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Volume 2007

12 Entries available
Nr. 12Henrion, Rene; Römisch, Werner:
On M-stationary points for a stochastic equilibrium problem under equilibrium constraints in electricity spot market modeling
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Nr. 11Römisch, Werner; Vigerske, Stefan:
Quantitative stability of fully random mixed-integer two-stage stochastic programs
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Nr. 10Fabian, Csaba I.; Veszpremi, Anna:
Algorithms for handling CVaR-constraints in dynamic stochastic programming models with applications to finance
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Nr. 9Küchler, Christian; Vigerske, Stefan:
Decomposition of Multistage Stochastic Programs with Recombining Scenraio Trees
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Nr. 8Chen, Michael; Mehrotra, Sanjay:
Self-concordant Tree and Decomposition Based Interior Point Methods for Stochastic Convex Optimization Problem
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Nr. 7Ntaimo, Lewis; Tanner, Matthew W.:
Computations with Disjunctive Cuts for Two-Stage Stochastic Mixed 0-1 Integer Programs
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Nr. 6Gollmer, Ralf; Gotzes, Uwe; Schultz, Rüdiger:
Second-Order Stochastic Dominance Constraints Induced by Mixed-Integer Linear Recourse
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Nr. 5Heinze, Thomas; Schultz, Rüdiger:
A Branch-and-Bound Method for Multistage Stochastic Integer Programs with Risk Objectives
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Nr. 4Gollmer, Ralf; Neise, Frederike; Schultz, Rüdiger:
Stochastic Programs with First-Order Dominance Constraints Induced by Mixed-Integer Linear Recourse
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Nr. 3Saxena, Anureet:
A Short Note on the Probabilistic Set Covering Problem
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Nr. 2Saxena, Anureet; Goyal, Vineet; Lejeune, Miguel:
MIP Reformulations of the Probabilistic Set Covering Problem
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Nr. 1Bonami, P.; Lejeune, M.A.:
An Exact Solution Approach for Portfolio Optimization Problems under Stochastic and Integer Constraints
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