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Asymptotic analysis of stochastic programs

JOURNAL ARTICLE published December 1991 in Annals of Operations Research

Authors: Alexander Shapiro

Confidence sets for discrete stochastic optimization

JOURNAL ARTICLE published December 1995 in Annals of Operations Research

Authors: A. Futschik | G. Pflug

A SMOOTHING PENALIZED SAMPLE AVERAGE APPROXIMATION METHOD FOR STOCHASTIC PROGRAMS WITH SECOND-ORDER STOCHASTIC DOMINANCE CONSTRAINTS

JOURNAL ARTICLE published June 2013 in Asia-Pacific Journal of Operational Research

Authors: HAILIN SUN | HUIFU XU | YONG WANG

Asymptotic Stochastic Programs

JOURNAL ARTICLE published November 1995 in Mathematics of Operations Research

Authors: Georg Ch. Pflug

Stage-t scenario dominance for risk-averse multi-stage stochastic mixed-integer programs

JOURNAL ARTICLE published February 2022 in Annals of Operations Research

Research funded by NSF (CMMI-1100765)

Authors: İ. Esra Büyüktahtakın

The asymptotic contour process of a binary tree is a Brownian excursion

JOURNAL ARTICLE published May 1992 in Stochastic Processes and their Applications

Authors: W. Gutjahr | G.Ch. Pflug

Non-asymptotic confidence bounds for stochastic approximation algorithms with constant step size

JOURNAL ARTICLE published September 1990 in Monatshefte f�r Mathematik

Authors: Georg Ch. Pflug

Correction to: Stage-t scenario dominance for risk-averse multi-stage stochastic mixed-integer programs

JOURNAL ARTICLE published January 2024 in Annals of Operations Research

Authors: İ. Esra Büyüktahtakın

Stability analysis for stochastic programs

JOURNAL ARTICLE published December 1991 in Annals of Operations Research

Authors: Werner Römisch | Rüdiger Schultz

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

JOURNAL ARTICLE published December 1992 in Annals of Operations Research

Authors: Gerd Infanger

Scenario-based stochastic programs: Resistance with respect to sample

JOURNAL ARTICLE published December 1996 in Annals of Operations Research

Authors: Jitka Dupačová

Almost Higher Order Stochastic Dominance

JOURNAL ARTICLE published January 2014 in RAIRO - Operations Research

Authors: Cuizhen Niu | Xu Guo

On Best Asymptotic Confidence Intervals for Parameters of Stochastic Processes

JOURNAL ARTICLE published 1 March 1992 in The Annals of Statistics

Authors: C. C. Heyde

Statistical verification of optimality conditions for stochastic programs with recourse

JOURNAL ARTICLE published December 1991 in Annals of Operations Research

Authors: Julia L. Higle | Suvrajeet Sen

Gradient estimates for the performance of markov chains and discrete event processes

JOURNAL ARTICLE published December 1992 in Annals of Operations Research

Authors: G. Ch. Pflug

Applicational aspects of stochastic approximation

BOOK CHAPTER published 1992 in Stochastic Approximation and Optimization of Random Systems

Authors: Georg Pflug

Multistage stochastic dominance: an application to pension fund management

JOURNAL ARTICLE published 10 November 2023 in Annals of Operations Research

Research funded by Grantová Agentura Ceské Republiky (19-28231X) | Ministero dell’Istruzione, dell’Università e della Ricerca (MIUR-ex60% 2021,MIUR-ex60% 2021) | Ministero dell’Istruzione, dell’Università e della Ricerca (MIUR-ex60% 2022)

Authors: Miloš Kopa | Vittorio Moriggia | Sebastiano Vitali

Stochastic vs deterministic programming in water management: the value of flexibility

JOURNAL ARTICLE published December 2014 in Annals of Operations Research

Authors: Yousaf Shad Muhammad | Georg C. Pflug

Financial scenario generation for stochastic multi-stage decision processes as facility location problems

JOURNAL ARTICLE published 1 March 2007 in Annals of Operations Research

Authors: Ronald Hochreiter | Georg Ch. Pflug

Non-terminating stochastic ratio game

JOURNAL ARTICLE published 1980 in RAIRO - Operations Research

Authors: V. Aggarwal | K. P. K. Nair | R. Chandrasekaran