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Single asset optimal trading strategies with stochastic dominance constraints

JOURNAL ARTICLE published August 2016 in Annals of Operations Research

Authors: Reshma Khemchandani | Avikant Bhardwaj | Suresh Chandra

The computational complexity of multi-level linear programs

JOURNAL ARTICLE published December 1992 in Annals of Operations Research

Authors: Charles Blair

A stochastic quasigradient algorithm with variable metric

JOURNAL ARTICLE published December 1992 in Annals of Operations Research

Authors: S. P. Uryas'ev

Confidence intervals in the solution of stochastic integer linear programming problems

JOURNAL ARTICLE published February 1984 in Annals of Operations Research

Authors: Bruno Apolloni | Ferdinando Pezzella

A Stochastic Dominance Approach to Evaluating Foreign Exchange Hedging Strategies

JOURNAL ARTICLE published 1992 in Financial Management

Authors: William C. Hunter | Stephen G. Timme

Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary

REPORT published 10 March 2008

Authors: Yoon-Jae Whang | Kyungchui (Kevin) Song | Oliver Linton

Asymptotic Stochastic Dominance and the Maximum Geometric Mean Strategy

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Haim Levy

Continuous approximation schemes for stochastic programs

JOURNAL ARTICLE published December 1995 in Annals of Operations Research

Authors: John R. Birge | Liqun Qi

Robustness in stochastic programs with risk constraints

JOURNAL ARTICLE published November 2012 in Annals of Operations Research

Authors: Jitka Dupačová | Miloš Kopa

Asymptotic Behavior of Solutions

BOOK CHAPTER published 10 December 2014 in Stochastic Partial Differential Equations

Asymptotic behavior of the Weber location problem on the plane

JOURNAL ARTICLE published December 1992 in Annals of Operations Research

Authors: Zvi Drezner | David Simchi-Levi

Primer on Stochastic Dominance

JOURNAL ARTICLE published September 2015 in Wilmott

Authors: Leonard C. MacLean | Bill Ziemba

Asymptotic solutions to weakly coupled stochastic teams with nonclassical information

JOURNAL ARTICLE published 1992 in IEEE Transactions on Automatic Control

Authors: R. Srikant | T. Basar

Approximate nonlinear programming algorithms for solving stochastic programs with recourse

JOURNAL ARTICLE published December 1991 in Annals of Operations Research

Authors: Jinde Wang

Stochastic dominance spanning and augmenting the human development index with institutional quality

JOURNAL ARTICLE published August 2022 in Annals of Operations Research

Research funded by Social Sciences and Humanities Research Council of Canada (4301)

Authors: Mehmet Pinar | Thanasis Stengos | Nikolas Topaloglou

Statistical approximations for recourse constrained stochastic programs

JOURNAL ARTICLE published December 1995 in Annals of Operations Research

Authors: Julia L. Higle | Suvrajeet Sen

Gröbner bases in Asymptotic Analysis of Perturbed Polynomial Programs

JOURNAL ARTICLE published August 2006 in Mathematical Methods of Operations Research

Authors: Vladimir Ejov | Jerzy A. Filar

Bounds in multi-horizon stochastic programs

JOURNAL ARTICLE published September 2020 in Annals of Operations Research

Authors: Francesca Maggioni | Elisabetta Allevi | Asgeir Tomasgard

Interval-based stochastic dominance: theoretical framework and application to portfolio choices

JOURNAL ARTICLE published December 2021 in Annals of Operations Research

Research funded by National Natural Science Foundation of China (11991023, 11901449, 11735011)

Authors: Jia Liu | Zhiping Chen | Giorgio Consigli

Robust Solutions in Stochastic Linear Programming

JOURNAL ARTICLE published 1 October 1991 in Journal of the Operational Research Society

Authors: Jati K Sengupta