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Mathematical programming
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Cooperative networks : control and optimization ; [6th International Conference on Cooperative Control and Optimization ... February 1 - 3, 2006 in Gainesville, Florida]
3
Asia-Pacific financial markets
1
Central European journal of operations research
1
Computational Management Science : CMS
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1
Innovations in risk management : seminal papers from the Journal of Risk
1
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1
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1
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1
Mathematical programming : proceedings of the International Congress on Mathematical Programming Rio de Janeiro, Brazil, 6-8 April, 1981
1
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1
Nonconvex optimization and its applications : NOIA
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Research and education in mathematics : R & E
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Social networks and the economics of sports
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Calibrating probability distributions with convex-concave-convex functions : application to CDO pricing
Veremyev, Alexander
;
Tsyurmasto, Peter
;
Uryasev, Stan
; …
- In:
Computational Management Science : CMS
11
(
2014
)
4
,
pp. 341-364
Persistent link: https://www.econbiz.de/10010437154
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2
Drawdown measure in portfolio optimization
Chekhlov, Alexei
;
Uryasev, Stan
;
Zabarankin, Michael
- In:
International journal of theoretical and applied finance
8
(
2005
)
1
,
pp. 13-58
Persistent link: https://www.econbiz.de/10002625151
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3
Full stability in finite-dimensional optimization
Mordukhovich, B. S.
;
Nghia, T. T. A.
;
Rockafellar, …
- In:
Mathematics of operations research
40
(
2015
)
1
,
pp. 226-252
Persistent link: https://www.econbiz.de/10010497623
Saved in:
4
Optimization of conditional value-at-risk
Rockafellar, R. Tyrrell
;
Uryasev, Stanislav
- In:
Innovations in risk management : seminal papers from …
,
(pp. 179-204)
.
2004
Persistent link: https://www.econbiz.de/10002600304
Saved in:
5
Automatic step sizes for the fortified descent algorithms in monotropic programming
Rockafellar, Ralph Tyrrell
- In:
Mathematical programming : proceedings of the …
,
(pp. 337-346)
.
1984
Persistent link: https://www.econbiz.de/10001256829
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6
The theory of subgradients and its applications to problems of optimization : convex and nonconvex functions
Rockafellar, Ralph Tyrrell
-
1981
Persistent link: https://www.econbiz.de/10000952655
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7
Network algorithms for the dual of the constrainded shortest path problem
Grechuk, Bogdan
;
Molyboha, Anton
;
Zabarankin, Michael
- In:
Cooperative networks : control and optimization ; [6th …
,
(pp. 113-145)
.
2008
Persistent link: https://www.econbiz.de/10003740833
Saved in:
8
Optimization approaches for vision-based path planning for autonomous micro-air vehicles in urban environments
Zabarankin, Michael
;
Kurdila, Andrew
;
Prokopyev, Oleg A.
; …
- In:
Cooperative networks : control and optimization ; [6th …
,
(pp. 311-342)
.
2008
Persistent link: https://www.econbiz.de/10003740907
Saved in:
9
Inverse portfolio problem with coherent risk measures
Grechuk, Bogdan
;
Zabarankin, Michael
- In:
European journal of operational research : EJOR
249
(
2016
)
2
,
pp. 740-750
Persistent link: https://www.econbiz.de/10011436861
Saved in:
10
Eavesdropping and jamming communication networks
Commander, Clayton W.
;
Pardalos, Panos M.
;
Ryabchenko, …
- In:
Cooperative networks : control and optimization ; [6th …
,
(pp. 101-112)
.
2008
Persistent link: https://www.econbiz.de/10003740827
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