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subject:"Mathematische Optimierung"
~person:"Ackooij, Wim van"
~person:"Shapiro, Alexander"
~subject:"Theory"
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Mathematische Optimierung
Theory
Stochastic process
26
Stochastischer Prozess
26
Mathematical programming
23
Theorie
22
Dynamic programming
11
Stochastic programming
11
Dynamische Optimierung
10
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Ackooij, Wim van
Shapiro, Alexander
Phillips, Peter C. B.
59
Sethi, Suresh
43
Koopman, Siem Jan
42
Escudero, Laureano F.
40
Post, Thierry
34
Barndorff-Nielsen, Ole E.
30
McAleer, Michael
30
Platen, Eckhard
29
Yu, Jun
29
Chiarella, Carl
27
Gendreau, Michel
26
Zhang, Qing
23
Batabyal, Amitrajeet A.
22
Linton, Oliver
22
Gao, Jiti
21
Inderfurth, Karl
21
Kohlmann, Michael
21
Chan, Joshua
20
Kleijnen, Jack P. C.
20
Asai, Manabu
19
Ferrari, Giorgio
19
Maggioni, Francesca
19
Topaloglou, Nikolas
19
Whang, Yoon-jae
19
Benth, Fred Espen
18
Clark, Todd E.
18
Küchler, Uwe
18
Taylor, Robert
18
Wallace, Stein W.
18
Garín, María Araceli
17
Shephard, Neil G.
17
Wirjanto, Tony S.
17
Escobar, Marcos
16
Föllmer, Hans
16
Kraft, Holger
16
Mumtaz, Haroon
16
Arvanitis, Stelios
15
Elliott, Robert J.
15
Kilian, Lutz
15
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European journal of operational research : EJOR
10
Operations research letters
5
Operations research
3
EURO journal on computational optimization
2
Mathematical methods of operations research
2
Computational management science
1
Computers & operations research : and their applications to problems of world concern ; an international journal
1
INFORMS journal on computing : JOC
1
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ECONIS (ZBW)
26
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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
Duality and sensitivity analysis of multistage linear stochastic programs
Guigues, Vincent
;
Shapiro, Alexander
;
Cheng, Yi
- In:
European journal of operational research : EJOR
308
(
2023
)
2
,
pp. 752-767
Persistent link: https://www.econbiz.de/10014283124
Saved in:
3
Dual bounds for periodical stochastic programs
Shapiro, Alexander
;
Cheng, Yi
- In:
Operations research
71
(
2023
)
1
,
pp. 120-128
Persistent link: https://www.econbiz.de/10014308404
Saved in:
4
Risk-averse stochastic programming : time consistency and optimal stopping
Pichler, Alois
;
Liu, Rui Peng
;
Shapiro, Alexander
- In:
Operations research
70
(
2022
)
4
,
pp. 2439-2455
Persistent link: https://www.econbiz.de/10013366477
Saved in:
5
Tutorial on risk neutral, distributionally robust and risk averse multistage stochastic programming
Shapiro, Alexander
- In:
European journal of operational research : EJOR
288
(
2021
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10012496519
Saved in:
6
Constraint generation for risk averse two-stage stochastic programs
Mínguez, Roberto
;
Ackooij, Wim van
;
García-Bertrand, …
- In:
European journal of operational research : EJOR
288
(
2021
)
1
,
pp. 194-206
Persistent link: https://www.econbiz.de/10012496548
Saved in:
7
Central limit theorem and sample complexity of stationary stochastic programs
Shapiro, Alexander
;
Cheng, Yi
- In:
Operations research letters
49
(
2021
)
5
,
pp. 676-681
Persistent link: https://www.econbiz.de/10013207426
Saved in:
8
Risk neutral reformulation approach to risk averse stochastic programming
Liu, Rui Peng
;
Shapiro, Alexander
- In:
European journal of operational research : EJOR
286
(
2020
)
1
,
pp. 21-31
Persistent link: https://www.econbiz.de/10012239878
Saved in:
9
On conditional cuts for stochastic dual dynamic programming
Ackooij, Wim van
;
Warin, Xavier
- In:
EURO journal on computational optimization
8
(
2020
)
2
,
pp. 173-199
Persistent link: https://www.econbiz.de/10012240037
Saved in:
10
Distributionally robust optimization with multiple time scales : valuation of a thermal power plant
Ackooij, Wim van
;
Escobar, Debora Daniela
;
Glanzer, Martin
- In:
Computational management science
17
(
2020
)
3
,
pp. 357-385
Persistent link: https://www.econbiz.de/10012308484
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