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Henrion, René

10 Entries available
Volume 2006
Nr. 15
Henrion, René:
Some remarks on value-at-risk optimization
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Volume 2006
Nr. 13
Henrion, René; Küchler, Christian; Römisch, Werner:
Scenario reduction in stochastic programming with respect to discrepancy distances
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Volume 2006
Nr. 9
Henrion, René; Strugarek, Cyrille:
Convexity of chance constraints with independent random variables
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Volume 2005
Nr. 13
Henrion, René:
Structural Properties of Linear Probabilistic Constraints
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Volume 2005
Nr. 11
Römisch, Werner:
Lipschitz and differentiability properties of quasi-concave and singular normal distribution functions
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Volume 2004
Nr. 17
Bukszar, Jozsef; Henrion, René; Hujter, Mihaly; Szantai, Tamas:
Polyhedral inclusion-exclusion
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Volume 2003
Nr. 4
Henrion, René; Römisch, Werner:
Hölder and Lipschitz Stability of Solution Sets in Programs with Probabilistic Constraints
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Volume 2003
Nr. 3
Henrion, René:
Perturbation ananlysis of chance-constrained programs under variation of all constraint data
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Volume 2000
Nr. 23
Henrion, René:
Structure and stability of probabilistic storage level constraints
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Volume 2000
Nr. 21
Henrion, René:
A note on the connectedness of chance constraints
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