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~institution:"Gesellschaft für Angewandte Mathematik und Mechanik"
~language:"deu"
~language:"eng"
~language:"fin"
~subject:"Mathematical programming"
~subject:"Risiko"
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Mathematical programming
Risiko
Mathematische Optimierung
3
Stochastische Optimierung
3
Theorie
3
Theory
3
15.06.1993
1
29.05.1990
1
Machinery
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Nichtlineare Optimierung
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Nonlinear programming
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Marti, Kurt
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Kall, Peter
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Gesellschaft für Angewandte Mathematik und Mechanik
National Bureau of Economic Research
226
Deutsche Forschungsgemeinschaft
15
Econometrisch Instituut <Rotterdam>
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IGI Global
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Center for Economic Research <Tilburg>
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Edward Elgar Publishing
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Institut für Betriebswirtschaftslehre <Darmstadt> / Fachgebiet Operations-Research
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Erasmus Research Institute of Management
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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Ekonomiska forskningsinstitutet <Stockholm>
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Institut für Ökonometrie und Operations Research, Rheinische Friedrich-Wilhelms-Universität Bonn
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Chambre de commerce et d'industrie de Paris
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International Federation for Information Processing
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International Workshop on Global Optimization <1999, Florenz>
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Conference on Optimization Techniques <8, 1977, Würzburg>
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Stochastic optimization techniques : numerical methods and technical applications ; [papers presented at the 4th GAMM/IFIP-Workshop on "Stochastic Optimization: Numerical Methods a...
Marti, Kurt
(
ed.
)
-
2002
Persistent link: https://www.econbiz.de/10001621093
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Stochastic optimization : numerical methods and technical applications ; proceedings of a GAMM/IFIP workshop held at the Federal Armed Forces University Munich, Neubiberg, FRG, May...
Marti, Kurt
(
ed.
)
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1992
Persistent link: https://www.econbiz.de/10013278056
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Stochastic programming : numerical techniques and engineering applications; Proceedings of the 2. GAMM/IFIP-Workshop on " Stochastic Optimization: Numerical Methods and Technical A...
Marti, Kurt
(
ed.
);
Kall, Peter
(
contributor
)
-
1995
Persistent link: https://www.econbiz.de/10013278130
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