Lecture Notes in Economics and Mathematical Systems - Dynamic Stochastic Optimization
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Published By Springer Berlin Heidelberg

9783540405061, 9783642558849

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Modeling Support for Multistage Recourse Problems

Lecture Notes in Economics and Mathematical Systems - Dynamic Stochastic Optimization ◽

10.1007/978-3-642-55884-9_2 ◽

2004 ◽

pp. 21-41 ◽

Cited By ~ 1

Author(s):

Peter Kall ◽

János Mayer

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The Value of Perfect Information as a Risk Measure

Lecture Notes in Economics and Mathematical Systems - Dynamic Stochastic Optimization ◽

10.1007/978-3-642-55884-9_14 ◽

2004 ◽

pp. 275-291 ◽

Cited By ~ 4

Author(s):

Georg Ch. Pflug

Keyword(s):

Risk Measure ◽

Perfect Information ◽

Value Of Perfect Information

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Real-time Robust Optimal Trajectory Planning of Industrial Robots

Lecture Notes in Economics and Mathematical Systems - Dynamic Stochastic Optimization ◽

10.1007/978-3-642-55884-9_8 ◽

2004 ◽

pp. 133-154 ◽

Cited By ~ 2

Author(s):

Andreas Aurnhammer ◽

Kurt Marti

Keyword(s):

Real Time ◽

Trajectory Planning ◽

Optimal Trajectory ◽

Industrial Robots ◽

Optimal Trajectory Planning

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Estimating LIBOR/Swaps Spot-Volatilities: the EpiVolatility Model

Lecture Notes in Economics and Mathematical Systems - Dynamic Stochastic Optimization ◽

10.1007/978-3-642-55884-9_6 ◽

2004 ◽

pp. 99-114

Author(s):

Stephen W. Bianchi ◽

Roger J-B Wets ◽

Liming Yang

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Optimization under Uncertainty using Momentum

Lecture Notes in Economics and Mathematical Systems - Dynamic Stochastic Optimization ◽

10.1007/978-3-642-55884-9_12 ◽

2004 ◽

pp. 249-256 ◽

Cited By ~ 1

Author(s):

Sjur Didrik Flåm

Keyword(s):

Optimization Under Uncertainty

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Reflections on Output Analysis for Multistage Stochastic Linear Programs

Lecture Notes in Economics and Mathematical Systems - Dynamic Stochastic Optimization ◽

10.1007/978-3-642-55884-9_1 ◽

2004 ◽

pp. 3-20 ◽

Cited By ~ 1

Author(s):

Jitka Dupačová

Keyword(s):

Linear Programs ◽

Output Analysis ◽

Stochastic Linear Programs ◽

Multistage Stochastic Linear Programs

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Optimal Stopping Problem and Investment Models

Lecture Notes in Economics and Mathematical Systems - Dynamic Stochastic Optimization ◽

10.1007/978-3-642-55884-9_5 ◽

2004 ◽

pp. 83-98 ◽

Cited By ~ 6

Author(s):

Vadim I. Arkin ◽

Alexander D. Slastnikov

Keyword(s):

Optimal Stopping ◽

Optimal Stopping Problem ◽

Investment Models

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Optimal Solutions for Undiscounted Variance Penalized Markov Decision Chains

Lecture Notes in Economics and Mathematical Systems - Dynamic Stochastic Optimization ◽

10.1007/978-3-642-55884-9_3 ◽

2004 ◽

pp. 43-66 ◽

Cited By ~ 5

Author(s):

Karel Sladký ◽

Milan Sitař

Keyword(s):

Optimal Solutions ◽

Markov Decision

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Stochastic Optimization of Risk Functions via Parametric Smoothing

Lecture Notes in Economics and Mathematical Systems - Dynamic Stochastic Optimization ◽

10.1007/978-3-642-55884-9_11 ◽

2004 ◽

pp. 225-247 ◽

Cited By ~ 2

Author(s):

Yuri Ermoliev ◽

Vladimir Norkin

Keyword(s):

Stochastic Optimization ◽

Risk Functions

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Approximation and Optimization for Stochastic Networks

Lecture Notes in Economics and Mathematical Systems - Dynamic Stochastic Optimization ◽

10.1007/978-3-642-55884-9_4 ◽

2004 ◽

pp. 67-79

Author(s):

Julien Granger ◽

Ananth Krishnamurthy ◽

Stephen M. Robinson

Keyword(s):

Stochastic Networks

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Lecture Notes in Economics and Mathematical Systems - Dynamic Stochastic OptimizationLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer Berlin Heidelberg

Modeling Support for Multistage Recourse Problems

The Value of Perfect Information as a Risk Measure

Real-time Robust Optimal Trajectory Planning of Industrial Robots

Estimating LIBOR/Swaps Spot-Volatilities: the EpiVolatility Model

Optimization under Uncertainty using Momentum

Reflections on Output Analysis for Multistage Stochastic Linear Programs

Optimal Stopping Problem and Investment Models

Optimal Solutions for Undiscounted Variance Penalized Markov Decision Chains

Stochastic Optimization of Risk Functions via Parametric Smoothing

Approximation and Optimization for Stochastic Networks

Lecture Notes in Economics and Mathematical Systems - Dynamic Stochastic Optimization
Latest Publications