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281 |
Risk management in stochastic integer programming
Neise, Frederike. - Wiesbaden : Vieweg + Teubner, 2008, 1. ed.
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282 |
Shape optimization under uncertainty
Bonn : SFB 611, 2008, Als Ms. vervielfältigt
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283 |
Algorithms for handling CVaR-constraints in dynamic stochastic programming models with applications to finance
Fabian, Csaba I.. - Berlin : Humboldt-Universität zu Berlin, 2007
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284 |
An Exact Solution Approach for Portfolio Optimization Problems under Stochastic and Integer Constraints
Bonami, P.. - Berlin : Humboldt-Universität zu Berlin, 2007
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285 |
Discrepancy distances and scenario reduction in two-stage stochastic integer programming
Henrion, René. - Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2007
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286 |
Discrepancy distances and scenario reduction in two-stage stochastic integer programming
Henrion, René. - Berlin : WIAS, 2007
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287 |
MIP Reformulations of the Probabilistic Set Covering Problem
Saxena, Anureet. - Berlin : Humboldt-Universität zu Berlin, 2007
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288 |
On M-stationary points for a stochastic equilibrium problem under equilibrium constraints in electricity spot market modeling
Henrion, René. - Berlin : Humboldt-Universität zu Berlin, 2007
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289 |
Quantitative stability of fully random mixed-integer two-stage stochastic programs
Römisch, Werner. - Berlin : Humboldt-Universität zu Berlin, 2007
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290 |
Self-concordant Tree and Decomposition Based Interior Point Methods for Stochastic Convex Optimization Problem
Chen, Michael. - Berlin : Humboldt-Universität zu Berlin, 2007
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