Ronald Hochreiter

Available identifiers

Publication	Date of Publication	Type
https://portal.mardi4nfdi.de/entity/Q3295400	2020-07-08	Paper
A Multi-stage Stochastic Programming Model for Managing Risk-optimal Electricity Portfolios	2017-04-07	Paper
A coupled Markov chain approach to credit risk modeling	2012-07-05	Paper
Multi-stage stochastic electricity portfolio optimization in liberalized energy markets	2011-06-01	Paper
Evolutionary estimation of a coupled Markov chain credit risk model	2010-11-08	Paper
A difference of convex formulation of value-at-risk constrained optimization	2010-07-26	Paper
Algorithmic Aspects of Scenario-Based Multi-stage Decision Process Optimization	2009-11-17	Paper
Evolutionary Stochastic Portfolio Optimization	2008-08-26	Paper
Financial scenario generation for stochastic multi-stage decision processes as facility location problems	2008-03-31	Paper
Polynomial algorithms for pricing path-dependent interest rate instruments	2007-01-24	Paper
An algorithm for calculating steady state probabilities of \(M/E_r/c/K\) queueing systems	2006-06-12	Paper

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