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SPEPS » All Volumes » Volume 2000 » Inhalt

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Volume 2000

27 Entries available
Nr. 27Rachev, Svetlozar T.; Römisch, Werner:
Quantitative stability in stochastic programming
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Nr. 26Sen, Suvrajeet; Higle, Julia L.:
The C 3 theorem and a D 2 algorithm for large scale stochastic integer programming
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Nr. 25Tokat, Yesim; Rachev, Svetlozar T.; Schwartz, Eduardo:
The stable non-Gaussian asset allocation
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Nr. 24Marti, Kurt:
Adaptive optimal stochastic trajectory planning and control (AOSTPC) for robots
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Nr. 23Henrion, René:
Structure and stability of probabilistic storage level constraints
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Nr. 22Ruszczynski, Andrzej:
Probabilistic programs with discrete distributions and precedence constrained knapsack polyhedra
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Nr. 21Henrion, René:
A note on the connectedness of chance constraints
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Nr. 20Dupacová, Jitka; Gröwe-Kuska, Nicole; Römisch, Werner:
Scenario reduction in stochastic programming: An approach using probability metrics
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Nr. 19Nürnberg, Robert; Römisch, Werner:
A two-stage planning model for power scheduling in a hydro-thermal system under uncertainty
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Nr. 18Høyland, Kjetil; Kaut, Michal; Wallace, Stein W.:
A heuristic for generating scenario trees for multistage decision problems
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Nr. 17Dupacová, Jitka:
Output analysis for approximated stochastic programs
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Nr. 16Ahmed, Shabbir; Tawarmalani, Mohit; Sahinidis, Nikolas V.:
A finite branch and bound algorithm for two-stage stochastic integer programs
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Nr. 15Shapiro, Alexander; Kim, Joocheol; Homem-de-Mello, Tito:
Conditioning of stochastic programs
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Nr. 14Zhao, Yonggan; Ziemba, William T.:
Mean-variance versus expected utility in dynamic investment analysis
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Nr. 13Ziemba, William T.:
Determining risk neutral probabilities and optimal portfolio policies in a dynamic investment model with downside risk control in the presence of trading frictions
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Nr. 12Klein Haneveld, Willem K.; van der Vlerk, Maarten H.:
Optimizing electricity distribution using two-stage integer recourse models
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Nr. 11MacLean, Leonard C.; Ziemba, William T.; Li, Yuming:
Time to wealth goals in capital accumulation
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Nr. 10Nesterov, Yu.; Vial, J.-Ph.:
Confidence level solutions for stochastic programming
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Nr. 9Fleten, Stein-Erik; Høyland, Kjetil; Wallace, Stein W.:
The performance of stochastic dynamic and fixed mix portfolio models
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Nr. 8Ferris, Michael C.; Ruszczynski, Andrzej:
Robust path choice in networks with failures
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Nr. 7Korf, Lisa A.; Wets, Roger J.-B.:
Random lsc functions
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Nr. 6Albritton, Michael; Shapiro, Alexander; Spearman, Mark:
Finite capacity production planning with random demand and limited information
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Nr. 5Korf, Lisa A.; Wets, Roger J.-B.:
Random lsc functions
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Nr. 4Homem-de-Mello, Tito:
Variable-sample methods and simulated annealing for discrete stochastic optimization
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Nr. 3Shapiro, Alexander:
Stochastic programming by Monte Carlo simulation methods
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Nr. 2Mehrotra, Sanjay:
Volumetric center method for stochastic convex programs using sampling
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Nr. 1Gröwe-Kuska, Nicole; Kiwiel, Krzysztof C.; Nowak, Matthias Peter; Römisch, Werner; Wegner, Isabel:
Power management in a hydro-thermal system under uncertainty by Lagrangian relaxation
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