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SPEPS » All Volumes » Volume 2004 » Inhalt

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Volume 2004

25 Entries available
Nr. 25Strugarek, Cyrille:
On the Fortet-Mourier metric for the stability of Stochastic Optimization Problems, an example
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Nr. 24Kong, Nan; Schaefer, Andrew J.; Hunsaker, Brady:
Two-stage integer programs with stochastic right-hand sides
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Nr. 23Goel, Vikas; Grossmann, Ignacio E.:
A class of stochastic programs with decision dependent uncertainty
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Nr. 22Koivu, Matti:
Variance reduction in sample approximations of stochastic programs
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Nr. 21Märkert, Andreas; Schultz, Rüdiger:
On deviation measures in stochastic integer programming
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Nr. 20Schultz, Rüdiger; Tiedemann, Stephan:
Conditional value-at-risk in stochastic programs with mixed-integer recourse
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Nr. 19Pennanen, Teemu:
Epi-convergent discretizations of multistage stochastic programs via integration quadratures
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Nr. 18Volosov, Konstantin; Mitra, Gautam; Spagnolo, Fabio; Lucas, Cormac:
Treasury management model with foreign exchange exposure
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Nr. 17Bukszar, Jozsef; Henrion, René; Hujter, Mihaly; Szantai, Tamas:
Polyhedral inclusion-exclusion
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Nr. 16Eichhorn, Andreas; Römisch, Werner:
Polyhedral risk measures in stochastic programming
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Nr. 15Di Domenica, Nico; Birbilis, George; Mitra, Gautam; Valente, Patrick:
Stochastic Programming and Scenario Generation within a Simualtion Framework
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Nr. 14Pennanen, Teemu; King, Alan J.:
Arbitrage pricing of American contingent claims in incomplete markets - a convex optimization approach
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Nr. 13Toktas, Berkin; Yen, Joyce W.; Zabinsky, Zelda B.:
A stochastic programming approach to resource-constrained assignment problems
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Nr. 12Chiralaksanakul, Anukal; Morton, David P.:
Assessing policy quality in multi-stage stochastic programming
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Nr. 11Mehrotra, Sanjay; Gokhan Ozevin, M.:
Decomposition-based interior point methods for two-stage stochastic convex quadratic programs with recourse
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Nr. 10Ahmed, Shabbir:
Mean-risk objectives in stochastic programming
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Nr. 9Ruszczynski, Andrzej; Shapiro, Alexander:
Conditional Risk Mappings
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Nr. 8Shapiro, Alexander:
Optimization of Convex Risk Functions
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Nr. 7Dentcheva, Darinka; Ruszczynski, Andrzej:
Convexification of stochastic ordering
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Nr. 6Guan, Yongpei; Ahmed, Shabbir; Nemhauser, George L.:
A branch-and-cut algorithm for the stochastic uncapacitated lot-sizing problem
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Nr. 5Kong, Nan; Schaefer, Andrew J.:
A factor 1/2 approximation algorithm for a class of two-stage stochastic mixed-integer programs
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Nr. 4Ntaimo, Lewis; Sen, Suvrajeet:
The million-variable "march" for stochastic combinatorial optimization
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Nr. 3Pennanen, Teemu:
Epi-convergent discretizations of multistage stochastic programs
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Nr. 2Dupacová, Jitka; Popela, Pavel:
Melt control
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Nr. 1Polivka, Jan:
Asset-liability management for Czech pension funds using stochastic programming
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