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Search: subject:"Continuous Time"
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Dynamic programming
Theorie
149
Theory
149
Stochastic process
75
Stochastischer Prozess
75
Continuous time
66
Markov chain
56
Markov-Kette
55
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48
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47
continuous time
40
Time series analysis
35
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35
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34
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33
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32
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31
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30
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29
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29
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21
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18
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15
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15
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14
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14
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13
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12
Scheduling-Verfahren
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12
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8
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Piunovskiy, Alexey
3
Zhang, Yi
3
Chen, Shumin
2
Li, Zhongfei
2
Yao, Haixiang
2
Albanese, Claudio
1
Bimpikis, Kostas
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Papayiannis, Andreas
1
Sy, Malick
1
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1
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1
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1
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1
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4OR : a quarterly journal of operations research
1
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1
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1
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1
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1
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ECONIS (ZBW)
8
RePEc
4
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1
Optimal selection and release problem in software testing process : a
continuous
time
stochastic control approach
Cao, Ping
;
Yang, Ke
;
Liu, Ke
- In:
European journal of operational research : EJOR
285
(
2020
)
1
,
pp. 211-222
Persistent link: https://www.econbiz.de/10012239541
Saved in:
2
Optimal overbooking strategies in the airlines using dynamic programming approach in
continuous
time
Fard, Farzad Alavi
;
Sy, Malick
;
Ivanov, Dmitry
- In:
Transportation research / E : an international journal
128
(
2019
),
pp. 384-399
Persistent link: https://www.econbiz.de/10012061151
Saved in:
3
Revenue management of airport car parks in
continuous
time
Papayiannis, Andreas
;
Johnson, Paul V.
;
Yumashev, Dmitry
; …
- In:
IMA journal of management mathematics
30
(
2019
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10012057094
Saved in:
4
Dynamic learning of patient response types : an application to treating chronic diseases
Negoescu, Diana M.
;
Bimpikis, Kostas
;
Brandeau, Margaret L.
- In:
Management science : journal of the Institute for …
64
(
2018
)
8
,
pp. 3469-3488
Persistent link: https://www.econbiz.de/10011899846
Saved in:
5
Optimization of system availability for a multi-state preventive maintenance model from the perspective of a system's components
Wang, Chun-Ho
;
Huang, Chao-Hui
- In:
RAIRO / Operations research
49
(
2015
)
4
,
pp. 773-794
Persistent link: https://www.econbiz.de/10011547007
Saved in:
6
A duality approach to
continuous-time
contracting problems with limited commitment
Miao, Jianjun
;
Zhang, Yuzhe
- In:
Journal of economic theory
159
(
2015
),
pp. 929-988
Persistent link: https://www.econbiz.de/10011549299
Saved in:
7
Continuous-time
mean–variance portfolio selection with only risky assets
Yao, Haixiang
;
Li, Zhongfei
;
Chen, Shumin
- In:
Economic Modelling
36
(
2014
)
C
,
pp. 244-251
We investigate in this paper a
continuous-time
mean–variance portfolio selection problem in a general market setting …
Persistent link: https://www.econbiz.de/10010729860
Saved in:
8
Discounted
continuous-time
Markov decision processes with unbounded rates and randomized history-dependent policies : the dynamic programming approach
Piunovskiy, Alexey
;
Zhang, Yi
- In:
4OR : a quarterly journal of operations research
12
(
2014
)
1
,
pp. 49-75
Persistent link: https://www.econbiz.de/10010339175
Saved in:
9
Continuous-time
mean-variance portfolio selection with only risky assets
Yao, Haixiang
;
Li, Zhongfei
;
Chen, Shumin
- In:
Economic modelling
36
(
2014
),
pp. 244-251
Persistent link: https://www.econbiz.de/10010412352
Saved in:
10
A numerical algorithm for pricing electricity derivatives for jump-diffusion processes based on
continuous
time
lattices
Albanese, Claudio
;
Lo, Harry
;
Tompaidis, Stathis
- In:
European Journal of Operational Research
222
(
2012
)
2
,
pp. 361-368
process by a
continuous
time
Markov chain. We numerically study the rate of convergence of the algorithm for the case of the …
Persistent link: https://www.econbiz.de/10010597587
Saved in:
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