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Recursive direct algorithms for multistage stochastic programs in financial engineering
Steinbach, Marc C. - In: Operations research proceedings 1998 : selected papers …, (pp. 241-250). 1999
Persistent link: https://www.econbiz.de/10001437540
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Endogenous leverage and asset pricing in double auctions
Breuer, Thomas; Jandačka, Martin; Summer, Martin; … - In: Journal of economic dynamics & control 53 (2015), pp. 144-160
Persistent link: https://www.econbiz.de/10011526908
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Endogenous leverage and asset pricing in double auctions
Breuer, Thomas; Vollbrecht, Hans-Joachim; Summer, Martin - 2013
Persistent link: https://www.econbiz.de/10009778297
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Optimization techniques for tree-structured nonlinear problems
Hübner, Jens; Schmidt, Martin; Steinbach, Marc C. - In: Computational management science 17 (2020) 3, pp. 409-436
Persistent link: https://www.econbiz.de/10012308606
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Computational optimization of gas compressor stations : MINLP models versus continuous reformulations
Rose, Daniel; Schmidt, Martin; Steinbach, Marc C.; … - In: Mathematical methods of operations research 83 (2016) 3, pp. 409-444
Persistent link: https://www.econbiz.de/10011673680
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A distributed interior-point KKT solver for multistage stochastic optimization
Hübner, Jens; Schmidt, Martin; Steinbach, Marc C. - In: INFORMS journal on computing : JOC 29 (2017) 4, pp. 612-630
Persistent link: https://www.econbiz.de/10011772414