Publication | Date of Publication | Type |
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Bounding the values of financial derivatives by the use of the moment problem | 2021-11-09 | Paper |
On the probability of union in the $n$-space | 2019-02-21 | Paper |
Inequalities on expectations based on the knowledge of multivariate moments | 2018-11-16 | Paper |
Improved bounds on the probability of the union of events some of whose intersections are empty | 2018-09-28 | Paper |
Risk tomography | 2017-11-23 | Paper |
New bounds for the probability that at least \(k\)-out-of-\(n\) events occur with unimodal distributions | 2017-06-14 | Paper |
Extreme value estimation for a function of a random sample using binomial moments scheme and Boolean functions of events | 2017-01-23 | Paper |
Convexity and Solutions of Stochastic Multidimensional 0-1 Knapsack Problems with Probabilistic Constraints | 2016-05-19 | Paper |
On the relationship between the discrete and continuous bounding moment problems and their numerical solutions | 2016-04-20 | Paper |
Single Commodity Stochastic Network Design Under Probabilistic Constraint with Discrete Random Variables | 2016-04-05 | Paper |
The discrete moment method for the numerical integration of piecewise higher order convex functions | 2016-02-12 | Paper |
Decision-making from a risk assessment perspective for corporate mergers and acquisitions | 2015-07-21 | Paper |
Bivariate Bonferroni-type inequalities based on multivariate Lagrange interpolation | 2015-05-07 | Paper |
Optimal capacity design under \(k\)-out-of-\(n\) and consecutive \(k\)-out-of-\(n\) type probabilistic constraints | 2015-04-23 | Paper |
Scheduling of Power Generation | 2014-07-07 | Paper |
The discrete moment problem with fractional moments | 2014-05-15 | Paper |
Properties and calculation of multivariate risk measures: MVaR and MCVaR | 2014-05-08 | Paper |
Log-concavity of compound distributions with applications in stochastic optimization | 2014-04-23 | Paper |
https://portal.mardi4nfdi.de/entity/Q2859446 | 2013-11-07 | Paper |
Multivariate value at risk and related topics | 2013-01-15 | Paper |
Convex approximations in stochastic programming by semidefinite programming | 2013-01-15 | Paper |
On the binomial tree method and other issues in connection with pricing Bermudan and American options | 2012-06-25 | Paper |
Uniform quasi-concavity in probabilistic constrained stochastic programming | 2011-08-19 | Paper |
Bounding expectations of functions of random vectors with given marginals and some moments: Applications of the multivariate discrete moment problem | 2011-02-15 | Paper |
On the analytical–numerical valuation of the Bermudan and American options | 2010-03-11 | Paper |
Inequalities for discrete higher order convex functions | 2010-02-11 | Paper |
Discrete moment problems with distributions known to be unimodal | 2009-08-11 | Paper |
https://portal.mardi4nfdi.de/entity/Q3617898 | 2009-03-31 | Paper |
On strong unimodality of multivariate discrete distributions | 2009-03-04 | Paper |
https://portal.mardi4nfdi.de/entity/Q5451101 | 2008-03-18 | Paper |
Monge Property and Bounding Multivariate Probability Distribution Functions with Given Marginals and Covariances | 2008-02-25 | Paper |
https://portal.mardi4nfdi.de/entity/Q5439479 | 2008-02-11 | Paper |
A class of multiattribute utility functions | 2008-01-22 | Paper |
https://portal.mardi4nfdi.de/entity/Q5431491 | 2007-12-11 | Paper |
https://portal.mardi4nfdi.de/entity/Q5482805 | 2006-08-15 | Paper |
Non-Euclidean Geometries | 2006-04-10 | Paper |
On the Hungarian inventory control model | 2006-03-22 | Paper |
On Multivariate Discrete Moment Problems and Their Applications to Bounding Expectations and Probabilities | 2005-11-11 | Paper |
On stages and consistency checks in stochastic programming | 2005-08-25 | Paper |
https://portal.mardi4nfdi.de/entity/Q2754907 | 2005-06-22 | Paper |
https://portal.mardi4nfdi.de/entity/Q4672935 | 2005-04-28 | Paper |
Bounding the probability of the union of events by aggregation and disaggregation in linear programs | 2005-02-23 | Paper |
https://portal.mardi4nfdi.de/entity/Q4816525 | 2004-09-08 | Paper |
https://portal.mardi4nfdi.de/entity/Q4816530 | 2004-09-08 | Paper |
On convex probabilistic programming with discrete distributions. | 2004-08-26 | Paper |
A stochastic programming model to find optimal sample sizes to estimate unknown parameters in an LP | 2004-07-01 | Paper |
Concavity and efficient points of discrete distributions in probabilistic programming. | 2004-02-18 | Paper |
Bounds for probabilistic integer programming problems | 2002-12-02 | Paper |
Lower and upper bounds for the probability that at least r and exactly r out of n events occur | 2002-10-29 | Paper |
https://portal.mardi4nfdi.de/entity/Q2751322 | 2002-09-28 | Paper |
https://portal.mardi4nfdi.de/entity/Q4539985 | 2002-07-16 | Paper |
On a dual method for a specially structured linear programming problem with application to stochastic programming | 2002-01-01 | Paper |
On the concavity of multivariate probability distribution functions | 2001-12-05 | Paper |
Probability Bounds with Cherry Trees | 2001-11-26 | Paper |
https://portal.mardi4nfdi.de/entity/Q2724705 | 2001-07-12 | Paper |
The use of discrete moment bounds in probabilistic constrained stochastic programming models | 1999-06-28 | Paper |
https://portal.mardi4nfdi.de/entity/Q4231634 | 1999-03-14 | Paper |
https://portal.mardi4nfdi.de/entity/Q3840335 | 1998-08-10 | Paper |
https://portal.mardi4nfdi.de/entity/Q3126752 | 1997-04-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4332536 | 1997-02-13 | Paper |
Solution of and bounding in a linearly constrained optimization problem with convex, polyhedral objective function | 1996-07-24 | Paper |
https://portal.mardi4nfdi.de/entity/Q4838490 | 1995-07-12 | Paper |
Estimation of cause-effect relationship under noise | 1994-10-12 | Paper |
https://portal.mardi4nfdi.de/entity/Q4035367 | 1993-05-18 | Paper |
On the Existence of a Feasible Flow in a Stochastic Transportation Network | 1992-06-26 | Paper |
Dual method for the solution of a one-stage stochastic programming problem with random RHS obeying a discrete probability distribution | 1990-01-01 | Paper |
The discrete moment problem and linear programming | 1990-01-01 | Paper |
Sharp Bounds on Probabilities Using Linear Programming | 1990-01-01 | Paper |
Probabilistic bounds and algorithms for the maximum satisfiability problem | 1989-01-01 | Paper |
Closed Form Two-Sided Bounds for Probabilities that At Least r and Exactly r Out of n Events Occur | 1989-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4729614 | 1988-01-01 | Paper |
Boole-Bonferroni Inequalities and Linear Programming | 1988-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3690975 | 1984-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3328245 | 1983-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3858011 | 1980-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3867555 | 1980-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3877374 | 1980-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3893678 | 1980-01-01 | Paper |
On the Development of Optimization Theory | 1980-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3899823 | 1980-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3910308 | 1980-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3929545 | 1980-01-01 | Paper |
On optimal regulation of a storage level with application to the water level regulation of a lake | 1979-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3873599 | 1978-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4166562 | 1978-01-01 | Paper |
Reliability type inventory models based on stochastic programming | 1978-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4105523 | 1976-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4138450 | 1976-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4187570 | 1976-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4189035 | 1976-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4197614 | 1976-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4108150 | 1975-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4136945 | 1975-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4147327 | 1975-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4148540 | 1975-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4162285 | 1975-01-01 | Paper |
Eine erweiterung der sogenannten methode der zulässigen Richtungen der nichtlinearen optimierung auf den fall quasikonkaver Restriktionsfunktionen | 1974-01-01 | Paper |
Programming under probabilistic constraints with a random technology matrix | 1974-01-01 | Paper |
Contributions to the theory of stochastic programming | 1973-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5682159 | 1973-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5685862 | 1973-01-01 | Paper |
Generalizations of the theorems of smirnov with application to a reliability type inventory problem | 1973-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4053402 | 1973-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4082069 | 1973-01-01 | Paper |
Laws of large numbers for random linear programs | 1972-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5675540 | 1972-01-01 | Paper |
A class of stochastic programming decision problems | 1972-01-01 | Paper |
On the number of vertices of random convex polyhedra | 1972-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5645216 | 1971-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5638126 | 1970-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5528243 | 1967-01-01 | Paper |
On the Probability Distribution of the Optimum of a Random Linear Program | 1966-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5597337 | 1966-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5512159 | 1965-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5534701 | 1965-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5553751 | 1963-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3279619 | 1960-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3289426 | 1959-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3264507 | 1958-01-01 | Paper |
On stochastic set functions. II | 1957-01-01 | Paper |
On Poisson and composed Poisson stochastic set functions | 1957-01-01 | Paper |
On additive and multiplicative totals | 1957-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3250082 | 1957-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3294558 | 1957-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3232614 | 1956-01-01 | Paper |
О предельном распределении для сумм независимых слууайных велиуин на бикомпактных коммутативных топологиуеских группах | 1956-01-01 | Paper |
On the independence in the limit of sums depending on the same sequence of independent random variables | 1956-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3240540 | 1956-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3240822 | 1956-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3240823 | 1956-01-01 | Paper |
Extension of multiplicative set functions with values in a Banach algebra | 1956-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3240980 | 1956-01-01 | Paper |
On stochastic set functions. I | 1956-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3294557 | 1956-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5832401 | 1954-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5832421 | 1954-01-01 | Paper |
On composed Poisson distributions, IV | 1952-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5816325 | 1952-01-01 | Paper |