| Publication | Date of Publication | Type |
|---|
Barycentric bounds in stochastic programming: theory and application
International Series in Operations Research & Management Science | 2011-05-31 | Paper |
Numerical techniques in applied multistage stochastic programming
Nonconvex Optimization and Its Applications | 2011-05-11 | Paper |
Clean Valuation with Regard to EU Emission Trading
Optimization in the Energy Industry | 2009-05-20 | Paper |
| scientific article; zbMATH DE number 5007563 (Why is no real title available?) | 2006-02-20 | Paper |
Solving sequences of refined multistage stochastic linear programs
Annals of Operations Research | 2004-01-06 | Paper |
Management of non-maturing deposits by multistage stochastic programming
European Journal of Operational Research | 2003-10-14 | Paper |
| scientific article; zbMATH DE number 1724446 (Why is no real title available?) | 2002-01-01 | Paper |
Term structure models in multistage stochastic programming: Estimation and approximation
Annals of Operations Research | 2001-06-14 | Paper |
| scientific article; zbMATH DE number 1416201 (Why is no real title available?) | 2001-05-20 | Paper |
Test problems in stochastic multistage programming
Optimization | 2000-06-05 | Paper |
Portfolio selection using multistage stochastic programming
CEJOR. Central European Journal of Operations Research | 2000-05-08 | Paper |
| Stochastic optimization in asset \& liability management: A model for non-maturing accounts | 2000-01-01 | Paper |
| scientific article; zbMATH DE number 1153791 (Why is no real title available?) | 1999-11-08 | Paper |
| scientific article; zbMATH DE number 1304949 (Why is no real title available?) | 1999-06-17 | Paper |
| scientific article; zbMATH DE number 1187213 (Why is no real title available?) | 1998-08-10 | Paper |
Barycentric scenario trees in convex multistage stochastic programming
Mathematical Programming. Series A. Series B | 1997-08-07 | Paper |
The approximation of separable stochastic programs
Journal of Computational and Applied Mathematics | 1995-11-09 | Paper |
| scientific article; zbMATH DE number 764441 (Why is no real title available?) | 1995-06-14 | Paper |
Multistage stochastic programming: Error analysis for the convex case
ZOR Zeitschrift f�r Operations Research Mathematical Methods of Operations Research | 1995-04-17 | Paper |
| scientific article; zbMATH DE number 686924 (Why is no real title available?) | 1994-11-10 | Paper |
Stochastic two-stage programming
Lecture Notes in Economics and Mathematical Systems | 1993-12-20 | Paper |
| scientific article; zbMATH DE number 433031 (Why is no real title available?) | 1993-12-07 | Paper |
Solving SLP Recourse Problems with Arbitrary Multivariate Distributions—The Dependent Case
Mathematics of Operations Research | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4062822 (Why is no real title available?) | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4074816 (Why is no real title available?) | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 3989107 (Why is no real title available?) | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 3912094 (Why is no real title available?) | 1985-01-01 | Paper |
