Version-Independence and Nested Distributions in Multistage Stochastic Optimization von Pflug, G. Ch

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Numerical Modeling of Dependent Credit Rating Transitions with Asynchronously Moving Industries von Boreiko, D. V., Kaniovski, Y. M., Pflug, G. Ch

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Modeling dependent credit rating transitions: a comparison of coupling schemes and empirical evidence von Boreiko, D. V., Kaniovski, Y. M., Pflug, G. Ch

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Risk assessment for credit portfolios: A coupled Markov chain model von Kaniovski, Y.M., Pflug, G.Ch

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Scenario tree generation for multiperiod financial optimization by optimal discretization von Pflug, G.Ch

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Optimal stochastic single-machine-tardiness scheduling by stochastic branch-and-bound von Gutjahr, W.J., Hellmayr, A., Pflug, G.Ch

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The AURORA financial management system: Model and parallel implementation design von Pflug, G Ch, tanowski, A Swie, Dockner, E, Moritsch, H

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Optimal allocation of simulation experiments in discrete stochastic optimization and approximative algorithms von Futschik, A., Pflug, G.Ch

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On-Line Optimization of Simulated Markovian Processes von Pflug, G. Ch

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Scenario tree generation for multiperiod financial optimization by optimal discretization: Mathematical Programming and Finance von PFLUG, G. Ch

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Coefficients of ergodicity for stochastically monotone Markov chains von Pflug, G. Ch, Schachermayer, W.

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A Note on the Recursive and Parallel Structure of the Birge and Qi Factorization for Tree Structured Linear Programs von Pflug, Georg Ch, Halada, Ladislav

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Selected parallel optimization methods for financial management under uncertainty von Pflug, G.Ch, Świȩtanowski, A.

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Optimization of Stochastic Models: The Interface between Simulation and Optimization von Orman, A., Pflug, G. Ch

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Gradient estimates for the performance of markov chains and discrete event processes von Pflug, G. Ch

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Thirteenth EURO Summer Institute: Stochastic Optimization von Pflug, G.Ch, Ruszczyński, A.

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Asset-liability Optimization for Pension Fund Management von Pflug, G. Ch, Świȩtanowski, A.

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Asynchronous nested optimization algorithms and their parallel implementation von Moritsch, Hans W., Pflug, G. Ch, Siomak, M.

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Coefficients of ergodicity for stochastically monotone Markov chains von Pflug, G. Ch, Schachermayer, W.

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The asymptotic contour process of a binary tree is a Brownian excursion von Gutjahr, W., Pflug, G.Ch

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