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~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Theorie
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Mathematical programming
14
Mathematische Optimierung
14
Stochastic process
10
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Risiko
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Dynamische Optimierung
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Stochastic programming
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Messung
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Nutzenfunktion
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Decision under uncertainty
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Duality
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Dynamic measures of risk
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Empirical Measures
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Entscheidung unter Risiko
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Entscheidung unter Unsicherheit
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Game theory
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Liquidity constraints
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Multi-stage stochastic programming
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Probabilistic constraints
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Spieltheorie
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English
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Çavuş, Özlem
5
Ruszczyński, Andrzej P.
4
Dentcheva, Darinka
2
Aktürk, M. Selim
1
Choi, Sungyong
1
Kara, Bahar Y.
1
Kocaman, Ayse Selin
1
Lizyayev, Andrey
1
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1
Malekipirbazari, Milad
1
Ozbay, Eren
1
Powell, Warren B.
1
Ruszczyński, Andrzej
1
Tsitsiklis, John N.
1
Yaman, Hande
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Computers & operations research : and their applications to problems of world concern ; an international journal
3
European journal of operational research : EJOR
3
INFORMS journal on computing : JOC
1
Journal of banking & finance
1
Operations research letters
1
Stochastic programming : the state of the art ; in honor of Georg B. Dantzig
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ECONIS (ZBW)
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1
The languages of stochastic optimization
Powell, Warren B.
- In:
INFORMS journal on computing : JOC
22
(
2010
)
1
,
pp. 23-25
Persistent link: https://www.econbiz.de/10003962626
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2
Portfolio optimization with stochastic dominance constraints
Dentcheva, Darinka
;
Ruszczyński, Andrzej P.
- In:
Journal of banking & finance
30
(
2006
)
2
,
pp. 433-451
Persistent link: https://www.econbiz.de/10003291283
Saved in:
3
A risk-averse newsvendor with law invariant coherent measures of risk
Choi, Sungyong
;
Ruszczyński, Andrzej P.
- In:
Operations research letters
36
(
2008
)
1
,
pp. 77-82
Persistent link: https://www.econbiz.de/10003768526
Saved in:
4
Portfolio optimization with risk control by stochastic dominance constraints
Dentcheva, Darinka
;
Ruszczyński, Andrzej P.
- In:
Stochastic programming : the state of the art ; in …
,
(pp. 189-211)
.
2011
Persistent link: https://www.econbiz.de/10008798656
Saved in:
5
Bounds on risk-averse mixed-integer multi-stage stochastic programming problems with mean-CVaR
Mahmutoğulları, Ali İrfan
;
Çavuş, Özlem
;
Aktürk, …
- In:
European journal of operational research : EJOR
266
(
2018
)
2
,
pp. 595-608
Persistent link: https://www.econbiz.de/10011811837
Saved in:
6
Index policy for multiarmed bandit problem with dynamic risk measures
Malekipirbazari, Milad
;
Çavuş, Özlem
- In:
European journal of operational research : EJOR
312
(
2024
)
2
,
pp. 627-640
Persistent link: https://www.econbiz.de/10014456308
Saved in:
7
Multi-stage stochastic programming for demand response optimization
Şahin, Munise Kübra
;
Çavuş, Özlem
;
Yaman, Hande
- In:
Computers & operations research : and their …
118
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012236795
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8
Shelter site location under multi-hazard scenarios
Ozbay, Eren
;
Çavuş, Özlem
;
Kara, Bahar Y.
- In:
Computers & operations research : and their …
106
(
2019
),
pp. 102-118
Persistent link: https://www.econbiz.de/10012014374
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9
A risk-averse approach for the planning of a hybrid energy system with conventional hydropower
Çavuş, Özlem
;
Kocaman, Ayse Selin
;
Yılmaz, Özlem
- In:
Computers & operations research : and their …
126
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012425904
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10
Tractable almost stochastic dominance
Lizyayev, Andrey
;
Ruszczyński, Andrzej
- In:
European journal of operational research : EJOR
218
(
2012
)
2
,
pp. 448-455
Persistent link: https://www.econbiz.de/10009505350
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