Publication | Date of Publication | Type |
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https://portal.mardi4nfdi.de/entity/Q2945115 | 2015-09-09 | Paper |
Structure of risk-averse multistage stochastic programs | 2015-08-03 | Paper |
Robustness of optimal portfolios under risk and stochastic dominance constraints | 2015-02-03 | Paper |
Robustness Analysis of Stochastic Programs with Joint Probabilistic Constraints | 2013-06-19 | Paper |
Approximation and contamination bounds for probabilistic programs | 2013-01-15 | Paper |
Robustness in stochastic programs with risk constraints | 2013-01-15 | Paper |
Uncertainties in minimax stochastic programs | 2012-01-18 | Paper |
https://portal.mardi4nfdi.de/entity/Q3585636 | 2010-08-20 | Paper |
Testing the structure of multistage stochastic programs | 2009-08-04 | Paper |
https://portal.mardi4nfdi.de/entity/Q5324635 | 2009-08-03 | Paper |
Asset-liability management for Czech pension funds using stochastic programming | 2009-06-25 | Paper |
https://portal.mardi4nfdi.de/entity/Q3604336 | 2009-02-24 | Paper |
A nonparametric model for analysis of the EURO bond market | 2008-10-24 | Paper |
https://portal.mardi4nfdi.de/entity/Q3517289 | 2008-08-12 | Paper |
https://portal.mardi4nfdi.de/entity/Q5439464 | 2008-02-11 | Paper |
Stress testing for VaR and CVaR | 2007-10-22 | Paper |
Horizon and stages in applications of stochastic programming in finance | 2006-10-11 | Paper |
https://portal.mardi4nfdi.de/entity/Q3372265 | 2006-02-20 | Paper |
https://portal.mardi4nfdi.de/entity/Q4814377 | 2004-09-07 | Paper |
https://portal.mardi4nfdi.de/entity/Q4432399 | 2003-10-22 | Paper |
Scenario reduction in stochastic programming | 2003-07-13 | Paper |
Stochastic modeling in economics and finance. | 2003-06-30 | Paper |
Comparison of Multistage Stochastic Programs with Recourse and Stochastic Dynamic Programs with Discrete Time | 2003-02-23 | Paper |
https://portal.mardi4nfdi.de/entity/Q4524457 | 2002-07-16 | Paper |
Applications of stochastic programming: Achievements and questions | 2002-05-28 | Paper |
https://portal.mardi4nfdi.de/entity/Q2752027 | 2002-05-14 | Paper |
From data to model and back to data: A bond portfolio management problem | 2002-01-29 | Paper |
https://portal.mardi4nfdi.de/entity/Q2756259 | 2001-11-12 | Paper |
https://portal.mardi4nfdi.de/entity/Q2731429 | 2001-07-29 | Paper |
Stability properties of a bond portfolio management problem | 2001-06-14 | Paper |
Sensitivity of bond portfolio's behavior with respect to random movements in yield curve: a simulation study | 2001-06-14 | Paper |
Scenarios for multistage stochastic programs | 2001-06-14 | Paper |
https://portal.mardi4nfdi.de/entity/Q4501715 | 2000-11-16 | Paper |
https://portal.mardi4nfdi.de/entity/Q4251859 | 2000-07-10 | Paper |
https://portal.mardi4nfdi.de/entity/Q4395398 | 2000-01-09 | Paper |
Portfolio optimization via stochastic programming: Methods of output analysis | 1999-11-25 | Paper |
https://portal.mardi4nfdi.de/entity/Q3840407 | 1999-04-08 | Paper |
https://portal.mardi4nfdi.de/entity/Q4229157 | 1999-03-17 | Paper |
https://portal.mardi4nfdi.de/entity/Q4212970 | 1998-12-15 | Paper |
https://portal.mardi4nfdi.de/entity/Q4350724 | 1998-11-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4356885 | 1997-10-05 | Paper |
Epi-consistency in restricted regression models. The case of general convex fitting function | 1997-08-31 | Paper |
https://portal.mardi4nfdi.de/entity/Q4349345 | 1997-08-11 | Paper |
https://portal.mardi4nfdi.de/entity/Q3838846 | 1997-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5687689 | 1996-12-16 | Paper |
Scenario-based stochastic programs: Resistance with respect to sample | 1996-07-31 | Paper |
Postoptimality for multistage stochastic linear programs | 1995-08-27 | Paper |
https://portal.mardi4nfdi.de/entity/Q4839597 | 1995-07-17 | Paper |
Applications of stochastic programming under incomplete information | 1995-07-13 | Paper |
https://portal.mardi4nfdi.de/entity/Q4836282 | 1995-06-14 | Paper |
https://portal.mardi4nfdi.de/entity/Q3139183 | 1993-11-11 | Paper |
https://portal.mardi4nfdi.de/entity/Q4035396 | 1993-05-18 | Paper |
https://portal.mardi4nfdi.de/entity/Q3991132 | 1992-06-28 | Paper |
On statistical sensitivity analysis in stochastic programming | 1992-06-26 | Paper |
https://portal.mardi4nfdi.de/entity/Q3360664 | 1991-01-01 | Paper |
Stability and sensitivity-analysis for stochastic programming | 1990-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3479815 | 1989-01-01 | Paper |
Asymptotic behavior of statistical estimators and of optimal solutions of stochastic optimization problems | 1988-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3775332 | 1987-01-01 | Paper |
Stochastic programming with incomplete information:a surrey of results on postoptimization and sensitivity analysis | 1987-01-01 | Paper |
The minimax approach to stochastic programming and an illustrative application | 1987-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3724097 | 1986-01-01 | Paper |
Stability in stochastic programming with recourse. Contaminated distributions | 1986-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3740584 | 1986-01-01 | Paper |
Fundamental Solutions of the Linear Elastostatics Equations of the Isotropic and Homogeneous Bodies with Microstructure Having a Symmetric Stress Tensor | 1985-01-01 | Paper |
Stability in stochastic programming with recourse-estimated parameters | 1984-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3690002 | 1984-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3037138 | 1983-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3969759 | 1982-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4747919 | 1982-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3865849 | 1980-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3867554 | 1980-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3888828 | 1980-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3902828 | 1980-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3048568 | 1979-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3051221 | 1979-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4174533 | 1978-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4152036 | 1977-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4094256 | 1976-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4140025 | 1976-01-01 | Paper |