| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
Book Notices
|
|
|
2002
|
114 |
1 |
p. 243-244
2 p.
|
artikel
|
| 2 |
Book Notices
|
|
|
2002
|
114 |
1 |
p. 243-244
|
artikel
|
| 3 |
Duality Principles for Optimization Problems Dealing with the Difference of Vector-Valued Convex Mappings
|
M. Volle
|
|
2002
|
114 |
1 |
p. 223-241
19 p.
|
artikel
|
| 4 |
Duality Principles for Optimization Problems Dealing with the Difference of Vector-Valued Convex Mappings
|
Volle, M.
|
|
2002
|
114 |
1 |
p. 223-241
|
artikel
|
| 5 |
Existence of Equilibria for Multivalued Mappings and Its Application to Vectorial Equilibria
|
L. J. Lin
|
|
2002
|
114 |
1 |
p. 189-208
20 p.
|
artikel
|
| 6 |
Existence of Equilibria for Multivalued Mappings and Its Application to Vectorial Equilibria
|
Lin, L. J.
|
|
2002
|
114 |
1 |
p. 189-208
|
artikel
|
| 7 |
General Information
|
|
|
2002
|
114 |
1 |
p. 245-254
10 p.
|
artikel
|
| 8 |
General Information
|
|
|
2002
|
114 |
1 |
p. 245-254
|
artikel
|
| 9 |
Generalized Surrogate Problem Methodology for Online Stochastic Discrete Optimization
|
K. Gokbayrak
|
|
2002
|
114 |
1 |
p. 97-132
36 p.
|
artikel
|
| 10 |
Generalized Surrogate Problem Methodology for Online Stochastic Discrete Optimization
|
Gokbayrak, K.
|
|
2002
|
114 |
1 |
p. 97-132
|
artikel
|
| 11 |
Numerical Solution for Linear-Quadratic Control Problems of Markov Jump Linear Systems and Weak Detectability Concept
|
J.B.R. Do Val
|
|
2002
|
114 |
1 |
p. 69-96
28 p.
|
artikel
|
| 12 |
Numerical Solution for Linear-Quadratic Control Problems of Markov Jump Linear Systems and Weak Detectability Concept
|
Do Val, J.B.R.
|
|
2002
|
114 |
1 |
p. 69-96
|
artikel
|
| 13 |
On the Global Convergence of a Modified Augmented Lagrangian Linesearch Interior-Point Newton Method for Nonlinear Programming
|
M. Argáez
|
|
2002
|
114 |
1 |
p. 1-25
25 p.
|
artikel
|
| 14 |
On the Global Convergence of a Modified Augmented Lagrangian Linesearch Interior-Point Newton Method for Nonlinear Programming
|
Argáez, M.
|
|
2002
|
114 |
1 |
p. 1-25
|
artikel
|
| 15 |
Probabilistic Analysis of Condition Numbers for Linear Programming
|
D. Cheung
|
|
2002
|
114 |
1 |
p. 55-67
13 p.
|
artikel
|
| 16 |
Probabilistic Analysis of Condition Numbers for Linear Programming
|
Cheung, D.
|
|
2002
|
114 |
1 |
p. 55-67
|
artikel
|
| 17 |
Relaxation Through Homogenization for Optimal Design Problems with Gradient Constraints
|
R. Lipton
|
|
2002
|
114 |
1 |
p. 27-53
27 p.
|
artikel
|
| 18 |
Relaxation Through Homogenization for Optimal Design Problems with Gradient Constraints
|
Lipton, R.
|
|
2002
|
114 |
1 |
p. 27-53
|
artikel
|
| 19 |
Solving Nonlinear Programming Problems with Noisy Function Values and Noisy Gradients
|
M. Hintermüller
|
|
2002
|
114 |
1 |
p. 133-169
37 p.
|
artikel
|
| 20 |
Solving Nonlinear Programming Problems with Noisy Function Values and Noisy Gradients
|
Hintermüller, M.
|
|
2002
|
114 |
1 |
p. 133-169
|
artikel
|
| 21 |
Stochastic Discrete-Time Nash Games with Constrained State Estimators
|
A.R. Kian
|
|
2002
|
114 |
1 |
p. 171-188
18 p.
|
artikel
|
| 22 |
Stochastic Discrete-Time Nash Games with Constrained State Estimators
|
Kian, A.R.
|
|
2002
|
114 |
1 |
p. 171-188
|
artikel
|
| 23 |
Stochastic Method for the Solution of Unconstrained Vector Optimization Problems
|
S. Schäffler
|
|
2002
|
114 |
1 |
p. 209-222
14 p.
|
artikel
|
| 24 |
Stochastic Method for the Solution of Unconstrained Vector Optimization Problems
|
Schäffler, S.
|
|
2002
|
114 |
1 |
p. 209-222
|
artikel
|
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