scientific article
From MaRDI portal
Publication:3818134
zbMath0665.90070MaRDI QIDQ3818134
Roger J.-B. Wets, Yury M. Ermoliev
Publication date: 1988
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Related Items (11)
Continuous approximation schemes for stochastic programs ⋮ Differentiation of probability functions: The transformation method ⋮ Robust Decisions under Risk for Imprecise Probabilities ⋮ A cutting plane method from analytic centers for stochastic programming ⋮ On stages and consistency checks in stochastic programming ⋮ Dynamic portfolio optimization: time decomposition using the maximum principle with a scenario approach ⋮ Simulation-based optimization of social security systems under uncertainty ⋮ Extending the stochastic programming framework for the modeling of several decision makers: pricing and competition in the telecommunication sector ⋮ Parallel processors for planning under uncertainty ⋮ Main directions in the development of informatics ⋮ Stochastic programming in water management: A case study and a comparison of solution techniques
This page was built for publication:
