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Modeling, measuring and managing risk

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How to measure risk?

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Asymptotic dominance and confidence for solutions of stochastic programs

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The value of perfect information as a risk measure

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Multistage stochastic decision problems : approximation by recursive structures and ambiguity modeling

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On the Glivenko-Cantelli problem in stochastic programming : mixed-integer linear recourse

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Simulated annealing for noisy cost functions

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Simulation and optimization : proceedings of the International Workshop on Computationally Intensive Methods in Simulation and Optimization held at the International Institute for Applied Systems Analysis (IIASA), Laxenburg, Austria, August 23 - 25, 1990

Pflug, Georg (contributor); Dieter, Ulrich (contributor) - 1992

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Simulation and Optimization : Proceedings of the International Workshop on Computationally Intensive Methods in Simulation and Optimization held at the International Institute for Applied Systems Analysis (IIASA), Laxenburg, Austria, August 23-25, 1990

Pflug, Georg - 1992

This is a proceedings volume of a workshop on "Computationally intensive methods in Simulation and Optimization". The purpose of the meeting was to review and evaluate newly developed methods for combining simulation andoptimization. These methods are used for decision problems about stochastic...

Persistent link: https://www.econbiz.de/10013519952