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1

Multi-stage stochastic linear programs for portfolio optimization

George B. Dantzig, Gerd Infanger

Journal:

Annals of Operations Research

Year:

1993

Language:

english

File:

PDF, 1.41 MB

english, 1993

2

A Complementarity Framework for Forward Contracting Under Uncertainty

Shanbhag, Uday V., Infanger, Gerd, Glynn, Peter W.

Journal:

Operations Research

Year:

2011

Language:

english

File:

PDF, 570 KB

english, 2011

3

Handbook of Asset and Liability Management || Dynamic asset allocation strategies using a stochastic dynamic programming aproach

Year:

2008

Language:

english

File:

PDF, 6.03 MB

english, 2008

4

Monte Carlo (importance) sampling within a benders decomposition algorithm for stochastic linear programs

Journal:

Annals of Operations Research

Year:

1992

Language:

english

File:

PDF, 1.59 MB

english, 1992

5

[International Series in Operations Research & Management Science] Stochastic Programming Volume 150 || Production Planning Under Supply and Demand Uncertainty: A Stochastic Programming Approach

Year:

2011

Language:

english

File:

PDF, 461 KB

english, 2011

6

[International Series in Operations Research & Management Science] Stochastic Programming Volume 150 || Stability and Scenario Trees for Multistage Stochastic Programs

Year:

2011

Language:

english

File:

PDF, 633 KB

english, 2011

7

Stochastic programming for funding mortgage pools

Journal:

Quantitative Finance

Year:

2007

Language:

english

File:

PDF, 454 KB

english, 2007

8

Decision support system— operation planning

Peter G. Harhammer, Gerd M. Infanger

Journal:

International Journal of Electrical Power & Energy Systems

Year:

1989

Language:

english

File:

PDF, 545 KB

english, 1989

9

5.2 Decomposition and importance sampling for stochastic linear models

Robert Entriken, Gerd Infanger

Journal:

Year:

1990

Language:

english

File:

PDF, 1.04 MB

english, 1990

10

4.6. Special programming models

Walter C. Labys, Thomas Kuczmowski, Gerd Infanger

Journal:

Year:

1990

Language:

english

File:

PDF, 841 KB

english, 1990

11

Intelligent control and optimization under uncertainty with application to hydro power

George B. Dantzig, Gerd Infanger

Journal:

European Journal of Operational Research

Year:

1997

Language:

english

File:

PDF, 909 KB

english, 1997

12

The prospects of energy conservation: A different approach to the fuel demand for space heating

Franz Wirl, Gerd Infanger

Journal:

Year:

1985

Language:

english

File:

PDF, 873 KB

english, 1985

13

Cut sharing for multistage stochastic linear programs with interstage dependency

Gerd Infanger, David P. Morton

Journal:

Mathematical Programming

Year:

1996

Language:

english

File:

PDF, 745 KB

english, 1996

14

[International Series in Operations Research & Management Science] Stochastic Programming Volume 150 ||

Year:

2011

Language:

english

File:

PDF, 5.07 MB

english, 2011

15

Simulation-based confidence bounds for two-stage stochastic programs

Peter W. Glynn,Gerd Infanger

Journal:

Mathematical Programming

Year:

2013

Language:

english

File:

PDF, 290 KB

english, 2013

16

[International Series in Operations Research & Management Science] Stochastic Programming Volume 150 || Single-Period Mean–Variance Analysis in a Changing World

Year:

2011

Language:

english

File:

PDF, 469 KB

english, 2011