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Dynamic pricing and inventory control : robust vs. stochastic uncertainty models : a computational study
Adida, Elodie; Perakis, Georgia - 2010
Persistent link: https://www.econbiz.de/10008759780
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Moment calculations for piecewise-defined functions : an application to stochastic optimization with coherent risk measures
Borgonovo, Emanuele; Peccati, Lorenzo - 2010
Persistent link: https://www.econbiz.de/10003964884
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Stochastic models for risk estimation in volatile markets : a survey
Stoyanov, Stoyan V.; Racheva-Iotova, Borjana; Račev, … - 2010
Persistent link: https://www.econbiz.de/10003964894
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Robustness in stochastic programs with risk constraints
Dupačová, Jitka; Kopa, Milos - 2012
Persistent link: https://www.econbiz.de/10009688667
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Multilevel Monte Carlo for stochastic differential equations with additive fractional noise
Kloeden, Peter E.; Neuenkirch, Andreas; Pavani, Raffaella - 2011
Persistent link: https://www.econbiz.de/10009305696
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The expected loss in the discretization of multistage stochastic programming problems : estimation and convergence rate
Šmíd, Martin - 2009
Persistent link: https://www.econbiz.de/10003811659
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Design of an optimal tuned mass damper for a system with parametric uncertainty
Moreno, Claudia Patricia; Thomson, Peter J. - 2010
Persistent link: https://www.econbiz.de/10008760297
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Determination of storage tanks location for optimal short-term scheduling in multipurpose/multiproduct batch-continuous plants under uncertainties
Durand, Guillermo A.; Mele, Fernando D.; Bandoni, J. Alberto - 2012
Persistent link: https://www.econbiz.de/10009671367
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Dynamic asset allocation under VaR constraint with stochastic interest rates
Hainaut, Donatien - 2009
Persistent link: https://www.econbiz.de/10003934263