Auflistung Elektronische Zeitschriften nach Titel
Anzeige der Publikationen 690-709 von 5000
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2010-11-19BuchConstruction of Risk-Averse Enhanced Index Funds We propose a partial replication strategy to construct risk-averse enhanced index funds. Our model takes into account the parameter estimation risk by defining the asset returns and the return covariance terms as random ...
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2006-03-15BuchContamination for multistage stochastic programs Contamination technique will be examined as a possible approach to robustness analysis of results obtained for multistage stochastic linear programs with respect to changes of their structure or input data. We shall focus ...
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2015-05-22ZeitschriftenartikelContent/Inhaltsverzeichnis
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2013-05-16ZeitschriftenartikelContinuity and Change
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2019-02-06ZeitschriftenartikelContinuity and Change in India’s Early Tibet Policy: 1947 to 1960
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2003-01-01ZeitschriftenartikelContributions to the history of university museums and collections in Europe The recent history of museums, from the sixteenth and seventeenth century wunderkammer to the present, is relatively welldocumented. In marked contrast, the pre-history of university museums remains largely unstudied. This ...
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1991-11-06ZeitschriftenartikelControl Data CYBER 180-830
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2008-07-05BuchConvergence Analysis of a Weighted Barrier Decomposition Algorithm for Two Stage Stochastic Programming Mehrotra and Ozevin [7] computationally found that a weighted primal barrier decomposition algorithm significantly outperforms the barrier decomposition proposed and analyzed in [11; 6; 8]. Thispaper provides a theoretical ...
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2015-09-14BuchConvergence of the Smoothed Empirical Process in Nested Distance The nested distance, also process distance, provides a quantitative measure of distance for stochastic processes. It is the crucial and determining distance for stochastic optimization problems.In this paper we demonstrate ...
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2006-12-18BuchConvergent Bounds for Stochastic Programs with Expected Value Constraints This article elaborates a bounding approximation scheme for convexmultistage stochastic programs (MSP) that constrain the conditional expectation ofsome decision-dependent random variables. Expected value constraints of ...
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2011-08-18ZeitschriftenartikelConversaciones colectivas: nuevos enfoques para la unificación del trabajo de un museo universitario
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2005-04-11BuchConvex approximations for a class of mixed-integer recourse models We consider mixed-integer recourse (MIR) models with a single recourse constraint. We relate the second-stage value function of such problems to the expected simple integer recourse (SIR) shortage function. This allows to ...
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2002-05-26BuchConvex approximations for complete integer recourse models We consider convex approximations of the expected value function of a two-stage integer recourse problem. The convex approximations are obtained by perturbing the distribution of the random right-hand side vector. It is ...
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2013-04-02BuchConvex approximations for totally unimodular integerrecourse models: A uniform error bound We consider a class of convex approximations for totally unimodular (TU) integer recourse models and derive a uniform error bound by exploiting properties of the total variation of the probability density functions involved. ...
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2010-08-25BuchConvex duality in stochastic programming and mathematical finance This paper proposes a general duality framework for the problem of minimizing a convex integral functional over a space of stochastic processes adapted to a given filtration. The framework unifies many well-known duality ...
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2012-12-21BuchConvex hull approximation of TU integer recourse models:Counterexamples, sufficient conditions, and special cases We consider a convex approximation for integer recourse models. In particular, we showthat the claim of Van der Vlerk (2004) that this approximation yields the convex hull of totallyunimodular (TU) integer recourse models ...
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2004-03-01BuchConvexification of stochastic ordering We consider sets defined by the usual stochastic ordering relation and by the second order stochastic dominance relation. Under fairy general assumptions we prove that in the space of integrable random variables the closed ...
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2006-05-15BuchConvexity of chance constraints with independent random variables We investigate the convexity of chance constraints with independent random variables. It will be shown, how concavity properties of the mapping related to the decision vector have to be combined with a suitable property ...
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2005-01-01ZeitschriftenartikelCorina Caduff: Die Literarisierung von Musik und bildender Kunst um 1800
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2012-03-13ZeitschriftenartikelCorinne Susanek: Neue Heimat Schweden. Cordelia Edvardsons und Ebba Sörboms Autobiografik zur Shoah.