| Publication | Date of Publication | Type |
|---|
A large-scale optimization model for replicating portfolios in the life insurance industry
Operations Research | 2022-02-16 | Paper |
Multiperiod stochastic optimization problems with time-consistent risk constraints
Operations Research Proceedings | 2015-03-03 | Paper |
Scheduling of power generation. A large-scale mixed-variable model
Springer Series in Operations Research and Financial Engineering | 2014-07-07 | Paper |
On the numerical solution of stochastic optimization problems
IFIP International Federation for Information Processing | 2011-06-01 | Paper |
Stochastic linear programming. Models, theory, and computation.
International Series in Operations Research & Management Science | 2010-10-14 | Paper |
Computational aspects of minimizing conditional value-at-risk
Computational Management Science | 2008-05-27 | Paper |
| Modeling support for multistage recourse problems | 2008-02-11 | Paper |
Computational aspects of prospect theory with asset pricing applications
Computational Economics | 2007-08-17 | Paper |
Some insights into the solution algorithms for SLP problems
Annals of Operations Research | 2006-10-11 | Paper |
| scientific article; zbMATH DE number 5007547 (Why is no real title available?) | 2006-02-20 | Paper |
| scientific article; zbMATH DE number 2209545 (Why is no real title available?) | 2005-09-28 | Paper |
Stochastic linear programming. Models, theory, and computation
International Series in Operations Research & Management Science | 2005-04-05 | Paper |
SLP-IOR: On the design of a workbench for testing SLP codes.
Revista Investigación Operacional | 2001-11-12 | Paper |
Probabilistic constrained optimization---a brief summary on theory and algorithms.
Revista Investigación Operacional | 2001-11-12 | Paper |
| On the numerical solution of jointly chance constrained problems | 2001-07-12 | Paper |
On the role of bounds in stochastic linear programming
Optimization | 2000-06-05 | Paper |
| scientific article; zbMATH DE number 1241478 (Why is no real title available?) | 1999-01-18 | Paper |
| scientific article; zbMATH DE number 1187123 (Why is no real title available?) | 1998-08-10 | Paper |
| scientific article; zbMATH DE number 1187214 (Why is no real title available?) | 1998-08-10 | Paper |
SLP-IOR: An interactive model management system for stochastic linear programs
Mathematical Programming. Series A. Series B | 1997-08-07 | Paper |
| scientific article; zbMATH DE number 775094 (Why is no real title available?) | 1995-07-17 | Paper |
Pseudoconvex optimization for a special problem of paint industry
European Journal of Operational Research | 1995-01-12 | Paper |
| scientific article; zbMATH DE number 433033 (Why is no real title available?) | 1994-12-12 | Paper |
| scientific article; zbMATH DE number 124612 (Why is no real title available?) | 1993-02-21 | Paper |
| scientific article; zbMATH DE number 4211815 (Why is no real title available?) | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4174121 (Why is no real title available?) | 1989-01-01 | Paper |
Linearly constrained estimation by mathematical programming
European Journal of Operational Research | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 3858825 (Why is no real title available?) | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3693013 (Why is no real title available?) | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3689177 (Why is no real title available?) | 1979-01-01 | Paper |
| scientific article; zbMATH DE number 3528067 (Why is no real title available?) | 1976-01-01 | Paper |
| scientific article; zbMATH DE number 3617908 (Why is no real title available?) | 1976-01-01 | Paper |
