Geodesic

Tome 53 (2017) no. 6

Sommaire

Special issue: Applied mathematical programming and modelling 2016
p. 983-984
On random processes as an implicit solution of equations
p. 985-991
Multistage risk premiums in portfolio optimization
p. 992-1011
Warm-start cuts for Generalized Benders Decomposition
p. 1012-1025
Stability, empirical estimates and scenario generation in stochastic optimization - applications in finance
p. 1026-1046
Two-stage stochastic programming approach to a PDE-constrained steel production problem with the moving interface
p. 1047-1070
Which carbon derivatives are applicable in practice? A case study of a European steel company
p. 1071-1085
Second Order optimality in Markov decision chains
p. 1086-1099
Bottom-up modeling of domestic appliances with Markov chains and semi-Markov processes
p. 1100-1117
Nilpotent approximation of a trident snake robot controlling distribution
p. 1118-1130
Piecewise-polynomial signal segmentation using convex optimization
p. 1131-1149