Skip to contents

Higle, Julia L. [Author]; Sen, Suvrajeet [Author] ; Higle, Julie L. [Contributor]; Römisch, Werner [Contributor]; Sen, Surrajeet [Contributor]

Multistage stochastic convex programs ; Duality and its implications

View online
Schließen

Links

http://edoc.hu-berlin.de/18452/8918

Show more show less

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, 2002-02-21
Lorenz, Nicole [Author] ; Wanka, Gert [Degree supervisor]; Wanka, Gert [Other]; Weber, Gerhard Wilhelm [Other]

Application of the Duality Theory : New Possibilities within the Theory of Risk Measures, Portfolio Optimization and Machine Learning

View online
Schließen

Access

https://d-nb.info/1214244203/34

Show more show less

Close

Bookmarks

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

Chemnitz: Universitätsbibliothek Chemnitz, 2012
Jaschke, Stefan R. [Author]; Küchler, Uwe [Author]

Coherent risk measures, valuation bounds, and (my,p)-portfolio optimization

View online
Schließen

Links

http://hdl.handle.net/10419/61712

Show more show less

Close

Bookmarks

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

Berlin: Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, 1999
Trnovska, Maria [Author]; Hrdina, Jakub [Author]

Lagrangian duality in convex conic programming with simple proofs

View online
Schließen

Access

https://link.springer.com/content/pdf/10.1007/s43069-023-00279-4.pdf

Full access (via DOI)

Show more show less

Close

Bookmarks

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

2023

Published in: Operations research forum ; 4(2023), 4 vom: Dez., Artikel-ID 97, Seite 1-20
Dworczak, Piotr [Author]; Kolotilin, Anton [Author]

The Persuasion Duality

View online
Schließen

Access

Full access (via DOI)

https://ssrn.com/abstract=4206116

Show more show less

Close

Bookmarks

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

[S.l.]: SSRN, 2022

Published in: UNSW Economics Working Paper ; 2022-04
Escobar, Marcos [Author]; Wahl, Markus [Author]; Zagst, Rudi [Author]

Portfolio optimization with wealth-dependent risk constraints

View online
Schließen

Access

https://www.tandfonline.com/doi/pdf/10.1080/03461238.2021.1962962

Full access (via DOI)

Show more show less

Close

Bookmarks

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

2022

Published in: Scandinavian actuarial journal ; 2022(2022), 3, Seite 244-268
Goh, Gyuhyeong [Author]; Yu, Jisang [Author]

Synthetic control method with convex hull restrictions : a Bayesian maximum a posteriori approach

View online
Schließen

Access

Full access (via DOI)

https://academic.oup.com/ectj/article-pdf/25/1/215/42182897/utab015.pdf

Show more show less

Close

Bookmarks

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

2022

Published in: The econometrics journal ; 25(2022), 1 vom: Jan., Seite 215-232
Spady, Richard Henry [Author]; Stouli, Sami [Author]

Dual regression

View online
Schließen

Links

http://hdl.handle.net/10419/211094

Show more show less

Close

Bookmarks

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

London: Centre for Microdata Methods and Practice (cemmap), 2019
Balcan, Maria-Florina [Author]; Liang, Yingyu [Author]; Woodruff, David P. [Author]; Zhang, Hongyang [Author] ; Maria-Florina Balcan and Yingyu Liang and David P. Woodruff and Hongyang Zhang [Contributor]

Matrix Completion and Related Problems via Strong Duality

View online
Schließen

Access

Close

Bookmarks

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

Schloss Dagstuhl – Leibniz-Zentrum für Informatik, 2018
Imkeller, Peter [Author]; Zhang, Jianing [Author]; Réveillac, Anthony [Author]; Hu, Ying [Author]; Horst, Ulrich [Author]

Forward–backward systems for expected utility maximization

View online
Schließen

Access

Close

Bookmarks

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

Weierstrass Institute for Applied Analysis and Stochastics publication server, 2014
Horst, Ulrich [Author]

Forward-backward systems for expected utility maximization - [published Version]

View online
Schließen

Links

https://oa.tib.eu/renate/handle/123456789/2416

Show more show less

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, 2011
Rudloff, Birgit [Author]

A generalized Neyman-Pearson lemma for hedge problems in incomplete markets

View online
Schließen

Links

https://nbn-resolving.org/urn:nbn:de:swb:ch1-200501316

Show more show less

Close

Bookmarks

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

Chemnitz: Technische Universität Chemnitz, [2005]

Published in: Tagungsband zum Workshop "Stochastische Analysis", 27.09.2004 - 29.09.2004
Schied, Alexander [Author]

Optimal investments for risk- and ambiguity-averse preferences: a duality approach

View online
Schließen

Links

http://hdl.handle.net/10419/25070

Show more show less

Close

Bookmarks

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

Berlin: Humboldt University of Berlin, Collaborative Research Center 649 - Economic Risk, 2005
Ruszczynski, Andrzej [Author]; Shapiro, Alexander [Author] ; Higle, Julie L. [Contributor]; Römisch, Werner [Contributor]; Sen, Surrajeet [Contributor]

Conditional Risk Mappings

View online
Schließen

Links

http://edoc.hu-berlin.de/18452/8968

Show more show less

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, 2004-03-25
Bot, Radu Ioan [Author] ; Wanka, Gert [Reviewer]; Jahn, Johannes [Reviewer]; Nakayama, Hirotaka [Reviewer] Technische Universität Chemnitz

Duality and optimality in multiobjective optimization

View online
Schließen

Links

https://nbn-resolving.org/urn:nbn:de:swb:ch1-200300842

Show more show less

Close

Bookmarks

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

[2003]
Labbé, Jean-Philippe [Author]

Convex Geometry of Subword Complexes of Coxeter Groups

View online
Schließen

Access

https://d-nb.info/1219070106/34

kostenfrei

Show more show less

Close

Bookmarks

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

Berlin: Freie Universität Berlin, 2020
Hintermüller, Michael [Author]; Holler, Martin [Author]; Papafitsoros, Kostas [Author]

A function space framework for structural total variation regularization with applications in inverse problems - [published Version]

View online
Schließen

Access

Close

Bookmarks

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

Bristol [u.a.] : Inst., 2018

Published in: Inverse problems : an international journal on the theory and practice of inverse problems, inverse methods and computerized inversion of data 34 (2018), Nr. 6
Ladkau, Marcel [Author]; Laeven, Roger J. A. [Author]; Schoenmakers, John G. M. [Author]; Krätschmer, Volker [Author]; Stadje, Mitja [Author]

Optimal Stopping Under Uncertainty in Drift and Jump Intensity

View online
Schließen

Access

Close

Bookmarks

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

Weierstrass Institute for Applied Analysis and Stochastics publication server, 2018
Krätschmer, Volker [Author]; Ladkau, Marcel [Author]; Laeven, Roger J.A. [Author]; Schoenmakers, John G.M. [Author]; Stadje, Mitja [Author]

Robust optimal stopping - [published Version]

View online
Schließen

Links

https://oa.tib.eu/renate/handle/123456789/3331

Show more show less

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, 2015
Horst, Ulrich [Author]; Hu, Ying [Author]; Imkeller, Peter [Author]; Réveillac, Anthony [Author]; Zhang, Jianing [Author]

Forward-backward systems for expected utility maximization

View online
Schließen

Access

Full access (via DOI)

Show more show less

Close

Bookmarks

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

Weierstrass Institute for Applied Analysis and Stochastics publication server, 2011

You did not find what you were looking for?

Purchase suggestion
Are you missing something you need for your research? If you have any suggestions please share them here.

Interlibrary Loan
Please search and order your favorite title in the Interlibrary Loan Portal.

Search in field:

Recently searched for:

You did not find what you were looking for?

> Year of publication

Year of publication