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SPEPS » List of Authors » Fabian, Csaba I.

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Fabian, Csaba I.

3 Entries available
Volume 2008
Nr. 10
Fabian, Csaba I.; Mitra, Gautam; Roman, Diana:
Processing Second-Order Stochastic Dominance models using cutting-plane representations
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Volume 2007
Nr. 10
Fabian, Csaba I.; Veszpremi, Anna:
Algorithms for handling CVaR-constraints in dynamic stochastic programming models with applications to finance
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Volume 2005
Nr. 20
Fabian, Csaba I.:
Decomposing CVaR minimization in two-stage stochastic models
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