Logo of Humboldt-Universität zu BerlinLogo of Humboldt-Universität zu Berlin
edoc-Server
Open-Access-Publikationsserver der Humboldt-Universität
de|en
Header image: facade of Humboldt-Universität zu Berlin
Volume 2011 
  • edoc-Server Home
  • Elektronische Zeitschriften
  • Stochastic Programming E-print Series (SPEPS)
  • Volume 2011
  • edoc-Server Home
  • Elektronische Zeitschriften
  • Stochastic Programming E-print Series (SPEPS)
  • Volume 2011
JavaScript is disabled for your browser. Some features of this site may not work without it.
All of edoc-ServerCommunity & CollectionTitleAuthorSubjectThis CollectionTitleAuthorSubject
PublishLoginRegisterHelp
DDC510 Mathematik (3)
StatisticsView Usage Statistics
RSS FeedsfeedRSS 1.0feedRSS 2.0feedAtom
All of edoc-ServerCommunity & CollectionTitleAuthorSubjectThis CollectionTitleAuthorSubject
PublishLoginRegisterHelp
DDC510 Mathematik (3)
StatisticsView Usage Statistics
RSS FeedsfeedRSS 1.0feedRSS 2.0feedAtom
Volume 2011 
  • edoc-Server Home
  • Elektronische Zeitschriften
  • Stochastic Programming E-print Series (SPEPS)
  • Volume 2011
  • edoc-Server Home
  • Elektronische Zeitschriften
  • Stochastic Programming E-print Series (SPEPS)
  • Volume 2011

Volume 2011

Recent Submissions
  • 2011-11-28Buch
    On the Geometry of Acceptability Functionals 
    Pichler, Alois
    In this paper we discuss the geometry of acceptability functionals or risk measures. The dependenceof the random variable is investigated first. The main contribution and focus of this paper is to studyhow acceptability ...
  • 2011-11-28Buch
    Multistage Optimization 
    Pflug, Georg Ch.; Pichler, Alois
    We provide a new identity for the multistage Average Value-at-Risk. The identity is based on the conditional Average Value-at-Risk at random level, which is introduced. It is of interest in situations, where the information ...
  • 2011-09-13Buch
    A gradient formula for linear chance constraints under Gaussian distribution 
    Henrion, René; Möller, Andris
    We provide an explicit gradient formula for linear chance constraints under a (possibly singular) multivariate Gaussian distribution. This formula allows one to reduce the calculus of gradients to the calculus of values ...
  • 2011-08-02Buch
    Stochastic programs without duality gaps 
    Pennanen, Teemu; Perkkiö, Ari-Pekka
    This paper studies dynamic stochastic optimization problems parametrizedby a random variable. Such problems arise in many applications in operations research and mathematical finance. We give sufficient conditionsfor the ...
DINI-Zertifikat 2019OpenAIRE validatedORCID Consortium
Imprint Policy Contact Data Privacy Statement
A service of University Library and Computer and Media Service
© Humboldt-Universität zu Berlin