Gerd Infanger

MaRDI QIDQ1207837zbMATH OpenFDO

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Simulation-based confidence bounds for two-stage stochastic programs Mathematical Programming. Series A. Series B	2013-05-06	Paper
A Complementarity Framework for Forward Contracting Under Uncertainty Operations Research	2012-03-26	Paper
A Probabilistic Lower Bound for Two-Stage Stochastic Programs International Series in Operations Research & Management Science	2011-05-31	Paper
scientific article; zbMATH DE number 5589682 (Why is no real title available?)	2009-08-03	Paper
Modelling history-dependent parameters in the SMPS format for stochastic programming IMA Journal of Management Mathematics	2008-03-27	Paper
Stochastic programming for funding mortgage pools Quantitative Finance	2007-07-23	Paper
Intelligent control and optimization under uncertainty with application to hydro power European Journal of Operational Research	1999-04-22	Paper
Cut sharing for multistage stochastic linear programs with interstage dependency Mathematical Programming. Series A. Series B	1997-08-07	Paper
scientific article; zbMATH DE number 824994 (Why is no real title available?)	1995-12-12	Paper
Multi-stage stochastic linear programs for portfolio optimization Annals of Operations Research	1994-01-26	Paper
scientific article; zbMATH DE number 176392 (Why is no real title available?)	1993-05-18	Paper
Monte Carlo (importance) sampling within a Benders decomposition algorithm for stochastic linear programs Annals of Operations Research	1993-05-16	Paper

Research outcomes over time

This page was built for person: Gerd Infanger