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~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Theorie
45
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22
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22
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19
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11
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Pflug, Georg
12
Kovacevic, Raimund
8
Pichler, Alois
3
Ermol'ev, Jurij M.
2
Marti, Kurt
2
Paraschiv, Florentina
2
Ackooij, Wim van
1
Analui, Bita
1
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1
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1
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1
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1
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1
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IFIP/IIASA/GAMM-Workshop on Dynamic Stochastic Optimization <2002, Laxenburg>
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European journal of operational research : EJOR
6
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2
Computational Management Science : CMS
2
Annals of operations research ; 223
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Annals of operations research ; 235
1
Computational management science
1
Dynamic stochastic optimization : [this volume includes a selection of papers presented at the IFIP/IIASA/GAMM-Workshop on "Dynamic Stochastic Optimization" held at the International Institute for Systems Analysis (IIASA), Laxenburg, Austria, March 11 - 14, 2002]/ Kurt Marti ... (eds.)
1
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ECONIS (ZBW)
19
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1
Electricity swing option pricing by stochastic bilevel optimization : a survey and new approaches
Kovacevic, Raimund
;
Pflug, Georg
- In:
European journal of operational research : EJOR
237
(
2014
)
2
,
pp. 389-403
Persistent link: https://www.econbiz.de/10010380026
Saved in:
2
The value of perfect information as a risk measure
Pflug, Georg
- In:
Dynamic stochastic optimization : [this volume includes …
,
(pp. 275-291)
.
2004
Persistent link: https://www.econbiz.de/10003488178
Saved in:
3
Multistage stochastic decision problems : approximation by recursive structures and ambiguity modeling
Pflug, Georg
- In:
European journal of operational research : EJOR
306
(
2023
)
3
,
pp. 1027-1039
Persistent link: https://www.econbiz.de/10014279689
Saved in:
4
Dynamic stochastic optimization : [this volume includes a selection of papers presented at the IFIP/IIASA/GAMM-Workshop on "Dynamic Stochastic Optimization" held at the Internation...
Marti, Kurt
(
ed.
);
Ermol'ev, Jurij M.
(
ed.
); …
-
2004
Persistent link: https://www.econbiz.de/10001769398
Saved in:
5
On distributionally robust multiperiod stochastic optimization
Analui, Bita
;
Pflug, Georg
- In:
Computational Management Science : CMS
11
(
2014
)
3
,
pp. 197-220
Persistent link: https://www.econbiz.de/10010385634
Saved in:
6
Stochastic vs deterministic programming in water management : the value of flexibility
Muhammad, Yousaf Shad
;
Pflug, Georg
-
2014
Persistent link: https://www.econbiz.de/10010471940
Saved in:
7
Time-inconsistent multistage stochastic programs : martingale bounds
Pflug, Georg
;
Pichler, Alois
- In:
European journal of operational research : EJOR
249
(
2016
)
1
,
pp. 155-163
Persistent link: https://www.econbiz.de/10011434903
Saved in:
8
Systemic risk and copula models
Pflug, Georg
;
Pichler, Alois
- In:
Central European journal of operations research : CEJOR …
26
(
2018
)
2
,
pp. 465-483
Persistent link: https://www.econbiz.de/10011866135
Saved in:
9
Valuing portfolios of interdependent real options under exogenous and endogenous uncertainties
Maier, Sebastian
;
Pflug, Georg
;
Polak, John W.
- In:
European journal of operational research : EJOR
285
(
2020
)
1
,
pp. 133-147
Persistent link: https://www.econbiz.de/10012239492
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
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