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