Treffer 1 - 20 von 48 für Suche 'Infanger, Gerd', Suchdauer: 0,79s Treffer weiter einschränken
  1. 1
    A Complementarity Framework for Forward Contracting Under Uncertainty

    A Complementarity Framework for Forward Contracting Under Uncertainty von Shanbhag, Uday V., Infanger, Gerd, Glynn, Peter W.

    Veröffentlicht in Operations research

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  2. 2
    Stochastic Programming: The State of the Art In Honor of George B. Dantzig

    Stochastic Programming: The State of the Art In Honor of George B. Dantzig von Infanger, Gerd


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  3. 3
    Optimization Under Uncertainty. International Series in Operations Research Management Science, Band 150: The State of the Art In Honor of George B. Dantzig

    Optimization Under Uncertainty. International Series in Operations Research Management Science, Band 150: The State of the Art In Honor of George B. Dantzig von Infanger, Gerd

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  4. 4
    Simulation-based confidence bounds for two-stage stochastic programs

    Simulation-based confidence bounds for two-stage stochastic programs von Glynn, Peter W., Infanger, Gerd

    Veröffentlicht in Mathematical programming

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  5. 5
    Stochastic programming for funding mortgage pools

    Stochastic programming for funding mortgage pools von Infanger, Gerd

    Veröffentlicht in Quantitative finance

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  6. 6
    Monte Carlo (importance) sampling within a benders decomposition algorithm for stochastic linear programs

    Monte Carlo (importance) sampling within a benders decomposition algorithm for stochastic linear programs von Infanger, Gerd

    Veröffentlicht in Annals of operations research

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  7. 7
    Multi-stage stochastic linear programs for portfolio optimization

    Multi-stage stochastic linear programs for portfolio optimization von Dantzig, George B., Infanger, Gerd

    Veröffentlicht in Annals of operations research

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  8. 8
    Cut sharing for multistage stochastic linear programs with interstage dependency

    Cut sharing for multistage stochastic linear programs with interstage dependency von INFANGER, G, MORTON, D. P

    Veröffentlicht in Mathematical programming

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  9. 9
    SEMI-PARAMETRIC APPROACH TO LARGE-SCALE PORTFOLIO OPTIMIZATION WITH FACTOR MODELS OF ASSET RETURNS

    SEMI-PARAMETRIC APPROACH TO LARGE-SCALE PORTFOLIO OPTIMIZATION WITH FACTOR MODELS OF ASSET RETURNS von Infanger, Gerd

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  10. 10
    Dynamic asset allocation using stochastic dynamic programming

    Dynamic asset allocation using stochastic dynamic programming von INFANGER GERD

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  11. 11
    Expected utility maximization in large-scale portfolio optimization

    Expected utility maximization in large-scale portfolio optimization von INFANGER GERD

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  12. 12
    Production Planning Under Supply and Demand Uncertainty: A Stochastic Programming Approach

    Production Planning Under Supply and Demand Uncertainty: A Stochastic Programming Approach von Higle, Julia L., Kempf, Karl G.


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  13. 13
    Expected utility maximization in large-scale portfolio optimization

    Expected utility maximization in large-scale portfolio optimization von INFANGER GERD

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  14. 14
    Linear Programming Under Uncertainty

    Linear Programming Under Uncertainty von Dantzig, George B.


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  15. 15
    A Probabilistic Lower Bound for Two-Stage Stochastic Programs

    A Probabilistic Lower Bound for Two-Stage Stochastic Programs von Dantzig, George B., Infanger, Gerd


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  16. 16
    Stability and Scenario Trees for Multistage Stochastic Programs

    Stability and Scenario Trees for Multistage Stochastic Programs von Heitsch, Holger, Römisch, Werner


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  17. 17
    Risk Aversion in Two-Stage Stochastic Integer Programming

    Risk Aversion in Two-Stage Stochastic Integer Programming von Schultz, Rüdiger


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  18. 18
    Barycentric Bounds in Stochastic Programming: Theory and Application

    Barycentric Bounds in Stochastic Programming: Theory and Application von Frauendorfer, Karl, Kuhn, Daniel, Schürle, Michael


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  19. 19
    Control of Diffusions via Linear Programming

    Control of Diffusions via Linear Programming von Han, Jiarui, Van Roy, Benjamin


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  20. 20
    Multistage Financial Planning Models: Integrating Stochastic Programs and Policy Simulators

    Multistage Financial Planning Models: Integrating Stochastic Programs and Policy Simulators von Mulvey, John M., Kim, Woo Chang


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