1999 – Nr. 4
SPEPS | Ruszczynski, Andrzej; Prékopa, András; Dentcheva, Darinka:
Concavity and Efficient Points of Discrete Distributions in Probabilistic Programming | Metadaten
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2004 – Nr. 9
SPEPS | Shapiro, Alexander; Ruszczynski, Andrzej:
Conditional Risk Mappings | Metadaten
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2004 – Nr. 7
SPEPS | Ruszczynski, Andrzej; Dentcheva, Darinka:
Convexification of stochastic ordering | Metadaten
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2001 – Nr. 2
SPEPS | Ogryczak, Wlodzimierz:
Dual stochastic dominance and related mean-risk models | Metadaten
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2003 – Nr. 25
SPEPS | Lai, Bogumila; Dentcheva, Darinka:
Efficient point methods for probabilistic optimization problems | Metadaten
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2002 – Nr. 16
SPEPS | Vanderbei, Robert J.; Ruszczynski, Andrzej:
Frontiers of stochastically nondominated portfolios | Metadaten
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2002 – Nr. 18
SPEPS | Topaloglu, Huseyin; Ruszczynski, Andrzej; Powell, Warren:
Learning algorithms for separable approximations of stochastic optimization problems | Metadaten
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1998 – Nr. 28
Mathematik-Preprints | Prékopa, András; Dentcheva, Darinka:
On Stochastic Integer Programming under Probabilistic Constraints | Metadaten
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2003 – Nr. 7
SPEPS | Ruszczynski, Andrzej; Dentcheva, Darinka:
Optimality and duality theory for stochastic optimization problems with nonlinear dominance constraints | Metadaten
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2004 – Nr. 8
SPEPS | Shapiro, Alexander; Ruszczynski, Andrzej:
Optimization of Convex Risk Functions | Metadaten
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2003 – Nr. 8
SPEPS | Ruszczynski, Andrzej; Dentcheva, Darinka:
Optimization with stochastic dominance constraints | Metadaten
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2003 – Nr. 24
SPEPS | Dentcheva, Darinka:
Portfolio optimization with stochastic dominance constraints | Metadaten
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2000 – Nr. 22
SPEPS | Ruszczynski, Andrzej:
Probabilistic programs with discrete distributions and precedence constrained knapsack polyhedra | Metadaten
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2001 – Nr. 11
SPEPS | Pflug, Georg Ch.:
Risk measures for income streams | Metadaten
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2000 – Nr. 8
SPEPS | Ferris, Michael C.:
Robust path choice in networks with failures | Metadaten
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