Pattern definition of the p-efficiency concept.
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- Annals of Operations Research, 2012, v. 200, n. 1, p. 23, doi. 10.1007/s10479-010-0803-1
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- Publication type:
- Article
Works matching IS 02545330 AND DT 2012 AND VI 200 AND IP 1
Results: 19
1
2
Analyzing the quality of the expected value solution in stochastic programming.
- Published in:
- Annals of Operations Research, 2012, v. 200, n. 1, p. 37, doi. 10.1007/s10479-010-0807-x
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- Article
3
Robustness in stochastic programs with risk constraints.
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- Annals of Operations Research, 2012, v. 200, n. 1, p. 55, doi. 10.1007/s10479-010-0824-9
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- Article
4
Optimal risk sharing with general deviation measures.
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- Annals of Operations Research, 2012, v. 200, n. 1, p. 9, doi. 10.1007/s10479-010-0834-7
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- Article
5
Polynomial bases on the numerical solution of the multivariate discrete moment problem.
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- Annals of Operations Research, 2012, v. 200, n. 1, p. 75, doi. 10.1007/s10479-011-0878-3
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- Article
6
Augmented Lagrangian method for probabilistic optimization.
- Published in:
- Annals of Operations Research, 2012, v. 200, n. 1, p. 109, doi. 10.1007/s10479-011-0884-5
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- Publication type:
- Article
7
Entropy programming modeling of IBNR claims reserves.
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- Annals of Operations Research, 2012, v. 200, n. 1, p. 93, doi. 10.1007/s10479-011-0882-7
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- Article
8
On long-term arbitrage opportunities in Markovian models of financial markets.
- Published in:
- Annals of Operations Research, 2012, v. 200, n. 1, p. 131, doi. 10.1007/s10479-011-0892-5
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- Publication type:
- Article
9
Scenario decomposition of risk-averse multistage stochastic programming problems.
- Published in:
- Annals of Operations Research, 2012, v. 200, n. 1, p. 147, doi. 10.1007/s10479-011-0935-y
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- Article
10
Real time estimation of stochastic volatility processes.
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- Annals of Operations Research, 2012, v. 200, n. 1, p. 223, doi. 10.1007/s10479-011-0976-2
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- Article
11
Energy contracts management by stochastic programming techniques.
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- Annals of Operations Research, 2012, v. 200, n. 1, p. 199, doi. 10.1007/s10479-011-0973-5
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- Article
12
Convex approximations in stochastic programming by semidefinite programming.
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- Annals of Operations Research, 2012, v. 200, n. 1, p. 171, doi. 10.1007/s10479-011-0986-0
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- Publication type:
- Article
13
Optimization of the quantile criterion for the convex loss function by a stochastic quasigradient algorithm.
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- Annals of Operations Research, 2012, v. 200, n. 1, p. 183, doi. 10.1007/s10479-011-0987-z
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- Publication type:
- Article
14
Dynamic consistency for stochastic optimal control problems.
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- Annals of Operations Research, 2012, v. 200, n. 1, p. 247, doi. 10.1007/s10479-011-1027-8
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- Publication type:
- Article
15
Combinatorial results on the fitting problems of the multivariate gamma distribution introduced by Prékopa and Szántai.
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- Annals of Operations Research, 2012, v. 200, n. 1, p. 265, doi. 10.1007/s10479-011-1030-0
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- Publication type:
- Article
16
On computing optimal ( Q, r) replenishment policies under quantity discounts.
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- Annals of Operations Research, 2012, v. 200, n. 1, p. 279, doi. 10.1007/s10479-012-1071-z
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- Publication type:
- Article
17
Some equilibrium problems under uncertainty and random variational inequalities.
- Published in:
- Annals of Operations Research, 2012, v. 200, n. 1, p. 299, doi. 10.1007/s10479-012-1109-2
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- Article
18
Summary of András Prékopa's scientific contributions.
- Published in:
- Annals of Operations Research, 2012, v. 200, n. 1, p. 3, doi. 10.1007/s10479-012-1210-6
- Publication type:
- Article
19
Stochastic modeling and optimization (in honor of András Prékopa's 80th birthday).
- Published in:
- Annals of Operations Research, 2012, v. 200, n. 1, p. 1, doi. 10.1007/s10479-012-1209-z
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- Publication type:
- Article