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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

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

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

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

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

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

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

Stochastic dominance efficiency analysis of diversified portfolios: classification, comparison and refinements

JOURNAL ARTICLE published July 2012 in Annals of Operations Research

Authors: Andrey Lizyayev

The von Neumann facet and a global asymptotic stability

JOURNAL ARTICLE published December 1992 in Annals of Operations Research

Authors: Harutaka Takahashi

Stochastic dominance of portfolio insurance strategies

JOURNAL ARTICLE published May 2011 in Annals of Operations Research

Authors: Rudi Zagst | Julia Kraus

Postoptimality for multistage stochastic linear programs

JOURNAL ARTICLE published December 1995 in Annals of Operations Research

Authors: Jitka Dupačová

Pension fund management with investment certificates and stochastic dominance

JOURNAL ARTICLE published April 2021 in Annals of Operations Research

Research funded by Grantovà Agentura Ceské Republiky (19-28231X) | Ministero dell’Istruzione, dell’Università e della Ricerca (MIUR-ex60% 2019,MIUR-ex60% 2020) | Ministero dell’Istruzione, dell’Università e della Ricerca (MIUR-ex60% 2020)

Authors: Sebastiano Vitali | Vittorio Moriggia

Financial analysis based sectoral portfolio optimization under second order stochastic dominance

JOURNAL ARTICLE published September 2017 in Annals of Operations Research

Research funded by Council of Scientific and Industrial Research (IN) (09/086(1098)/2011-EMR-I)

Authors: Amita Sharma | Aparna Mehra

Aspects of optimization with stochastic dominance

JOURNAL ARTICLE published June 2017 in Annals of Operations Research

Authors: William B. Haskell | J. George Shanthikumar | Z. Max Shen