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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

Nickel, Stefan; Rebennack, Steffen; Stein, Oliver; … - 2022 - 3., überarbeitete und erweiterte Auflage

1. Kernkonzepte der linearen Optimierung -- 2. Erweiterungen und Anwendungen der linearen Optimierung -- 3. Graphentheorie -- 4. Netzplantechnik -- 5. Ganzzahlige Optimierung -- 6. Heuristiken -- 7. Nichtlineare Optimierung -- 8. Dynamische Optimierung -- 9. Wartesysteme -- Anhang -- Literatur-...

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A model of credit risk, optimal policies and asset prices

Başak, Suleyman (contributor); Shapiro, Alex (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001700402

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

A model of credit risk, optimal policies, and asset prices

Başak, Suleyman; Shapiro, Alex - 2000

Persistent link: https://www.econbiz.de/10001539732

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

A model of credit risk, optimal policies, and asset prices

Başak, Suleyman; Shapiro, Alex - In: The journal of business : B 78 (2005) 4, pp. 1215-1266

Persistent link: https://www.econbiz.de/10003172608

Rectangular sets of probability measures

Shapiro, Alexander - In: Operations research 64 (2016) 2, pp. 528-541

Persistent link: https://www.econbiz.de/10011485624

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

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