Browsing Elektronische Zeitschriften by Title
Now showing items 3306-3325 of 5051
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2007-04-01ZeitschriftenartikelOffenheit ist eines meiner Grundprinzipien Torsten Prothmanns frühe Arbeiten umfassen ein Spektrum von Malerei über Collagen bis Installationen. Nach Jahren des Experimentierens, konzentriert sich sein heutiges Werk wieder verstärkt auf die Malerei. Seine neuesten ...
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2012-03-13ZeitschriftenartikelOla Mestad (red.): Anton Martin Schweigaard: Professorpolitikeren.
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2009-07-13ZeitschriftenartikelOlaf Lind: "Arkitekten Steen Eiler Rasmussen."
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2007-12-12ZeitschriftenartikelOlav F. Knudsen (ed.): "Security Strategies, Power Disparity and Identity: The Baltic Sea Region"
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2011-02-16ZeitschriftenartikelOld bones, digital narratives: Investigating the Peter B. Cornwall Collection in the Phoebe A. Hearst Museum A joint team of archaeologists from the University of California, Berkeley and Sonoma State University are examining a collection of artifacts and skeletal material excavated by Peter B. Cornwall in Bahrain and eastern ...
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2010-02-02ZeitschriftenartikelOle Ravn: Fører uden folk. Frits Clausen og Danmarks National Socialistiske Arbejder-Parti.
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2018-09-29ZeitschriftenartikelOn Ars Geminis. Fakes, Forgeries and Copies of Medieval and Renaissance Paintings The LANIAC (Laboratorio di analisi non invasive su opere d’arte antica, moderna e contemporanea) of the University of Verona (Italy) and the CAEM (Centre d’Art d’Època Moderna) of the University of Lleida (Spain), two ...
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2004-09-13BuchOn deviation measures in stochastic integer programming We propose extensions of traditional expectation-based stochastic integer programs to mean-risk models. Risk is measured by expected deviations of suitable random variables from their means or from preselected targets. We ...
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2014-05-07BuchOn Distributionally Robust Multiperiod Stochastic Optimization This paper considers model uncertainty for multistage stochastic programs. The data and information structure of the baseline model is a tree, on which the decision problem is defined. We consider ambiguity neighborhoods ...
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2010-10-19BuchOn joint probabilistic constraints with Gaussian coefficient matrix The paper deals with joint probabilistic constraints defined by a Gaussiancoefficient matrix. It is shown how to explicitly reduce the computation ofvalues and gradients of the underlying probability function to that of ...
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2003-09-30BuchOn Leland's option hedging strategy with transaction costs Nonzero transaction costs invalidate the Black-Scholes (1973) arbitrage argument based on continuous trading. Leland (1985) developed a hedging strategy which modifies the Black-Scholes hedging strategy with a volatility ...
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2007-12-07BuchOn M-stationary points for a stochastic equilibrium problem under equilibrium constraints in electricity spot market modeling Modeling several competitive leaders and followers acting in an electricity marketleads to coupled systems of mathematical programs with equilibrium constraints,called equilibrium problems with equilibrium constraints ...
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2002-05-02BuchOn Multiple Simple Recourse models We consider multiple simple recourse (MSR) models, both continuous and integer versions, which generalize the corresponding simple recourse (SR) models by allowing for a refined penalty cost structure for individual shortages ...
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2009-10-16BuchOn probabilistic constraints induced by rectangular sets and multivariate normal distributions In this paper, we consider optimization problems under probabilistic constraints which aredefined by two-sided inequalities for the underlying normally distributed random vector. Asa main step for an algorithmic solution ...
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1999-10-18BuchOn Rate of Convergence of Optimal Solutions of Monte Carlo Approximations of Stochastic Programs In this paper we discuss Monte Carlo simulation based approximations of a stochastic programming problem. We show that if the corresponding random functions are convex piecewise smooth and the distribution is discrete, ...
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2006-12-18BuchOn Rates of Convergence for Stochastic Optimization Problems Under Non-I.I.D. Sampling In this paper we discuss the issue of solving stochastic optimization problems bymeans of sample average approximations. Our focus is on rates of convergence of estimators of optimal solutions and optimal values with respect ...
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2008-07-02BuchOn Stability of Multistage Stochastic Programs We study quantitative stability of linear multistage stochastic programs underperturbations of the underlying stochastic processes. It is shown that the optimalvalues behave Lipschitz continuous with respect to an ...
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2008-03-06BuchOn the convergence of stochastic dual dynamic programming and related methods We discuss the almost-sure convergence of a broad class of sampling algorithms for multi-stage stochastic linear programs. We provide a convergence proof based on the finiteness of the set of distinct cutcoefficients. This ...
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2004-12-27BuchOn the Fortet-Mourier metric for the stability of Stochastic Optimization Problems, an example We consider the use of the Fortet-Mourier metric between two probability measures to bound the error term made by an approximated solution of a stochastic program. After a short analysis of usual stability arguments, we ...
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2011-11-28BuchOn the Geometry of Acceptability Functionals 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 ...
