//--> //--> //-->
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
Two-stage optimization problem...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Mathematische Optimierung
Stochastic process
9
Stochastischer Prozess
9
Theorie
9
Theory
9
Mathematical programming
8
Risiko
5
Risk
5
Duality
3
Portfolio selection
3
Portfolio-Management
3
Stochastic programming
3
Convex programming
2
Experiment
2
Liquidity constraints
2
Probabilistic constraints
2
Risikomaß
2
Risk measure
2
Stochastic Dominance
2
Stochastic dominance
2
duality
2
risk
2
stochastic programming
2
utility functions
2
András Prékopa
1
CAPM
1
Choquet Representation
1
Coefficient of variation
1
Decision under risk
1
Decomposition method
1
Decomposition methods
1
Dekompositionsverfahren
1
Entscheidung unter Risiko
1
Erwartungsnutzen
1
Estimation theory
1
Expected utility
1
Increasing convex order
1
Lorenz Curve
1
Lorenz curve
1
Mean-semi-deviation
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
7
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Aufsatz im Buch
1
Aufsatzsammlung
1
Book section
1
Festschrift
1
Language
All
English
8
Author
All
Dentcheva, Darinka
7
Martinez, Gabriela
3
Bertocchi, Marida
1
Consigli, Giorgio
1
Dentcheva, D.
1
Lin, Yang
1
Maggioni, Francesca
1
Penev, Spiridon
1
Ruszczyński, Andrzej P.
1
Stock, Gregory J.
1
Wolfhagen, Eli
1
more ...
less ...
Published in...
All
Annals of operations research
2
Operations research
2
European journal of operational research : EJOR
1
Quantitative finance
1
Stochastic programming : the state of the art ; in honor of Georg B. Dantzig
1
Zeitschrift für Operations-Research : ZOR ; mathematical methods of operations research
1
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Augmented Lagrangian methods for solving optimation problems with stochastic-order constraints
Dentcheva, Darinka
;
Martinez, Gabriela
;
Wolfhagen, Eli
- In:
Operations research
64
(
2016
)
6
,
pp. 1451-1465
Persistent link: https://www.econbiz.de/10011620703
Saved in:
2
Two-stage stochastic optimization problems with stochastic ordering constraints on the recourse
Dentcheva, Darinka
;
Martinez, Gabriela
- In:
European journal of operational research : EJOR
219
(
2012
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10009511726
Saved in:
3
Augmented Lagrangian method for probabilistic optimization
Dentcheva, Darinka
;
Martinez, Gabriela
-
2012
Persistent link: https://www.econbiz.de/10009688661
Saved in:
4
Stochastic optimization: theory and applications
Consigli, Giorgio
(
ed.
);
Dentcheva, Darinka
(
ed.
); …
-
2020
Persistent link: https://www.econbiz.de/10012285926
Saved in:
5
On the price of risk in a mean-risk optimization model
Dentcheva, Darinka
;
Stock, Gregory J.
- In:
Quantitative finance
18
(
2018
)
10
,
pp. 1699-1713
Persistent link: https://www.econbiz.de/10012261905
Saved in:
6
Stability and sample-based approximations of composite stochastic optimization problems
Dentcheva, Darinka
;
Lin, Yang
;
Penev, Spiridon
- In:
Operations research
71
(
2023
)
5
,
pp. 1871-1888
Persistent link: https://www.econbiz.de/10014393285
Saved in:
7
Pathfollowing methods in nonlinear optimization III : Lagrange multiplier embedding
Dentcheva, D.
(
contributor
)
- In:
Zeitschrift für Operations-Research : ZOR ; …
41
(
1995
)
2
,
pp. 127-152
Persistent link: https://www.econbiz.de/10001183147
Saved in:
8
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->