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211 |
Hybrid Solution Method for Dynamic Programming Equations for MDOF Stochastic Systems
Enthalten in Dynamics and control Bd. 10, Nr. 1, date:1.2000: 107-116
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212 |
Portfolio optimization via stochastic programming: Methods of output analysis
Enthalten in Mathematical methods of operations research Bd. 50, Nr. 2, date:10.1999: 245-270
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213 |
Dynamic programming for multidimensional stochastic control problems
Enthalten in Acta mathematica sinica, English series Bd. 15, Nr. 4, date:10.1999: 485-506
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214 |
The stochastic bottleneck linear programming problem
Enthalten in Top Bd. 7, Nr. 1, date:6.1999: 123-143
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215 |
A simulation-based approach to two-stage stochastic programming with recourse
Enthalten in Mathematical programming Bd. 81, Nr. 3, date:5.1998: 301-325
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216 |
A global-filtering algorithm for linear programming problems with stochastic elements
Enthalten in Mathematical methods of operations research Bd. 48, Nr. 3, date:12.1998: 287-316
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217 |
On the Glivenko-Cantelli problem in stochastic programming: Mixed-integer linear recourse
Enthalten in Mathematical methods of operations research Bd. 47, Nr. 1, date:2.1998: 39-49
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218 |
Stochastic differential dynamic programming for multi-reservoir system control
Enthalten in Stochastic environmental research and risk assessment Bd. 12, Nr. 4, date:10.1998: 247-266
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219 |
Chance Constrained Programming Formulations for Stochastic Characterizations of Efficiency and Dominance in DEA
Enthalten in Journal of productivity analysis Bd. 9, Nr. 1, date:1.1998: 53-79
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220 |
Decomposition methods in stochastic programming
Enthalten in Mathematical programming Bd. 79, Nr. 1-3, date:10.1997: 333-353
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