Skip to contents

  1. Dentcheva, Darinka [Author]; Ruszczynski, Andrzej [Author] ; Higle, Julie L. [Contributor]; Römisch, Werner [Contributor]; Sen, Surrajeet [Contributor]

    Portfolio optimization with stochastic dominance constraints

    Books
    View online
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    Humboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, Institut für Mathematik, 2003-09-30

  2. Dentcheva, Darinka [Author]; Ruszczynski, Andrzej [Author] ; Higle, Julie L. [Contributor]; Römisch, Werner [Contributor]; Sen, Surrajeet [Contributor]

    Optimality and duality theory for stochastic optimization problems with nonlinear dominance constraints

    Books
    View online
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    Humboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, Institut für Mathematik, 2003-06-18

  3. Heßler, Katrin [Author]; Irnich, Stefan [Author]

    Partial dominance in branch-price-and-cut for the basic multicompartment vehicle-routing problem

    Articles
    View online
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    2023

    Published in: Institute for Operations Research and the Management Sciences: INFORMS journal on computing ; 35(2023), 1 vom: Jan./Feb., Seite 50-65

  4. Dillenberger, David [Author]; Krishna, R. Vijay [Author]; Sadowski, Philipp [Author]

    Subjective dynamic information constraints / [1]

    Books
    View online
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    Durham, NC: Economic Research Initiatives @ Duke (ERID), April 3, 2016

    Published in: Subjective dynamic information constraints / David Dillenberger, R. Vijay Krishna, Philipp Sadowski ; 1.2016 - ERID working paper ; 214

  5. Dentcheva, Darinka [Author]; Ruszczynski, Andrzej [Author] ; Higle, Julie L. [Contributor]; Römisch, Werner [Contributor]; Sen, Surrajeet [Contributor]

    Optimization with stochastic dominance constraints

    Books
    View online
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    Humboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, Institut für Mathematik, 2003-06-18

  6. Gollmer, Ralf [Author]; Gotzes, Uwe [Author]; Schultz, Rüdiger [Author] ; Higle, Julie L. [Contributor]; Römisch, Werner [Contributor]; Sen, Surrajeet [Contributor]

    Second-Order Stochastic Dominance Constraints Induced by Mixed-Integer Linear Recourse

    Books
    View online
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    Humboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, Institut für Mathematik, 2007-06-03

  7. Gollmer, Ralf [Author]; Neise, Frederike [Author]; Schultz, Rüdiger [Author] ; Higle, Julie L. [Contributor]; Römisch, Werner [Contributor]; Sen, Surrajeet [Contributor]

    Stochastic Programs with First-Order Dominance Constraints Induced by Mixed-Integer Linear Recourse

    Books
    View online
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    Humboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, Institut für Mathematik, 2007-06-03

  8. Liu, Yongchao [Author]; Xu, Huifu [Author] ; Higle, Julie L. [Contributor]; Römisch, Werner [Contributor]; Sen, Surrajeet [Contributor]

    Stability and sensitivity analysis of stochastic programs with second order dominance constraints

    Books
    View online
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    Humboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, Institut für Mathematik, 2010-05-25

  9. Dentcheva, Darinka [Author]; Henrion, René [Author]; Ruszczynski, Andrzej [Author]

    Stability and sensitivity of optimization problems with first order stochastic dominance constraints - [published Version]

    Books
    View online
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2007

    Published in: Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik, Volume 1206, ISSN 0946-8633