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391 |
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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392 |
Concavity and Efficient Points of Discrete Distributions in Probabilistic Programming
Dentcheva, Darinka. - Berlin : Humboldt-Universität zu Berlin, 1999
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393 |
Creating Synthetic Option Strategies for Asset Allocation with Transaction Costs Using Multi-Period Stochastic Programming
Zhao, Yonggan. - Berlin : Humboldt-Universität zu Berlin, 1999
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394 |
Hedging electricity portfolios via stochastic programming
Fleten, Stein-Erik. - Berlin : Humboldt-Universität zu Berlin, 1999
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395 |
On Rate of Convergence of Optimal Solutions of Monte Carlo Approximations of Stochastic Programs
Shapiro, Alexander. - Berlin : Humboldt-Universität zu Berlin, 1999
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396 |
The Sample Average Approximation Method for Stochastic Discrete Optimization
Kleywegt, Anton J.. - Berlin : Humboldt-Universität zu Berlin, 1999
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397 |
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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398 |
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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399 |
The stochastic bottleneck linear programming problem
Enthalten in Top Bd. 7, Nr. 1, date:6.1999: 123-143
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400 |
Advances in Computational and Stochastic Optimization, Logic Programming, and Heuristic Search
Boston, MA : Springer US, 1998
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