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~isPartOf:"Annals of operations research"
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~subject:"Mathematische Optimierung"
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Mathematische Optimierung
Stochastic process
265
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265
Theorie
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152
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94
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4
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3
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3
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3
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3
Ahmed, Shabbir
2
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2
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2
Claus, Matthias
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2
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1
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Annals of operations research
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European journal of operational research : EJOR
280
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International journal of theoretical and applied finance
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International transactions in operational research : a journal of the International Federation of Operational Research Societies
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ECONIS (ZBW)
94
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1
Risk-averse stochastic optimal control : An efficiently computable statistical upper bound
Guigues, Vincent
;
Shapiro, Alexander
;
Cheng, Yi
- In:
Operations research letters
51
(
2023
)
4
,
pp. 393-400
Persistent link: https://www.econbiz.de/10014426574
Saved in:
2
Dual SDDP for risk-averse multistage stochastic programs
Costa, Bernardo Freitas Paulo da
;
Leclère, Vincent
- In:
Operations research letters
51
(
2023
)
3
,
pp. 332-337
Persistent link: https://www.econbiz.de/10014374928
Saved in:
3
The complexity of branch-and-price algorithms for the capacitated vehicle routing problem with stochastic demands
Fukasawa, Ricardo
;
Gunter, Joshua
- In:
Operations research letters
51
(
2023
)
1
,
pp. 11-16
Persistent link: https://www.econbiz.de/10014283276
Saved in:
4
An inexact column-and-constraint generation method to solve two-stage robust optimization problems
Tsang, Man Yiu
;
Shehadeh, Karmel S.
;
Curtis, Frank E.
- In:
Operations research letters
51
(
2023
)
1
,
pp. 92-98
Persistent link: https://www.econbiz.de/10014283302
Saved in:
5
A dynamic programming approach to optimal pollution control under uncertain irreversibility : the Poisson case
Boucekkine, Raouf
;
Ruan, Weihua
;
Zou, Benteng
-
2022
Persistent link: https://www.econbiz.de/10013407553
Saved in:
6
Generalized adaptive partition-based method for two-stage stochastic linear programs : Geometric oracle and analysis
Forcier, Maël
;
Leclère, Vincent
- In:
Operations research letters
50
(
2022
)
5
,
pp. 452-457
Persistent link: https://www.econbiz.de/10013449410
Saved in:
7
Approximation algorithm for the 2-stage stochastic matroid base problem
Fukunaga, Takuro
;
Ravi, Ramamoorthi
;
Rudenko, Oleksandr
; …
- In:
Operations research letters
50
(
2022
)
2
,
pp. 129-132
Persistent link: https://www.econbiz.de/10013192623
Saved in:
8
Improved complexities for stochastic conditional gradient methods under interpolation-like conditions
Xiao, Tesi
;
Balasubramanian, Krishnakumar
;
Ghadimi, Saeed
- In:
Operations research letters
50
(
2022
)
2
,
pp. 184-189
Persistent link: https://www.econbiz.de/10013192689
Saved in:
9
A concentration inequality for the facility location problem
Silwal, Sandeep
- In:
Operations research letters
50
(
2022
)
2
,
pp. 213-217
Persistent link: https://www.econbiz.de/10013192697
Saved in:
10
Approximation algorithm for the stochastic prize-collecting set multicover problem
Takazawa, Yotaro
- In:
Operations research letters
50
(
2022
)
2
,
pp. 224-228
Persistent link: https://www.econbiz.de/10013192713
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