|
231 |
Construction of Risk-Averse Enhanced Index Funds Lejeune, Miguel. - Berlin : Humboldt-Universität zu Berlin, 2010
|
|
|
232 |
Convex duality in stochastic programming and mathematical finance Pennanen, Teemu. - Berlin : Humboldt-Universität zu Berlin, 2010
|
|
|
233 |
Medium-term Planning of a Multi-product Batch Plant under Multi-period Multi-uncertainty by Two-stage Stochastic Mixed Integer Linear Programming Cui, Jian. - Aachen : Shaker, 2010, 1. Auflage
|
|
|
234 |
Pattern-Based Modeling and Solution of Probabilistically Constrained Optimization Problems Lejeune, Miguel A.. - Berlin : Humboldt-Universität zu Berlin, 2010
|
|
|
235 |
Stochastic programming approaches for risk aware supply chain network design problems Nickel, S.. - Kaiserslautern : Fraunhofer-Institut für Techno- und Wirtschaftsmathematik, Fraunhofer (ITWM), 2010
|
|
|
236 |
A computational study of a solver system for processing two-stage stochastic linear programming problems Zverovich, V.. - Berlin : Humboldt-Universität zu Berlin, 2009
|
|
|
237 |
Advances in Linear Stochastic Programming Rasekh, Lila. - Saarbrücken : VDM Verlag Dr. Müller, 2009
|
|
|
238 |
An enhanced model for portfolio choice with SSD criteria: a constructive approach Fábián, Csaba I.. - Berlin : Humboldt-Universität zu Berlin, 2009
|
|
|
239 |
Markov Decision Processes Puterman, Martin L.. - New York, NY : John Wiley & Sons, 2009, 1., Auflage
|
|
|
240 |
Shape optimization under uncertainty from a stochastic programming point of view Held, Harald, 2009
|
|