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type_genre:"Article in journal"
type_genre:"Survey"
~isPartOf:"Annals of operations research"
~isPartOf:"Mathematical methods of operations research"
~subject:"Cooperative game"
~subject:"Risiko"
~subject:"Stochastischer Prozess"
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Cooperative game
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838
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International Conference on Stochastic Programming <10, 2004, Tucson, Ariz.>
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ECONIS (ZBW)
146
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1
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146
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1
Nonconcave robust optimization with discrete strategies under Knightian uncertainty
Neufeld, Ariel
;
Ṥikić, Mario
- In:
Mathematical methods of operations research
90
(
2019
)
2
,
pp. 229-253
Persistent link: https://www.econbiz.de/10012132710
Saved in:
2
Algorithms for non-linear and stochastic resource constrained shortest path
Parmentier, Axel
- In:
Mathematical methods of operations research
89
(
2019
)
2
,
pp. 281-317
Persistent link: https://www.econbiz.de/10012010371
Saved in:
3
Dynamic systemic risk measures for bounded discrete timeprocesses
Kromer, Eduard
;
Overbeck, Ludger
;
Zilch, Kartrin
- In:
Mathematical methods of operations research
90
(
2019
)
1
,
pp. 77-108
Persistent link: https://www.econbiz.de/10012116625
Saved in:
4
Management of a hydropower system via convex duality
Dahl, Kristina Rognlien
- In:
Mathematical methods of operations research
89
(
2019
)
1
,
pp. 43-71
Persistent link: https://www.econbiz.de/10011991715
Saved in:
5
Reduction of nonanticipativity constraints in multistage stochastic programming problems with endogenous and exogenous uncertainty
Hooshmand, F.
;
MirHassani, S.A.
- In:
Mathematical methods of operations research
87
(
2018
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011873712
Saved in:
6
Quantile Hedging in a semi-static market with model uncertainty
Bayraktar, Erhan
;
Wang, Gu
- In:
Mathematical methods of operations research
87
(
2018
)
2
,
pp. 197-277
Persistent link: https://www.econbiz.de/10011873985
Saved in:
7
A limited-feedback approximation scheme for optimal switching problems with execution delays
Perninge, Magnus
- In:
Mathematical methods of operations research
87
(
2018
)
3
,
pp. 347-382
Persistent link: https://www.econbiz.de/10011874011
Saved in:
8
Risk measurement and risk-averse control of partially observable discrete-time Markov systems
Fan, Jingnan
;
Ruszcy´nski, Andrzej
- In:
Mathematical methods of operations research
88
(
2018
)
2
,
pp. 161-184
Persistent link: https://www.econbiz.de/10011935391
Saved in:
9
Mean-variance optimal trading problem subject to stochastic dominance constraints with second order autoregressive price dynamics
Singh, Arti
;
Selvamuthu, Dharmaraja
- In:
Mathematical methods of operations research
86
(
2017
)
1
,
pp. 29-69
Persistent link: https://www.econbiz.de/10011714373
Saved in:
10
On an extension of the concept of TU-games and thier values
Radzik, Tadeusz
- In:
Mathematical methods of operations research
86
(
2017
)
1
,
pp. 149-170
Persistent link: https://www.econbiz.de/10011714393
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