Volume 31; Issue 1

Annals of Operations Research

Volume 31; Issue 1
1

Recent trends in random number and random vector generation

Harald Niederreiter
Journal:
Annals of Operations Research
Year:
1991
Language:
english
File:
PDF, 1.15 MB
english, 1991
3

Approximate nonlinear programming algorithms for solving stochastic programs with recourse

Jinde Wang
Journal:
Annals of Operations Research
Year:
1991
Language:
english
File:
PDF, 561 KB
english, 1991
5

Approximate scenario solutions in the progressive hedging algorithm

Thorkell Helgason, Stein W. Wallace
Journal:
Annals of Operations Research
Year:
1991
Language:
english
File:
PDF, 857 KB
english, 1991
6

Structural properties of the progressive hedging algorithm

Stein W. Wallace, Thorkell Helgason
Journal:
Annals of Operations Research
Year:
1991
Language:
english
File:
PDF, 428 KB
english, 1991
7

Investments in stochastic maximum flow networks

Richard D. Wollmer
Journal:
Annals of Operations Research
Year:
1991
Language:
english
File:
PDF, 420 KB
english, 1991
8

A single facility stochastic location problem undera-distance

Shôgo Shiode, Hiroaki Ishii
Journal:
Annals of Operations Research
Year:
1991
Language:
english
File:
PDF, 336 KB
english, 1991
9

Portfolio theory for the recourse certainty equivalent maximizing investor

Aharon Ben-Tal, Marc Teboulle
Journal:
Annals of Operations Research
Year:
1991
Language:
english
File:
PDF, 774 KB
english, 1991
10

Growth-security profiles in capital accumulation under risk

L. C. MacLean, W. T. Ziemba
Journal:
Annals of Operations Research
Year:
1991
Language:
english
File:
PDF, 330 KB
english, 1991
12

Stochastic modelling and optimization for environmental management

János Pintér
Journal:
Annals of Operations Research
Year:
1991
Language:
english
File:
PDF, 955 KB
english, 1991
14

Extended scenario analysis

Stephen M. Robinson
Journal:
Annals of Operations Research
Year:
1991
Language:
english
File:
PDF, 625 KB
english, 1991