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Optimal partial hedging in a discrete-time market as a knapsack problem
Lindberg, Peter - In: Mathematical methods of operations research 72 (2010) 3, pp. 433-451
Persistent link: https://www.econbiz.de/10008748334
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On a class of optimization problems emerging when hedging with short term futures contracts
Leobacher, Gunther - In: Mathematical methods of operations research 67 (2008) 1, pp. 65-90
Persistent link: https://www.econbiz.de/10003643609
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A global-filtering algorithm for linear programming problems with stochastic elements
Guan, Sichong; Fang, Shu-Cherng - In: Mathematical methods of operations research 48 (1998) 3, pp. 287-316
Persistent link: https://www.econbiz.de/10001394439
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Constrained Markov decision processes with total cost criteria: Lagrangian approach and dual linear program
Altman, Eitan - In: Mathematical methods of operations research 48 (1998) 3, pp. 387-417
Persistent link: https://www.econbiz.de/10001394492
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Simplices by point-sliding and the Yamnitsky-Levin algorithm
Faigle, Ulrich (contributor) - In: Mathematical methods of operations research 46 (1997) 1, pp. 131-142
Persistent link: https://www.econbiz.de/10001225086
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On the entropic regularization method for solving min-max problems with applications
Li, Xing-si - In: Mathematical methods of operations research 46 (1997) 1, pp. 119-130
Persistent link: https://www.econbiz.de/10001225087
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A path-following version of the Todd-Burrell procedure for linear programming
Vial, Jean-Philippe - In: Mathematical methods of operations research 46 (1997) 2, pp. 153-167
Persistent link: https://www.econbiz.de/10001230822
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Special issue on Structural reliability and stochastic structural optimization
Marti, Kurt (contributor) - In: Mathematical methods of operations research 46 (1997) 3, pp. 285-434
Persistent link: https://www.econbiz.de/10001231467
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Long-step primal-dual target-following algorithms for linear programming
Jansen, Benjamin (contributor) - In: Mathematical methods of operations research 44 (1996) 1, pp. 11-30
Persistent link: https://www.econbiz.de/10001204409
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A dual perturbation view of linear programming
Fang, Shu-Cherng - In: Mathematical methods of operations research 44 (1996) 1, pp. 1-9
Persistent link: https://www.econbiz.de/10001204444