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Proceedings of the Second Würzburg-Umeå Conference in Statistics : Bayerische Julius-Maximilians-Universität Würzburg, May 18 - 21, 1992

Collani, Elart von (contributor); Göb, Rainer (contributor) - Würzburg-Umeå Conference in Statistics <2, 1992, … - 1992

Persistent link: https://www.econbiz.de/10000934259

A maximum decisional efficiency estimation principle

Troutt, Marvin D. - In: Management science : journal of the Institute for … 41 (1995) 1, pp. 76-82

Persistent link: https://www.econbiz.de/10001178901

Lagrangian dual decision rules for multistage stochastic mixed-integer programming

Daryalal, Maryam; Bodur, Merve; Luedtke, James R. - In: Operations research 72 (2024) 2, pp. 717-737

Persistent link: https://www.econbiz.de/10014520886

Low-discrepancy sampling for approximate dynamic programming with local approximators

Cervellera, Cristiano; Gaggero, Mauro; Macciò, Danilo - In: Computers & operations research : and their … 43 (2014), pp. 108-115

Persistent link: https://www.econbiz.de/10010242069

A sample average approximation method for disassemblx line balancing problem under uncertainty

Bentaha, Mohand Lounes; Battaïa, Olga; Dolgui, Alexandre - In: Computers & operations research : and their … 51 (2014), pp. 111-122

Persistent link: https://www.econbiz.de/10010408891

Robust Portfolio Optimization Under Sampling Error : Estimation of Sampling Error in Small Eigen Value by Semidefinite Programming

Minami, Seiji - 2013

covariance matrix. Estimation of sampling errors for small eigen values is quite important for fund managers who construct their … portfolios from estimated covariance matrixes. If they can calculate the sampling errors, they can construct robust portfolios …. In this study, we propose the method of estimation of sampling error for eigen values from error of each element of …

Persistent link: https://www.econbiz.de/10013079251