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~subject:"Mathematische Optimierung"
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Mathematische Optimierung
Theorie
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Lejeune, Miguel A.
15
Margot, François
5
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4
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3
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1
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1
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1
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1
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INFORMS journal on computing : JOC
3
European journal of operational research : EJOR
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
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2
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1
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Optimizing optimization : the next generation of optimization applications and theory
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ECONIS (ZBW)
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1
Optimization for simulation : LAD accelerator
Lejeune, Miguel A.
;
Margot, François
-
2011
Persistent link: https://www.econbiz.de/10009296522
Saved in:
2
Aeromedical battlefield evacuation under endogenous uncertainty in casualty delivery times
Lejeune, Miguel A.
;
Margot, François
- In:
Management science : journal of the Institute for …
64
(
2018
)
12
,
pp. 5481-5496
Persistent link: https://www.econbiz.de/10011964511
Saved in:
3
Pattern-based modeling and solution of probabilistically constrained optimization problems
Lejeune, Miguel A.
- In:
Operations research
60
(
2012
)
6
,
pp. 1356-1372
Persistent link: https://www.econbiz.de/10009701930
Saved in:
4
Improving bounds on the football pool problem by integer programming and high-throughput computing
Linderoth, Jeff
;
Margot, François
;
Thain, Greg
- In:
INFORMS journal on computing : JOC
21
(
2009
)
3
,
pp. 445-457
Persistent link: https://www.econbiz.de/10003883474
Saved in:
5
Novel approaches to portfolio construction : multiple risk models and multisolution generation
Ceria, Sebastián
;
Margot, François
;
Renshaw, Anthony
; …
- In:
Optimizing optimization : the next generation of …
,
(pp. 23-52)
.
2010
Persistent link: https://www.econbiz.de/10003939050
Saved in:
6
Relaxations of approximate linear programs for the real option management of commodity storage
Nadarajah, Selvaprabu
;
Margot, François
;
Secomandi, Nicola
- In:
Management science : journal of the Institute for …
61
(
2015
)
12
,
pp. 3054-3076
Persistent link: https://www.econbiz.de/10011413516
Saved in:
7
Stochastic portfolio optimization with proportional transaction costs : convex reformulations and computational experiments
Filomena, Tiago P.
;
Lejeune, Miguel A.
- In:
Operations research letters
40
(
2012
)
3
,
pp. 212-217
Persistent link: https://www.econbiz.de/10009546517
Saved in:
8
Multi-objective probabilistically constrained programs with variable risk : models for multi-portfolio financial optimization
Lejeune, Miguel A.
;
Shen, Siqian
- In:
European journal of operational research : EJOR
252
(
2016
)
2
,
pp. 522-539
Persistent link: https://www.econbiz.de/10011457705
Saved in:
9
Showcase scheduling at Fred Astaire East Side Dance Studio
Lejeune, Miguel A.
;
Yakova, Nevena
- In:
Interfaces : the INFORMS journal on the practice of …
38
(
2008
)
3
,
pp. 176-186
Persistent link: https://www.econbiz.de/10003745597
Saved in:
10
Distributionally robust portfolio optimization with linearized STARR performance measure
Ji, Ran
;
Lejeune, Miguel A.
;
Fan, Zhengyang
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 113-127
Persistent link: https://www.econbiz.de/10012872526
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