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Stochastischer Prozess
Leverage
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Agent Based Modeling
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Agentenbasierte Modellierung
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Allgemeines Gleichgewicht
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Auktionstheorie
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Key words: convex program
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Mathematics Subject Classification (2000): 90C15
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Nonlinear stochastic optimization
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Structured Quasi-Newton updates
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Trade on networks
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discrete-time optimal control
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dynamic stochastic program
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sparse factorization
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tree
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Steinbach, Marc C.
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Hübner, Jens
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Computational management science
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INFORMS journal on computing : JOC
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Operations research proceedings 1998 : selected papers of the International Conference on Operations Research, Zurich, August 31 - September 3, 1998 ; with 51 tables
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Recursive direct algorithms for multistage stochastic programs in financial engineering
Steinbach, Marc C.
- In:
Operations research proceedings 1998 : selected papers …
,
(pp. 241-250)
.
1999
Persistent link: https://www.econbiz.de/10001437540
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Optimization techniques for tree-structured nonlinear problems
Hübner, Jens
;
Schmidt, Martin
;
Steinbach, Marc C.
- In:
Computational management science
17
(
2020
)
3
,
pp. 409-436
Persistent link: https://www.econbiz.de/10012308606
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A distributed interior-point KKT solver for multistage stochastic optimization
Hübner, Jens
;
Schmidt, Martin
;
Steinbach, Marc C.
- In:
INFORMS journal on computing : JOC
29
(
2017
)
4
,
pp. 612-630
Persistent link: https://www.econbiz.de/10011772414
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