Author of the publication

Implementing bounds-based approximations in convex-concave two-stage stochastic programming.

, and . Math. Program., (1996)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

 

Other publications of authors with the same name

Bounding the Expectation of a Saddle Function with Application to Stochastic Programming., and . Math. Oper. Res., 19 (2): 314-340 (1994)Bounds for Two-Stage Stochastic Programs with Fixed Recourse., and . Math. Oper. Res., 19 (2): 292-313 (1994)Stochastic Programming DEA Model of Fundamental Analysis of Public Firms for Portfolio Selection.. OR, page 539-544. Springer, (2011)Multi-period stochastic portfolio optimization: Block-separable decomposition., and . Ann. Oper. Res., 152 (1): 367-394 (2007)New Second-Order Bounds on the Expectation of Saddle Functions with Applications to Stochastic Linear Programming.. Operations Research, 44 (6): 909-922 (1996)Tight Bounds for Stochastic Convex Programs., and . Operations Research, 40 (4): 660-677 (1992)Equilibrium analysis of supply chain structures under power imbalance., , and . Eur. J. Oper. Res., 214 (3): 568-578 (2011)Fleet routing position-based model for inventory pickup under production shutdown., and . Eur. J. Oper. Res., 236 (2): 736-747 (2014)Multiperiod Portfolio Optimization with Terminal Liability: Bounds for the Convex Case.. Comput. Optim. Appl., 32 (1-2): 29-59 (2005)Input/output selection in DEA under expert information, with application to financial markets., and . Eur. J. Oper. Res., 207 (3): 1669-1678 (2010)