edoc - Dokumenten- und Publikationsserver der Humboldt-Universität zu Berlin

3 Einträge vorhanden

2007 – Nr. 10 SPEPS	Veszpremi, Anna; Fabian, Csaba I.: Algorithms for handling CVaR-constraints in dynamic stochastic programming models with applications to finance	Metadaten PDF
2005 – Nr. 20 SPEPS	Fabian, Csaba I.: Decomposing CVaR minimization in two-stage stochastic models	Metadaten PDF
2008 – Nr. 10 SPEPS	Roman, Diana; Mitra, Gautam; Fabian, Csaba I.: Processing Second-Order Stochastic Dominance models using cutting-plane representations	Metadaten PDF