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

SPEPS » All Volumes » Volume 2012 » Inhalt

Volume 2017
Volume 2016
Volume 2015
Volume 2014
Volume 2013
Volume 2012
Volume 2011
Volume 2010
Volume 2009
Volume 2008
Volume 2007
Volume 2006
Volume 2005
Volume 2004
Volume 2003
Volume 2002
Volume 2001
Volume 2000
Volume 1999
Volume 2012

10 Entries available
Nr. 10Romeijnders, Ward; van der Vlerk, Maarten H.:
Convex hull approximation of TU integer recourse models: Counterexamples, sufficient conditions, and special cases
Nr. 9Kogan, Alexander; Lejeune, Miguel A.:
Threshold Boolean Form for Joint Probabilistic Constraints with Random Technology Matrix
Nr. 8Vekas, Peter; van der Vlerk, Maarten H.; Klein Haneveld, Willem K.:
Optimizing existing railway timetables by means of stochastic programming
Nr. 7Pennanen, Teemu:
Introduction to convex optimization in financial markets
Nr. 6Liu, Yongchao; Römisch, Werner; Xu, Huifu:
Quantitative Stability Analysis of Stochastic Generalized Equations
Nr. 5Heitsch, Holger; Leövey, Hernan; Römisch, Werner:
Are Quasi-Monte Carlo algorithms efficient for two-stage stochastic programs?
Nr. 4Guiges, Vincent; Römisch, Werner:
SDDP for multistage stochastic linear programs based on spectral risk measures
Nr. 3Sen, Suvrajeet; Zhou, Zhihong:
Multistage Stochastic Decomposition: A Bridge between Stochastic Programming and Approximate Dynamic Programming
Nr. 2Maggioni, Francesca; Allevi, Elisabetta; Bertocchi, Marida:
Measures of information in multi-stage stochastic programming (Bounds in Multistage Linear Stochastic Programming)
Nr. 1Henrion, René:
Gradient estimates for Gaussian distribution functions: Application to probabilistically constrained optimization problems