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SPEPS » All Volumes » Volume 2010 » Inhalt

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Volume 2010

9 Entries available
Nr. 9Zverovich, Victor; Fábián, Csaba I.; Ellison, Francis; Mitra, Gautam:
A computational study of a solver system for processing two-stage stochastic linear programming problems
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Nr. 8Lejeune, Miguel; Samatli-Pac, Gülay:
Construction of Risk-Averse Enhanced Index Funds
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Nr. 7Guigues, Vincent; Römisch, Werner:
Sampling-based decomposition methods for risk-averse multistage programs
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Nr. 6van Ackooij, W.; Henrion, R.; Möller, A.; Zorgati, R.:
On joint probabilistic constraints with Gaussian coefficient matrix
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Nr. 5Lejeune, Miguel A.:
Pattern-Based Modeling and Solution of Probabilistically Constrained Optimization Problems
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Nr. 4Pennanen, Teemu:
Convex duality in stochastic programming and mathematical finance
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Nr. 3Liu, Yongchao; Xu, Huifu:
Stability and sensitivity analysis of stochastic programs with second order dominance constraints
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Nr. 2Branda, Martin:
Reformulation of general chance constrained problems using the penalty functions
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Nr. 1Girardeau, Pierre:
A comparison of sample-based stochastic optimal control methods
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