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Search for publications relevant for "Multistage stochastic programming"
Multistage stochastic programming
Publication
Class
Person
Publication
Programmes
publication
Testing the structure of multistage stochastic programs
+1
2008 |
Faculty of Mathematics and Physics
publication
Contamination for multistage stochastic programs
2006 |
Faculty of Mathematics and Physics
publication
Structure of risk-averse multistage stochastic programs
2015 |
Faculty of Mathematics and Physics
publication
SDDP for multistage stochastic programs: preprocessing via scenario reduction
2017 |
Faculty of Mathematics and Physics
publication
Scenarios for multistage stochastic programs
2001 |
Faculty of Mathematics and Physics
publication
Reflections on output analysis for multistage stochastic programs
Publication without faculty affiliation
publication
Comparison of multistage stochastic programming and stochastic dynamic programming with discrete time
Publication without faculty affiliation
publication
Multistage stochastic programs: the state-of-the-art and selected bibliography
1995 |
Publication without faculty affiliation
publication
Comparison of Multistage Stochastic Programs with Recourse and Stochastic Dynamic Programs with Discrete Time
2002 |
Publication without faculty affiliation
publication
MULTISTAGE RISK PREMIUMS IN PORTFOLIO OPTIMIZATION
2017 |
Faculty of Mathematics and Physics
publication
Multistage portfolio optimization with risk premium contraints
2015 |
Faculty of Mathematics and Physics
publication
Individual optimal pension allocation under stochastic dominance constraints
2018 |
Faculty of Mathematics and Physics
publication
Applications of stochastic programming: Achievements and questions
2002 |
Publication without faculty affiliation
publication
Asset-Liability Management: Application of Stochastic Programming with Endogenous Randomness and Contamination
Publication without faculty affiliation
publication
Optimization software for stochastic programming problems
2007 |
Faculty of Mathematics and Physics
publication
Portfolio Optimization and Risk Management via Stochastic Programming
2009 |
Faculty of Mathematics and Physics
publication
Stability properties of a bond portfolio management problem
2001 |
Faculty of Mathematics and Physics
publication
Sensitivity of bond portfolio's behavior with respect to random movements in yield curve: A simulation study
2001 |
Faculty of Mathematics and Physics
publication
SPECIAL ISSUE: MATHEMATICAL METHODS IN ECONOMY AND INDUSTRY 2017
2018 |
Faculty of Mathematics and Physics
publication
Multistage risk-averse asset allocation with transaction costs
2012 |
Faculty of Mathematics and Physics
publication
Optimal pension fund composition for an Italian private pension plan sponsor
2017 |
Faculty of Mathematics and Physics
publication
Multistage stochastic dominance: an application to pension fund management
2024 |
Faculty of Mathematics and Physics
publication
Long-term individual financial planning under stochastic dominance constraints
2020 |
Faculty of Mathematics and Physics
publication
Parameterized Algorithms for MILPs with Small Treedepth
2021 |
Faculty of Mathematics and Physics