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subject:"Mathematische Optimierung"
~person:"Ackooij, Wim van"
~person:"Shapiro, Alexander"
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Mathematische Optimierung
Stochastic process
26
Stochastischer Prozess
26
Mathematical programming
23
Theorie
22
Theory
22
Dynamic programming
11
Stochastic programming
11
Dynamische Optimierung
10
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8
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Ackooij, Wim van
Shapiro, Alexander
Escudero, Laureano F.
33
Gendreau, Michel
20
Garín, María Araceli
16
Maggioni, Francesca
16
Ferrari, Giorgio
14
Pérez, Gloría
13
Marti, Kurt
12
Morton, David P.
12
Ahmed, Shabbir
11
Post, Thierry
11
Beraldi, Patrizia
10
De Angelis, Tiziano
10
Kuhn, Daniel
10
Sethi, Suresh
10
Tomasgard, Asgeir
10
Wallace, Stein W.
10
Bertsimas, Dimitris
9
Guigues, Vincent
9
Merino, María
9
Powell, Warren B.
9
Rei, Walter
9
Rossi, Roberto
9
Shen, Siqian
9
Watson, Jean-Paul
9
Woodruff, David L.
9
Delage, Erick
8
Homem-de-Mello, Tito
8
Lejeune, Miguel A.
8
Lisser, Abdel
8
Noyan, Nilay
8
Römisch, Werner
8
Sen, Suvrajeet
8
Topaloglou, Nikolas
8
Unzueta Inchaurbe, Aitziber
8
Arvanitis, Stelios
7
Chen, Zhiping
7
Cheng, Jianqiang
7
Crainic, Teodor Gabriel
7
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European journal of operational research : EJOR
10
Operations research letters
4
Operations research
3
EURO journal on computational optimization
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
Mathematical methods of operations research
1
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ECONIS (ZBW)
23
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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
Saved in:
11
Modeling time-dependent randomness in stochastic dual dynamic programming
Löhndorf, Nils
;
Shapiro, Alexander
- In:
European journal of operational research : EJOR
273
(
2019
)
2
,
pp. 650-661
Persistent link: https://www.econbiz.de/10011987574
Saved in:
12
Optimizing power generation in the presence of micro-grids
Ackooij, Wim van
;
De Boeck, Jérôme
;
Detienne, Boris
; …
- In:
European journal of operational research : EJOR
271
(
2018
)
2
,
pp. 450-461
Persistent link: https://www.econbiz.de/10011890208
Saved in:
13
Adaptive partition-based level decomposition methods for solving two-stage stochastic programs with fixed recourse
Ackooij, Wim van
;
Oliveira, Welington de
;
Song, Yongjia
- In:
INFORMS journal on computing : JOC
30
(
2018
)
1
,
pp. 57-70
Persistent link: https://www.econbiz.de/10011848136
Saved in:
14
Interchangeability principle and dynamic equations in risk averse stochastic programming
Shapiro, Alexander
- In:
Operations research letters
45
(
2017
)
4
,
pp. 377-381
Persistent link: https://www.econbiz.de/10011740612
Saved in:
15
A comparison of four approaches from stochastic programming for large-scale unit-commitment
Ackooij, Wim van
- In:
EURO journal on computational optimization
5
(
2017
)
1/2
,
pp. 119-147
Persistent link: https://www.econbiz.de/10011905872
Saved in:
16
Probabilistic optimization via approximate p-efficient points and bundle methods
Ackooij, Wim van
;
Oliveira, Welington de
;
Sagastizábal, C.
- In:
Computers & operations research : and their …
77
(
2017
),
pp. 177-193
Persistent link: https://www.econbiz.de/10011630935
Saved in:
17
Rectangular sets of probability measures
Shapiro, Alexander
- In:
Operations research
64
(
2016
)
2
,
pp. 528-541
Persistent link: https://www.econbiz.de/10011485624
Saved in:
18
Risk neutral and risk averse approaches to multistage renewable investment planning under uncertainty
Bruno, Sergio
;
Ahmed, Shabbir
;
Shapiro, Alexander
; …
- In:
European journal of operational research : EJOR
250
(
2016
)
3
,
pp. 979-989
Persistent link: https://www.econbiz.de/10011445359
Saved in:
19
Decomposability and time consistency of risk averse multistage programs
Shapiro, Alexander
;
Ugurlu, K.
- In:
Operations research letters
44
(
2016
)
5
,
pp. 663-665
Persistent link: https://www.econbiz.de/10011596625
Saved in:
20
Decomposition approaches for block-structured chance-constrained programs with application to hydro-thermal unit commitment
Ackooij, Wim van
- In:
Mathematical methods of operations research
80
(
2014
)
3
,
pp. 227-253
Persistent link: https://www.econbiz.de/10010442262
Saved in:
21
Risk neutral and risk averse Stochastic Dual Dynamic Programming method
Shapiro, Alexander
;
Tekaya, Wajdi
;
Costa, Joari Paulo da
; …
- In:
European journal of operational research : EJOR
224
(
2013
)
2
,
pp. 375-391
Persistent link: https://www.econbiz.de/10009683060
Saved in:
22
Minimax and risk averse multistage stochastic programming
Shapiro, Alexander
- In:
European journal of operational research : EJOR
219
(
2012
)
3
,
pp. 719-726
Persistent link: https://www.econbiz.de/10009526593
Saved in:
23
Analysis of stochastic dual dynamic programming method
Shapiro, Alexander
- In:
European journal of operational research : EJOR
209
(
2011
)
1
,
pp. 63-72
Persistent link: https://www.econbiz.de/10008798705
Saved in:
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