| Publication | Date of Publication | Type |
|---|
| Stress testing for risk-averse stochastic programs | 2015-09-09 | Paper |
Structure of risk-averse multistage stochastic programs
OR Spectrum | 2015-08-03 | Paper |
Robustness of optimal portfolios under risk and stochastic dominance constraints
European Journal of Operational Research | 2015-02-03 | Paper |
Robustness analysis of stochastic programs with joint probabilistic constraints
IFIP Advances in Information and Communication Technology | 2013-06-19 | Paper |
Approximation and contamination bounds for probabilistic programs
Annals of Operations Research | 2013-01-15 | Paper |
Robustness in stochastic programs with risk constraints
Annals of Operations Research | 2013-01-15 | Paper |
Uncertainties in minimax stochastic programs
Optimization | 2012-01-18 | Paper |
| Stochastic geometric programming with an application | 2010-08-20 | Paper |
| Stochastic geometric programming with an application | 2010-08-20 | Paper |
Testing the structure of multistage stochastic programs
Computational Management Science | 2009-08-04 | Paper |
| scientific article; zbMATH DE number 5589691 (Why is no real title available?) | 2009-08-03 | Paper |
Asset-liability management for Czech pension funds using stochastic programming
Annals of Operations Research | 2009-06-25 | Paper |
| Risk objectives in two-stage stochastic programming models | 2009-02-24 | Paper |
| Risk objectives in two-stage stochastic programming models | 2009-02-24 | Paper |
A nonparametric model for analysis of the EURO bond market
Journal of Economic Dynamics and Control | 2008-10-24 | Paper |
| scientific article; zbMATH DE number 5310108 (Why is no real title available?) | 2008-08-12 | Paper |
| Reflections on output analysis for multistage stochastic linear programms | 2008-02-11 | Paper |
Stress testing for VaR and CVaR
Quantitative Finance | 2007-10-22 | Paper |
Horizon and stages in applications of stochastic programming in finance
Annals of Operations Research | 2006-10-11 | Paper |
| Melt control: charge optimization via stochastic programming | 2006-02-20 | Paper |
| scientific article; zbMATH DE number 2098021 (Why is no real title available?) | 2004-09-07 | Paper |
| scientific article; zbMATH DE number 1996450 (Why is no real title available?) | 2003-10-22 | Paper |
Scenario reduction in stochastic programming
Mathematical Programming. Series A. Series B | 2003-07-13 | Paper |
Stochastic modeling in economics and finance.
Applied Optimization | 2003-06-30 | Paper |
| Comparison of Multistage Stochastic Programs with Recourse and Stochastic Dynamic Programs with Discrete Time | 2003-02-23 | Paper |
| scientific article; zbMATH DE number 1552226 (Why is no real title available?) | 2002-07-16 | Paper |
Applications of stochastic programming: Achievements and questions
European Journal of Operational Research | 2002-05-28 | Paper |
| Output analysis for approximated stochastic programs | 2002-05-14 | Paper |
From data to model and back to data: A bond portfolio management problem
European Journal of Operational Research | 2002-01-29 | Paper |
Stochastic programming -- model building and selected applications.
Revista Investigación Operacional | 2001-11-12 | Paper |
Sensitivity analysis of a bond portfolio model for the Italian market
Control and Cybernetics | 2001-07-29 | Paper |
Sensitivity of bond portfolio's behavior with respect to random movements in yield curve: a simulation study
Annals of Operations Research | 2001-06-14 | Paper |
Scenarios for multistage stochastic programs
Annals of Operations Research | 2001-06-14 | Paper |
Stability properties of a bond portfolio management problem
Annals of Operations Research | 2001-06-14 | Paper |
| scientific article; zbMATH DE number 1500692 (Why is no real title available?) | 2000-11-16 | Paper |
| scientific article; zbMATH DE number 1304950 (Why is no real title available?) | 2000-07-10 | Paper |
| scientific article; zbMATH DE number 1163790 (Why is no real title available?) | 2000-01-09 | Paper |
Portfolio optimization via stochastic programming: Methods of output analysis
Mathematical Methods of Operations Research | 1999-11-25 | Paper |
| scientific article; zbMATH DE number 1187200 (Why is no real title available?) | 1999-04-08 | Paper |
| scientific article; zbMATH DE number 1258331 (Why is no real title available?) | 1999-03-17 | Paper |
| scientific article; zbMATH DE number 1208135 (Why is no real title available?) | 1998-12-15 | Paper |
| scientific article; zbMATH DE number 1208135 (Why is no real title available?) | 1998-12-15 | Paper |
| scientific article; zbMATH DE number 1056912 (Why is no real title available?) | 1998-11-01 | Paper |
| scientific article; zbMATH DE number 1070407 (Why is no real title available?) | 1997-10-05 | Paper |
Epi-consistency in restricted regression models. The case of general convex fitting function
Computational Statistics and Data Analysis | 1997-08-31 | Paper |
| scientific article; zbMATH DE number 1047594 (Why is no real title available?) | 1997-08-11 | Paper |
| scientific article; zbMATH DE number 1189132 (Why is no real title available?) | 1997-01-01 | Paper |
| scientific article; zbMATH DE number 958363 (Why is no real title available?) | 1996-12-16 | Paper |
| scientific article; zbMATH DE number 958363 (Why is no real title available?) | 1996-12-16 | Paper |
Scenario-based stochastic programs: Resistance with respect to sample
Annals of Operations Research | 1996-07-31 | Paper |
Postoptimality for multistage stochastic linear programs
Annals of Operations Research | 1995-08-27 | Paper |
| scientific article; zbMATH DE number 775101 (Why is no real title available?) | 1995-07-17 | Paper |
Applications of stochastic programming under incomplete information
Journal of Computational and Applied Mathematics | 1995-07-13 | Paper |
| scientific article; zbMATH DE number 764396 (Why is no real title available?) | 1995-06-14 | Paper |
| scientific article; zbMATH DE number 433030 (Why is no real title available?) | 1993-11-11 | Paper |
| scientific article; zbMATH DE number 176288 (Why is no real title available?) | 1993-05-18 | Paper |
| scientific article; zbMATH DE number 36501 (Why is no real title available?) | 1992-06-28 | Paper |
On statistical sensitivity analysis in stochastic programming
Annals of Operations Research | 1992-06-26 | Paper |
| scientific article; zbMATH DE number 4213739 (Why is no real title available?) | 1991-01-01 | Paper |
| scientific article; zbMATH DE number 4213739 (Why is no real title available?) | 1991-01-01 | Paper |
Stability and sensitivity-analysis for stochastic programming
Annals of Operations Research | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4149898 (Why is no real title available?) | 1989-01-01 | Paper |
Asymptotic behavior of statistical estimators and of optimal solutions of stochastic optimization problems
The Annals of Statistics | 1988-01-01 | Paper |
The minimax approach to stochastic programming and an illustrative application
Stochastics | 1987-01-01 | Paper |
Stochastic programming with incomplete information:a surrey of results on postoptimization and sensitivity analysis
Optimization | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 4035573 (Why is no real title available?) | 1987-01-01 | Paper |
Stability in stochastic programming with recourse. Contaminated distributions
Mathematical Programming Studies | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3954658 (Why is no real title available?) | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3974737 (Why is no real title available?) | 1986-01-01 | Paper |
Fundamental Solutions of the Linear Elastostatics Equations of the Isotropic and Homogeneous Bodies with Microstructure Having a Symmetric Stress Tensor
ZAMM - Journal of Applied Mathematics and Mechanics / Zeitschrift für Angewandte Mathematik und Mechanik | 1985-01-01 | Paper |
Stability in stochastic programming with recourse-estimated parameters
Mathematical Programming | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3913436 (Why is no real title available?) | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3831687 (Why is no real title available?) | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3793288 (Why is no real title available?) | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3803176 (Why is no real title available?) | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3694921 (Why is no real title available?) | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3670182 (Why is no real title available?) | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3668335 (Why is no real title available?) | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3711752 (Why is no real title available?) | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3643023 (Why is no real title available?) | 1979-01-01 | Paper |
| scientific article; zbMATH DE number 3646129 (Why is no real title available?) | 1979-01-01 | Paper |
| scientific article; zbMATH DE number 3609462 (Why is no real title available?) | 1978-01-01 | Paper |
| scientific article; zbMATH DE number 3583591 (Why is no real title available?) | 1977-01-01 | Paper |
| scientific article; zbMATH DE number 3568415 (Why is no real title available?) | 1976-01-01 | Paper |
| scientific article; zbMATH DE number 3514841 (Why is no real title available?) | 1976-01-01 | Paper |
