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Dynamic programming
34
Dynamische Optimierung
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Theorie
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Theory
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Markov chain
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Markov-Kette
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Portfolio selection
10
Portfolio-Management
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Mathematical methods of operations research
European journal of operational research : EJOR
307
Management Science
143
Operations research
112
Computers & operations research : and their applications to problems of world concern ; an international journal
107
International journal of production research
102
International journal of production economics
87
Management science : journal of the Institute for Operations Research and the Management Sciences
83
European Journal of Operational Research
77
Journal of economic dynamics & control
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Operations research letters
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Transportation science : a journal of the Institute for Operations Research and the Management Sciences
57
Manufacturing & service operations management : M & SOM
51
Transportation research / E : an international journal
44
Journal of revenue and pricing management
43
Mathematics of operations research
42
INFORMS journal on computing : JOC
41
IZA Discussion Papers
41
Computational Statistics
39
Mathematical Methods of Operations Research
36
Omega : the international journal of management science
35
MPRA Paper
31
Economic theory : official journal of the Society for the Advancement of Economic Theory
28
Water Resources Management
28
Production and operations management : an international journal of the Production and Operations Management Society
27
Insurance / Mathematics & economics
26
Production and operations management : the flagship research journal of the Production and Operations Management Society
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NBER working paper series
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Computational economics
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Journal of economic theory
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Working paper / National Bureau of Economic Research, Inc.
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OR spectrum : quantitative approaches in management
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Journal of scheduling
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SpringerLink / Bücher
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Journal of the Operational Research Society : OR
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Discussion paper series / Research Institute for Economics and Business Administration, Kobe University
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Economic modelling
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Faculty & research / Insead : working paper series
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International Journal of Production Economics
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1
Regularity properties in a state-constrained expected utility maximization problem
Lazgham, Mourad
- In:
Mathematical methods of operations research
88
(
2018
)
2
,
pp. 185-240
Persistent link: https://www.econbiz.de/10011935660
Saved in:
2
Worst-case portfolio optimization in discrete time
Chen, Lihua
;
Korn, Ralf
- In:
Mathematical methods of operations research
90
(
2019
)
2
,
pp. 197-227
Persistent link: https://www.econbiz.de/10012132709
Saved in:
3
Optimal booking control in revenue management with two substitutable resources
Sayah, David
;
Irnich, Stefan
- In:
Mathematical methods of operations research
89
(
2019
)
2
,
pp. 189-222
Persistent link: https://www.econbiz.de/10012010365
Saved in:
4
Swing options in commodity markets : a multidimensional Lévy diffusion model
Eriksson, Marcus
;
Lempa, Jukka
;
Nilssen, Trygve Kastberg
- In:
Mathematical methods of operations research
79
(
2014
)
1
,
pp. 31-67
Persistent link: https://www.econbiz.de/10010347962
Saved in:
5
Inventory control and pricing for perishable products under age and price dependent stochastic demand
Kaya, Onur
;
Ghahroodi, Sajjad Rahimi
- In:
Mathematical methods of operations research
88
(
2018
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011903374
Saved in:
6
Risk measurement and risk-averse control of partially observable discrete-time Markov systems
Fan, Jingnan
;
Ruszcy´nski, Andrzej
- In:
Mathematical methods of operations research
88
(
2018
)
2
,
pp. 161-184
Persistent link: https://www.econbiz.de/10011935391
Saved in:
7
Decomposition methods for a spatial model for long-term energy pricing problem
Mahey, Philippe
;
Koko, Jonas
;
Lenoir, Arnaud
- In:
Mathematical methods of operations research
85
(
2017
)
1
,
pp. 137-153
Persistent link: https://www.econbiz.de/10011714355
Saved in:
8
Error bound stochastic path problems
Hansen, Eric A.
- In:
Mathematical methods of operations research
86
(
2017
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011714369
Saved in:
9
Special issue: advances in continuous optimization on the occasion of EUROPT 2016
Ogryczak, Włodzimierz
(
ed.
);
Stachurski, Andrzej
(
ed.
)
-
2017
Persistent link: https://www.econbiz.de/10011793285
Saved in:
10
Utility maximization in an illiquid market in continuous time
Soner, Halil Mete
;
Vukelja, Mirjana
- In:
Mathematical methods of operations research
84
(
2016
)
2
,
pp. 285-321
Persistent link: https://www.econbiz.de/10011673528
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