Karl Frauendorfer

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Person:181296

Available identifiers

zbMath Open frauendorfer.karlMaRDI QIDQ181296

List of research outcomes





PublicationDate of PublicationType
Barycentric Bounds in Stochastic Programming: Theory and Application2011-05-31Paper
Numerical Techniques in Applied Multistage Stochastic Programming2011-05-11Paper
Clean Valuation with Regard to EU Emission Trading2009-05-20Paper
https://portal.mardi4nfdi.de/entity/Q33722762006-02-20Paper
Solving sequences of refined multistage stochastic linear programs2004-01-06Paper
Management of non-maturing deposits by multistage stochastic programming2003-10-14Paper
https://portal.mardi4nfdi.de/entity/Q27825232002-01-01Paper
Term structure models in multistage stochastic programming: Estimation and approximation2001-06-14Paper
https://portal.mardi4nfdi.de/entity/Q49433772001-05-20Paper
Test problems in stochastic multistage programming2000-06-05Paper
Portfolio selection using multistage stochastic programming2000-05-08Paper
Stochastic optimization in asset \& liability management: A model for non-maturing accounts2000-01-01Paper
https://portal.mardi4nfdi.de/entity/Q43893861999-11-08Paper
https://portal.mardi4nfdi.de/entity/Q42518581999-06-17Paper
https://portal.mardi4nfdi.de/entity/Q38404221998-08-10Paper
Barycentric scenario trees in convex multistage stochastic programming1997-08-07Paper
The approximation of separable stochastic programs1995-11-09Paper
https://portal.mardi4nfdi.de/entity/Q48363331995-06-14Paper
Multistage stochastic programming: Error analysis for the convex case1995-04-17Paper
https://portal.mardi4nfdi.de/entity/Q43130101994-11-10Paper
Stochastic two-stage programming1993-12-20Paper
https://portal.mardi4nfdi.de/entity/Q31391841993-12-07Paper
Solving SLP Recourse Problems with Arbitrary Multivariate Distributions—The Dependent Case1988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37969641988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38069921988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37513771987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36880911985-01-01Paper

Research outcomes over time

This page was built for person: Karl Frauendorfer