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SPEPS » All Volumes » Volume 2009 » Inhalt

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Volume 2009

9 Entries available
Nr. 9Dupacová, J.:
Uncertainties in minimax stochastic programs
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Nr. 8Faria, E.; Fleten, St..-E.:
Day-Ahead Market Bidding for a Nordic Hydropower Producer: Taking the Elbas Market into Account
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Nr. 7Miller, N.; Ruszczynski, A.:
Risk-Averse Two-Stage Stochastic Linear Programming: Modeling and Decomposition
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Nr. 6Van Ackooij, W.; Henrion, R.; Möller, A.; Zorgati, R.:
On probabilistic constraints induced by rectangular sets and multivariate normal distributions
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Nr. 5Pflug, G. Ch.; Römisch, W.:
The role of information in multi-period risk measurement
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Nr. 4Ntaimo, L.:
Fenchel Decomposition for Stochastic Mixed-Integer Programming
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Nr. 3Zverovich, V.; Fábián, C.; Ellison, F.; Mitra, G.:
A computational study of a solver system for processing two-stage stochastic linear programming problems
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Nr. 2Fábián, C.I.; Mitra, G.; Roman, D.; Zverovich, V.:
An enhanced model for portfolio choice with SSD criteria: a constructive approach
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Nr. 1Andrieu, L.; Henrion, R.; Römisch, W.:
A model for dynamic chance constraints in hydro power reservoir management
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