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Uncertainties in stochastic programming models: The minimax approach.

. Algorithms for Optimization with Incomplete Information, том 05031 из Dagstuhl Seminar Proceedings, IBFI, Schloss Dagstuhl, Germany, (2005)

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Robustness Analysis of Stochastic Programs with Joint Probabilistic Constraints.. System Modelling and Optimization, том 391 из IFIP Advances in Information and Communication Technology, стр. 155-164. Springer, (2011)Uncertainties in stochastic programming models: The minimax approach.. Algorithms for Optimization with Incomplete Information, том 05031 из Dagstuhl Seminar Proceedings, IBFI, Schloss Dagstuhl, Germany, (2005)Epi-consistency in restricted regression models : The case of a general convex fitting function. Computational Statistics & Data Analysis, 14 (4): 417--425 (ноября 1992)A nonparametric model for analysis of the EURO bond market, , , , , и . Journal of Economic Dynamics and Control, 27 (6): 1113--1131 (апреля 2003)Stress Testing via Contamination.. Coping with Uncertainty, том 581 из Lecture Notes in Economics and Mathematical Systems, стр. 29-46. Springer, (2004)On estimating the yield and volatility curves., , , и . Kybernetika, 33 (6): 659-673 (1997)Robustness in stochastic programs with risk constraints., и . Ann. Oper. Res., 200 (1): 55-74 (2012)Asset-liability management for Czech pension funds using stochastic programming., и . Ann. Oper. Res., 165 (1): 5-28 (2009)Highly parallel computing in simulation on dynamic bond portfolio management., , и . APL, стр. 215-221. ACM, (1998)