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Theorie
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Phillips, Peter C. B.
62
Sethi, Suresh
60
Gendreau, Michel
59
Nesterov, Jurij Evgenʹevič
53
Hertog, Dirk den
52
Kleijnen, Jack P. C.
50
Escudero, Laureano F.
48
Pardalos, Panos M.
48
Koopman, Siem Jan
47
Bertsimas, Dimitris
45
Wright, Randall D.
44
Zhang, Shuzhong
44
Drexl, Andreas
43
Lodi, Andrea
43
Gautier, Pieter
42
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41
Kimms, Alf
41
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41
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37
Puerto, Justo
37
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36
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34
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34
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33
Minner, Stefan
32
Platen, Eckhard
32
Shi, Shouyong
32
Speranza, Maria Grazia
32
Chiarella, Carl
31
Barndorff-Nielsen, Ole E.
30
Kohlmann, Michael
30
Spieksma, Frits C. R.
30
Talman, Dolf
30
Vial, Jean-Philippe
30
Wolsey, Laurence A.
30
Yu, Jun
30
Coelho, Leandro C.
29
Leus, Roel
29
Rocheteau, Guillaume
29
Desaulniers, Guy
28
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National Bureau of Economic Research
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
46
Econometrisch Instituut <Rotterdam>
16
Center for Economic Research <Tilburg>
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Deutsche Forschungsgemeinschaft
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Erasmus Research Institute of Management
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Centre for Analytical Finance <Århus>
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IGI Global
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Federal Reserve Bank of Cleveland
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Universitat Pompeu Fabra / Departament d'Economia i Empresa
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Institut für Ökonometrie und Operations Research, Rheinische Friedrich-Wilhelms-Universität Bonn
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Social Systems Research Institute
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Springer Fachmedien Wiesbaden
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International Federation for Information Processing
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Federal Reserve Bank of San Francisco
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Gesellschaft für Operations-Research
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International Institute for Applied Systems Analysis
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International Workshop on Global Optimization <1999, Florenz>
4
Kansantaloustieteen Laitos <Helsinki>
4
Martin-Luther-Universität Halle-Wittenberg / Wirtschaftswissenschaftliche Fakultät
4
Springer International Publishing
4
Springer-Verlag GmbH
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
Australian National University / Faculty of Economics and Commerce
3
Bonn Graduate School of Economics
3
Conference on Optimization Techniques <8, 1977, Würzburg>
3
Edward Elgar Publishing
3
Eric Cuvillier <Firma>
3
Escola de Pós-Graduação em Economia <Rio de Janeiro>
3
European University Institute / Department of Economics
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European journal of operational research : EJOR
2,099
Computers & operations research : and their applications to problems of world concern ; an international journal
1,126
Operations research letters
582
International journal of production research
565
Operations research
375
Mathematics of operations research
360
INFORMS journal on computing : JOC
332
Mathematical methods of operations research
241
International journal of production economics
239
Journal of economic dynamics & control
199
Omega : the international journal of management science
198
Discussion paper / Tinbergen Institute
192
Transportation research / E : an international journal
183
Insurance / Mathematics & economics
175
Management science : journal of the Institute for Operations Research and the Management Sciences
174
Finance and stochastics
167
Journal of the Operational Research Society : OR
163
Journal of economic theory
156
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
154
International journal of theoretical and applied finance
144
Journal of the Operational Research Society
141
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
141
Opsearch : journal of the Operational Research Society of India
138
Discussion paper / Center for Economic Research, Tilburg University
136
Operational research : an international journal
136
OR spectrum : quantitative approaches in management
131
RAIRO / Operations research
128
Annals of operations research
126
Journal of econometrics
122
SpringerLink / Bücher
121
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
120
Top : transactions in operations research
115
Computers & operations research : an international journal
112
International transactions in operational research : ITOR ; a journal of the International Federation of Operational Research Societies (IFORS)
111
Mathematical finance : an international journal of mathematics, statistics and financial theory
111
International transactions in operational research : a journal of the International Federation of Operational Research Societies
109
Lecture notes in economics and mathematical systems : LNEMS
109
Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel
109
Computational economics
108
Economics letters
107
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ECONIS (ZBW)
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EconStor
443
USB Cologne (EcoSocSci)
13
OLC EcoSci
6
ArchiDok
2
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1
Two-armed restless bandits with imperfect information : stochastic control and indexability
Fryer, Roland G. <Jr.>
;
Harms, Philipp
-
2013
Persistent link: https://www.econbiz.de/10009749378
Saved in:
2
(Reflected) backward stochastic differential equations and contingent claims
Kohlmann, Michael
-
1999
We review the relations between adjoints of stochastic control problems with the derivative of the value function, and the latter with the value function of a stopping problem. These results are applied to the pricing of contingent claims.
Persistent link: https://www.econbiz.de/10011544985
Saved in:
3
(Reflected) backward stochastic differential equations and contingent claims
Kohlmann, Michael
-
1999
Persistent link: https://www.econbiz.de/10001387121
Saved in:
4
Ein linearer Programmierungsansatz zur Lösung von Stopp- und Steuerungsproblemen
Röhl, Stefan
-
2001
Persistent link: https://www.econbiz.de/10001589417
Saved in:
5
Optimality of deterministic policies for certain stochastic control problems with multiple criteria and constraints
Feinberg, Eugene A.
- In:
Mathematical control theory and finance
,
(pp. 137-148)
.
2008
Persistent link: https://www.econbiz.de/10003755590
Saved in:
6
Stochastic optimization in continuous time
Chang, Fwu-ranq
-
2004
-
1. publ.
Persistent link: https://www.econbiz.de/10001792160
Saved in:
7
Optimization of stochastic systems : topics in discrete-time dynamics
Aoki, Masanao
-
1989
-
2. ed.
Persistent link: https://www.econbiz.de/10013469115
Saved in:
8
Contemporary quantitative finance : essays in honour of Eckhard Platen
Chiarella, Carl
(
ed.
);
Platen, Eckhard
(
honouree
); …
-
2010
Persistent link: https://www.econbiz.de/10008658151
Saved in:
9
Consumption and portfolio optimisation at the end of the life-cycle
Schiess, David
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003717538
Saved in:
10
Optimal timing of the annuity purchase : combined stochastic control and optimal stopping problem
Stabile, Gabriele
- In:
International journal of theoretical and applied finance
9
(
2006
)
2
,
pp. 151-170
Persistent link: https://www.econbiz.de/10003312710
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