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Piecewise linear approximation of functions of two variables in MILP models
D’Ambrosio, Claudia; Lodi, Andrea; Martello, Silvano - In: Operations research letters 38 (2010) 1, pp. 39-46
Persistent link: https://www.econbiz.de/10003941989
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Gradient-based algorithms for convex discrete optimization via simulation
Zhang, Haixiang; Zheng, Zeyu; Lavaei, Javad - In: Operations research 71 (2023) 5, pp. 1815-1834
Persistent link: https://www.econbiz.de/10014393279
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Simulation designs for the estimation of quadratic response surface gradients in the presence of model misspecification
Donohue, Joan M. - In: Management science : journal of the Institute for … 41 (1995) 2, pp. 244-262
Persistent link: https://www.econbiz.de/10001179365
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Strong consistency and other properties of the spectral variance estimator
Damerdji, Halim - In: Management science : journal of the Institute for … 37 (1991) 11, pp. 1424-1440
Persistent link: https://www.econbiz.de/10001115791
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Current topics in quantitative finance : with 23 tables
Canestrelli, Elio (ed.) - 1999
Persistent link: https://www.econbiz.de/10001391920
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Die Behandlung qualitativer Datenstrukturen in quantitativen Analysemethoden durch das Prinzip der optimalen Skalierung
Hansohm, Jürgen - 1987
Persistent link: https://www.econbiz.de/10000736391
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Intertemporal optimization and nonlinear error-correction models
Escribano, Álvaro; Pfann, Gerard A. - 1993
Persistent link: https://www.econbiz.de/10000874379
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Computational statistics
Rao, Calyampudi Radhakrishna (contributor) - 1993
Persistent link: https://www.econbiz.de/10000348576
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Zinsmodelle in der stochastischen Optimierung : mit Anwendungen im Asset- & Liability-Management
Schürle, Michael - 1998
Persistent link: https://www.econbiz.de/10000672590