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Stochastic programs with simple integer recourse
Louveaux, François - 1991
Persistent link: https://www.econbiz.de/10000130324
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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
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Stochastic linear programming
Kall, Peter - 1976
Persistent link: https://www.econbiz.de/10000048408
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Stochastic programming
Kolbin, Vjačeslav V. - 1977
Persistent link: https://www.econbiz.de/10000003672
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Multistage stochastic programs via stochastic parametric optimization
Kanǩová, Vlasta - In: Operations research proceedings 2007 : selected papers …, (pp. 63-68). 2008
Persistent link: https://www.econbiz.de/10003716069
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A stochastic programming model with decision dependent uncertainty realizations for technology portfolio management
Solak, Senay; Clarke, John-Paul; Johnson, Ellis; … - In: Operations research proceedings 2007 : selected papers …, (pp. 75-80). 2008
Persistent link: https://www.econbiz.de/10003716095
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Service-level oriented lot sizing under stochastic demand
Fischer, Lars; Herpers, Sascha; Manitz, Michael - In: Operations research proceedings 2007 : selected papers …, (pp. 351-356). 2008
Persistent link: https://www.econbiz.de/10003717903
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Optimality of deterministic policies for certain stochastic control problems with multiple criteria and constraints
Feinberg, Eugene A. - In: Mathematical control theory and finance, (pp. 137-148). 2008
Persistent link: https://www.econbiz.de/10003755590
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Airline network revenue management by multistage stochastic programming
Möller, Andris; Römisch, Werner; Weber, Klaus - In: Computational Management Science : CMS 5 (2008) 4, pp. 355-377
Persistent link: https://www.econbiz.de/10003758299
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On the semimartingale property via bounded logarithmic utility
Larsen, Kasper; Žitković, Gordan - In: Annals of finance 4 (2008) 2, pp. 255-268
Persistent link: https://www.econbiz.de/10003645478