Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Mathematische Optimierung"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Tractable almost stochastic do...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Mathematische Optimierung
Theorie
18
Theory
17
Portfolio-Management
10
Portfolio selection
9
Stochastischer Prozess
9
Risk
8
Stochastic process
8
Risiko
7
Risikoaversion
7
Mathematical programming
6
Risk aversion
6
Stochastic Dominance
5
Algorithms
4
Algorithmus
4
Diversification
4
Efficient Portfolios
4
Measurement
4
Messung
4
Algorithm
3
Dynamic programming
3
Risikomaß
3
Risk measure
3
Convex programming
2
Decision under risk
2
Decision under uncertainty
2
Duality
2
Dynamische Optimierung
2
Empirical Measures
2
Entscheidung unter Risiko
2
Entscheidung unter Unsicherheit
2
Inventory model
2
Lagerhaltungsmodell
2
Liquidity constraints
2
Markov chain
2
Markov-Kette
2
Nash equilibrium
2
Nash-Gleichgewicht
2
Nichtkooperatives Spiel
2
Noncooperative game
2
more ...
less ...
Type of publication
All
Article
5
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Aufsatz im Buch
2
Book section
2
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
more ...
less ...
Language
All
English
6
Author
All
Ruszczyński, Andrzej P.
6
Dentcheva, Darinka
1
Ermolʹev, Jurij M.
1
Gülten, Sıtkı
1
Norkin, Vladimir I.
1
Pflug, Georg
1
Powell, Warren B.
1
Schultz, Rüdiger
1
Tsitsiklis, John N.
1
Vanderbei, Robert J.
1
more ...
less ...
Published in...
All
Annals of operations research ; 229
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
INFORMS journal on computing : JOC
1
Mathematical methods of operations research
1
Stochastic programming : the state of the art ; in honor of Georg B. Dantzig
1
Working paper / Internationales Institut für Angewandte System-Analyse : WP
1
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Portfolio optimization with risk control by stochastic dominance constraints
Dentcheva, Darinka
;
Ruszczyński, Andrzej P.
- In:
Stochastic programming : the state of the art ; in …
,
(pp. 189-211)
.
2011
Persistent link: https://www.econbiz.de/10008798656
Saved in:
2
The languages of stochastic optimization
Powell, Warren B.
- In:
INFORMS journal on computing : JOC
22
(
2010
)
1
,
pp. 23-25
Persistent link: https://www.econbiz.de/10003962626
Saved in:
3
Two-stage portfolio optimization with higher-order conditional measures of risk
Gülten, Sıtkı
;
Ruszczyński, Andrzej P.
-
2015
Persistent link: https://www.econbiz.de/10011284408
Saved in:
4
Frontiers of stochastically nondominated portfolios
Ruszczyński, Andrzej P.
;
Vanderbei, Robert J.
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
4
,
pp. 1287-1297
Persistent link: https://www.econbiz.de/10001792669
Saved in:
5
On the Glivenko-Cantelli problem in stochastic programming : mixed-integer linear recourse
Pflug, Georg
- In:
Mathematical methods of operations research
47
(
1998
)
1
,
pp. 39-49
Persistent link: https://www.econbiz.de/10001243718
Saved in:
6
On optimal allocation of indivisibles under uncertainty
Norkin, Vladimir I.
;
Ermolʹev, Jurij M.
;
Ruszczyński, …
-
1994
Persistent link: https://www.econbiz.de/10000914904
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
