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Browsing by Author "Stein, W."
Now showing items 1-15 of 15
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2001-04-06BuchA heuristic for generating scenario trees for multistage decision problems Høyland, Kjetil; Kaut, Michal; Stein, W.In stochastic programming models we always face the problem of how to represent the random variables. This is particularly difficult with multidimensional distributions. We present an algorithm that produces a discrete ...
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2008-03-17BuchDelta-Hedging a Hydropower Plant Using Stochastic Programming Fleten, Stein-Erik; Stein, W.An important challenge for hydropower producers is to optimize reservoir discharges, which is subject to uncertainty in inflow and electricity prices. Furthermore, the producers want to hedge the risk in the operating profit. ...
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1979-01-01ZeitschriftenartikelEigenschaften und Bedeutung von Makro-Kreatinkinasen Stein, W.; Bohner, J.; Eggstein, M.; Lang, H.
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1978-01-01ZeitschriftenartikelEvaluation of a Micromethod for the Determination of Glucose in Skin-Puncture Blood for the DuPont aca Stein, W.; Eggstein, M.
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2003-07-14BuchEvaluation of scenario-generation methods for stochastic programming Kaut, Michal; Stein, W.In this paper, we discuss the evaluation of quality/suitability of scenario-generation methods for a given stochastic programming model. We formulate minimal requirements that should be imposed on a scenario-generation ...
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1983-01-01ZeitschriftenartikelEvaluation of the Optimized Bioluminescent Assay for the Determination of Total Creatine Kinase and Creatine Kinase MB Activities Willig, K.-H.; Stein, W.; Bohner, J.
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1999-12-20BuchHedging electricity portfolios via stochastic programming Fleten, Stein-Erik; Stein, W.; Ziemba, William T.Electricity producers participating in the Nordic wholesale-level market face significant uncertainty in inflow to reservoirs and prices in the spot and contract markets. Taking the view of a single risk-averse producer, ...
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1991-01-01ZeitschriftenartikelInfradian Rhythms of Alanine Aminopeptidase Excretion. During Gentamicin Therapy Balschun, D.; Burchardt, U.; Klagge, M.; Stein, W.
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1981-01-01ZeitschriftenartikelMacro Creatine Kinase BB: Evidence for Specific Binding between Creatine Kinase BB and Immunoglobulin G Stein, W.; Bohner, J.; Krais, J.; Müller, M.; Steinhart, R.; Eggstein, M.
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1987-01-01ZeitschriftenartikelMacro Lipase — A New Member of the Family of Immunoglobulin-Linked Enzymes Stein, W.; Bohner, J.; Bahlinger, M.
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1978-01-01ZeitschriftenartikelMikrobestimmung von Glucose mit Glucosedehydrogenase bei bestimmungsunabhängiger Probenvorbereitung im Routinelaboratorium Stein, W.; MILDNER, I.; Maulbetsch, R.
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1989-01-01ZeitschriftenartikelReference Ranges for α-Amylase in Serum and Urine with 4,6-Ethylidene-(G7)-1-4-nitrophenyl-(G1)-α,D-maltoheptaoside as Substrate Hohenwallner, W.; Stein, W.; Hafkenscheid, J. C. M.; Kruse-Jarres, J. D.; Kaiser, C.; Hubbuch, A.; Klein, G.
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2006-12-07BuchShape-based Scenario Generation using Copulas Kaut, Michal; Stein, W.The purpose of this article is to show how the multivariate structure (the ”shape” of the distribution) can be separated from the marginal distributions when generating scenarios. To dothis we use the copula. As a result, ...
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1981-01-01ZeitschriftenartikelStability of Macro Creatine Kinases and Creatine Kinase Isoenzymes Compared: Heat Inactivation Test for Determination of Thermostable Creatine Kinases Bohner, J.; Stein, W.; Renn, W.; Steinhart, R.; Eggstein, M.
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2000-04-01BuchThe performance of stochastic dynamic and fixed mix portfolio models Fleten, Stein-Erik; Høyland, Kjetil; Stein, W.The purpose of this paper is to demonstrate how to evaluate stochastic programming models, and more specifically to compare two different approaches to asset liability management. The first uses multistage stochastic ...
