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Volume 2006

23 Entries available
Nr. 23Homem-de-Mello, Tito:
On Rates of Convergence for Stochastic Optimization Problems Under Non-I.I.D. Sampling
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Nr. 22Kuhn, Daniel:
Convergent Bounds for Stochastic Programs with Expected Value Constraints
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Nr. 21Möller, Andris; Römisch, Werner; Weber, Klaus:
Airline Network Revenue Management by Multistage Stochastic Programming
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Nr. 20Eichhorn, Andreas; Römisch, Werner:
Stability of multistage stochastic programs incorporating polyhedral risk measures
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Nr. 19Kaut, Michal; Wallace, Stein W.:
Shape-based Scenario Generation using Copulas
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Nr. 18Guan, Yongpei; Ahmed, Shabbir; Nemhauser, George L.:
Cutting planes for multi-stage stochastic integer programs
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Nr. 17Ntaimo, Lewis; Sen, Suvrajeet:
A branch-and-cut algorithm for two-stage stochastic mixed-binary programs with continuous first-stage variables
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Nr. 16Fleten, Stein-Erik; Krogh Kristoffersen, Trine:
Short-term hydropower production planning by stochastic programming
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Nr. 15Henrion, René:
Some remarks on value-at-risk optimization
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Nr. 14Poojari, Chandra A.; Lucas, Cormac; Mitra, Gautam:
Robust solution and risk measures for a supply chain planning problem under uncertainty
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Nr. 13Henrion, René; Küchler, Christian; Römisch, Werner:
Scenario reduction in stochastic programming with respect to discrepancy distances
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Nr. 12Fleten, Stein-Erik; Lindset, Snorre:
Optimal Hedging Strategies for Multi-period Guarantees in the Presence of Transaction Costs: A Stochastic Programming Approach
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Nr. 11Panda, G.; Khan, D.A.; Ray, U.C.:
A JELS Stochastic inventory model with random demand
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Nr. 10Römisch, Werner; Wets, Roger J.-B.:
Stability of ε-approximate solutions to convex stochastic programs
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Nr. 9Henrion, René; Strugarek, Cyrille:
Convexity of chance constraints with independent random variables
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Nr. 8Fleten, Stein-Erik; Krogh Kristoffersen, Trine:
Stochastic programming for optimizing bidding strategies of a nordic hydropower producer
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Nr. 7Heitsch, Holger; Römisch, Werner:
Scenario tree modelling for multistage stochastic programs
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Nr. 6Olieman, Niels J.; van Putten, Bram:
Estimation method of multivariate exponential probabilities based on a simplex coordinates transform
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Nr. 5Morton, David P.; Pan, Feng; Saeger, Kevin J.:
Models for nuclear smuggling interdiction
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Nr. 4Erdogan, E.; Iyengar, G.:
On two-stage convex chance constrained problems
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Nr. 3Poojari, Chandra A.; Varghese, Boby:
Genetic algorithm based technique for solving chance constrained problems
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Nr. 2Dupacová, Jitka:
Contamination for multistage stochastic programs
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Nr. 1Ahmed, Shabbir; Cakmak, Ulas; Shapiro, Alexander:
Coherent Risk Measures in Inventory Problems
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