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Mathematical methods of operations research
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ECONIS (ZBW)
561
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1
A new second-order corrector interior-point algorithm for semidefinite programming
Liu, Changhe
;
Liu, Hongwei
- In:
Mathematical methods of operations research
75
(
2012
)
2
,
pp. 165-183
Persistent link: https://www.econbiz.de/10009533444
Saved in:
2
Quantitative stability of mixed-integer two-stage quadratic stochastic programs
Chen, Zhiping
;
Han, Youpan
- In:
Mathematical methods of operations research
75
(
2012
)
2
,
pp. 149-163
Persistent link: https://www.econbiz.de/10009533448
Saved in:
3
Reflecting Brownian motion in three dimensions : a new proof of sufficient conditions for positive recurrence
Dai, J. G.
;
Harrison, J. Michael
- In:
Mathematical methods of operations research
75
(
2012
)
2
,
pp. 135-147
Persistent link: https://www.econbiz.de/10009533452
Saved in:
4
A self-concordance property for nonconvex semidefinite programming
Garcés, Rodrigo
;
Gómez Bofill, Walter
;
Jarre, Florian
- In:
Mathematical methods of operations research
74
(
2011
)
1
,
pp. 77-92
Persistent link: https://www.econbiz.de/10009270426
Saved in:
5
Extensions to online delay management on a single train line : new bounds for delay minimization and profit maximization
Krumke, Sven O.
;
Thielen, Clemens
;
Zeck, Christiane Regina
- In:
Mathematical methods of operations research
74
(
2011
)
1
,
pp. 53-75
Persistent link: https://www.econbiz.de/10009270430
Saved in:
6
Balancedness conditions for exact games
Csóka, Péter
;
Herings, Peter Jean-Jacques
;
Kóczy, …
- In:
Mathematical methods of operations research
74
(
2011
)
1
,
pp. 41-52
Persistent link: https://www.econbiz.de/10009270433
Saved in:
7
Risk averse asymptotics in a Black-Scholes market on a finite time horizon
Grandits, Peter
;
Thonhauser, Stefan
- In:
Mathematical methods of operations research
74
(
2011
)
1
,
pp. 21-40
Persistent link: https://www.econbiz.de/10009270440
Saved in:
8
On f-domination : polyhedral and algorithmic results
Dell'Amico, Mauro
;
Neto, José
- In:
Mathematical methods of operations research
90
(
2019
)
1
Persistent link: https://www.econbiz.de/10012116611
Saved in:
9
Dynamic systemic risk measures for bounded discrete timeprocesses
Kromer, Eduard
;
Overbeck, Ludger
;
Zilch, Kartrin
- In:
Mathematical methods of operations research
90
(
2019
)
1
,
pp. 77-108
Persistent link: https://www.econbiz.de/10012116625
Saved in:
10
Optimal mean-variance investment/reinsurance withcommon shock in a regime-switching market
Bi, Junna
;
Liang, Zhibin
;
Yuen, Kam Chuen
- In:
Mathematical methods of operations research
90
(
2019
)
1
,
pp. 109-135
Persistent link: https://www.econbiz.de/10012116630
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