Publication | Date of Publication | Type |
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Econometrics of information and efficiency | 2019-08-22 | Paper |
Efficiency analysis by production frontiers. The nonparametric approach | 2019-08-22 | Paper |
Dynamics of Industry Growth | 2015-01-08 | Paper |
https://portal.mardi4nfdi.de/entity/Q3517650 | 2008-08-12 | Paper |
Data envelopment analysis with heterogeneous data: an application | 2005-08-17 | Paper |
https://portal.mardi4nfdi.de/entity/Q4437034 | 2003-12-07 | Paper |
Model of hypercompetition | 2003-01-15 | Paper |
On Some Theorems of Stochastic Linear Programming with Applications | 2002-10-22 | Paper |
https://portal.mardi4nfdi.de/entity/Q4506476 | 2000-10-17 | Paper |
Recent models in data envelopment analysis: Theory and applications | 1999-09-15 | Paper |
Linear programming with estimatable parameters | 1999-09-15 | Paper |
Efficiency distribution and the cost frontier | 1999-03-14 | Paper |
https://portal.mardi4nfdi.de/entity/Q4211221 | 1998-09-16 | Paper |
Nonlinear dynamics in foreign exchange markets | 1998-01-01 | Paper |
Recent models in dynamic economics: problems of estimating terminal conditions | 1997-12-18 | Paper |
CONTRIBUTIONS TO DATA ENVELOPMENT ANALYSIS | 1997-10-30 | Paper |
Modelling exchange rate volatility | 1997-08-03 | Paper |
Entropy, efficiency and the productivity index numbers | 1997-07-06 | Paper |
Data envelopment analysis: a new tool for improving managerial efficiency | 1997-07-06 | Paper |
The Efficiency Distribution Approach in Data Envelopment Analysis: An Application | 1997-01-15 | Paper |
TECHNICAL CHANGE AND EFFICIENCY IN DATA ENVELOPMENT ANALYSIS | 1996-12-12 | Paper |
Adjustment costs in mean-variance efficiency analysis | 1996-11-07 | Paper |
Theory of systems efficiency: models and applications—a review | 1996-09-02 | Paper |
https://portal.mardi4nfdi.de/entity/Q4891071 | 1996-08-28 | Paper |
Dynamic data envelopment analysis | 1996-06-16 | Paper |
Economic theory and DEA models: a critical review | 1996-05-27 | Paper |
A dynamic view of Farrell efficiency | 1995-10-11 | Paper |
A variance frontier model of market volatility: an empirical application | 1995-09-17 | Paper |
Entropy and information in portfolio choice | 1995-05-01 | Paper |
Evaluating dynamic efficiency by optimal control | 1994-10-26 | Paper |
Modelling and testing for market volatility | 1994-09-12 | Paper |
Measuring efficiency of dynamic input-output systems | 1994-08-31 | Paper |
Measuring dynamic efficiency under risk aversion | 1994-08-18 | Paper |
Maximum probability dominance and portfolio theory | 1994-04-27 | Paper |
Portfolio efficiency tests based on stochastic dominance and co-integration | 1994-03-11 | Paper |
Information theory and economic growth models | 1993-08-17 | Paper |
Non-parametric approach to stochastic linear programming | 1993-08-17 | Paper |
The effects of market power on the stocks and prices of world coffee | 1993-06-29 | Paper |
The maximum entropy approach in production frontier estimation | 1993-06-29 | Paper |
A fuzzy systems approach in data envelopment analysis | 1993-02-11 | Paper |
Robust Solutions in Stochastic Linear Programming | 1992-06-27 | Paper |
Non-parametric tests of portfolio efficiency under static and dynamic conditions† | 1992-06-26 | Paper |
Maximum entropy in applied econometric research | 1992-06-26 | Paper |
The influence curve approach in data envelopment analysis | 1991-01-01 | Paper |
Robust decisions in economic models | 1991-01-01 | Paper |
Transformations in stochastic DEA models | 1990-01-01 | Paper |
Tests of efficiency in data envelopement analysis | 1990-01-01 | Paper |
Structural efficiency in stochastic models of data envelopment analysis† | 1990-01-01 | Paper |
Measuring portfolio efficiency: a critique | 1990-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4735000 | 1989-01-01 | Paper |
Nonlinear measures of technical efficiency | 1989-01-01 | Paper |
Nonparametric tests of efficiency of portfolio investment | 1989-01-01 | Paper |
A dynamic view of the portfolio efficiency frontier | 1989-01-01 | Paper |
Measuring economic efficiency with stochastic input-output data† | 1989-01-01 | Paper |
Mixed strategy and information theory in optimal portfolio choice | 1989-01-01 | Paper |
Portfolio decisions as games | 1989-01-01 | Paper |
Data envelopment with maximum correlation | 1989-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3779954 | 1988-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3783049 | 1988-01-01 | Paper |
Robust efficiency measures in a stochastic efficiency model | 1988-01-01 | Paper |
Efficiency comparisons in input–output systems | 1988-01-01 | Paper |
Minimax method of measuring productive efficiency | 1988-01-01 | Paper |
Data envelopment analysis for efficiency measurement in the stochastic case | 1987-01-01 | Paper |
Applied mathematics for economics | 1987-01-01 | Paper |
Optimality and robustness of a minimax portfolio | 1987-01-01 | Paper |
Optimality criteria for comparing efficient portfolios | 1987-01-01 | Paper |
Efficiency measurement in non-market systems through data envelopment analysis | 1987-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3786243 | 1987-01-01 | Paper |
Modelling eco-behavioral systems | 1986-01-01 | Paper |
Optimal monopolistic strategy under demand uncertainty | 1986-01-01 | Paper |
Stochastic optimization and economic models | 1986-01-01 | Paper |
Correlated equilibria and Rayleigh quotient in Cournot-Nash games | 1986-01-01 | Paper |
On the optimality of output inventory decisions of a firm under imperfect stochastic markets | 1985-01-01 | Paper |
Econometrics of portfolio risk analysis† | 1984-01-01 | Paper |
A theory of portfolio revision: robustness and truncation problems | 1984-01-01 | Paper |
Optimal portfolio choice in the singular case | 1983-01-01 | Paper |
Multivariate risk aversion with applications | 1983-01-01 | Paper |
Optimal portfolio investment in a dynamic horizon | 1983-01-01 | Paper |
Control theory models in world coffee : some empirical tests | 1983-01-01 | Paper |
Optimal control in limit pricing under uncertain entry | 1983-01-01 | Paper |
A minimax policy for optimal portfolio choice | 1982-01-01 | Paper |
Efficiency measurement in stochastic input-output systems† | 1982-01-01 | Paper |
Informetric analysis of dynamic decision rules in applied economic models: a selective survey | 1982-01-01 | Paper |
Game theory models applied to economic systems: their information, structure and stability | 1982-01-01 | Paper |
A two-period stochastic inventory model | 1982-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3951905 | 1982-01-01 | Paper |
Optimal output inventory decisions in stochastic markets | 1982-01-01 | Paper |
Selection and ordering in optimal portfolio choice | 1982-01-01 | Paper |
Optimal decisions under uncertainty | 1981-01-01 | Paper |
Constrained nonzero-sum games with partially controllable strategies | 1980-01-01 | Paper |
Constrained games as complementary eigenvalue problems | 1980-01-01 | Paper |
Selecting an optimal solution in stochastic linear programming | 1980-01-01 | Paper |
Stochastic programs as non-zero sum games | 1980-01-01 | Paper |
MINIMAX SOLUTIONS IN STOCHASTIC PROGRAMMING | 1980-01-01 | Paper |
Linear allocation rules under uncertainty | 1980-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3910321 | 1980-01-01 | Paper |
Stochastic goal programming with estimated parameters | 1979-01-01 | Paper |
A class of bilinear models in stochastic programming with applications | 1979-01-01 | Paper |
TESTING AND VALIDATION PROBLEMS IN STOCHASTIC LINEAR PROGRAMMING | 1979-01-01 | Paper |
BILINEAR MODELS IN STOCHASTIC PROGRAMMING | 1979-01-01 | Paper |
Optimal resource allocation under stochastic prices and yields | 1979-01-01 | Paper |
Complementarity theorems in stochastic programming | 1979-01-01 | Paper |
Adaptive decision rules for stochastic linear programming | 1978-01-01 | Paper |
Stabilization policy with stochastic and nonlinear elements | 1978-01-01 | Paper |
Noncooperative equilibria in monopolistic competition under uncertainty | 1978-01-01 | Paper |
Evaluation of linearized stabilization policies | 1978-01-01 | Paper |
An iterative convex simplex method for geometric programming with applications† | 1977-01-01 | Paper |
Simulation of linear decision rules | 1977-01-01 | Paper |
ESTIMATING PARAMETERS OF A LINEAR PROGRAMMING MODEL | 1977-01-01 | Paper |
Application of reliability programming to production planning† | 1975-01-01 | Paper |
On the two-level planning procedure under a Dantzig-Wolfe decomposition† | 1974-01-01 | Paper |
Sensitivity analysis for optimal and feedback controls applied to growth models | 1974-01-01 | Paper |
A Reliability Programming Approach to Production Planning | 1973-01-01 | Paper |
Relative efficiency of computing optimal growth by conjugate gradient and Davidon methods | 1973-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4045847 | 1973-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4404000 | 1973-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5650187 | 1972-01-01 | Paper |
Chance-Constrained Linear Programming with Chi-Square Type Deviates | 1972-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5678665 | 1972-01-01 | Paper |
A Review of Stochastic Linear Programming | 1971-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5627881 | 1971-01-01 | Paper |
A system reliability approach to linear programming | 1971-01-01 | Paper |
A statistical reliability approach to linear programming | 1971-01-01 | Paper |
A Fractile Approach to Linear Programming Under Risk | 1970-01-01 | Paper |
Sensitivity analysis methods for a crop-mix problem in linear programming | 1970-01-01 | Paper |
Optimal Stabilization Policy with a Quadratic Criterion Function | 1970-01-01 | Paper |
A Generalization of Some Distribution Aspects of Chance-Constrained Linear Programming | 1970-01-01 | Paper |
Stochastic Linear Programming with Chance Constraints | 1970-01-01 | Paper |
On the active approach of stochastic linear programming | 1970-01-01 | Paper |
Safety-First Rules under Chance-Constrained Linear Programming | 1969-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5589741 | 1969-01-01 | Paper |
METHODS OF LINEAR PROGRAMMING UNDER RISK* | 1969-01-01 | Paper |
On the stability of solutions under recursive programming | 1966-01-01 | Paper |
The Stability of Truncated Solutions of Stochastic Linear Programming | 1966-01-01 | Paper |
Truncated Decision Rules and Optimal Economic Growth with a Fixed Horizon | 1966-01-01 | Paper |
Recursive constraints and stochastic linear programming | 1966-01-01 | Paper |
THE FLEXIBILITY ANDOPTIMALITY OF DOMAR‐TYPE GROWTH MODELS (*) | 1965-01-01 | Paper |
On the stability of solutions under error in stochastic linear programming | 1965-01-01 | Paper |
Ein verallgemeinerter Geburten- und Todesprozeß zur Erklärung der Entwicklung des deutschen Volkseinkommens, 1851-1939 | 1963-01-01 | Paper |
A weak duality theorem for stochastic linear programming | 1963-01-01 | Paper |