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Optimization : proceedings of the 9th Belgian-French-German Conference on Optimization, Namur, September 7 - 11, 1998

Nguyen, Van-Hien (contributor) - 2000

Persistent link: https://www.econbiz.de/10001432666

Optimization : Proceedings of the 9th Belgian-French-German Conference on Optimization Namur, September 7-11, 1998

Nguyen, Van Hien - 2000

The book presents and discusses theoretical and practical developments in the field of optimization. All papers contain new results and the emphasis has been put on the accessibility of each paper for researchers working in optimization. The topics covered in this volume include: Mathematical...

Persistent link: https://www.econbiz.de/10013519701

Two problems in financial engineering

Chen, Nan - 2006

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Optimal risk control under marked point processes shocks : a dynamic programming duality approach

Mnif, Mohamed - In: International journal of theoretical and applied finance 16 (2013) 7, pp. 1-45

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A duality approach to continuous-time contracting problems with limited commitment

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Contractive dual methods for incentive problems

Messner, Matthias; Pavoni, Nicola; Sleet, Christopher - 2012 - This version: July, 2012

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Optimal multiperiod pricing with service guarantees

Borgs, Christian; Candogan, Ozan; Chayes, Jennifer; … - In: Management science : journal of the Institute for … 60 (2014) 7, pp. 1792-1811

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A nonlinear programming method for dynamic programming

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Adaptive distributionally robust optimization

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Focus programming : a bi-level programming approach to static stochastic optimization problems

Guo, Peijun; Zhu, Xide - In: International transactions in operational research : a … 30 (2023) 6, pp. 3833-3862

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