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7 research outputs found

A clustering approach for scenario tree reduction: an application to a stochastic programming portfolio optimization problem

Author: A Geyer
G Consigli
G Szego
H Heitsch
H Heitsch
H Heitsch
H Heitsch
H Heitsch
J Dupacová
J Dupacová
JM Latorre
K Sutiene
L Kaufman
M Bertocchi
M Kaut
Maria Elena Bruni
N Gülpinar
P Artzner
P Beraldi
P Beraldi
Patrizia Beraldi
R Henrion
R Henrion
WL Oliveira de
Publication venue: 'Springer Science and Business Media LLC'
Publication date
Field of study

Price of Correlations in Stochastic Optimization

Author: Amin Saberi
Berman P.
Bertsimas D.
Charikar M.
Dupacová J.
Kimber A. C.
Landau H. J.
Ruszczynski A.
Scarf H. E.
Shipra Agrawal
Yichuan Ding
Yinyu Ye
Žáčková J.
Publication venue: 'Institute for Operations Research and the Management Sciences (INFORMS)'
Publication date
Field of study

Maximum a posteriori estimators as a limit of Bayes estimators

Author: A Shapiro
AJ King
AJ King
C Robert
CJ Geyer
G Beer
G Salinetti
GC Pflug
GC Pflug
H Attouch
J Dupacová
J Friedman
J Geweke
Julio Deride
K Knight
K Knight
K Rufibach
L Dümbgen
MAT Figueiredo
PM Lee
Robert Bassett
RT Rockafellar
Publication venue: 'Springer Science and Business Media LLC'
Publication date
Field of study

A Structural Classification of Probability Distances

Author: A Greven
A Szulga
B Sendov
B Sriperumbudur
D Repovš
G Bouchitté
G Toscani
J Dupacová
J Hutchinson
J Neveu
LV Kantorovich
M Boutsikas
P Billingsley
P Hall
PL Hennequin
R Fortet
RM Bhattacharya
RM Dudley
RR Ranga
S Graf
S Rachev
S Rachev
ST Rachev
TL Hung
VM Zolotarev
VM Zolotarev
VM Zolotarev
VV Senatov
YuV Prokhorov
Publication venue: 'Springer Science and Business Media LLC'
Publication date
Field of study

Optimization techniques for the Brazilian natural gas network planning problem

Author: A Ruszczyński
AJ Kleywegt
C Fábián
C Sagastizábal
G Pflug
H Heitsch
H Heitsch
J Bonnans
J Dupacová
J Kelley Jr
JR Birge
KJ Singh
Leonardo A. M. Moraes
MEP Maceira
P Schütz
R Correa
RV Slyke
S Kazempour
Sergio V. B. Bruno
T Santoso
W Oliveira de
W Oliveira de
Welington de Oliveira
WL Oliveira de
X Li
X Li
X Li
Publication venue: 'Springer Science and Business Media LLC'
Publication date
Field of study

A stability result for linear Markovian stochastic optimization problems

Author: A Hoffman
A Müller
A Shapiro
A Shapiro
AB Philpott
Adriana Kiszka
BL Fox
CS Chow
D Bertsekas
D Kuhn
D Walkup
David Wozabal
DJ White
DJ White
DP Bertsekas
DP Bertsekas
F Dufour
F Dufour
F Dufour
GA Hanasusanto
GC Pflug
GC Pflug
GC Pflug
GC Pflug
H Attouch
H Heitsch
H Heitsch
H Heitsch
H Heitsch
H-J Langen
J Dupacová
J Dupacová
JR Birge
K Frauendorfer
K Hinderer
K Høyland
K Høyland
L Kantorovich
M Broadie
M Kaut
MS Casey
MVF Pereira
N Löhndorf
N Saldi
NCP Edirisinghe
R Meise
S Dolecki
SM Robinson
T Pennanen
T Pennanen
V Bally
V Bally
W Römisch
Publication venue: 'Springer Science and Business Media LLC'
Publication date
Field of study

On the number of stages in multistage stochastic programs

Author: A Alonso
A Løkketangen
AJ King
B Sandikçi
DR Cariño
F Maggioni
F Maggioni
F Maggioni
F Maggioni
G Lulli
G Pantuso
G Pantuso
GC Pflug
Giovanni Pantuso
H Heitsch
J Dupacová
JM Mulvey
JR Birge
JR Birge
JR Birge
K Høyland
K Høyland
L Escudero
LF Escudero
M Dempster
M Kaut
P Kall
R Bakkehaug
RM Kovacevic
RT Rockafellar
S Ahmed
S-E Fleten
TK Kristoffersen
Trine K. Boomsma
WB Powell
Y Li
Publication venue: 'Springer Science and Business Media LLC'
Publication date
Field of study

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