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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

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.)

Marti, Kurt (ed.); Ermol'ev, Jurij M. (ed.); … - 2004

Persistent link: https://www.econbiz.de/10001769398

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

The Aurora financial management system: from model design to parallel implementation

Pflug, Georg; Dockner, E.; Świe̜tanowski, A.; Moritsch, H. - In: Financial modelling : proceedings of the 23rd Meeting …, (pp. 119-152). 1999

Persistent link: https://www.econbiz.de/10001739673

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

Editorial: Special issue on applied optimization techniques for industry

Consigli, Giorgio; Moriggia, Vittorio; Pflug, Georg - In: IMA journal of management mathematics 21 (2010) 2, pp. 85-87

Persistent link: https://www.econbiz.de/10003984214

The 1/N investment strategy is optimal under high model ambiguity

Pflug, Georg; Pichler, Alois; Wozabal, David - In: Journal of banking & finance 36 (2012) 2, pp. 410-417

Persistent link: https://www.econbiz.de/10009511313