| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
Analyzing the quality of the expected value solution in stochastic programming
|
Maggioni, Francesca
|
|
2010
|
200 |
1 |
p. 37-54
|
artikel
|
| 2 |
Augmented Lagrangian method for probabilistic optimization
|
Dentcheva, Darinka
|
|
2011
|
200 |
1 |
p. 109-130
|
artikel
|
| 3 |
Combinatorial results on the fitting problems of the multivariate gamma distribution introduced by Prékopa and Szántai
|
Kéri, Gerzson
|
|
2011
|
200 |
1 |
p. 265-278
|
artikel
|
| 4 |
Convex approximations in stochastic programming by semidefinite programming
|
Deák, István
|
|
2011
|
200 |
1 |
p. 171-182
|
artikel
|
| 5 |
Dynamic consistency for stochastic optimal control problems
|
Carpentier, Pierre
|
|
2011
|
200 |
1 |
p. 247-263
|
artikel
|
| 6 |
Energy contracts management by stochastic programming techniques
|
Bonnans, J. Frédéric
|
|
2011
|
200 |
1 |
p. 199-222
|
artikel
|
| 7 |
Entropy programming modeling of IBNR claims reserves
|
Komáromi, Éva
|
|
2011
|
200 |
1 |
p. 93-108
|
artikel
|
| 8 |
On computing optimal (Q,r) replenishment policies under quantity discounts
|
Katehakis, Michael N.
|
|
2012
|
200 |
1 |
p. 279-298
|
artikel
|
| 9 |
On long-term arbitrage opportunities in Markovian models of financial markets
|
Mbele Bidima, Martin L. D.
|
|
2011
|
200 |
1 |
p. 131-146
|
artikel
|
| 10 |
Optimal risk sharing with general deviation measures
|
Grechuk, Bogdan
|
|
2011
|
200 |
1 |
p. 9-21
|
artikel
|
| 11 |
Optimization of the quantile criterion for the convex loss function by a stochastic quasigradient algorithm
|
Kibzun, Andrey
|
|
2011
|
200 |
1 |
p. 183-198
|
artikel
|
| 12 |
Pattern definition of the p-efficiency concept
|
Lejeune, Miguel A.
|
|
2010
|
200 |
1 |
p. 23-36
|
artikel
|
| 13 |
Polynomial bases on the numerical solution of the multivariate discrete moment problem
|
Mádi-Nagy, Gergely
|
|
2011
|
200 |
1 |
p. 75-92
|
artikel
|
| 14 |
Real time estimation of stochastic volatility processes
|
Gerencsér, László
|
|
2011
|
200 |
1 |
p. 223-246
|
artikel
|
| 15 |
Robustness in stochastic programs with risk constraints
|
Dupačová, Jitka
|
|
2011
|
200 |
1 |
p. 55-74
|
artikel
|
| 16 |
Scenario decomposition of risk-averse multistage stochastic programming problems
|
Collado, Ricardo A.
|
|
2011
|
200 |
1 |
p. 147-170
|
artikel
|
| 17 |
Some equilibrium problems under uncertainty and random variational inequalities
|
Gwinner, Joachim
|
|
2012
|
200 |
1 |
p. 299-319
|
artikel
|
| 18 |
Stochastic modeling and optimization (in honor of András Prékopa’s 80th birthday)
|
Dentcheva, Darinka
|
|
2012
|
200 |
1 |
p. 1-2
|
artikel
|
| 19 |
Summary of András Prékopa’s scientific contributions
|
|
|
2012
|
200 |
1 |
p. 3-7
|
artikel
|
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