Similar Search Results

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

How to measure risk?

Pflug, Georg - In: Modelling and decisions in economics : essays in honor …, (pp. 39-59). 1999

Persistent link: https://www.econbiz.de/10001430580

Asymptotic dominance and confidence for solutions of stochastic programs

Pflug, Georg - In: Czechoslovak journal for operations research : CSJOR 1 (1992) 1, pp. 21-30

Persistent link: https://www.econbiz.de/10001195358

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

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

Asset-liability optimization for pension fund management

Pflug, Georg; Świȩtanowski, A. - In: Operations research proceedings 1999 : selected papers …, (pp. 124-135). 2000

Persistent link: https://www.econbiz.de/10001481128

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

Pflug, Georg - In: Mathematical methods of operations research 47 (1998) 1, pp. 39-49

Persistent link: https://www.econbiz.de/10001243718

Simulated annealing for noisy cost functions

Gutjahr, Walter J. - In: Journal of global optimization 8 (1996) 1, pp. 1-13

Persistent link: https://www.econbiz.de/10001200689

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

Persistent link: https://www.econbiz.de/10000853251

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