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Computational methods for risk...
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Post-decision states and separable approximations are powerful tools of approximate dynamic programming
Ruszczyński, Andrzej P.
- In:
INFORMS journal on computing : JOC
22
(
2010
)
1
,
pp. 20-22
Persistent link: https://www.econbiz.de/10003962621
Saved in:
2
On optimal allocation of indivisibles under uncertainty
Norkin, Vladimir I.
;
Ermolʹev, Jurij M.
;
Ruszczyński, …
-
1994
Persistent link: https://www.econbiz.de/10000914904
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3
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
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4
Frontiers of stochastically nondominated portfolios
Ruszczyński, Andrzej P.
;
Vanderbei, Robert J.
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
4
,
pp. 1287-1297
Persistent link: https://www.econbiz.de/10001792669
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5
A multi-product risk-averse newsvendor with exponential utility function
Choi, Sungyong
;
Ruszczyński, Andrzej P.
- In:
European journal of operational research : EJOR
214
(
2011
)
1
,
pp. 78-84
Persistent link: https://www.econbiz.de/10009238174
Saved in:
6
Decision making under uncertainty : energy and power
Greengard, Claude
(
ed.
);
Ruszczyński, Andrzej P.
(
ed.
)
-
Workshop Decision Making Under Uncertainty: Energy and …
-
2010
-
Softcover reprint of the hardcover 1st edition 2002
Persistent link: https://www.econbiz.de/10010217044
Saved in:
7
Kusuoka representation of higher order dual risk measures
Dentcheva, Darinka
;
Penev, Spiridon
;
Ruszczyński, …
-
2010
Persistent link: https://www.econbiz.de/10008760335
Saved in:
8
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
Saved in:
9
Two-stage portfolio optimization with higher-order conditional measures of risk
Gülten, Sıtkı
;
Ruszczyński, Andrzej P.
-
2015
Persistent link: https://www.econbiz.de/10011284408
Saved in:
10
Computing normalized equilibria in convex-concave games
Flåm, Sjur D.
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003370291
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