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31
Testing for third-order stochastic dominance with diversification possibilities
Post, Thierry
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001641680
Saved in:
32
Stochastic submodular maximization
Asadpour, Arash
;
Nazerzadeh, Hamid
;
Saberi, Amin
- In:
Internet and network economics : 4th international …
,
(pp. 477-489)
.
2008
Persistent link: https://www.econbiz.de/10003792825
Saved in:
33
American and European options in multi-factor jump-diffusion models, near expiry
Levendorskij, Sergej Z.
- In:
Finance and stochastics
12
(
2008
)
4
,
pp. 541-560
Persistent link: https://www.econbiz.de/10003899270
Saved in:
34
Optimization under uncertainty of the integrated oil supply chain using stochastic and robust programming
Ribas, Gabriela P.
;
Hamacher, Silvio
;
Street, Alexandre
- In:
International transactions in operational research : …
17
(
2010
)
6
,
pp. 777-796
Persistent link: https://www.econbiz.de/10008736670
Saved in:
35
Minimax and risk averse multistage stochastic programming
Shapiro, Alexander
- In:
European journal of operational research : EJOR
219
(
2012
)
3
,
pp. 719-726
Persistent link: https://www.econbiz.de/10009526593
Saved in:
36
Robustness of optimal portfolios under risk and stochastic dominance constraints
Dupačová, Jitka
;
Kopam, Milos̆
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 434-441
Persistent link: https://www.econbiz.de/10010356735
Saved in:
37
Medium range optimization of copper extraction planning under uncertainty in future copper prices
Alonso-Ayuso, Antonio
;
Carvallo, Felipe
;
Escudero, …
- In:
European journal of operational research : EJOR
233
(
2014
)
3
,
pp. 711-726
Persistent link: https://www.econbiz.de/10010228195
Saved in:
38
On distributionally robust multiperiod stochastic optimization
Analui, Bita
;
Pflug, Georg
- In:
Computational Management Science : CMS
11
(
2014
)
3
,
pp. 197-220
Persistent link: https://www.econbiz.de/10010385634
Saved in:
39
Models for minimax stochastic linear optimization problems with risk aversion
Bertsimas, Dimitris
;
Doan, Xuan Vinh
;
Natarajan, Karthik
; …
- In:
Mathematics of operations research
35
(
2010
)
3
,
pp. 580-602
Persistent link: https://www.econbiz.de/10008660776
Saved in:
40
Simulation modeling and optimization of competitive electricity markets and stochastic fluid systems
Özdemir, Özge
-
2013
The second part of the thesis focuses on a different stochastic problem of finding the optimal hedging points in a manufacturing flow control system. Our simulation-based method allows solving large scale systems that are considered very difficult to solve by current standards in the literature.
Persistent link: https://www.econbiz.de/10009732948
Saved in:
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