Saif
;
Mukherjee, Diganta
- In:
Annals of financial economics
15
(
2020
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10012642950
Saved in:
8
Portfolio optimization and stochastic
volatility
asymptotics
Fouque, Jean-Pierre
;
Sircar, Kaushik Ronnie
; …
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 704-745
Persistent link: https://www.econbiz.de/10011764969
Saved in:
9
Portfolio optimization problem with delay under Cox-Ingersoll-Ross model
A, Chunxiang
;
Shao, Yi
- In:
Journal of mathematical finance
7
(
2017
)
3
,
pp. 699-717
Persistent link: https://www.econbiz.de/10011752489
Saved in:
10
On regularized optimal execution problems and their singular limits
Souza, Max O.
;
Thamsten, Y.
- In:
Applied mathematical finance
29
(
2022
)
2
,
pp. 79-109
Persistent link: https://www.econbiz.de/10013554788
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