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A new higher-order weak approximation scheme for stochastic differential equations and the Runge-Kutta method
Ninomiya, Mariko; Ninomiya, Syoiti - In: Finance and stochastics 13 (2009) 3, pp. 415-443
Persistent link: https://www.econbiz.de/10003899325
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An approximation for the inverse first-passage time problem
Song, Jing-Sheng; Zipkin, Paul Herbert - 2010
Persistent link: https://www.econbiz.de/10003971803
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A multistage stochastic optimization model for the cash management problem
Schmid, Olivier - In: Computational methods in decision-making, economics and …, (pp. 49-75). 2010
Persistent link: https://www.econbiz.de/10009153099
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A simple and accurate approximation for the order fill rates in lost-sales assemble-to-order systems
Hoen, K. M. R.; Güllü, R.; Houtum, Geert-Jan van; … - In: International journal of production economics 133 (2011) 1, pp. 95-104
Persistent link: https://www.econbiz.de/10009238763
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A nonlinear certainty equivalent approximation method for dynamic stochastic problems
Cai, Yongyang; Judd, Kenneth L.; Steinbuks, Jevgenijs - 2015
Persistent link: https://www.econbiz.de/10011372541
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Approximative Lösungsverfahren für stochastische, dynamische Optimierungsprobleme
Hassler, Michael - 2016
Persistent link: https://www.econbiz.de/10011720354
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An enhanced sample average approximation method for stochastic optimization
Emelogu, Adindu; Chowdhury, Sudipta; Marufuzzaman, Mohammad - In: International journal of production economics 182 (2016), pp. 230-252
Persistent link: https://www.econbiz.de/10011621951