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Mathematical programming
Monte Carlo
827
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218
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214
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121
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108
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69
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Georghiou, Angelos
2
Pascal, Julien
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Tsoukalas, Angelos
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Wiesemann, Wolfram
2
Antonelli, Fabio
1
Bender, Christian
1
Bi, Shujun
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1
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ECONIS (ZBW)
16
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Consumption optimization for recursive utility in a jump-diffusion model
Antonelli, Fabio
;
Mancini, Carlo
- In:
Decisions in economics and finance : DEF ; a journal of …
39
(
2016
)
2
,
pp. 293-310
Persistent link: https://www.econbiz.de/10011642633
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2
Error bounds for rank constrained optimization problems and applications
Bi, Shujun
;
Pan, Shaohua
- In:
Operations research letters
44
(
2016
)
3
,
pp. 336-341
Persistent link: https://www.econbiz.de/10011506076
Saved in:
3
Rumour propagation : an operational research approach by computational and information theory
Gürbüz, Burcu
;
Mawengkang, Herman
;
Husein, Ismail
; …
- In:
Central European journal of operations research
30
(
2022
)
1
,
pp. 345-365
Persistent link: https://www.econbiz.de/10013185116
Saved in:
4
Higher-order total variation bounds for expectations of periodic functions and simple integer recourse approximations
Laan, Niels van der
;
Romeijnders, Ward
;
Vlerk, Maarten …
- In:
Computational Management Science : CMS
15
(
2018
)
3/4
,
pp. 325-349
Persistent link: https://www.econbiz.de/10011922951
Saved in:
5
A primal-dual lifting scheme for two-stage robust optimization
Georghiou, Angelos
;
Tsoukalas, Angelos
;
Wiesemann, Wolfram
- In:
Operations research
68
(
2020
)
2
,
pp. 572-590
Persistent link: https://www.econbiz.de/10012213388
Saved in:
6
Robust dual dynamic programming
Georghiou, Angelos
;
Tsoukalas, Angelos
;
Wiesemann, Wolfram
- In:
Operations research
67
(
2019
)
3
,
pp. 813-830
Persistent link: https://www.econbiz.de/10012040291
Saved in:
7
Asymptotic analysis of semidefinite bounds for polynomial optimization and independent sets in geometric hypergraphs
Slot, Lucas
-
2022
Persistent link: https://www.econbiz.de/10013411884
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8
Subset selection with shrinkage : sparse linear modeling when the SNR is low
Mazumder, Rahul
;
Radchenko, Peter
;
Dedieu, Antoine
- In:
Operations research
71
(
2023
)
1
,
pp. 129-147
Persistent link: https://www.econbiz.de/10014308406
Saved in:
9
Robust optimization based on the propagation of variance method for analytic design models
Picheral, Laura
;
Hadj-Hamou, Khaled
;
Bigeon, Jean
- In:
International journal of production research
52
(
2014
)
24
,
pp. 7324-7338
Persistent link: https://www.econbiz.de/10010474539
Saved in:
10
Importance sampling in stochastic programming : a Markov chain Monte Carlo approach
Parpas, Panos
;
Ustun, Berk
;
Webster, Mort
;
Tran, Quang Kha
- In:
INFORMS journal on computing : JOC
27
(
2015
)
2
,
pp. 358-377
Persistent link: https://www.econbiz.de/10011291297
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